Mathematics

Mathematics for Finance

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An Introduction to Excel VBA Programming: with Applications in Finance and Insurance

1st Edition

Guojun Gan
May 12, 2019

Excel Visual Basic for Applications (VBA) can be used to automate operations in Excel and is one of the most frequently used software programs for manipulating data and building models in banks and insurance companies. An Introduction to Excel VBA Programming: with Applications in Finance and...

Pathwise Estimation and Inference for Diffusion Market Models

1st Edition

Nikolai Dokuchaev, Lin Yee Hin
March 28, 2019

Pathwise estimation and inference for diffusion market models discusses contemporary techniques for inferring, from options and bond prices, the market participants' aggregate view on important financial parameters such as implied volatility, discount rate, future interest rate, and their...

An Introduction to Financial Mathematics: Option Valuation

2nd Edition

Hugo D. Junghenn
March 08, 2019

Introduction to Financial Mathematics: Option Valuation, Second Edition is a well-rounded primer to the mathematics and models used in the valuation of financial derivatives. The book consists of fifteen chapters, the first ten of which develop option valuation techniques in discrete time, the last...

Interest Rate Modeling: Theory and Practice, Second Edition

2nd Edition

Lixin Wu
February 25, 2019

Containing many results that are new, or which exist only in recent research articles, Interest Rate Modeling: Theory and Practice, 2nd Edition portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation. It introduces all models with...

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

1st Edition

Jose Miguel David Baez-Lopez, David Alfredo Baez Villegas
January 15, 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...

Conferences

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