Tags
Language
Tags
<<
May 2024
Su Mo Tu We Th Fr Sa
28 29 30 1 2 3 4
5 6 7 8 9 10 11
12 13 14 15 16 17 18
19 20 21 22 23 24 25
26 27 28 29 30 31 1
  1. Home
  2. eBooks & eLearning
  3. Mathematics in Business

Proceedings of the Second International Forum on Financial Mathematics and Financial Technology

Posted By: AvaxGenius
Date: 26 Jul 2023 05:27:19
Proceedings of the Second International Forum on Financial Mathematics and Financial Technology

Proceedings of the Second International Forum on Financial Mathematics and Financial Technology by Zhiyong Zheng
English | PDF EPUB (True) | 2023 | 242 Pages | ISBN : 9819923654 | 27.9 MB

This book is the documentary of the Second International Forum on Financial Mathematics and Financial Technology, with focus on selected aspects of the current and upcoming trends in FinTech. In detail, the included scientific papers cover financial mathematics and FinTech, presenting the innovative mathematical models and state-of-the-art technologies such as deep learning, with the aim to improve the financial analysis and decision-making and enhance the quality of financial services and risk control. The variety of the papers delivers added value for both scholars and practitioners where they will find perfect integration of elegant mathematical models and up-to-date data mining technologies in financial market analysis. Due to COVID-19, the conference was held virtually on August 13–15, 2021, jointly held by the School of Mathematics of Renmin University of China, the Engineering Research Center of Financial Computing and Digital Engineering of Ministry of Education, the Statistics and Big Data Research Institute of Renmin University of China, the Blockchain Research Institute of Renmin University of China, the Zhongguancun Internet Finance Research Institute, and the Renmin University Press.
Details

Mathematical Finance: Theory Review and Exercises

Posted By: AvaxGenius
Date: 21 Apr 2023 03:16:39
Mathematical Finance: Theory Review and Exercises

Mathematical Finance: Theory Review and Exercises by Emanuela Rosazza Gianin , Carlo Sgarra
English | PDF,EPUB | 2023 | 310 Pages | ISBN : 3031283775 | 21.8 MB

The book is conceived as a guide to solve exercises in Mathematical Finance and a complement to theoretical lectures. The potential audience consists of students in Applied Mathematics, Engineering and Economics, attending courses in Mathematical Finance. The most important subjects covered by this textbook are Pricing and Hedging of different classes of financial derivatives (European, American Exotic options, Fixed Income derivatives) in the most popular modeling frameworks, both in discrete and continuous time setting, like the Binomial and the Black-Scholes models. A Chapter on static portfolio optimization, one on pricing for more advanced models and one on Risk Measures complete the overview on the main issues presented in classical courses on Mathematical Finance. About one hundred exercises are proposed, and a large amount of them provides a detailed solution, while a few are left as an exercise to the reader. Every chapter includes a brief resume of the main theoretical results to apply. This textbook is the result of several years of teaching experience of both the authors.
Details

Quantitative Assessment of Securitisation Deals (Repost)

Posted By: AvaxGenius
Date: 19 Apr 2023 17:25:53
Quantitative Assessment of Securitisation Deals (Repost)

Quantitative Assessment of Securitisation Deals by Francesca Campolongo , Henrik Jönsson , Wim Schoutens
English | PDF | 2013 | 122 Pages | ISBN : 364229720X | 2.3 MB

The book draws on current research on model risk and parameter sensitivity of securitisation ratings. It provides practical ideas and tools that can facilitate a more informed usage of securitisation ratings. We show how global sensitivity analysis techniques can be used to better analyse and to enhance the understanding of the uncertainties inherent in ratings due to uncertainty in the input parameters. The text introduces a novel global rating approach that takes the uncertainty in the ratings into account when assigning ratings to securitisation products. The book also covers new prepayment and default models that overcome flaws in current models.​
Details

Stochastic Processes and Calculus: An Elementary Introduction with Applications

Posted By: AvaxGenius
Date: 2 Apr 2023 06:42:35
Stochastic Processes and Calculus: An Elementary Introduction with Applications

Stochastic Processes and Calculus: An Elementary Introduction with Applications by Uwe Hassler
English | EPUB (True) | 2016 | 398 Pages | ISBN : 3319234277 | 4.64 MB

This textbook gives a comprehensive introduction to stochastic processes and calculus in the fields of finance and economics, more specifically mathematical finance and time series econometrics. Over the past decades stochastic calculus and processes have gained great importance, because they play a decisive role in the modeling of financial markets and as a basis for modern time series econometrics. Mathematical theory is applied to solve stochastic differential equations and to derive limiting results for statistical inference on nonstationary processes.
Details

Yield Curves and Forward Curves for Diffusion Models of Short Rates

Posted By: AvaxGenius
Date: 23 Mar 2023 18:10:23
Yield Curves and Forward Curves for Diffusion Models of Short Rates

Yield Curves and Forward Curves for Diffusion Models of Short Rates by Gennady A. Medvedev
English | EPUB (True) | 2019 | 230 Pages | ISBN : 3030154998 | 13.3 MB

This book is dedicated to the study of the term structures of the yields of zero-coupon bonds. The methods it describes differ from those usually found in the literature in that the time variable is not the term to maturity but the interest rate duration, or another convenient non-linear transformation of terms. This makes it possible to consider yield curves not only for a limited interval of term values, but also for the entire positive semiaxis of terms.
Details

Solutions Manual for Econometrics

Posted By: AvaxGenius
Date: 10 Dec 2022 00:54:47
Solutions Manual for Econometrics

Solutions Manual for Econometrics by Badi H. Baltagi
English | PDF | 2022 | 435 Pages | ISBN : 3030801578 | 5 MB

This Fourth Edition updates the "Solutions Manual for Econometrics" to match the Sixth Edition of the Econometrics textbook. It adds problems and solutions using latest software versions of Stata and EViews. Special features include empirical examples replicated using EViews, Stata as well as SAS. The book offers rigorous proofs and treatment of difficult econometrics concepts in a simple and clear way, and provides the reader with both applied and theoretical econometrics problems along with their solutions. These should prove useful to students and instructors using this book.
Details

Mathematik für BWL-Bachelor: Schritt für Schritt mit ausführlichen Lösungen (Repost)

Posted By: AvaxGenius
Date: 28 Aug 2022 10:55:24
Mathematik für BWL-Bachelor: Schritt für Schritt mit ausführlichen Lösungen (Repost)

Mathematik für BWL-Bachelor: Schritt für Schritt mit ausführlichen Lösungen by Heidrun Matthäus, Wolf-Gert Matthäus
Deutsch | PDF | 2015 | 512 Pages | ISBN : 3658062053 | 12 MB

Dieses Buch nimmt Sie an die Hand und führt Sie zielsicher zu bestandenen Prüfungen in der Mathematik-Grundausbildung Ihres Studiums. Als Autoren wurden zwei erfahrene Hochschullehrer gewonnen, denen die Berührungsängste und alle Unsicherheiten von BWL-Studierenden mit der Mathematik aus langjähriger Tätigkeit an den höchsten Schulen der Republik zutiefst vertraut sind. Einfach in der Sprache, verständlich in der Methodik, anregend mit vielen ausführlich vorgerechneten Beispielen - so präsentiert sich ein Buch, das als Begleiter im BWL-Grundstudium ausdrücklich zu empfehlen ist. Leserservice und online-Hilfe sind selbstverständlich.
Details

General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions (Repost

Posted By: AvaxGenius
Date: 28 Aug 2022 07:59:20
General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions (Repost

General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions by Qi Lü, Xu Zhang
English | PDF | 2014 | 148 Pages | ISBN : 3319066315 | 1.7 MB

The classical Pontryagin maximum principle (addressed to deterministic finite dimensional control systems) is one of the three milestones in modern control theory. The corresponding theory is by now well-developed in the deterministic infinite dimensional setting and for the stochastic differential equations. However, very little is known about the same problem but for controlled stochastic (infinite dimensional) evolution equations when the diffusion term contains the control variables and the control domains are allowed to be non-convex. Indeed, it is one of the longstanding unsolved problems in stochastic control theory to establish the Pontryagintype maximum principle for this kind of general control systems: this book aims to give a solution to this problem. This book will be useful for both beginners and experts who are interested in optimal control theory for stochastic evolution equations.
Details

Nonlinear Time Series: Nonparametric and Parametric Methods

Posted By: AvaxGenius
Date: 30 Jul 2022 10:47:20
Nonlinear Time Series: Nonparametric and Parametric Methods

Nonlinear Time Series: Nonparametric and Parametric Methods by Jianqing Fan, Qiwei Yao
English | PDF | 2003 | 565 Pages | ISBN : 0387261427 | 3.8 MB

This is the first book that integrates useful parametric and nonparametric techniques with time series modeling and prediction, the two important goals of time series analysis. Such a book will benefit researchers and practitioners in various fields such as econometricians, meteorologists, biologists, among others who wish to learn useful time series methods within a short period of time. The book also intends to serve as a reference or text book for graduate students in statistics and econometrics.
Details

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit

Posted By: AvaxGenius
Date: 28 Jul 2022 09:58:54
Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit by Damiano Brigo, Fabio Mercurio
English | PDF(True) | 2006 | 1016 Pages | ISBN : 3540221492 | 8.8 MB

The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration outputs. A discussion of historical estimation of the instantaneous correlation matrix and of rank reduction has been added, and a LIBOR-model consistent swaption-volatility interpolation technique has been introduced.
Details

Artificial Intelligence for Financial Markets: The Polymodel Approach

Posted By: AvaxGenius
Date: 19 Jun 2022 12:02:49
Artificial Intelligence for Financial Markets: The Polymodel Approach

Artificial Intelligence for Financial Markets: The Polymodel Approach by Thomas Barrau
English | EPUB | 2022 | 182 Pages | ISBN : 3030973182 | 18.2 MB

This book introduces the novel artificial intelligence technique of polymodels and applies it to the prediction of stock returns. The idea of polymodels is to describe a system by its sensitivities to an environment, and to monitor it, imitating what a natural brain does spontaneously. In practice this involves running a collection of non-linear univariate models. This very powerful standalone technique has several advantages over traditional multivariate regressions. With its easy to interpret results, this method provides an ideal preliminary step towards the traditional neural network approach.
Details
UPWARDS