A Primer for the Mathematics of Financial Engineering - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook A Primer for the Mathematics of Financial Engineering write by Dan Stefanica. This book was released on 2011. A Primer for the Mathematics of Financial Engineering available in PDF, EPUB and Kindle.
A Primer for the Mathematics of Financial Engineering
A Primer for the Mathematics of Financial Engineering - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook A Primer for the Mathematics of Financial Engineering write by Dan Stefanica. This book was released on 2008. A Primer for the Mathematics of Financial Engineering available in PDF, EPUB and Kindle.
Mathematics for Finance
Mathematics for Finance - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Mathematics for Finance write by Marek Capinski. This book was released on 2006-04-18. Mathematics for Finance available in PDF, EPUB and Kindle. 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.
Mathematics and Tools for Financial Engineering
Mathematics and Tools for Financial Engineering - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Mathematics and Tools for Financial Engineering write by Petros A. Ioannou. This book was released on 2021-09-07. Mathematics and Tools for Financial Engineering available in PDF, EPUB and Kindle. 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.
Principles of Financial Engineering
Principles of Financial Engineering - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Principles of Financial Engineering write by Salih N. Neftci. This book was released on 2008-12-09. Principles of Financial Engineering available in PDF, EPUB and Kindle. Principles of Financial Engineering, Second Edition, is a highly acclaimed text on the fast-paced and complex subject of financial engineering. This updated edition describes the "engineering" elements of financial engineering instead of the mathematics underlying it. It shows you how to use financial tools to accomplish a goal rather than describing the tools themselves. It lays emphasis on the engineering aspects of derivatives (how to create them) rather than their pricing (how they act) in relation to other instruments, the financial markets, and financial market practices. This volume explains ways to create financial tools and how the tools work together to achieve specific goals. Applications are illustrated using real-world examples. It presents three new chapters on financial engineering in topics ranging from commodity markets to financial engineering applications in hedge fund strategies, correlation swaps, structural models of default, capital structure arbitrage, contingent convertibles, and how to incorporate counterparty risk into derivatives pricing. Poised midway between intuition, actual events, and financial mathematics, this book can be used to solve problems in risk management, taxation, regulation, and above all, pricing. This latest edition of Principles of Financial Engineering is ideal for financial engineers, quantitative analysts in banks and investment houses, and other financial industry professionals. It is also highly recommended to graduate students in financial engineering and financial mathematics programs. - The Second Edition presents 5 new chapters on structured product engineering, credit markets and instruments, and principle protection techniques, among other topics - Additions, clarifications, and illustrations throughout the volume show these instruments at work instead of explaining how they should act - The Solutions Manual enhances the text by presenting additional cases and solutions to exercises
