Name: Computational Financial Mathematics Using Mathematica®: Optimal Trading in Stocks and Options (en Inglés)
Price: 2392.99 MXN
Availability: InStock
Author: Srdjan Stojanovic
ISBN: 9781461265863

Envío gratis

portada Computational Financial Mathematics Using Mathematica®: Optimal Trading in Stocks and Options (en Inglés)

Formato

Libro Físico

Editorial

Birkhäuser

Autor

Srdjan Stojanovic

Año

2013

Idioma

Inglés

N° páginas

481

Encuadernación

Tapa Blanda

ISBN13

9781461265863

N° edición

Categorías

Inversiones

Computational Financial Mathematics Using Mathematica®: Optimal Trading in Stocks and Options (en Inglés)

Srdjan Stojanovic (Autor) · Birkhäuser · Tapa Blanda

Libro Nuevo

$ 2,392.99

$ 3,988.31

Ahorras: $ 1,595.33

40% descuento

Envío normal

Origen: Estados Unidos (Costos de importación incluídos en el precio)

Se enviará desde nuestra bodega entre el Miércoles 17 de Julio y el Jueves 25 de Julio.

Lo recibirás en cualquier lugar de México entre 1 y 3 días hábiles luego del envío.

Reseña del libro "Computational Financial Mathematics Using Mathematica®: Optimal Trading in Stocks and Options (en Inglés)"

Given the explosion of interest in mathematical methods for solving problems in finance and trading, a great deal of research and development is taking place in universities, large brokerage firms, and in the supporting trading software industry. Mathematical advances have been made both analytically and numerically in finding practical solutions. This book provides a comprehensive overview of existing and original material, about what mathematics when allied with Mathematica can do for finance. Sophisticated theories are presented systematically in a user-friendly style, and a powerful combination of mathematical rigor and Mathematica programming. Three kinds of solution methods are emphasized: symbolic, numerical, and Monte-- Carlo. Nowadays, only good personal computers are required to handle the symbolic and numerical methods that are developed in this book. Key features: * No previous knowledge of Mathematica programming is required * The symbolic, numeric, data management and graphic capabilities of Mathematica are fully utilized * Monte--Carlo solutions of scalar and multivariable SDEs are developed and utilized heavily in discussing trading issues such as Black--Scholes hedging * Black--Scholes and Dupire PDEs are solved symbolically and numerically * Fast numerical solutions to free boundary problems with details of their Mathematica realizations are provided * Comprehensive study of optimal portfolio diversification, including an original theory of optimal portfolio hedging under non-Log-Normal asset price dynamics is presented The book is designed for the academic community of instructors and students, and most importantly, will meet the everyday trading needs of quantitatively inclined professional and individual investors.