Stochastic Models of Financial Mathematics

• Author : Vigirdas Mackevicius
• Publisher : Elsevier
• Release Date : 2016-11-08
• Total pages : 130
• ISBN : 0081020864

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Summary : This book presents a short introduction to continuous-time financial models. An overview of the basics of stochastic analysis precedes a focus on the Black-Scholes and interest rate models. Other topics covered include self-financing strategies, option pricing, exotic options and risk-neutral probabilities. Vasicek, Cox-Ingersoll-Ross, and Heath-Jarrow-Morton interest rate models are also ...

• Author : Jacques Janssen,Raimondo Manca,Ernesto Volpe
• Publisher : John Wiley & Sons
• Release Date : 2013-03-07
• Total pages : 720
• ISBN : 0081020864

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Summary : This book provides a detailed study of Financial Mathematics. In addition to the extraordinary depth the book provides, it offers a study of the axiomatic approach that is ideally suited for analyzing financial problems. This book is addressed to MBA's, Financial Engineers, Applied Mathematicians, Banks, Insurance Companies, and Students of ...

• Author : Jitka Dupacova,J. Hurt,J. Stepan
• Publisher : Springer Science & Business Media
• Release Date : 2006-04-18
• Total pages : 386
• ISBN : 0081020864

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Summary : In Part I, the fundamentals of financial thinking and elementary mathematical methods of finance are presented. The method of presentation is simple enough to bridge the elements of financial arithmetic and complex models of financial math developed in the later parts. It covers characteristics of cash flows, yield curves, and ...

• Author : Douglas Kennedy
• Publisher : CRC Press
• Release Date : 2016-04-19
• Total pages : 264
• ISBN : 0081020864

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Summary : Filling the void between surveys of the field with relatively light mathematical content and books with a rigorous, formal approach to stochastic integration and probabilistic ideas, Stochastic Financial Models provides a sound introduction to mathematical finance. The author takes a classical applied mathematical approach, focusing on calculations rather than seeking ...

• Author : Steven R. Dunbar
• Publisher : American Mathematical Soc.
• Release Date : 2019-04-03
• Total pages : 232
• ISBN : 0081020864

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Summary : Mathematical Modeling in Economics and Finance is designed as a textbook for an upper-division course on modeling in the economic sciences. The emphasis throughout is on the modeling process including post-modeling analysis and criticism. It is a textbook on modeling that happens to focus on financial instruments for the management ...

• Author : Nicolas Privault
• Publisher : CRC Press
• Release Date : 2013-12-20
• Total pages : 441
• ISBN : 0081020864

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Summary : Stochastic Finance: An Introduction with Market Examples presents an introduction to pricing and hedging in discrete and continuous time financial models without friction, emphasizing the complementarity of analytical and probabilistic methods. It demonstrates both the power and limitations of mathematical models in finance, covering the basics of finance and stochastic ...

• Author : Yuliya Mishura
• Publisher : Elsevier
• Release Date : 2016-02-01
• Total pages : 194
• ISBN : 0081020864

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Summary : Finance Mathematics is devoted to financial markets both with discrete and continuous time, exploring how to make the transition from discrete to continuous time in option pricing. This book features a detailed dynamic model of financial markets with discrete time, for application in real-world environments, along with Martingale measures and ...

• Author : Albert N. Shiryaev
• Publisher : World Scientific
• Release Date : 1999
• Total pages : 834
• ISBN : 0081020864

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Summary : Readership: Undergraduates and researchers in probability and statistics; applied, pure and financial mathematics; economics; chaos....

• Author : Masaaki Kijima
• Publisher : CRC Press
• Release Date : 2002-07-29
• Total pages : 288
• ISBN : 0081020864

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Summary : In recent years, modeling financial uncertainty using stochastic processes has become increasingly important, but it is commonly perceived as requiring a deep mathematical background. Stochastic Processes with Applications to Finance shows that this is not necessarily so. It presents the theory of discrete stochastic processes and their applications in finance ...

• Author : Damien Lamberton,Bernard Lapeyre
• Publisher : CRC Press
• Release Date : 1996-06-01
• Total pages : 200
• ISBN : 0081020864

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Summary : In recent years the growing importance of derivative products financial markets has increased financial institutions' demands for mathematical skills. This book introduces the mathematical methods of financial modeling with clear explanations of the most useful models. Introduction to Stochastic Calculus begins with an elementary presentation of discrete models, including the ...

• Author : Giuseppe Campolieti,Roman N. Makarov
• Publisher : CRC Press
• Release Date : 2014-03-12
• Total pages : 829
• ISBN : 0081020864

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Summary : Versatile for Several Interrelated Courses at the Undergraduate and Graduate Levels Financial Mathematics: A Comprehensive Treatment provides a unified, self-contained account of the main theory and application of methods behind modern-day financial mathematics. Tested and refined through years of the authors’ teaching experiences, the book encompasses a breadth of topics, ...

• Author : Nicolas Privault
• Publisher : World Scientific
• Release Date : 2012
• Total pages : 228
• ISBN : 0081020864

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Summary : Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book provides an accessible introduction to these topics by a step-by-step presentation of concepts with a focus on explicit calculations. Each chapter is accompanied with exercises and their complete ...

• Author : Rogemar S. Mamon,Robert J Elliott
• Publisher : Springer Science & Business Media
• Release Date : 2007-04-26
• Total pages : 186
• ISBN : 0081020864

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Summary : A number of methodologies have been employed to provide decision making solutions globalized markets. Hidden Markov Models in Finance offers the first systematic application of these methods to specialized financial problems: option pricing, credit risk modeling, volatility estimation and more. The book provides tools for sorting through turbulence, volatility, emotion, ...

• Author : Anatoly Swishchuk
• Publisher : Springer Science & Business Media
• Release Date : 2013-03-14
• Total pages : 294
• ISBN : 0081020864

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Summary : The book is devoted to the new trends in random evolutions and their various applications to stochastic evolutionary sytems (SES). Such new developments as the analogue of Dynkin's formulae, boundary value problems, stochastic stability and optimal control of random evolutions, stochastic evolutionary equations driven by martingale measures are considered. The ...

• Author : Anonim
• Publisher : Unknown
• Release Date : 1992
• Total pages : 121
• ISBN : 0081020864

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Summary : Download or read online Special Issue on Financial Mathematics and Computing written by , published by which was released on 1992. Get Special Issue on Financial Mathematics and Computing Books now! Available in PDF, ePub and Kindle....