Information & explanations, latest texts & monographs on
Financial_mathematics (including recent related patents.)
Financial mathematicsFinancial mathematics is the branch of applied mathematics concerned with the financial markets. The subject naturally has a close relationship with the discipline of financial economics, however the subject is narrower in scope and more abstract. A central difference is that whilst a financial economist might study the structural reasons why a company may have a certain share price, a mathematician may take the share price as a given, and attempt to use stochastic calculus to obtain the fair value of derivatives of the stock. Financial mathematics articles
This article is adapted from from Wikipedia All Wikipedia article text is available under the terms of the GNU Free Documentation License consider these resources: MOST RECENT: A. Ruckman, C., J. Francis, and BPP Professional Education., Financial mathematics : a practical guide for actuaries and other business professionals. 2004, Weatogue, CT: BPP Professional Education. vi, 311 p. B. Day, A.L., Mastering financial mathematics in Excel : a practical guide for business calculations. Market editions. 2005, New York: Financial Times. C. Detemple, J., American-style derivatives : valuation and computation. Chapman & Hall/CRC financial mathematics series. 2005, Boca Raton, [Fla.]: Taylor&Francis. D. Ruckman, C., J. Francis, and BPP Professional Education., Financial mathematics : a practical guide for actuaries and other business professionals. 2nd ed. 2005, Weatogue, CT: BPP Professional Education. E. Schoenmakers, J., Robust Libor modelling and pricing of derivative products. Chapman & Hall/CRC financial mathematics series. 2005, Boca Raton, FL: Chapman & Hall/CRC. xvi, 202 p. F. Buchanan, J.R., An undergraduate introduction to financial mathematics. 2006, New Jersey: World Scientific Publishing. 1. Vichas, R.P., Handbook of financial mathematics, formulas, and tables. 1979, Englewood Cliffs, N.J.: Prentice-Hall. 870 p. 2. Muksian, R., Financial mathematics handbook. 1984, Englewood Cliffs, N.J.: Prentice-Hall. xx, 486 p. 3. Cartledge, P.C., A handbook of financial mathematics. 1992, London: Euromoney Books. ix, 301 p. 4. Biais, B., W. Runggaldier, and Centro internazionale matematico estivo., Financial mathematics : lectures given at the 3rd session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996. 1997, Berlin ; New York: Springer. vi, 316 p. 5. Price, J.F., Derivatives and financial mathematics. 1997, Commack, NY: Nova Science Publishers. 196 p. 6. Ziemba, W.T., J.M. Mulvey, and Isaac Newton Institute for Mathematical Sciences., Worldwide asset and liability modeling. Publications of the Newton Institute ; 10. 1998, Cambridge, United Kingdom ; New York, NY, USA: Cambridge University Press. xiv, 665 p. 7. Cruz Rambaud, S. and A.G.S. Ventre, First Spanish-Italian Meeting on Financial Mathematics = I Congreso Hispano-Italiano de Matemâatica Financiera : Almerâia, 1998. 1999, [Almerâia]: Universidad de Almerâia, Servicio de Publicaciones. 441 p. 8. Korn, R. and E. Korn, Option pricing and portfolio optimization : modern methods of financial mathematics. Graduate studies in mathematics ; v. 31. 2001, Providence, R.I.: American Mathematical Society. xiv, 253 p. 9. Bluhm, C., L. Overbeck, and C. Wagner, An introduction to credit risk modeling. Chapman & Hall/CRC financial mathematics series. 2003, Boca Raton, Fla.: Chapman & Hall/CRC. 297 p. 10. Stojanovic, S., Computational financial mathematics using Mathematica : optimal trading in stocks and options. 2003, Boston, MA: Birkhčauser : Electronic Library of Science. xi, 481 p. 11. Cont, R. and P. Tankov, Financial modelling with jump processes. Chapman & Hall/CRC financial mathematics series. 2004, Boca Raton, Fla.: Chapman & Hall/CRC. xvi, 535 p. Advanced modelling in finance using Excel and VBA by Mary Jackson Financial Calculus : An Introduction to Derivative Pricing by Martin Baxter Introduction to the Mathematics of Financial Derivatives by Salih Neftci Monte Carlo Methods in Financial Engineering (Applications of Mathematics, 53) by Paul Glasserman Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series) by Marek Capinski Interest Rate Models by Damiano Brigo Mastering Financial Calculations : A Step-by-Step Guide to the Mathematics of Financial Market Instruments by Robert Steiner Stochastic Calculus and Financial Applications by J. Michael Steele Monte Carlo Methods in Finance by Peter Jaeckel Numerical Methods in Finance: A MATLAB-Based Introduction by Paolo Brandimarte The Mathematics of Financial Derivatives : A Student Introduction by Paul Wilmott A Course in Financial Calculus by Alison Etheridge The Statistical Mechanics of Financial Markets (Texts and Monographs in Physics) by Johannes Voit The Mathematics of Financial Modeling and Investment Management by Sergio Focardi Mathematical Methods For Foreign Exchange: A Financial Engineer's Approach by Alexander Lipton Recent Financial_mathematics related patents From USPTO: |