Wolfram Books
SEARCH Advanced Search
Topic
Language
Computational Financial Mathematics Using Mathematica: Optimal Trading in Stocks and Options
Computational Financial Mathematics Using Mathematica: Optimal Trading in Stocks and Options
by Srdjan Stojanovic
  • Publisher: Birkhauser
  • Year: 2003
  • ISBN: 0817641971 (Hardcover)
  • 481 pp
  • Book Includes: CD-ROM
Description
This book provides a comprehensive overview of the mathematics of computational finance for academics in financial mathematics. Enabled by Mathematica, the approach is applied, integrating and giving a fresh perspective to many mathematical disciplines including probability, ordinary, stochastic, and partial differential equations; mathematical statistics; and calculus of variations. Three kinds of solution methods are emphasized: symbolic, numerical, and Monte Carlo. Contents
Introduction | 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 Related Topics
Economics and Finance
Mathematica Journal
Mathematica Journal
Articles on all aspects of Mathematica usage
Can't find what you're looking for or don't see your title listed? Contact us.