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Author : Dan Stefanica
Publisher : Unknown
Page : 324 pages
File Size : 54,6 Mb
Release : 2014-09-25
Category : Business mathematics
ISBN : 0979757657
Author : Dan Stefanica
Publisher : Unknown
Page : 332 pages
File Size : 55,6 Mb
Release : 2011
Category : Business mathematics
ISBN : 0979757622
Author : Dan Stefanica
Publisher : Unknown
Page : 128 pages
File Size : 44,6 Mb
Release : 2016-08-22
Category : Electronic
ISBN : 0979757665
Author : Petros A. Ioannou
Publisher : SIAM
Page : 294 pages
File Size : 54,9 Mb
Release : 2021-09-07
Category : Mathematics
ISBN : 9781611976762
This book presents an overview of fundamental concepts in mathematics and how they are applied to basic financial engineering problems, with the goal of teaching students to use mathematics and engineering tools to understand and solve financial problems. Part I covers mathematical preliminaries (set theory, linear algebra, sequences and series, real functions and analysis, numerical approximations and computations, basic optimization theory, and stochastic processes), and Part II addresses financial topics ranging from low- to high-risk investments (interest rates and value of money, bonds, dynamic asset modeling, portfolio theory and optimization, option pricing, and the concept of hedging). Based on lectures for a master’s program in financial engineering given by the author over 12 years at the University of Southern California, Mathematics and Tools for Financial Engineering contains numerous examples and problems, establishes a strong general mathematics background and engineering modeling techniques in a pedagogical fashion, and covers numerical techniques with applications to solving financial problems using different software tools. This textbook is intended for graduate and advanced undergraduate students in finance or financial engineering and is useful to readers with no prior knowledge in finance who want to understand some basic mathematical tools and theories associated with financial engineering. It is also appropriate as an overview of many mathematical concepts and engineering tools relevant to courses on numerical analysis, modeling and data science, numerical optimization, and approximation theory.
Author : Marek Capinski,Tomasz Zastawniak
Publisher : Springer
Page : 314 pages
File Size : 53,6 Mb
Release : 2006-04-18
Category : Business & Economics
ISBN : 9781852338466
This textbook contains the fundamentals for an undergraduate course in mathematical finance aimed primarily at students of mathematics. Assuming only a basic knowledge of probability and calculus, the material is presented in a mathematically rigorous and complete way. The book covers the time value of money, including the time structure of interest rates, bonds and stock valuation; derivative securities (futures, options), modelling in discrete time, pricing and hedging, and many other core topics. With numerous examples, problems and exercises, this book is ideally suited for independent study.
Author : Patrick Hamill
Publisher : Jones & Bartlett Publishers
Page : 744 pages
File Size : 46,6 Mb
Release : 2009-01-14
Category : Science
ISBN : 9781449668822
Ideal for the two-semester, undergraduate Classical Mechanics course, Intermediate Dynamics provides an active-learning, student-friendly approach to this challenging level of physics. The text begins with an optional review of introductory concepts typically covered in prerequisite courses and moves on to the topics traditionally covered in courses in intermediate mechanics. It includes historical sketches of important contributors to the field and provides footnotes to recent articles that consider the material being discussed. Within each chapter the author includes numerous accessible exercises that help students understand key material, while more rigorous end-of-chapter problems challenge students to work out problems based on concepts discussed in the chapter. Additional computer problems are offered at the end of each chapter for those who would like to explore computational physics.
Author : V. G. Romanov
Publisher : Walter de Gruyter GmbH & Co KG
Page : 248 pages
File Size : 53,8 Mb
Release : 2018-11-05
Category : Mathematics
ISBN : 9783110926019
No detailed description available for "Inverse Problems of Mathematical Physics".
Author : Stephen Boyd,Lieven Vandenberghe
Publisher : Cambridge University Press
Page : 477 pages
File Size : 52,8 Mb
Release : 2018-06-07
Category : Business & Economics
ISBN : 9781316518960
A groundbreaking introduction to vectors, matrices, and least squares for engineering applications, offering a wealth of practical examples.
Author : Peter V. O'Neil
Publisher : John Wiley & Sons
Page : 456 pages
File Size : 48,5 Mb
Release : 2014-05-07
Category : Mathematics
ISBN : 9781118629987
A broad introduction to PDEs with an emphasis on specializedtopics and applications occurring in a variety of fields Featuring a thoroughly revised presentation of topics,Beginning Partial Differential Equations, Third Editionprovides a challenging, yet accessible, combination of techniques,applications, and introductory theory on the subjectof partialdifferential equations. The new edition offers nonstandardcoverageon material including Burger’s equation, thetelegraph equation, damped wavemotion, and the use ofcharacteristics to solve nonhomogeneous problems. The Third Edition is organized around four themes:methods of solution for initial-boundary value problems;applications of partial differential equations; existence andproperties of solutions; and the use of software to experiment withgraphics and carry out computations. With a primary focus on waveand diffusion processes, Beginning Partial DifferentialEquations, Third Edition also includes: Proofs of theorems incorporated within the topicalpresentation, such as the existence of a solution for the Dirichletproblem The incorporation of Maple™ to perform computations andexperiments Unusual applications, such as Poe’s pendulum Advanced topical coverage of special functions, such as Bessel,Legendre polynomials, and spherical harmonics Fourier and Laplace transform techniques to solve importantproblems Beginning of Partial Differential Equations, ThirdEdition is an ideal textbook for upper-undergraduate andfirst-year graduate-level courses in analysis and appliedmathematics, science, and engineering.
Author : Dan Stefanica
Publisher : Unknown
Page : 266 pages
File Size : 55,9 Mb
Release : 2011
Category : Business mathematics
ISBN : 0979757614
Author : Fletcher Dunn,Ian Parberry
Publisher : CRC Press
Page : 848 pages
File Size : 42,7 Mb
Release : 2011-11-02
Category : Computers
ISBN : 9781568817231
This engaging book presents the essential mathematics needed to describe, simulate, and render a 3D world. Reflecting both academic and in-the-trenches practical experience, the authors teach you how to describe objects and their positions, orientations, and trajectories in 3D using mathematics. The text provides an introduction to mathematics for game designers, including the fundamentals of coordinate spaces, vectors, and matrices. It also covers orientation in three dimensions, calculus and dynamics, graphics, and parametric curves.
Author : Ki Hang Kim
Publisher : Unknown
Page : 320 pages
File Size : 40,8 Mb
Release : 1982
Category : Mathematics
ISBN : UOM:39015017284988
Author : Lawrence Galitz
Publisher : Irwin Professional Pub
Page : 536 pages
File Size : 40,8 Mb
Release : 1995
Category : Finance
ISBN : UOM:49015002354042
Financial engineering is about using financial instruments to reduce or eliminate risk, or to restructure financial exposure to improve its characteristics. Written with a clear and concise style, it covers the tools of financial engineering, defines each instrument, describes the markets in which they are traded and explains how each product is priced and hedged.
Author : Yuh-Dauh Lyuu
Publisher : Cambridge University Press
Page : 654 pages
File Size : 52,5 Mb
Release : 2002
Category : Business & Economics
ISBN : 052178171X
A comprehensive text and reference, first published in 2002, on the theory of financial engineering with numerous algorithms for pricing, risk management, and portfolio management.
Author : Marc Peter Deisenroth,A. Aldo Faisal,Cheng Soon Ong
Publisher : Cambridge University Press
Page : 391 pages
File Size : 52,9 Mb
Release : 2020-04-23
Category : Computers
ISBN : 9781108470049
Distills key concepts from linear algebra, geometry, matrices, calculus, optimization, probability and statistics that are used in machine learning.