mathematical finance

Mathematical Finance Deterministic and Stochastic Models【電子書籍】 Jacques JanssenMathematical Methods and Quantum Mathematics for Economics and Finance【電子書籍】 Belal Ehsan BaaquieAdvanced Mathematical Methods for Finance【電子書籍】【中古】【未使用 未開封品】Mathematical Modeling and Computation in Finance: With Exercises and Python and MATLAB Computer CodesStochastic Calculus for Finance (Mastering Mathematical Finance) Capinski,MarekStochastic Interest Rates (Mastering Mathematical Finance) ペーパーバック Mcinerney,DaraghMathematical and Statistical Methods for Actuarial Sciences and Finance【電子書籍】Mathematical and Statistical Models and Methods in Reliability Applications to Medicine, Finance, and Quality Control【電子書籍】Problems and Solutions in Mathematical Finance, Volume 1 Stochastic Calculus【電子書籍】 Eric ChinAn Elementary Introduction to Mathematical Finance【電子書籍】 Sheldon M. RossCopulae in Mathematical and Quantitative Finance Proceedings of the Workshop Held in Cracow, 10-11 July 2012【電子書籍】Mathematical Techniques in Finance An Introduction【電子書籍】 Amir SadrMathematical and Statistical Methods for Actuarial Sciences and Finance MAF 2016【電子書籍】Problems and Solutions in Mathematical Finance, Volume 2 Equity Derivatives【電子書籍】 Eric ChinMathematical Modelling and Numerical Methods in Finance Special Volume【電子書籍】 Alain Bensoussan洋書 Paperback, Mathematical and Statistical Methods for Insurance and FinanceMathematical Methods for Finance Tools for Asset and Risk Management【電子書籍】 Sergio M. Focardi洋書 Introduction to Stochastic Calculus for Finance: A New Didactic Approach (Lecture Notes in Economics and Mathematical Systems)洋書 An Introduction to Mathematical Finance with Applications: Understanding and Building Financial Intuition (Springer Undergraduate Texts in Mathematics and Technology)Mathematical Modeling And Computation In Finance: With Exercises And Python And Matlab Computer Codes【電子書籍】 Cornelis W Oosterlee
 

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  • <p>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 Business School, of Economics, of Applied Mathematics, of Financial Engineering, Banks, and more.</p>画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちら をクリックして下さい。 ※このページからは注文できません。
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  • <p>Given the rapid pace of development in economics and finance, a concise and up-to-date introduction to mathematical methods has become a prerequisite for all graduate students, even those not specializing in quantitative finance. This book offers an introductory text on mathematical methods for graduate students of economics and finance?and leading to the more advanced subject of quantum mathematics.</p> <p>The content is divided into five major sections: mathematical methods are covered in the first four sections, and can be taught in one semester. The book begins by focusing on the core subjects of linear algebra and calculus, before moving on to the more advanced topics of probability theory and stochastic calculus. Detailed derivations of the Black-Scholes and Merton equations are provided ? in order to clarify the mathematical underpinnings of stochastic calculus. Each chapter of the first four sections includes a problem set, chiefly drawn from economics and finance....
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  • <p>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 and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, L?vy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blend of topics gives an overview of the frontiers of mathematics for finance. New results, new methods and new models are all introduced in different forms according to the subject. Additionally, the existing literature on the topic is reviewed. The diversity of the topics makes the book suitable for graduate students, researchers and practitioners in the areas of financial modeling and quantitat...
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  • 【中古】【未使用・未開封品】Mathematical Modeling and Computation in Finance: With Exercises and Python and MATLAB Computer Codes【メーカー名】【メーカー型番】【ブランド名】World Scientific Publishing Europe Ltd Economics, Probability & Statistics, Manager's Guides to Computing, Accounting, Amazon Student ポイント還元(洋書), Amazonアプリキャンペーン対象商品(洋書), 洋書(アダルト除く) Oosterlee, Cornelis W.: Author; Grzelak, Lech A.: Author【商品説明】Mathematical Modeling and Computation in Finance: With Exercises and Python and MATLAB Computer Codes【注意】こちらは輸入品となります。当店では初期不良に限り、商品到着から7日間は返品を 受付けております。こちらは当店海外ショップで一般の方から買取した未使用・未開封品です。買取した為、中古扱いとしております。他モールとの併売品の為、完売の際はご連絡致しますのでご了承ください。ご注文からお届けまで1、ご注文⇒ご注文は24時間受け付けております。2、注文確認⇒ご注文後、当店から注文確認メールを送信します。3、当店海外倉庫から当店日本倉庫を経由しお届...
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  • 【30日間返品保証】商品説明に誤りがある場合は、無条件で弊社送料負担で商品到着後30日間返品を承ります。ご満足のいく取引となるよう精一杯対応させていただきます。※下記に商品説明およびコンディション詳細、出荷予定・配送方法・お届けまでの期間について記載しています。ご確認の上ご購入ください。【インボイス制度対応済み】当社ではインボイス制度に対応した適格請求書発行事業者番号(通称:T番号・登録番号)を印字した納品書(明細書)を商品に同梱してお送りしております。こちらをご利用いただくことで、税務申告時や確定申告時に消費税額控除を受けることが可能になります。また、適格請求書発行事業者番号の入った領収書・請求書をご注文履歴からダウンロードして頂くこともできます(宛名はご希望のものを入力して頂けます)。■商品名■Stochastic Calculus for Finance (Mastering Mathematical Finance) Capinski Marek■出版社■Cambridge University Press■著者■Capinski, Marek■発行年■2012/08/23■ISBN10■0521175739■ISBN13■9780521175739■コンディションランク■非常に良いコンディションランク説明ほぼ新品:未使用に近い状態の商品非常に良い:傷や...
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  • 【30日間返品保証】商品説明に誤りがある場合は、無条件で弊社送料負担で商品到着後30日間返品を承ります。ご満足のいく取引となるよう精一杯対応させていただきます。※下記に商品説明およびコンディション詳細、出荷予定・配送方法・お届けまでの期間について記載しています。ご確認の上ご購入ください。【インボイス制度対応済み】当社ではインボイス制度に対応した適格請求書発行事業者番号(通称:T番号・登録番号)を印字した納品書(明細書)を商品に同梱してお送りしております。こちらをご利用いただくことで、税務申告時や確定申告時に消費税額控除を受けることが可能になります。また、適格請求書発行事業者番号の入った領収書・請求書をご注文履歴からダウンロードして頂くこともできます(宛名はご希望のものを入力して頂けます)。■商品名■Stochastic Interest Rates (Mastering Mathematical Finance) [ペーパーバック] Mcinerney,Daragh■出版社■Cambridge University Press■著者■McInerney Daragh■発行年■2015/08/10■ISBN10■0521175690■ISBN13■9780521175692■コンディションランク■良いコンディションランク説明ほぼ新品:未使用に近い状態の商品非常に良...
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  • <p>The book develops the capabilities arising from the cooperation between mathematicians and statisticians working in insurance and finance fields. It gathers some of the papers presented at the conference MAF2010, held in Ravello (Amalfi coast), and successively, after a reviewing process, worked out to this aim.</p>画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちら をクリックして下さい。 ※このページからは注文できません。
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  • <p>An outgrowth of the sixth conference on “Mathematical Methods in Reliability: Theory, Methods, and Applications,” this book is a selection of invited chapters, all of which deal with various aspects of mathematical and statistical models and methods in reliability.</p> <p>Written by recognized experts in the field of reliability, the contributions cover a wide range of models, methods, and applications, reflecting recent developments in areas such as survival analysis, aging, lifetime data analysis, artificial intelligence, medicine, carcinogenesis studies, nuclear power, financial modeling, aircraft engineering, quality control, and transportation.</p> <p>The volume is thematically organized into four major sections:</p> <p>* Reliability Models, Methods, and Optimization;</p> <p>* Statistical Methods in Reliability;</p> <p>* Applications;</p> <p>* Computer Tools for Reliability.</p> <p><em>Mathematical and Statistical Models and Methods in Reliabi...
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  • <p>Mathematical finance requires the use of advanced mathematical techniques drawn from the theory of probability, stochastic processes and stochastic differential equations. These areas are generally introduced and developed at an abstract level, making it problematic when applying these techniques to practical issues in finance.</p> <p><em><strong>Problems and Solutions in Mathematical Finance Volume I: Stochastic Calculus</strong></em> is the first of a four-volume set of books focusing on problems and solutions in mathematical finance.</p> <p>This volume introduces the reader to the basic stochastic calculus concepts required for the study of this important subject, providing a large number of worked examples which enable the reader to build the necessary foundation for more practical orientated problems in the later volumes. Through this application and by working through the numerous examples, the reader will properly understand and appreciate the fundamental...
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  • <p>This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. Assuming no prior knowledge of probability, Sheldon M. Ross offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, and the capital assets pricing model. Among the many new features of this third edition are new chapters on Brownian motion and geometric Brownian motion, stochastic order relations and stochastic dynamic programming, along with expanded sets of exercises and references for all the chapters.</p>画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちら をクリックして下さい。 ※このページからは注文できません。
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  • <p>Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introduction in the early 1950s, copulas have gained considerable popularity in several fields of applied mathematics, especially finance and insurance. Today, copulas represent a well-recognized tool for market and credit models, aggregation of risks, and portfolio selection. Historically, the Gaussian copula model has been one of the most common models in credit risk. However, the recent financial crisis has underlined its limitations and drawbacks. In fact, despite their simplicity, Gaussian copula models severely underestimate the risk of the occurrence of joint extreme events. Recent theoretical investigations have put new tools for detecting and estimating dependence and risk (like tail dependence, time-varying models, etc) in the spotlight. All such investigations need to be further d...
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  • <p><strong>Explore the foundations of modern finance with this intuitive mathematical guide</strong></p> <p>In <em>Mathematical Techniques in Finance: An Introduction</em>, distinguished finance professional Amir Sadr delivers an essential and practical guide to the mathematical foundations of various areas of finance, including corporate finance, investments, risk management, and more.</p> <p>Readers will discover a wealth of accessible information that reveals the underpinnings of business and finance. You’ll learn about:</p> <ul> <li>Investment theory, including utility theory, mean-variance theory and asset allocation, and the Capital Asset Pricing Model</li> <li>Derivatives, including forwards, options, the random walk, and Brownian Motion</li> <li>Interest rate curves, including yield curves, interest rate swap curves, and interest rate derivatives</li> </ul> <p>Complete with math reviews, useful Excel functions, and a glossary of financia...
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  • <p><em>This volume gathers selected peer-reviewed papers presented at the international conference "MAF 2016 ? Mathematical and Statistical Methods for Actuarial Sciences and Finance”, held in Paris (France) at the Universit? Paris-Dauphine from March 30 to April 1, 2016.</em></p> <p><em>The contributions highlight new ideas on mathematical and statistical methods in actuarial sciences and finance. The cooperation between mathematicians and statisticians working in insurance and finance is a very fruitful field, one that yields unique</em> <em>theoretical models and practical applications, as well as new insights in the discussion of problems of national and international interest.</em></p> <p><em>This volume is addressed to academicians, researchers, Ph.D. students and professionals.</em></p>画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちら をクリックして下さい。 ※このページから...
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  • <p><strong>Detailed guidance on the mathematics behind equity derivatives</strong></p> <p><em>Problems and Solutions in Mathematical Finance Volume II</em> is an innovative reference for quantitative practitioners and students, providing guidance through a range of mathematical problems encountered in the finance industry. This volume focuses solely on equity derivatives problems, beginning with basic problems in derivatives securities before moving on to more advanced applications, including the construction of volatility surfaces to price exotic options. By providing a methodology for solving theoretical and practical problems, whilst explaining the limitations of financial models, this book helps readers to develop the skills they need to advance their careers. The text covers a wide range of derivatives pricing, such as European, American, Asian, Barrier and other exotic options. Extensive appendices provide a summary of important formulae from calculus, theory of ...
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  • <p>Mathematical finance is a prolific scientific domain in which there exists a particular characteristic of developing both advanced theories and practical techniques simultaneously. <em>Mathematical Modelling and Numerical Methods in Finance</em> addresses the three most important aspects in the field: mathematical models, computational methods, and applications, and provides a solid overview of major new ideas and results in the three domains.</p> <ul> <li>Coverage of all aspects of quantitative finance including models, computational methods and applications</li> <li>Provides an overview of new ideas and results</li> <li>Contributors are leaders of the field</li> </ul>画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちら をクリックして下さい。 ※このページからは注文できません。
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  • *** We ship internationally, so do not use a package forwarding service. We cannot ship to a package forwarding company address because of the Japanese customs regulation. If it is shipped and customs office does not let the package go, we do not make a refund. 【注意事項】 *** 特に注意してください。 *** ・個人ではない法人・団体名義での購入はできません。この場合税関で滅却されてもお客様負担になりますので御了承願います。 ・お名前にカタカナが入っている場合法人である可能性が高いため当店システムから自動保留します。カタカナで記載が必要な場合はカタカナ変わりローマ字で記載してください。 ・お名前またはご住所が法人・団体名義(XX株式会社等)、商店名などを含めている場合、または電話番号が個人のものではない場合、税関から法人名義でみなされますのでご注意ください。 ・転送サービス会社への発送もできません。この場合税関で滅却されてもお客様負担になりますので御了承願います。 *** ・注文後品切れや価格変動でキャンセルされる場合がございますので予めご了承願います。 ・当店でご購入された商品は、原則として、「個...
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  • <p><strong>The mathematical and statistical tools needed in the rapidly growing quantitative finance field</strong></p> <p>With the rapid growth in quantitative finance, practitioners must achieve a high level of proficiency in math and statistics. <em>Mathematical Methods and Statistical Tools for Finance</em>, part of the Frank J. Fabozzi Series, has been created with this in mind. Designed to provide the tools needed to apply finance theory to real world financial markets, this book offers a wealth of insights and guidance in practical applications.</p> <p>It contains applications that are broader in scope from what is covered in a typical book on mathematical techniques. Most books focus almost exclusively on derivatives pricing, the applications in this book cover not only derivatives and asset pricing but also risk managementーincluding credit risk managementーand portfolio management.</p> <ul> <li>Includes an overview of the essential math and statisti...
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  • *** We ship internationally, so do not use a package forwarding service. We cannot ship to a package forwarding company address because of the Japanese customs regulation. If it is shipped and customs office does not let the package go, we do not make a refund. 【注意事項】 *** 特に注意してください。 *** ・個人ではない法人・団体名義での購入はできません。この場合税関で滅却されてもお客様負担になりますので御了承願います。 ・お名前にカタカナが入っている場合法人である可能性が高いため当店システムから自動保留します。カタカナで記載が必要な場合はカタカナ変わりローマ字で記載してください。 ・お名前またはご住所が法人・団体名義(XX株式会社等)、商店名などを含めている場合、または電話番号が個人のものではない場合、税関から法人名義でみなされますのでご注意ください。 ・転送サービス会社への発送もできません。この場合税関で滅却されてもお客様負担になりますので御了承願います。 *** ・注文後品切れや価格変動でキャンセルされる場合がございますので予めご了承願います。 ・当店でご購入された商品は、原則として、「個...
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  • *** We ship internationally, so do not use a package forwarding service. We cannot ship to a package forwarding company address because of the Japanese customs regulation. If it is shipped and customs office does not let the package go, we do not make a refund. 【注意事項】 *** 特に注意してください。 *** ・個人ではない法人・団体名義での購入はできません。この場合税関で滅却されてもお客様負担になりますので御了承願います。 ・お名前にカタカナが入っている場合法人である可能性が高いため当店システムから自動保留します。カタカナで記載が必要な場合はカタカナ変わりローマ字で記載してください。 ・お名前またはご住所が法人・団体名義(XX株式会社等)、商店名などを含めている場合、または電話番号が個人のものではない場合、税関から法人名義でみなされますのでご注意ください。 ・転送サービス会社への発送もできません。この場合税関で滅却されてもお客様負担になりますので御了承願います。 *** ・注文後品切れや価格変動でキャンセルされる場合がございますので予めご了承願います。 ・当店でご購入された商品は、原則として、「個...
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  • <p>This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models, numerical valuation techniques, computational aspects, financial products, and risk management applications presented will enable readers to progress in the challenging field of computational finance.When the behavior of financial market participants changes, the corresponding stochastic mathematical models describing the prices may also change. Financial regulation may play a role in such changes too. The book thus presents several models for stock prices, interest rates as well as foreign-exchange rates, with increasing complexity across the chapters. As is said in the industry, 'do not fall in love with your favorite model.' The book covers equity models before moving to short-rate and other interest rate models. We cast these models for interest rate into the Heath-Jarrow-Morton framework, show relations between th...
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