Advances in Mathematical Finance
Title | Advances in Mathematical Finance PDF eBook |
Author | Michael C. Fu |
Publisher | Springer Science & Business Media |
Total Pages | 336 |
Release | 2007-06-22 |
Genre | Business & Economics |
ISBN | 0817645454 |
This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice, the book has real-world applications to fixed income models, credit risk models, CDO pricing, tax rebates, tax arbitrage, and tax equilibrium. It is a valuable resource for graduate students, researchers, and practitioners in mathematical finance and financial engineering.
Advanced Mathematical Methods for Finance
Title | Advanced Mathematical Methods for Finance PDF eBook |
Author | Julia Di Nunno |
Publisher | Springer Science & Business Media |
Total Pages | 532 |
Release | 2011-03-29 |
Genre | Mathematics |
ISBN | 364218412X |
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, Lévy 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 quantitative finance. The chapters will also be of interest to experts in the financial market interested in new methods and products. This volume presents the results of the European ESF research networking program Advanced Mathematical Methods for Finance.
Advanced Modelling in Mathematical Finance
Title | Advanced Modelling in Mathematical Finance PDF eBook |
Author | Jan Kallsen |
Publisher | Springer |
Total Pages | 496 |
Release | 2016-12-01 |
Genre | Mathematics |
ISBN | 3319458752 |
This Festschrift resulted from a workshop on “Advanced Modelling in Mathematical Finance” held in honour of Ernst Eberlein’s 70th birthday, from 20 to 22 May 2015 in Kiel, Germany. It includes contributions by several invited speakers at the workshop, including several of Ernst Eberlein’s long-standing collaborators and former students. Advanced mathematical techniques play an ever-increasing role in modern quantitative finance. Written by leading experts from academia and financial practice, this book offers state-of-the-art papers on the application of jump processes in mathematical finance, on term-structure modelling, and on statistical aspects of financial modelling. It is aimed at graduate students and researchers interested in mathematical finance, as well as practitioners wishing to learn about the latest developments.
Mathematical Finance
Title | Mathematical Finance PDF eBook |
Author | Nikolai Dokuchaev |
Publisher | Routledge |
Total Pages | 197 |
Release | 2007-02 |
Genre | Business & Economics |
ISBN | 1134121989 |
Rigorous in style, yet easy to use, this comprehensive textbook offers a systematic, self-sufficient yet concise presentation of the main topics and related parts of Stochastic Analysis and statistical finance covered in most degree courses.
Methods of Mathematical Finance
Title | Methods of Mathematical Finance PDF eBook |
Author | Ioannis Karatzas |
Publisher | Springer Science & Business Media |
Total Pages | 427 |
Release | 1998-08-13 |
Genre | Business & Economics |
ISBN | 0387948392 |
This monograph is a sequel to Brownian Motion and Stochastic Calculus by the same authors. Within the context of Brownian-motion- driven asset prices, it develops contingent claim pricing and optimal consumption/investment in both complete and incomplete markets. The latter topic is extended to a study of equilibrium, providing conditions for the existence and uniqueness of market prices which support trading by several heterogeneous agents. Although much of the incomplete-market material is available in research papers, these topics are treated for the first time in a unified manner. The book contains an extensive set of references and notes describing the field, including topics not treated in the text. This monograph should be of interest to researchers wishing to see advanced mathematics applied to finance. The material on optimal consumption and investment, leading to equilibrium, is addressed to the theoretical finance community. The chapters on contingent claim valuation present techniques of practical importance, especially for pricing exotic options. Also available by Ioannis Karatzas and Steven E. Shreve, Brownian Motion and Stochastic Calculus, Second Edition, Springer-Verlag New York, Inc., 1991, 470 pp., ISBN 0-387- 97655-8.
The Concepts and Practice of Mathematical Finance
Title | The Concepts and Practice of Mathematical Finance PDF eBook |
Author | Mark S. Joshi |
Publisher | Cambridge University Press |
Total Pages | 0 |
Release | 2008-10-30 |
Genre | Business & Economics |
ISBN | 0521514088 |
The second edition of a successful text providing the working knowledge needed to become a good quantitative analyst. An ideal introduction to mathematical finance, readers will gain a clear understanding of the intuition behind derivatives pricing, how models are implemented, and how they are used and adapted in practice.
A Primer for the Mathematics of Financial Engineering
Title | A Primer for the Mathematics of Financial Engineering PDF eBook |
Author | Dan Stefanica |
Publisher | |
Total Pages | 332 |
Release | 2011 |
Genre | Business mathematics |
ISBN | 9780979757624 |