Listing 1 - 10 of 22 | << page >> |
Sort by
|
Choose an application
Quantitative methods have revolutionised the area of trading, regulation, risk management, portfolio construction, asset pricing and treasury activities, and governmental activity such as central banking.One of the original contributions in this area is the classic by Cootner entitled 'The Random Nature of Stock Market Prices'. This work investigated the statistical properties of asset prices and was one of the first works to investigate this area in a rigorous manner.Much has happened in this field in the last 35 years and 'Return Distributions in Finance' contains much new i
Financial organisation --- Asset allocation. --- Financial engineering. --- Investments --- Mathematics of investment --- Business mathematics --- Computational finance --- Engineering, Financial --- Finance --- Allocation of assets --- Portfolio management --- Mathematics.
Choose an application
Investments --- Money market --- Mathematics --- AA / International- internationaal --- 657.02 --- Handelsrekenen. Financiële algebra. Actuariële wiskunde. Aflossingstabellen. --- Money markets --- Mathematics of investment --- Handelsrekenen. Financiële algebra. Actuariële wiskunde. Aflossingstabellen --- Finance --- Financial institutions --- Money --- Business mathematics --- Investments - Mathematics --- Money market - Mathematics
Choose an application
In this book, Dr Mak views the financial market from a scientific perspective. The book attempts to provide a realistic description of what the market is, and how future research should be developed. The market is a complex phenomenon, and can be forecasted only with errors - if that particular market can be forecasted at all. The book reviews the scientific literatures on the financial market and describes mathematical procedures which demonstrate that some markets are non-random. How the markets are modeled - phenomenologically and from first principle - is explained. It discusses indicat
Capital market -- Forecasting. --- Electronic books. -- local. --- Investments -- Mathematics. --- Investments --- Capital market --- Mathematics. --- Forecasting. --- Capital markets --- Market, Capital --- Mathematics of investment --- Finance --- Financial institutions --- Loans --- Money market --- Securities --- Crowding out (Economics) --- Efficient market theory --- Business mathematics
Choose an application
This unique book on the basics of option pricing is mathematically accurate and yet accessible to readers with limited mathematical training. It will appeal to professional traders as well as undergraduates studying the basics of finance. The author assumes no prior knowledge of probability, and offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, and the capital assets pricing model. Among the many new features of this second edition are: a new chapter on optimization methods in finance; a new section on Value at Risk and Conditional Value at Risk; a new and simplified derivation of the Black-Scholes equation, together with derivations of the partial derivatives of the Black-Scholes option cost function and of the computational Black-Scholes formula; three different models of European call options with dividends; a new, easily implemented method for estimating the volatility parameter.
Probability theory --- AA / International- internationaal --- 333.605 --- Nieuwe financiële instrumenten. --- Investments --- Options (Finance) --- Securities --- Stochastic analysis. --- Mathematics. --- Mathematical models. --- Prices --- Stochastic analysis --- Analysis, Stochastic --- Mathematical analysis --- Stochastic processes --- Blue sky laws --- Capitalization (Finance) --- Investment securities --- Portfolio --- Scrip --- Securities law --- Underwriting --- Investment banking --- Mathematics of investment --- Business mathematics --- Mathematics --- Mathematical models --- Prices&delete& --- Nieuwe financiële instrumenten --- Law and legislation --- Mathematical Sciences --- General and Others
Choose an application
Il libro illustra l'approccio della moderna finanza matematica al caso dei titoli derivati, certamente gli strumenti più innovativi e più diffusi del mercato finanziario. La metodologia detta di non arbitraggio (o di Black e Scholes) viene illustrata sia in termini euristici sia in termini formali e applicata per fornire la guida al pricing e all'hedging dei titoli c.d. derivati in quanto dipendenti da altri titoli: forward e futures, floaters, swap, opzioni sia semplici sia esotiche, titoli strutturati e opzioni nascoste, di mercato azionario, di tasso d'interesse, di cambio, di credito etc. I derivati sono analizzati sia per le finalità speculative sia per quelle di copertura dei rischi. Grafici, esempi numerici, riferimenti normativi (Consob) ed esercizi aiutano il lettore alla comprensione dei diversi strumenti considerati. I modelli teorici tra i più noti in letteratura sono presi in esame, analizzati passo per passo e messi a confronto. La trattazione si presta a un doppio livello di lettura: un livello semplice e introduttivo, che richiede solo nozioni matematiche di base e punta alla comprensione pratica dei concetti e degli strumenti e un livello più avanzato che utilizza il calcolo stocastico e alcuni risultati fondamentali della probabilità, della matematica e della statistica. Il primo livello è pensato per gli insegnamenti universitari della laurea triennale mentre il secondo livello si rivolge ai corsi di laurea magistrale e specialistica, di master e dottorato. Un'appendice sui risultati più avanzati, sui processi stocastici, le procedure numeriche e la simulazione Monte Carlo rendono il testo relativamente autosufficiente.
Derivative securities -- Prices -- Mathematical models. --- Electronic books. -- local. --- Finance -- Mathematical models. --- Investments -- Mathematics. --- Finance --- Mathematics --- Physical Sciences & Mathematics --- Business & Economics --- Investment & Speculation --- Mathematical Theory --- Investments --- Derivative securities --- Mathematical models. --- Mathematics. --- Prices --- Mathematics of investment --- Finance. --- Economics, Mathematical. --- Macroeconomics. --- Mathematics, general. --- Quantitative Finance. --- Macroeconomics/Monetary Economics//Financial Economics. --- Finance, general. --- Business mathematics --- Economics --- Funding --- Funds --- Currency question --- Math --- Science --- Economics, Mathematical . --- Mathematical economics --- Econometrics --- Methodology
Choose an application
Considering the stupendous gain in importance, in the banking and insurance industries since the early 1990’s, of mathematical methodology, especially probabilistic methodology, it was a very natural idea for the French "Académie des Sciences" to propose a series of public lectures, accessible to an educated audience, to promote a wider understanding for some of the fundamental ideas, techniques and new tools of the financial industries. These lectures were given at the "Académie des Sciences" in Paris by internationally renowned experts in mathematical finance, and later written up for this volume which develops, in simple yet rigorous terms, some challenging topics such as risk measures, the notion of arbitrage, dynamic models involving fundamental stochastic processes like Brownian motion and Lévy processes. The Ariadne’s thread leads the reader from Louis Bachelier’s thesis 1900 to the famous Black-Scholes formula of 1973 and to most recent work close to Malliavin’s stochastic calculus of variations. The book also features a description of the trainings of French financial analysts which will help them to become experts in these fast evolving mathematical techniques. The authors are: P. Barrieu, N. El Karoui, H. Föllmer, H. Geman, E. Gobet, G. Pagès, W. Schachermayer and M. Yor.
Finance --- Investments --- Business mathematics. --- Mathematical models. --- Mathematics. --- Arithmetic, Commercial --- Business --- Business arithmetic --- Business math --- Commercial arithmetic --- Mathematics --- Mathematics of investment --- Business mathematics --- Finance. --- Public finance. --- Quantitative Finance. --- Public Economics. --- Cameralistics --- Public finance --- Currency question --- Funding --- Funds --- Economics --- Public finances --- Economics, Mathematical . --- Mathematical economics --- Econometrics --- Methodology
Choose an application
Stock Market Math shows you how to calculate return, leverage, risk, fundamental and technical analysis problems, price, volume, momentum and moving averages, including over 125 formulas and Excel programs for each, enabling readers to simply plug formulas into a spread sheet. This book is the definitive reference for all investors and traders. It introduces the many formulas and legends every investor needs, and explains their application through examples and narrative discussions providing the Excel spreadsheet programs for each. Readers can find instant answers to every calculation required to pick the best trades for your portfolio, quantify risk, evaluate leverage, and utilize the best technical indicators. Michael C. Thomsett is a market expert, author, speaker and coach. His many books include Mathematics of Options, Real Estate Investor’s Pocket Calculator, and A Technical Approach to Trend Analysis. In Stock Market Math, the author advances the science of risk management and stock evaluation with more than 50 endnotes, 50 figures and tables, and a practical but thoughtful exploration of how investors and traders may best quantify their portfolio decisions.
E-books --- Stocks --- Investments --- Investment analysis --- Analysis of investments --- Analysis of securities --- Security analysis --- Mathematics of investment --- Business mathematics --- Rate of return --- Mathematics --- Rate of return. --- Mathematics. --- Chaikin. --- Compounding. --- Depreciation. --- Net worth. --- Present value. --- Price/earnings. --- ROI. --- Rate of growth. --- Ratios. --- Stochastic.
Choose an application
Investments --- Options (Finance) --- Stochastic analysis --- 332.64530151922 --- beurswezen --- mathematische modellen, toegepast op economie --- opties --- stochastische modellen --- 305.971 --- AA / International- internationaal --- Analysis, Stochastic --- Mathematical analysis --- Stochastic processes --- Mathematics of investment --- Business mathematics --- Mathematics --- Mathematical models --- Speciale gevallen in econometrische modelbouw --- Investments - Mathematics --- Options (Finance) - Mathematical models
Choose an application
Derivative securities --- Finance --- Interest rates --- Investments --- Options (Finance) --- Risk management --- 303.0 --- 305.91 --- 51 --- AA / International- internationaal --- Mathematics of investment --- Business mathematics --- Prices --- Mathematical models --- Mathematics --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken) --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Wiskunde
Choose an application
Financial management --- Finance --- Quantitative methods (economics) --- Business mathematics --- Investments --- Economics --- Finances --- Mathématiques financières --- Investissements --- Economie politique --- Periodicals. --- Mathematical models --- Mathematics --- Périodiques --- Modèles mathématiques --- Mathématiques --- HW_FM --- -332.015105 --- Funding --- Funds --- Currency question --- -Electronic information resources --- E-journals --- -Finance --- Periodicals --- Business, Economy and Management --- Business mathematics. --- Economics. --- Finance. --- Mathematical models. --- Mathematics. --- Mathematics of investment --- Economic theory --- Political economy --- Arithmetic, Commercial --- Business arithmetic --- Business math --- Commercial arithmetic --- Investing --- Investment management --- Portfolio --- Business --- Banking, Finance & Investing. --- Social sciences --- Economic man --- Disinvestment --- Loans --- Saving and investment --- Speculation
Listing 1 - 10 of 22 | << page >> |
Sort by
|