Stojanovic | Computational Financial Mathematics using MATHEMATICA® | E-Book | www.sack.de
E-Book

E-Book, Englisch, 481 Seiten, eBook

Stojanovic Computational Financial Mathematics using MATHEMATICA®

Optimal Trading in Stocks and Options
2003
ISBN: 978-1-4612-0043-7
Verlag: Birkhäuser Boston
Format: PDF
 Kopierschutz: 1 - PDF Watermark

Optimal Trading in Stocks and Options

E-Book, Englisch, 481 Seiten, eBook

ISBN: 978-1-4612-0043-7
Verlag: Birkhäuser Boston
Format: PDF
 Kopierschutz: 1 - PDF Watermark

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.

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. Three kinds of solution methods are emphasized: symbolic, numerical, and Monte-- Carlo. Nowadays, only good personal computers are required to handle the symbolic and numerical methods that are developed in this book.

Key features: * No previous knowledge of Mathematica programming is required * The symbolic, numeric, data management and graphic capabilities of Mathematica are fully utilized * Monte--Carlo solutions of scalar and multivariable SDEs are developed and utilized heavily in discussing trading issues such as Black--Scholes hedging * Black--Scholes and Dupire PDEs are solved symbolically and numerically * Fast numerical solutions to free boundary problems with details of their Mathematica realizations are provided * Comprehensive study of optimal portfolio diversification, including an original theory of optimal portfolio hedging under non-Log-Normal asset price dynamics is presented

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 individual investors.

Stojanovic Computational Financial Mathematics using MATHEMATICA® jetzt bestellen!

Zielgruppe

Professional/practitioner

Autoren/Hrsg.

Stojanovic, Srdjan

Weitere Infos & Material

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

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