Mathematical Tools For Economics And Finance With Mathematica Software

Author : Giovanni Masala
Publisher : Universitas Studiorum
Page : 346 pages
File Size : 42,9 Mb
Release : 2015-06-22
Category : Computers
ISBN : 9788899459031

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Mathematical tools for Economics and Finance with Mathematica software by Giovanni Masala Pdf

Mathematica is a scientific software dedicated to symbolic and numerical calculus, developed by a team directed by Stephen Wolfram. The potential applications are extremely wide and may comprise, for example, pure and applied Mathematics, Statistics, Economics, Finance and Engineering. The first version 1.0 was published on 1988 while the current version 10.0 was released on 2014. Mathematica also permits to develop sophisticated program code thanks to its own syntax and besides, it can be used as a highly accurate text Editor. This book is a complete and up-to-date guide to Mathematica Software.Contents: Introduction, Linear Algebra, Functions of a real variable, Functions of several variables, Implicit funcions theorem, Unconstrained optimization, Constrained optimization, Ordinary differential equations and systems, Dynamic optmization, Stochastic calculus, Financial Applications, etc.

Author : Hal R. Varian
Publisher : Springer
Page : 480 pages
File Size : 49,8 Mb
Release : 2013-11-21
Category : Business & Economics
ISBN : 9781475722819

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Economic and Financial Modeling with Mathematica® by Hal R. Varian Pdf

Mathematica is a computer program (software) for doing symbolic, numeric and graphical analysis of mathematical problems. In the hands of economists, financial analysts and other professionals in econometrics and the quantitative sector of economic and financial modeling, it can be an invaluable tool for modeling and simulation on a large number of issues and problems, besides easily grinding out numbers, doing statistical estimations and rendering graphical plots and visuals. Mathematica enables these individuals to do all of this in a unified environment. This book's main use is that of an applications handbook. Modeling in Economics and Finance with Mathematica is a compilation of contributed papers prepared by experienced, "hands on" users of the Mathematica program. They come from

Author : Hal R. Varian
Publisher : Unknown
Page : 484 pages
File Size : 41,5 Mb
Release : 2014-09-01
Category : Electronic
ISBN : 1475722826

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Economic and Financial Modeling with Mathematica(r) by Hal R. Varian Pdf

Author : Hal R. Varian
Publisher : Springer Science & Business Media
Page : 486 pages
File Size : 40,7 Mb
Release : 1996-08-09
Category : Business & Economics
ISBN : 0387945180

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Computational Economics and Finance by Hal R. Varian Pdf

This collection of articles is edited by Hal Varian, Dean of the School of Information Management and Systems, University of California, Berkeley. It provides a high quality and practical selection of contributed articles that impart the expertise of an international contingent of Mathematica users from the economic, financial, investments, quantitative business and operations research communities.

Author : Hal R. Varian
Publisher : Springer
Page : 468 pages
File Size : 47,7 Mb
Release : 2011-09-27
Category : Computers
ISBN : 1461275105

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Computational Economics and Finance by Hal R. Varian Pdf

This book/software package divulges the combined knowledge of a whole international community of Mathematica users - from the fields of economics, finance, investments, quantitative business and operations research. The 23 contributors - all experts in their fields - take full advantage of the latest updates of Mathematica in their presentations and equip both current and prospective users with tools for professional, research and educational projects. The real-world and self-contained models provided are applicable to an extensive range of contemporary problems. The DOS disk contains Notebooks and packages which are also available online from the TELOS site.

Author : Hal R. Varian
Publisher : Springer
Page : 0 pages
File Size : 48,6 Mb
Release : 2014-01-14
Category : Computers
ISBN : 1461223407

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Computational Economics and Finance by Hal R. Varian Pdf

This book/software package divulges the combined knowledge of a whole international community of Mathematica users - from the fields of economics, finance, investments, quantitative business and operations research. The 23 contributors - all experts in their fields - take full advantage of the latest updates of Mathematica in their presentations and equip both current and prospective users with tools for professional, research and educational projects. The real-world and self-contained models provided are applicable to an extensive range of contemporary problems. The DOS disk contains Notebooks and packages which are also available online from the TELOS site.

Author : Michael Harrison,Patrick Waldron
Publisher : Routledge
Page : 700 pages
File Size : 42,9 Mb
Release : 2011-03-31
Category : Business & Economics
ISBN : 9781136819216

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Mathematics for Economics and Finance by Michael Harrison,Patrick Waldron Pdf

The aim of this book is to bring students of economics and finance who have only an introductory background in mathematics up to a quite advanced level in the subject, thus preparing them for the core mathematical demands of econometrics, economic theory, quantitative finance and mathematical economics, which they are likely to encounter in their final-year courses and beyond. The level of the book will also be useful for those embarking on the first year of their graduate studies in Business, Economics or Finance. The book also serves as an introduction to quantitative economics and finance for mathematics students at undergraduate level and above. In recent years, mathematics graduates have been increasingly expected to have skills in practical subjects such as economics and finance, just as economics graduates have been expected to have an increasingly strong grounding in mathematics. The authors avoid the pitfalls of many texts that become too theoretical. The use of mathematical methods in the real world is never lost sight of and quantitative analysis is brought to bear on a variety of topics including foreign exchange rates and other macro level issues.

Author : Martin Anthony,Norman Biggs
Publisher : Cambridge University Press
Page : 128 pages
File Size : 42,7 Mb
Release : 1996-07-13
Category : Mathematics
ISBN : 9781139643269

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Mathematics for Economics and Finance by Martin Anthony,Norman Biggs Pdf

Mathematics has become indispensable in the modelling of economics, finance, business and management. Without expecting any particular background of the reader, this book covers the following mathematical topics, with frequent reference to applications in economics and finance: functions, graphs and equations, recurrences (difference equations), differentiation, exponentials and logarithms, optimisation, partial differentiation, optimisation in several variables, vectors and matrices, linear equations, Lagrange multipliers, integration, first-order and second-order differential equations. The stress is on the relation of maths to economics, and this is illustrated with copious examples and exercises to foster depth of understanding. Each chapter has three parts: the main text, a section of further worked examples and a summary of the chapter together with a selection of problems for the reader to attempt. For students of economics, mathematics, or both, this book provides an introduction to mathematical methods in economics and finance that will be welcomed for its clarity and breadth.

Author : Cliff Huang
Publisher : Wiley-Blackwell
Page : 674 pages
File Size : 42,5 Mb
Release : 1997
Category : Business & Economics
ISBN : 1577180348

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Mathematics and Mathematica for Economists by Cliff Huang Pdf

The use of Mathematica in performing computations takes the tediousness out of solving mathematical problems. The book is self-contained, and provides the material to learn the mathematics as well as programming skills to learn the Mathematica language.

Author : Srdjan Stojanovic
Publisher : Springer Science & Business Media
Page : 487 pages
File Size : 50,8 Mb
Release : 2012-12-06
Category : Business & Economics
ISBN : 9781461200437

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Computational Financial Mathematics using MATHEMATICA® by Srdjan Stojanovic Pdf

Given the explosion of interest in mathematical methods for solving problems in finance and trading, a great deal of research and development is taking place in universities, large brokerage firms, and in the supporting trading software industry. Mathematical advances have been made both analytically and numerically in finding practical solutions. This book provides a comprehensive overview of existing and original material, about what mathematics when allied with Mathematica can do for finance. Sophisticated theories are presented systematically in a user-friendly style, and a powerful combination of mathematical rigor and Mathematica programming. Three kinds of solution methods are emphasized: symbolic, numerical, and Monte-- Carlo. Nowadays, only good personal computers are required to handle the symbolic and numerical methods that are developed in this book. Key features: * No previous knowledge of Mathematica programming is required * The symbolic, numeric, data management and graphic capabilities of Mathematica are fully utilized * Monte--Carlo solutions of scalar and multivariable SDEs are developed and utilized heavily in discussing trading issues such as Black--Scholes hedging * Black--Scholes and Dupire PDEs are solved symbolically and numerically * Fast numerical solutions to free boundary problems with details of their Mathematica realizations are provided * Comprehensive study of optimal portfolio diversification, including an original theory of optimal portfolio hedging under non-Log-Normal asset price dynamics is presented The book is designed for the academic community of instructors and students, and most importantly, will meet the everyday trading needs of quantitatively inclined professional and individual investors.

Author : Vassilis C. Mavron,Timothy N. Phillips
Publisher : Springer Science & Business Media
Page : 316 pages
File Size : 41,9 Mb
Release : 2007-03-06
Category : Mathematics
ISBN : 9781846285615

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Elements of Mathematics for Economics and Finance by Vassilis C. Mavron,Timothy N. Phillips Pdf

This book equips undergraduates with the mathematical skills required for degree courses in economics, finance, management, and business studies. The fundamental ideas are described in the simplest mathematical terms, highlighting threads of common mathematical theory in the various topics. Coverage helps readers become confident and competent in the use of mathematical tools and techniques that can be applied to a range of problems.

Author : Sergio M. Focardi,Frank J. Fabozzi, CFA
Publisher : John Wiley & Sons
Page : 804 pages
File Size : 45,9 Mb
Release : 2004-03-29
Category : Business & Economics
ISBN : 0471465992

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The Mathematics of Financial Modeling and Investment Management by Sergio M. Focardi,Frank J. Fabozzi, CFA Pdf

the mathematics of financial modeling & investment management The Mathematics of Financial Modeling & Investment Management covers a wide range of technical topics in mathematics and finance-enabling the investment management practitioner, researcher, or student to fully understand the process of financial decision-making and its economic foundations. This comprehensive resource will introduce you to key mathematical techniques-matrix algebra, calculus, ordinary differential equations, probability theory, stochastic calculus, time series analysis, optimization-as well as show you how these techniques are successfully implemented in the world of modern finance. Special emphasis is placed on the new mathematical tools that allow a deeper understanding of financial econometrics and financial economics. Recent advances in financial econometrics, such as tools for estimating and representing the tails of the distributions, the analysis of correlation phenomena, and dimensionality reduction through factor analysis and cointegration are discussed in depth. Using a wealth of real-world examples, Focardi and Fabozzi simultaneously show both the mathematical techniques and the areas in finance where these techniques are applied. They also cover a variety of useful financial applications, such as: * Arbitrage pricing * Interest rate modeling * Derivative pricing * Credit risk modeling * Equity and bond portfolio management * Risk management * And much more Filled with in-depth insight and expert advice, The Mathematics of Financial Modeling & Investment Management clearly ties together financial theory and mathematical techniques.

Author : Patrick L. Anderson
Publisher : CRC Press
Page : 533 pages
File Size : 52,6 Mb
Release : 2004-07-27
Category : Mathematics
ISBN : 9781135440947

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Business Economics and Finance with MATLAB, GIS, and Simulation Models by Patrick L. Anderson Pdf

This book takes recent theoretical advances in Finance and Economics and shows how they can be implemented in the real world. It presents tactics for using mathematical and simulation models to solve complex tasks of forecasting income, valuing businesses, predicting retail sales, and evaluating markets and tax and regulatory problems. Busine

Author : EK Ummer
Publisher : Routledge
Page : 496 pages
File Size : 46,5 Mb
Release : 2012-03-15
Category : Business & Economics
ISBN : 9781136728365

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Basic Mathematics for Economics, Business and Finance by EK Ummer Pdf

This book can help overcome the widely observed math-phobia and math-aversion among undergraduate students in these subjects. The book can also help them understand why they have to learn different mathematical techniques, how they can be applied, and how they will equip the students in their further studies. The book provides a thorough but lucid exposition of most of the mathematical techniques applied in the fields of economics, business and finance. The book deals with topics right from high school mathematics to relatively advanced areas of integral calculus covering in the middle the topics of linear algebra; differential calculus; classical optimization; linear and nonlinear programming; and game theory. Though the book directly caters to the needs of undergraduate students in economics, business and finance, graduate students in these subjects will also definitely find the book an invaluable tool as a supplementary reading. The website of the book – ww.emeacollege.ac.in/bmebf – provides supplementary materials and further readings on chapters on difference equation, differential equations, elements of Mathematica®, and graphics in Mathematica®, . It also provides materials on the applications of Mathematica®, as well as teacher and student manuals.

Author : Monique Jeanblanc,Marc Yor,Marc Chesney
Publisher : Springer Science & Business Media
Page : 754 pages
File Size : 51,7 Mb
Release : 2009-10-13
Category : Business & Economics
ISBN : 9781852333768

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Mathematical Methods for Financial Markets by Monique Jeanblanc,Marc Yor,Marc Chesney Pdf

Mathematical finance has grown into a huge area of research which requires a large number of sophisticated mathematical tools. This book simultaneously introduces the financial methodology and the relevant mathematical tools in a style that is mathematically rigorous and yet accessible to practitioners and mathematicians alike. It interlaces financial concepts such as arbitrage opportunities, admissible strategies, contingent claims, option pricing and default risk with the mathematical theory of Brownian motion, diffusion processes, and Lévy processes. The first half of the book is devoted to continuous path processes whereas the second half deals with discontinuous processes. The extensive bibliography comprises a wealth of important references and the author index enables readers quickly to locate where the reference is cited within the book, making this volume an invaluable tool both for students and for those at the forefront of research and practice.