Autor: S. Stojanovic
ISBN-13: 9780817641979
Einband: Book w. online files/update,CDROM
Seiten: 320
Gewicht: 875 g
Format: 228x174x28 mm
Sprache: Englisch

Computational Financial Mathematics

Trading Stocks and Options with MATHEMATICA
 Book w. online files/update,CDROM
74,83 €*
This book provides a comprehensive overview of existing and original material, about what mathematics when allied with Mathematica can do for finance. Sophisticated theories are presented systematically in a user-friendly style, and a powerful combination of mathematical rigor and Mathematica programming. The book is designed for the academic community of instructors and students, and most importantly, will meet the everyday trading needs of quantitatively inclined professional and indiviual investors who want to solve various problems encountered when investing and trading in stocks and stock options.
Preface * Cash Account Evolution * Stock Price Evolution * European Style Stock Options * Stock Market Statistics * Implied Volatility for European Options * American Style Stock Options * Optimal Portfolio Rules * Advanced Trading Strategies * Bibliography * Index
Given the explosion of interest in mathematical methods for solving problems in finance and trading, a great deal of research and development is taking place in universities, large brokerage firms, and in the supporting trading software industry. Mathematical advances have been made both analytically and numerically in finding practical solutions.
Autor: S. Stojanovic
ISBN-13 :: 9780817641979
ISBN: 0817641971
Erscheinungsjahr: 08.11.2002
Verlag: Springer Basel AG
Gewicht: 875g
Seiten: 320
Sprache: Englisch
Auflage 02000, 2003. 2003
Sonstiges: Buch, 228x174x28 mm, Bibliographie