Books in Mathematical and quantitative methods general

11-20 of 36 results in All results

Equilibrium Problems and Applications

• 1st Edition
• October 9, 2018
• Gábor Kassay + 1 more
• English
• Paperback 978-0-12-811029-4

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• eBook 978-0-12-811030-0

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Equilibrium Problems and Applications develops a unified variational approach to deal with single-valued, set-valued and quasi-equilibrium problems. The authors promote original results in relationship with classical contributions to the field of equilibrium problems. The content evolved in the general setting of topological vector spaces and it lies at the interplay between pure and applied nonlinear analysis, mathematical economics, and mathematical physics. This abstract approach is based on tools from various fields, including set-valued analysis, variational and hemivariational inequalities, fixed point theory, and optimization. Applications include models from mathematical economics, Nash equilibrium of non-cooperative games, and Browder variational inclusions. The content is self-contained and the book is mainly addressed to researchers in mathematics, economics and mathematical physics as well as to graduate students in applied nonlinear analysis.

Introduction to Quantitative Macroeconomics Using Julia

• 1st Edition
• August 29, 2018
• Petre Caraiani
• English
• Paperback 978-0-12-812219-8

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• eBook 978-0-12-813512-9

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Introduction to Quantitative Macroeconomics Using Julia: From Basic to State-of-the-Art Computational Techniques facilitates access to fundamental techniques in computational and quantitative macroeconomics. It focuses on the recent and very promising software, Julia, which offers a MATLAB-like language at speeds comparable to C/Fortran, also discussing modeling challenges that make quantitative macroeconomics dynamic, a key feature that few books on the topic include for macroeconomists who need the basic tools to build, solve and simulate macroeconomic models. This book neatly fills the gap between intermediate macroeconomic books and modern DSGE models used in research.

Essentials of Time Series for Financial Applications

• 1st Edition
• May 29, 2018
• Massimo Guidolin + 1 more
• English
• Paperback 978-0-12-813409-2

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• eBook 978-0-12-813410-8

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Essentials of Time Series for Financial Applications serves as an agile reference for upper level students and practitioners who desire a formal, easy-to-follow introduction to the most important time series methods applied in financial applications (pricing, asset management, quant strategies, and risk management). Real-life data and examples developed with EViews illustrate the links between the formal apparatus and the applications. The examples either directly exploit the tools that EViews makes available or use programs that by employing EViews implement specific topics or techniques. The book balances a formal framework with as few proofs as possible against many examples that support its central ideas. Boxes are used throughout to remind readers of technical aspects and definitions and to present examples in a compact fashion, with full details (workout files) available in an on-line appendix. The more advanced chapters provide discussion sections that refer to more advanced textbooks or detailed proofs.

Portfolio Optimization with Different Information Flow

• 1st Edition
• February 1, 2017
• Caroline Hillairet + 1 more
• English
• Hardback 978-1-78548-084-3

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• eBook 978-0-08-101177-5

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Portfolio Optimization with Different Information Flow recalls the stochastic tools and results concerning the stochastic optimization theory and the enlargement filtration theory.The authors apply the theory of the enlargement of filtrations and solve the optimization problem. Two main types of enlargement of filtration are discussed: initial and progressive, using tools from various fields, such as from stochastic calculus and convex analysis, optimal stochastic control and backward stochastic differential equations.This theoretical and numerical analysis is applied in different market settings to provide a good basis for the understanding of portfolio optimization with different information flow.

Rail Transport and Sea Transport

• 1st Edition
• October 27, 2016
• D. H. Aldcroft + 1 more
• W. F. Maunder
• English
• eBook 978-1-4832-8581-8

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A work of reference to the sources of statistical material of all kinds, both official and unofficial, on rail and sea transport. It provides information on what data are available, where they may be obtained and the limitations to their use. This volume is a companion to volumes VII and X and deals with another aspect of the coverage of the statistics of transport and communication

Computational Finance Using C and C#

• 2nd Edition
• June 17, 2016
• George Levy
• English
• Hardback 978-0-12-803579-5

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• eBook 978-0-12-803576-4

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Computational Finance Using C and C#: Derivatives and Valuation, Second Edition provides derivatives pricing information for equity derivatives, interest rate derivatives, foreign exchange derivatives, and credit derivatives. By providing free access to code from a variety of computer languages, such as Visual Basic/Excel, C++, C, and C#, it gives readers stand-alone examples that they can explore before delving into creating their own applications. It is written for readers with backgrounds in basic calculus, linear algebra, and probability. Strong on mathematical theory, this second edition helps empower readers to solve their own problems. *Features new programming problems, examples, and exercises for each chapter. *Includes freely-accessible source code in languages such as C, C++, VBA, C#, and Excel.. *Includes a new chapter on the history of finance which also covers the 2008 credit crisis and the use of mortgage backed securities, CDSs and CDOs. *Emphasizes mathematical theory.

Risk Neutral Pricing and Financial Mathematics

• 1st Edition
• July 29, 2015
• Peter M. Knopf + 1 more
• English
• Paperback 978-0-12-801534-6

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• eBook 978-0-12-801727-2

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Risk Neutral Pricing and Financial Mathematics: A Primer provides a foundation to financial mathematics for those whose undergraduate quantitative preparation does not extend beyond calculus, statistics, and linear math. It covers a broad range of foundation topics related to financial modeling, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, and term structure models, along with related valuation and hedging techniques. The joint effort of two authors with a combined 70 years of academic and practitioner experience, Risk Neutral Pricing and Financial Mathematics takes a reader from learning the basics of beginning probability, with a refresher on differential calculus, all the way to Doob-Meyer, Ito, Girsanov, and SDEs. It can also serve as a useful resource for actuaries preparing for Exams FM and MFE (Society of Actuaries) and Exams 2 and 3F (Casualty Actuarial Society).

Introduction to Actuarial and Financial Mathematical Methods

• 1st Edition
• April 7, 2015
• Stephen Garrett
• English
• Hardback 978-0-12-800156-1

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• eBook 978-0-12-800491-3

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This self-contained module for independent study covers the subjects most often needed by non-mathematics graduates, such as fundamental calculus, linear algebra, probability, and basic numerical methods. The easily-understandable text of Introduction to Actuarial and Mathematical Methods features examples, motivations, and lots of practice from a large number of end-of-chapter questions. For readers with diverse backgrounds entering programs of the Institute and Faculty of Actuaries, the Society of Actuaries, and the CFA Institute, Introduction to Actuarial and Mathematical Methods can provide a consistency of mathematical knowledge from the outset.

Post & Telecommunications

• 1st Edition
• December 5, 2014
• S. Wall + 1 more
• English
• eBook 978-1-4832-9580-0

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The review describes the publicly available sources of statistical information about postal and telecommunications in the United Kingdom. It covers public letter and parcel mail, postal orders, telephone, telegraph, telex, data and facsmile services. Given the 1981 Post Office reorganisation and the 1984 privatisation of British Telecom, this volume should prove a valuable resource to researchers and professionals requiring a guide to information in this rapidly changing field.

Introduction to Equilibrium Analysis

• 1st Edition
• Volume 6
• July 22, 2014
• W. Hildenbrand + 1 more
• C. J. Bliss + 1 more
• English
• eBook 978-1-4832-7526-0

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Advanced Textbooks in Economics, Volume 6: Introduction to Equilibrium Analysis: Variations on Themes by Edgeworth and Walras focuses on the approaches developed and instituted by Edgeworth and Walras in the study of equilibrium analysis. The book first underscores exchange economies, core of a game, and large economies. Discussions focus on economies with a continuum of agents, Walras equilibrium, prices and demand, balancedness, and commodity space. The manuscript then ponders on limit theorems for the core and existence of competitive equilibria. Topics include equilibria without convexity of preferences, existence of equilibria for economies with convex preferences, individual demand, emergence of prices, asymptotic equal treatment for most, uniform boundedness of core allocations, and limit theorems for type and replica economies. The publication examines continuous, upper, and lower hemi-continuous correspondences, fixed point theorems, and separation of convex sets. The book is a vital source of data for economists and researchers interested in equilibrium analysis.