A Primer for the Mathematics of Financial Engineering PDF Download
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Author: Dan Stefanica
Publisher:
ISBN: 9780979757624
Category : Business mathematics
Languages : en
Pages : 332
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Book Description
Author: Dan Stefanica
Publisher:
ISBN: 9780979757624
Category : Business mathematics
Languages : en
Pages : 332
Get Book
Book Description
Author: Dan Stefanica
Publisher:
ISBN: 9780979757655
Category : Business mathematics
Languages : en
Pages : 324
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Book Description
Author: Dan Stefanica
Publisher:
ISBN: 9780979757662
Category :
Languages : en
Pages :
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Author: Petros A. Ioannou
Publisher: SIAM
ISBN: 1611976766
Category : Mathematics
Languages : en
Pages : 294
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Book Description
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
Publisher: Springer
ISBN: 1852338466
Category : Business & Economics
Languages : en
Pages : 314
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Book Description
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: Yuh-Dauh Lyuu
Publisher: Cambridge University Press
ISBN: 9780521781718
Category : Business & Economics
Languages : en
Pages : 654
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Book Description
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: K. Almenas
Publisher: Springer Science & Business Media
ISBN: 3642488765
Category : Technology & Engineering
Languages : en
Pages : 575
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Book Description
***VERKAUFSKATEGORIE*** 1 e This textbook covers the core subjects of nuclear engineering. Developed to meet the needs of today's students and nuclear power plant operators, the text establishes a framework for the various areas of knowledge that comprise the field and explains rather than just defines the relevant physical phenomena. For today's engineer the principal analytical design tool is the personal computer. The text takes advantage of this recent development. PC programs are provided which either expand the computational range accessible to the student, or serve to illustrate the relevant physical phenomena. Some of the included programs are simplified versions of computational procedures used in the field and can be used as training tool for design calculations. The text devotes special attention to subjects which have an impact on the safe operation of nuclear power reactors. This includes the design of safety optimized core configurations, the physical mechanisms underlying the various reactivity coefficients, and the calibration procedures for control rods. A final chapter is devoted to the licensing and safety evaluation of power reactors.
Author: Peter V. O'Neil
Publisher: John Wiley & Sons
ISBN: 1118629981
Category : Mathematics
Languages : en
Pages : 456
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Book Description
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: Nancy G. Leveson
Publisher: MIT Press
ISBN: 0262297302
Category : Science
Languages : en
Pages : 555
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Book Description
A new approach to safety, based on systems thinking, that is more effective, less costly, and easier to use than current techniques. Engineering has experienced a technological revolution, but the basic engineering techniques applied in safety and reliability engineering, created in a simpler, analog world, have changed very little over the years. In this groundbreaking book, Nancy Leveson proposes a new approach to safety—more suited to today's complex, sociotechnical, software-intensive world—based on modern systems thinking and systems theory. Revisiting and updating ideas pioneered by 1950s aerospace engineers in their System Safety concept, and testing her new model extensively on real-world examples, Leveson has created a new approach to safety that is more effective, less expensive, and easier to use than current techniques. Arguing that traditional models of causality are inadequate, Leveson presents a new, extended model of causation (Systems-Theoretic Accident Model and Processes, or STAMP), then shows how the new model can be used to create techniques for system safety engineering, including accident analysis, hazard analysis, system design, safety in operations, and management of safety-critical systems. She applies the new techniques to real-world events including the friendly-fire loss of a U.S. Blackhawk helicopter in the first Gulf War; the Vioxx recall; the U.S. Navy SUBSAFE program; and the bacterial contamination of a public water supply in a Canadian town. Leveson's approach is relevant even beyond safety engineering, offering techniques for “reengineering” any large sociotechnical system to improve safety and manage risk.
Author: Lawrence Galitz
Publisher: Irwin Professional Pub
ISBN:
Category : Finance
Languages : en
Pages : 536
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Book Description
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.
