Финансовая математика
Финансово-экономические дисциплины
  • формат pdf
  • размер 9.5 МБ
  • добавлен 22 октября 2011 г.
Lyuu Y.D. Financial Engineering and Computation - Principles, Mathematics and Algorithms
Unlike most books on investments, financial engineering, or
derivative securities, the book starts from basic ideas in finance
and gradually builds up the theory.

Mode Finance:A Brief History
Financial Engineering and Computation
Financial Markets
Computer Technology
Analysis of Algorithms
Complexity
Analysis of Algorithms
Description of Algorithms
Software Implementation
Basic Financial Mathematics
Bond Price Volatility
Term Structure of Interest Rates
Fundamental Statistical Concepts
Option Basics
Arbitrage in Option Pricing
Option PricingModel
Sensitivity Analysis of Options
Extensions of Options Theory
Forwards, Futures, Futures Options, Swaps
Stochastic Processes and Brownian Motion
Continuous-Time Financial Mathematics
Continuous-Time Derivatives Pricing
Hedging
Trees
Numerical Methods
Matrix Computation
Time Series Analysis
Interest Rate Derivative Securities
Term Structure Fitting
Introduction to Term Structure Modeling
Foundations of Term Structure Modeling
Equilibrium Term Structure Models
No-Arbitrage Term Structure Models
Fixed-Income Securities
Introduction to Mortgage-Backed Securities
Analysis of Mortgage-Backed Securities
Collateralized Mortgage Obligations
Mode Portfolio Theory
Похожие разделы
Смотрите также

Сapinski M., Zastawniak T. Mathematics for Finance: An Introduction to Financial Engineering

  • формат pdf
  • размер 6.5 МБ
  • добавлен 16 февраля 2011 г.
Designed to form the basis of an undergraduate course in mathematical finance, this book builds on mathematical models of bond and stock prices and covers three major areas of mathematical finance that all have an enormous impact on the way modern financial markets operate, namely: Black-Scholes’ arbitrage pricing of options and other derivative securities; Markowitz portfolio optimization theory and the Capital Asset Pricing Model; and interest...

Bank P., Baudoin F., Paris-Princeton Lectures on Mathematical Finance

  • формат pdf
  • размер 860.48 КБ
  • добавлен 26 февраля 2011 г.
Paris-Princeton Lectures on Mathematical Finance (Springer, 2004)(ISBN 3540229531) The Paris-Princeton Lectures in Financial Mathematics, of which this is the first volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the field. It arise...

Biais B., Bj?rk T., Cvitanic J. et al. Financial Mathematics: Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996

  • формат djvu
  • размер 2.08 МБ
  • добавлен 05 октября 2011 г.
Springer, 1997. - 316 Pages. Financial Mathematics is an exciting, emerging field of application. The five sets of course notes in this book provide a bird's eye view of the current "state of the art" and directions of research. For graduate students it will therefore serve as an introduction to the field while reseachers will find it a compact source of reference. The reader is expected to have a good knowledge of the basic mathematical tools...

Birge J.R, Linetsky V. Financial Engineering (Handbooks in Operations Research and Management Science)

  • формат pdf
  • размер 5.22 МБ
  • добавлен 24 августа 2011 г.
Год издания: 2007 Количество страниц - 1027 The remarkable growth of financial markets over the past decades has been accompanied by an equally remarkable explosion in financial engineering, the interdisciplinary field focusing on applications of mathematical and statistical modeling and computational technology to problems in the financial services industry. The goals of financial engineering research are to develop empirically realistic stocha...

Day A. Mastering Financial Mathematics in Microsoft Excel: A Practical Guide for Business Calculations

  • формат pdf
  • размер 13.28 МБ
  • добавлен 07 октября 2011 г.
Prentice Hall, 2010. - 384 pages. 2nd Edition Designed for finance directors, finance managers, analysts and decision-makers, Mastering Financial Mathematics in Microsoft Excel, is a practical guide to applying Excel for solving mathematical problems. Financial mathematics can be applied more quickly and easily in Excel than any other package, there is therefore demand for a book in this field. Will improve financial managers’ abilities w...

Focardi S., Fabozzi F.J. The mathematics of financial modeling and investment management

  • формат pdf
  • размер 8.89 МБ
  • добавлен 26 февраля 2011 г.
Wiley, 2004, 800 pp. 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. Using a wealth of real-world examples, Focardi and Fabozzi simultaneously show both the mathematical techniques and the areas in finance where...

Hansen M. Master Math: Business and Personal Finance Math

  • формат pdf
  • размер 1.67 МБ
  • добавлен 26 сентября 2011 г.
Course Technology PTR, 2011. - 304 page. "Master Math: Business and Personal Finance Math" is a comprehensive reference guide that explains and clarifies the principles of business and personal finance math in a simple, easy-to-follow style and format. Beginning with the most fundamental topics and progressing through to the more advanced, this book helps clarify the mathematics of personal finance and business using step-by step procedures and...

Mathematics of Financial Markets (Springer Finance)

  • формат pdf
  • размер 2.17 МБ
  • добавлен 22 июля 2011 г.
This book presents the mathematics that underpins pricing models for derivative securities in modern financial markets, such as options, futures and swaps. This new edition adds substantial material from current areas of active research, such as coherent risk measures with applications to hedging, the arbitrage interval for incomplete discrete-time markets, and risk and return and sensitivity analysis for the Black-Scholes model.

Roberts A.J. Elementary Calculus of Financial Mathematics

  • формат pdf
  • размер 1.71 МБ
  • добавлен 08 февраля 2010 г.
© 2009 by the Society for Industrial and Applied Mathematics. Contents. Preface. List of Algorithms. Financial Indices Appear to Be Stochastic Processes. Brownianmotionis alsocalledaWienerprocess. Stochastic drift and volatility are unique. Basic numerics simulate anSDE. A binomial lattice prices call option. Summary. Exercises. Ito’s Stochastic Calculus Introduced. Multiplicative noise reduces exponential growth. Ito’s formulasolves som...

Salih N. Neftci Principles of Financial Engineering 2nd edition

  • формат pdf
  • размер 2.8 МБ
  • добавлен 16 января 2012 г.
Academic Press; 2 edition (December 15, 2008), 696 страниц Язык: English ISBN-10: 0123735742 ISBN-13: 978-0123735744 Cash Flow Engineering and Forward Contracts Engineering Simple Interest Rate Derivatives Introduction to Swap Engineering Repo Market Strategies in Financial Engineering Dynamic Replication Methods and Synthetics Mechanics of Options Engineering Convexity Positions Options Engineering with Applications Pricing Tools in Fi...