A Linear Algebra Primer for Financial Engineering: Covariance Matrices, Eigenvectors, OLS, and more (Financial Engineering Advanced Background Series) - Image 1

£49.46

Deizang A Linear Algebra Primer for Financial Engineering: Covariance Matrices, Eigenvectors, OLS, and more (Financial Engineering Advanced Background Series)

Name: A Linear Algebra Primer for Financial Engineering: Covariance Matrices, Eigenvectors, OLS, and more (Financial Engineering Advanced Background Series)
Brand: Deizang
Price: 49.46 GBP
Availability: InStock

Job Hunting

Price History & Forecast

Last 15 days • 15 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 15 days • 1 price levels

Days at Price

Price Analysis

Most common price: £49 (15 days, 100.0%)

Price range: £49 - £49

Price levels: 1 different prices over 15 days

Description

This book covers linear algebra methods for financial engineering applications from a numerical point of view. The book contains many such applications, as well as pseudocodes, numerical examples, and questions often asked in interviews for quantitative positions. Financial Applications • The Arrow—Debreu one period market model • One period index options arbitrage • Covariance and correlation matrix estimation from time series data • Ordinary least squares for implied volatility computation • Minimum variance portfolios and maximum return portfolios • Value at Risk and portfolio VaR Linear Algebra Topics • LU and Cholesky decompositions and linear solvers • Optimal solvers for tridiagonal symmetric positive matrices • Ordinary least squares and linear regression • Linear Transformation Property • Efficient cubic spline interpolation • Multivariate normal random variables The book is written in a similar spirit as the best selling ``A Primer for the Mathematics of Financial Engineering" by the same author, and should accordingly be useful to a similarly large audience: • Prospective students for financial engineering or mathematical finance programs will be able to self-study material that will prove very important in their future studies • Finance practitioners will find mathematical underpinnings for many methods used in practice, furthering the ability to expand upon these methods • Academics teaching financial engineering courses will be able to use this book as textbook, or as reference book for numerical linear algebra methods with financial applications.

Product Specifications

Brand: Deizang
Format: paperback
ASIN: 0979757657
Category: Books > Subjects > Business, Finance & Law > Careers > Job Hunting
Domain: Amazon UK
Release Date: 07 July 2014
Listed Since: 07 July 2014

Barcode

No barcode data available

Deizang A Linear Algebra Primer for Financial Engineering: Covariance Matrices, Eigenvectors, OLS, and more (Financial Engineering Advanced Background Series)

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

A Primer For The Mathematics Of Financial Engineering, Second Edition (Financial Engineering Advanced Background Series)

Applied Linear Algebra and Matrix Methods (Springer Undergraduate Texts in Mathematics and Technology)

Linear Algebra and Optimization for Machine Learning: A Textbook

Applied Linear Algebra (Undergraduate Texts in Mathematics)

Applied Linear Algebra (Undergraduate Texts in Mathematics)

Risk and Portfolio Analysis: Principles and Methods (Springer Series in Operations Research and Financial Engineering)

Advanced Linear Algebra for Engineers with MATLAB

Essential Linear Algebra with Applications: A Problem-Solving Approach

CRC Press Advanced Engineering Mathematics Textbook

An Introduction to Mathematical Finance with Applications: Understanding and Building Financial Intuition (Springer Undergraduate Texts in Mathematics and Technology)

Essential Linear Algebra with Applications: A Problem-Solving Approach

Numerical Methods in Finance and Economics: A MATLAB-Based Introduction: 20 (Statistics in Practice)

Mathematical and Statistical Methods for Actuarial Sciences and Finance

Linear Algebra and Linear Operators in Engineering: With Applications in Mathematica(r) (Process Systems Engineering): Volume 3

Differential Equations with Linear Algebra

Statistics and Data Analysis for Financial Engineering: with R examples (Springer Texts in Statistics)

Quantitative Analysis, Derivatives Modeling, And Trading Strategies: In The Presence Of Counterparty Credit Risk For The Fixed-Income Market

Linear Algebra: Pure & Applied

Matrix Algebra for Linear Models

Mathematical Finance: Theory, Modeling, Implementation

Quantitative Finance: An Introduction to Investments, Asset Pricing, and Derivatives

Quantitative Analysis, Derivatives Modeling, and Trading Strategies: In the Presence of Counterparty Credit Risk for the Fixed-Income Market

Linear Algebra and Probability for Computer Science Applications

Linear Algebra for Computational Sciences and Engineering