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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.
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Martingale in diskreter Zeit: Theorie und Anwendungen

Posted By: AvaxGenius
Date: 16 Sep 2022 15:46:13
Martingale in diskreter Zeit: Theorie und Anwendungen

Martingale in diskreter Zeit: Theorie und Anwendungen by 1Harald Luschgy
Deutsch | PDF | 2013 | 457 Pages | ISBN : 3642299601 | 3 MB

Dieses Lehrbuch bietet neben einer umfassenden Darstellung der Theorie der Martingale in diskreter Zeit auch ausführliche Anwendungen. Die behandelten Themen reichen von klassischem Material über Zerlegungen von stochastischen Prozessen und Submartingalen, quadratische Variation und quadratische Charakteristik, Kompensatoren und Potentiale, Stoppzeiten und gestoppte Prozesse, Ungleichungen, Konvergenz und lokale Konvergenz, starke Gesetze der großen Zahlen, Gesetze vom iterierten Logarithmus und den Zusammenhang mit Markov-Prozessen bis zu neueren Ergebnissen über exponentielle Ungleichungen, einen stabilen zentralen Grenzwertsatz mit exponentieller Rate und die optionale Zerlegung universeller Supermartingale. Die Anwendungen betreffen etwa das finanzmathematische Problem der Optionsbewertung, Verzweigungsprozesse und stochastische Approximationsalgorithmen. Mehr als 170 Übungsaufgaben ergänzen die Darstellung. In der deutschsprachigen Literatur findet man kein vergleichbares Buch.
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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.
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Handbook of Portfolio Construction

Posted By: AvaxGenius
Date: 24 Apr 2022 03:37:34
Handbook of Portfolio Construction

Handbook of Portfolio Construction by John B. GuerardJr.
English | PDF | 2010 | 796 Pages | ISBN : 0387774386 | 9.6 MB

"Portfolio Selection by Harry Markowitz was a seminal development transforming the field of financial investment from an art to a science. This important Handbook provides investors with an indispensable understanding of the rich developments in the practical application of the Markowitz techniques to portfolio construction."
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Investment Strategies Optimization based on a SAX-GA Methodology

Posted By: AvaxGenius
Date: 1 Apr 2022 05:01:02
Investment Strategies Optimization based on a SAX-GA Methodology

Investment Strategies Optimization based on a SAX-GA Methodology by António M.L. Canelas
English | PDF | 2013 | 90 Pages | ISBN : 3642331092 | 4.7 MB

This book presents a new computational finance approach combining a Symbolic Aggregate approXimation (SAX) technique with an optimization kernel based on genetic algorithms (GA). While the SAX representation is used to describe the financial time series, the evolutionary optimization kernel is used in order to identify the most relevant patterns and generate investment rules. The proposed approach considers several different chromosomes structures in order to achieve better results on the trading platform The methodology presented in this book has great potential on investment markets.
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Martingale Methods in Financial Modelling

Posted By: AvaxGenius
Date: 14 Mar 2022 12:31:34
Martingale Methods in Financial Modelling

Martingale Methods in Financial Modelling by Marek Musiela
English | PDF | 1997 | 521 Pages | ISBN : 354061477X | 50.5 MB

The origin of this book can be traced to courses on financial mathemat­ ics taught by us at the University of New South Wales in Sydney, Warsaw University of Technology (Politechnika Warszawska) and Institut National Polytechnique de Grenoble. Our initial aim was to write a short text around the material used in two one-semester graduate courses attended by students with diverse disciplinary backgrounds (mathematics, physics, computer sci­ ence, engineering, economics and commerce).
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How to Solve It: Modern Heuristics

Posted By: AvaxGenius
Date: 31 Dec 2021 22:31:41
How to Solve It: Modern Heuristics

How to Solve It: Modern Heuristics by Zbigniew Michalewicz
English | PDF | 2004 | 559 Pages | ISBN : 3540224947 | 52.2 MB

No pleasure lasts long unless there is variety in it. Publilius Syrus, Moral Sayings We've been very fortunate to receive fantastic feedback from our readers during the last four years, since the first edition of How to Solve It: Modern Heuristics was published in 1999. It's heartening to know that so many people appreciated the book and, even more importantly, were using the book to help them solve their problems.
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Mathematical and Statistical Methods for Actuarial Sciences and Finance (Repost)

Posted By: AvaxGenius
Date: 19 Dec 2021 11:39:18
Mathematical and Statistical Methods for Actuarial Sciences and Finance (Repost)

Mathematical and Statistical Methods for Actuarial Sciences and Finance by Marco Corazza
English | PDF | 2010 | 314 Pages | ISBN : 8847014808 | 3.1 MB

The interaction between mathematicians and statisticians reveals to be an effective approach for dealing with actuarial, insurance and financial problems, both in an academic and in an operative perspective. The international conference MAF 2008, held at the University Ca’ Foscari of Venezia (Italy) in 2008, had precisely this purpose, and the collection here published gathers a selection of about the one hundred papers presented at the conference and successively referred and reviewed to this aim. They cover a wide variety of subjects in actuarial, insurance and financial fields, all treated in light of the successful cooperation between the two quantitative approaches.
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Introduction to the Mathematics of Finance: From Risk Management to Options Pricing

Posted By: AvaxGenius
Date: 12 Dec 2021 15:39:58
Introduction to the Mathematics of Finance: From Risk Management to Options Pricing

Introduction to the Mathematics of Finance: From Risk Management to Options Pricing by Steven Roman
English | PDF | 2004 | 358 Pages | ISBN : 0387213759 | 21.6 MB

The Mathematics of Finance has become a hot topic in applied mathematics ever since the discovery of the Black-Scholes option pricing formulas in 1973. Unfortunately, there are very few undergraduate textbooks in this area.
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Generated Dynamics of Markov and Quantum Processes (Repost)

Posted By: AvaxGenius
Date: 9 Aug 2021 11:45:25
Generated Dynamics of Markov and Quantum Processes (Repost)

Generated Dynamics of Markov and Quantum Processes by Martin Janßen
English | PDF,EPUB | 2016 | 236 Pages | ISBN : 3662496941 | 7.1 MB

This book presents Markov and quantum processes as two sides of a coin called generated stochastic processes. It deals with quantum processes as reversible stochastic processes generated by one-step unitary operators, while Markov processes are irreversible stochastic processes generated by one-step stochastic operators. The characteristic feature of quantum processes are oscillations, interference, lots of stationary states in bounded systems and possible asymptotic stationary scattering states in open systems, while the characteristic feature of Markov processes are relaxations to a single stationary state.
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Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Repost)

Posted By: AvaxGenius
Date: 10 Dec 2020 21:35:02
Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Repost)

Numerical Solution of Stochastic Differential Equations with Jumps in Finance by Eckhard Platen
English | PDF | 2010 | 868 Pages | ISBN : 3642120571 | 18 MB

In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992).
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FX Barrier Options: A Comprehensive Guide for Industry Quants

Posted By: AvaxGenius
Date: 11 Oct 2020 11:30:38
FX Barrier Options: A Comprehensive Guide for Industry Quants

FX Barrier Options: A Comprehensive Guide for Industry Quants by Zareer Dadachanji
English | PDF,EPUB | 2015 | 274 Pages | ISBN : 1349561460 | 12.1 MB

Barrier options are a class of highly path-dependent exotic options which present particular challenges to practitioners in all areas of the financial industry. They are traded heavily as stand-alone contracts in the Foreign Exchange (FX) options market, their trading volume being second only to that of vanilla options.
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