Computational Financial Mathematics Using by Stojanovic Srdjan (28 results)

Hardcover. Condition: Good. 2003. It's a preowned item in good condition and includes all the pages. It may have some general signs of wear and tear, such as markings, highlighting, slight damage to the cover, minimal wear to the binding, etc., but they will not affect the overall reading experience.

25 cm 1 CD-ROM. XI, 481 p. Hardcover. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Sprache: Englisch.

Paperback. Condition: Very Good. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting. Softcover reprint of the original 1st ed. 2003.

Condition: Very Good. Near Fine. 2003 Springer Science - TELOS. Softcover. Black and white diagrams and illustrations. 481 pages. NOT Remaindered. NOT ex-library. Binding tight. Covers have very light edge and surface wear. Front cover has a light vertical crease near spine. Pages clean and unmarked. Carefully packed, shipped in a box.

Hardcover. Condition: New. In shrink wrap. Looks like an interesting title!

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ill. OPappband. 24 x 16 cm. Condition: Sehr gut. XI, 481 Seiten. Leichte äußere Gebrauchsspuren, sonst einwandfrei Sprache: Englisch Gewicht in Gramm: 1950.

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Condition: New. In.

Paperback. Condition: New.

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Hardcover. Condition: new. Excellent Condition.Excels in customer satisfaction, prompt replies, and quality checks.

Condition: New.

Dura. Condition: New. Dust Jacket Condition: Nuevo. No Aplica (illustrator). 0. 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: - Entire book, writtenin Mathematica, is contained on a cross platform CD-ROM. - No previos 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 heavility in discussing trading issues such as Black-Scholes hedging. - Black-Scholes and Dupire PDEs are solved sumbolically and numerically. - Fast numerical solutions to free boundary problems with details of their Mathematica realizations are provided. - Comprehensive study of optimal portfolio diversification, including Merton?s theory, and including an original theory of optimal portolio hedging undder non-Log Normal asset price dynnamics is presented. The Book is designed for the academic community of intructors and students, and most importantly, will meet the everyday trading needs of quantitatively inclined professional and individual investors who want to solve various problems encountered when investing and trading in stocks and stock options. 880 gr. Libro.

Condition: New. pp. 498.

Taschenbuch. Condition: Neu. Neuware -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 presentedThe 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.Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 496 pp. Englisch.

Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.

Paperback. Condition: Brand New. reprint edition. 481 pages. 9.00x6.00x1.00 inches. In Stock.

Paperback. Condition: Like New. Like New. book.

Hardcover. Condition: Like New. Like New. book.

Buch. Condition: Neu. Neuware - 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.

Paperback / softback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 711.

Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 496 pp. Englisch.

Hardback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 886.

Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 combin.

Condition: New. Print on Demand pp. 498 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.

Condition: New. PRINT ON DEMAND pp. 498.