Handbook of Empirical Economics and Finance

Wiley, 2008. - 430 pages. For well over a decade, econometrics has been one of the major routes into finance. I took this route myself several years ago. Starting an academic career as an algebraist, I then had a brief encounter with game theory before discovering that the skills of an econometrician were in greater demand. I would have found econometrics much more boring than algebra or game theory had it not been for the inspiration of some gr...

Willey, 2008. - 320 pages. Written by leading market risk academic, Professor Carol Alexander, Quantitative Methods in Finance forms part one of the Market Risk Analysis four volume set. Starting from the basics, this book helps readers to take the first step towards becoming a properly qualified financial risk manager and asset manager, roles that are currently in huge demand. Accessible to intelligent readers with a moderate understanding of m...

Publisher: Chapman & Hall/CRC, 2004. - 504 Pages. Although there are hundreds of books about MATLAB, there are no books that fully explore its value in the field of business economics. Few books describe how geographic information can be explicitly incorporated in business decisions, or explain how sophisticated MATLAB applications can be provided to users via the Internet using a remote-hosted, thin client environment.Business, Economics an...

Wiley-Interscience, 2001. - 416 pages. Balanced coverage of the methodology and theory of numerical methods in finance Numerical Methods in Finance bridges the gap between financial theory and computational practice while helping students and practitioners exploit MATLAB for financial applications. Paolo Brandimarte covers the basics of finance and numerical analysis and provides background material that suits the needs of students from both fin...

Nоrth Hоlland, 1989. - 390 pages. This is the first economics work of its kind offering the economist the opportunity to acquire new and important analytical tools. It introduces the reader to three advanced mathematical methods by presenting both their theoretical bases and their applications to a wide range of economic models. The mathematical methods presented are ordinary differential equations, stability techniques and chaotic dynamics....

Sрringer, 2002. - 392 pages. 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 valuation of securities. Part II is devoted to the allocation of funds and risk management...

Giulia Di Nunno, Bernt Oksendal. Advanced Mathematical Methods for Finance. Springer, 2011. - 544 p. - ISBN: 3642184111 This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices an...

Routledge, 2005, 265 pp. As the intersection between economics and mathematics continues to grow in both theory and practice, a solid grounding in mathematical concepts is essential for all serious students of economic theory. In this clear and entertaining volume, Rakesh V.Vohra sets out the basic concepts of mathematics as they relate to economics. The book divides the mathematical problems that arise in economic theory into three types: feasi...

Chapman & Hall, 2009. - 455 pages ISBN: 1420082663 Useful Concepts and Techniques for Economics Applications Drawing from many sources in the literature, Stochastic Dominance and Applications to Finance, Risk and Economics illustrates how stochastic dominance (SD) can be used as a method for risk assessment in decision making. It provides basic background on SD for various areas of applications. The majority of the text presents a systemat...

Harvester Wheatsheaf, 1994. - 640 Pages. This book is more readable than his "Mathematical Economics" since it is not based on an axiomatic approach in dealing with the problems. This book attempts to introduce some of the mathematical tools that are relevant to economics (espically micro). Proofs of the theorems are mostly omitted. There is a chapter introducing or reviewing some basic mathematics. Main topics are non-linear programming, unce...