Mathematics for Finance

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MATLAB Handbook with Applications to Mathematics, Science, Engineering, and Finance

1st Edition

Jose Miguel David Baez-Lopez, David Alfredo Baez Villegas
January 16, 2019

The purpose of this handbook is to allow users to learn and master the mathematics software package MATLAB®, as well as to serve as a quick reference to some of the most used instructions in the package. A unique feature of this handbook is that it can be used by the novice and by experienced users...

Smart Computing Applications in Crowdfunding

1st Edition

Bo Xing, Tshilidzi Marwala
December 18, 2018

The book focuses on smart computing for crowdfunding usage, looking at the crowdfunding landscape, e.g., reward-, donation-, equity-, P2P-based and the crowdfunding ecosystem, e.g., regulator, asker, backer, investor, and operator. The increased complexity of fund raising scenario, driven by the...

Portfolio Rebalancing

1st Edition

Edward E. Qian
November 06, 2018

The goal of Portfolio Rebalancing is to provide mathematical and empirical analysis of the effects of portfolio rebalancing on portfolio returns and risks. The mathematical analysis answers the question of when and why fixed-weight portfolios might outperform buy-and-hold portfolios based on...

Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis

1st Edition

Jonathan K. Regenstein, Jr.
October 08, 2018

Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis is a unique introduction to data science for investment management that explores the three major R/finance coding paradigms, emphasizes data visualization, and explains how to build a cohesive suite of functioning Shiny...

Geometry and Martingales in Banach Spaces

1st Edition

Wojbor A. Woyczynski
September 17, 2018

Geometry and Martingales in Banach Spaces provides a compact exposition of the results explaining the interrelations existing between the metric geometry of Banach spaces and the theory of martingales, and general random vectors with values in those Banach spaces. Geometric concepts such as...

Financial Literacy Education: Addressing Student, Business, and Government Needs

1st Edition

Jay Liebowitz
July 30, 2018

Today's graduates should be grounded in the basics of personal finance and possess the skills and knowledge necessary to make informed decisions and take responsibility for their own financial well-being. Faced with an array of complex financial services and sophisticated products, many graduates...

Technical Analysis of Stock Trends

11th Edition

Robert D. Edwards, John Magee, W.H.C. Bassetti
July 19, 2018

This revised and updated version of the best-selling book, Technical Analysis of Stock Trends, 10th Edition, presents proven long- and short-term stock trend analysis enabling investors to make smart, profitable trading decisions. The book covers technical theory such as The Dow Theory, reversal...

Derivative Pricing: A Problem-Based Primer

1st Edition

Ambrose Lo
June 27, 2018

The proliferation of financial derivatives over the past decades, options in particular, has underscored the increasing importance of derivative pricing literacy among students, researchers, and practitioners. Derivative Pricing: A Problem-Based Primer demystifies the essential derivative pricing...

An Introduction to Computational Risk Management of Equity-Linked Insurance

1st Edition

Runhuan Feng
June 12, 2018

The quantitative modeling of complex systems of interacting risks is a fairly recent development in the financial and insurance industries. Over the past decades, there has been tremendous innovation and development in the actuarial field. In addition to undertaking mortality and longevity risks in...

High-Performance Computing in Finance: Problems, Methods, and Solutions

1st Edition

M. A. H. Dempster, Juho Kanniainen, John Keane, Erik Vynckier
March 12, 2018

High-Performance Computing (HPC) delivers higher computational performance to solve problems in science, engineering and finance. There are various HPC resources available for different needs, ranging from cloud computing– that can be used without much expertise and expense – to more tailored...

R Programming and Its Applications in Financial Mathematics

1st Edition

Shuichi Ohsaki, Jori Ruppert-Felsot, Daisuke Yoshikawa
February 12, 2018

This book provides an introduction to R programming and a summary of financial mathematics. It is not always easy for graduate students to grasp an overview of the theory of finance in an abstract form. For newcomers to the finance industry, it is not always obvious how to apply the abstract theory...

Equity-Linked Life Insurance: Partial Hedging Methods

1st Edition

Alexander Melnikov, Amir Nosrati
August 30, 2017

This book focuses on the application of the partial hedging approach from modern math finance to equity-linked life insurance contracts. It provides an accessible, up-to-date introduction to quantifying financial and insurance risks. The book also explains how to price innovative financial and...