Mathematical Modeling and Computation in Finance: With Exercises and Python and MATLAB Computer Codes - Image 1

£46.70

Scientific Publishing Mathematical Modeling and Computation in Finance: With Exercises and Python and MATLAB Computer Codes

Name: Mathematical Modeling and Computation in Finance: With Exercises and Python and MATLAB Computer Codes
Brand: Scientific Publishing
Price: 46.7 GBP
Availability: InStock

Risk Management

It has never been this cheap. We have no record of a lower price.

£47 today · cheaper than every other day in the last 3 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 52 days · 52 data points (no recent data)

Historical

Generating forecast…

Price Distribution

Price distribution over 52 days • 1 price levels

Days at Price

Price Analysis

Most common price: £47 (52 days, 100.0%)

Price range: £47 - £47

Price levels: 1 different prices over 52 days

Description

This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models, numerical valuation techniques, computational aspects, financial products, and risk management applications presented will enable readers to progress in the challenging field of computational finance. When the behavior of financial market participants changes, the corresponding stochastic mathematical models describing the prices may also change. Financial regulation may play a role in such changes too. The book thus presents several models for stock prices, interest rates as well as foreign-exchange rates, with increasing complexity across the chapters. As is said in the industry, "do not fall in love with your favorite model." The book covers equity models before moving to short-rate and other interest rate models. We cast these models for interest rate into the Heath-Jarrow-Morton framework, show relations between the different models, and explain a few interest rate products and their pricing. The chapters are accompanied by exercises. Students can access solutions to selected exercises, while complete solutions are made available to instructors. The MATLAB and Python computer codes used for most tables and figures in the book are made available for both print and e-book users. This book will be useful for people working in the financial industry, for those aiming to work there one day, and for anyone interested in quantitative finance. The topics that are discussed are relevant for MSc and PhD students, academic researchers, and for quants in the financial industry.

Product Specifications

Brand: Scientific Publishing
Format: paperback
ASIN: 1786348055
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Risk Management
Domain: Amazon UK
Release Date: 12 December 2019
Listed Since: 15 August 2019

Barcode

No barcode data available

Scientific Publishing Mathematical Modeling and Computation in Finance: With Exercises and Python and MATLAB Computer Codes

It has never been this cheap. We have no record of a lower price.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Mathematical Modeling and Computation in Finance: With Exercises and Python and MATLAB Computer Codes

Advanced Modelling in Mathematical Finance: In Honour of Ernst Eberlein: 189 (Springer Proceedings in Mathematics & Statistics, 189)

Equity Derivatives and Hybrids: Markets, Models and Methods (Applied Quantitative Finance)

Springer Advanced Modelling in Mathematical Finance - Vol 189

Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance)

Mathematical Methods for Finance: Tools for Asset and Risk Management: 207 (Frank J. Fabozzi Series)

Mathematical Finance: Theory, Modeling, Implementation

Derivatives and Internal Models: Modern Risk Management (Finance and Capital Markets Series)

Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance)

Problems and Solutions in Mathematical Finance, Volume 2: Equity Derivatives (The Wiley Finance Series)

Martingale Methods in Financial Modelling: 36 (Stochastic Modelling and Applied Probability, 36)

Computation and Simulation for Finance: An Introduction with Python (Springer Undergraduate Texts in Mathematics and Technology)

Modeling Fixed-Income Securities and Interest Rate Options: Second Edition

Empirical Dynamic Asset Pricing – Model Specification and Econometric Assessment

Quantitative Finance: An Object-Oriented Approach in C++ (Chapman and Hall/CRC Financial Mathematics Series)

Interest Rate Modeling. Volume 1: Foundations and Vanilla Models

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

Analytical Finance: Volume II: The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation

Interest Rate Modeling. Volume 3: Products and Risk Management

Paul Wilmott on Quantitative Finance 2nd Edition

Ultimate Quant Job Interview Questions Workbook: Brief Crash Courses and Real Interview Questions taking you from Beginner to Wall Street Offers (The ... Quantitative Trading Strategies with Python)

Modeling Fixed Income Securities and Interest Rate Options (Chapman and Hall/CRC Financial Mathematics Series)

Statistical Methods for Financial Engineering

Statistical Models and Methods for Financial Markets (Springer Texts in Statistics)