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Financial Mathematics
The book has been tested and refined through years of classroom teaching experience. With an abundance of examples, problems, and fully worked out solutions, the text introduces the financial theory and relevant mathematical methods in a mathematically rigorous yet engaging way. This textbook provides complete coverage of continuous-time financial models that form the cornerstones of financial derivative pricing theory. Unlike similar texts in the field, this one presents multiple problem-solving approaches, linking related comprehensive techniques for pricing different types of financial derivatives. Key features: In-depth coverage of continuous-time theory and methodology Numerous, fully w...
Financial Mathematics
The book has been tested and refined through years of classroom teaching experience. With an abundance of examples, problems, and fully worked out solutions, the text introduces the financial theory and relevant mathematical methods in a mathematically rigorous yet engaging way. This textbook provides complete coverage of discrete-time financial models that form the cornerstones of financial derivative pricing theory. Unlike similar texts in the field, this one presents multiple problem-solving approaches, linking related comprehensive techniques for pricing different types of financial derivatives. Key features: In-depth coverage of discrete-time theory and methodology. Numerous, fully work...
Financial Mathematics
The book has been tested and refined through years of classroom teaching experience. With an abundance of examples, problems, and fully worked out solutions, the text introduces the financial theory and relevant mathematical methods in a mathematically rigorous yet engaging way. This textbook provides complete coverage of discrete-time financial models that form the cornerstones of financial derivative pricing theory. Unlike similar texts in the field, this one presents multiple problem-solving approaches, linking related comprehensive techniques for pricing different types of financial derivatives. Key features: In-depth coverage of discrete-time theory and methodology. Numerous, fully work...
Financial Mathematics Volume II
"The book has been tested and refined through years of classroom teaching experience. With an abundance of examples, problems, and fully worked out solutions, the text introduces the financial theory and relevant mathematical methods in a mathematically rigorous yet engaging way. This textbook provides complete coverage of discrete-time financial models that form the cornerstones of financial derivative pricing theory. Unlike similar texts in the field, this one presents multiple problem-solving approaches, linking related comprehensive techniques for pricing different types of financial derivatives"--
Financial Mathematics
The book has been tested and refined through years of classroom teaching experience. With an abundance of examples, problems, and fully worked out solutions, the text introduces the financial theory and relevant mathematical methods in a mathematically rigorous yet engaging way. This textbook provides complete coverage of continuous-time financial models that form the cornerstones of financial derivative pricing theory. Unlike similar texts in the field, this one presents multiple problem-solving approaches, linking related comprehensive techniques for pricing different types of financial derivatives. Key features: In-depth coverage of continuous-time theory and methodology Numerous, fully w...
Advanced Derivatives Pricing and Risk Management
Book and CDROM include the important topics and cutting-edge research in financial derivatives and risk management.
Interdisciplinary Topics in Applied Mathematics, Modeling and Computational Science
The Applied Mathematics, Modelling, and Computational Science (AMMCS) conference aims to promote interdisciplinary research and collaboration. The contributions in this volume cover the latest research in mathematical and computational sciences, modeling, and simulation as well as their applications in natural and social sciences, engineering and technology, industry, and finance. The 2013 conference, the second in a series of AMMCS meetings, was held August 26—30 and organized in cooperation with AIMS and SIAM, with support from the Fields Institute in Toronto, and Wilfrid Laurier University. There were many young scientists at AMMCS-2013, both as presenters and as organizers. This proceedings contains refereed papers contributed by the participants of the AMMCS-2013 after the conference. This volume is suitable for researchers and graduate students, mathematicians and engineers, industrialists, and anyone who would like to delve into the interdisciplinary research of applied and computational mathematics and its areas of applications.
Recent Advances in Mathematical and Statistical Methods
This book focuses on the recent development of methodologies and computation methods in mathematical and statistical modelling, computational science and applied mathematics. It emphasizes the development of theories and applications, and promotes interdisciplinary endeavour among mathematicians, statisticians, scientists, engineers and researchers from other disciplines. The book provides ideas, methods and tools in mathematical and statistical modelling that have been developed for a wide range of research fields, including medical, health sciences, biology, environmental science, engineering, physics and chemistry, finance, economics and social sciences. It presents original results addre...
Monte Carlo and Quasi-Monte Carlo Methods 2008
This book represents the refereed proceedings of the Eighth International Conference on Monte Carlo (MC)and Quasi-Monte Carlo (QMC) Methods in Scientific Computing, held in Montreal (Canada) in July 2008. It covers the latest theoretical developments as well as important applications of these methods in different areas. It contains two tutorials, eight invited articles, and 32 carefully selected articles based on the 135 contributed presentations made at the conference. This conference is a major event in Monte Carlo methods and is the premiere event for quasi-Monte Carlo and its combination with Monte Carlo. This series of proceedings volumes is the primary outlet for quasi-Monte Carlo research.
Monte Carlo and Quasi-Monte Carlo Methods 2010
This book represents the refereed proceedings of the Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Warsaw (Poland) in August 2010. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance and statistics.
