Skip to main content
Elsevier
View Cart
openUserAccount

Books in Mathematical and quantitative methods

BooksJournals
31-40 of 96 results in All results

Rail Transport and Sea Transport

  • 1st Edition
  • October 27, 2016
  • D. H. Aldcroft + 1 more
  • W. F. Maunder
  • English
  • eBook
    9 7 8 - 1 - 4 8 3 2 - 8 5 8 1 - 8
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
    9 7 8 - 0 - 1 2 - 8 0 3 5 7 9 - 5
  • eBook
    9 7 8 - 0 - 1 2 - 8 0 3 5 7 6 - 4
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.

Investment and Factor Demand

  • 1st Edition
  • Volume 193
  • May 7, 2016
  • P. Artus + 1 more
  • English
  • eBook
    9 7 8 - 1 - 4 8 3 2 - 9 5 3 3 - 6
The first part of the book presents the estimation of traditional models of investment, their interpretation in the light of the disequilibrium theory and their use in evaluating the economic policies implemented during the seventies. The issue of the best representation of the production technology is also addressed. The second part analyses the interdependance of the decisions of investment, employment and consumption of raw materials using simultaneous estimations of factor demand equations, as well as the dynamic adjustment costs firms are facing. The last section illustrates the most recent theories and econometric methods: investment models with several regimes taking into account sales, employment and financing constraints, and the introduction of the uncertainty on future sales.

Risk Neutral Pricing and Financial Mathematics

  • 1st Edition
  • July 29, 2015
  • Peter M. Knopf + 1 more
  • English
  • Paperback
    9 7 8 - 0 - 1 2 - 8 0 1 5 3 4 - 6
  • eBook
    9 7 8 - 0 - 1 2 - 8 0 1 7 2 7 - 2
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
    9 7 8 - 0 - 1 2 - 8 0 0 1 5 6 - 1
  • eBook
    9 7 8 - 0 - 1 2 - 8 0 0 4 9 1 - 3
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
    9 7 8 - 1 - 4 8 3 2 - 9 5 8 0 - 0
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.

Principles of Financial Engineering

  • 3rd Edition
  • November 26, 2014
  • Robert Kosowski + 1 more
  • English
  • eBook
    9 7 8 - 0 - 1 2 - 3 8 7 0 0 7 - 0
Principles of Financial Engineering, Third Edition, is a highly acclaimed text on the fast-paced and complex subject of financial engineering. This updated edition describes the "engineering" elements of financial engineering instead of the mathematics underlying it. It shows how to use financial tools to accomplish a goal rather than describing the tools themselves. It lays emphasis on the engineering aspects of derivatives (how to create them) rather than their pricing (how they act) in relation to other instruments, the financial markets, and financial market practices. This volume explains ways to create financial tools and how the tools work together to achieve specific goals. Applications are illustrated using real-world examples. It presents three new chapters on financial engineering in topics ranging from commodity markets to financial engineering applications in hedge fund strategies, correlation swaps, structural models of default, capital structure arbitrage, contingent convertibles, and how to incorporate counterparty risk into derivatives pricing. Poised midway between intuition, actual events, and financial mathematics, this book can be used to solve problems in risk management, taxation, regulation, and above all, pricing. A solutions manual enhances the text by presenting additional cases and solutions to exercises. This latest edition of Principles of Financial Engineering is ideal for financial engineers, quantitative analysts in banks and investment houses, and other financial industry professionals. It is also highly recommended to graduate students in financial engineering and financial mathematics programs.

Handbook of Game Theory

  • 1st Edition
  • Volume 4
  • September 3, 2014
  • Petyon Young + 1 more
  • English
  • Hardback
    9 7 8 - 0 - 4 4 4 - 5 3 7 6 6 - 9
  • eBook
    9 7 8 - 0 - 4 4 4 - 5 3 7 6 7 - 6
The ability to understand and predict behavior in strategic situations, in which an individual’s success in making choices depends on the choices of others, has been the domain of game theory since the 1950s. Developing the theories at the heart of game theory has resulted in 8 Nobel Prizes and insights that researchers in many fields continue to develop. In Volume 4, top scholars synthesize and analyze mainstream scholarship on games and economic behavior, providing an updated account of developments in game theory since the 2002 publication of Volume 3, which only covers work through the mid 1990s.

Variational Methods in Economics

  • 1st Edition
  • Volume 1
  • July 22, 2014
  • G. Hadley + 1 more
  • C. J. Bliss
  • English
  • eBook
    9 7 8 - 1 - 4 8 3 2 - 7 5 2 8 - 4
Advanced Textbooks in Economics, Volume 1: Variational Methods in Economics focuses on the application of variational methods in economics, including autonomous system, dynamic programming, and phase spaces and diagrams. The manuscript first elaborates on growth models in economics and calculus of variations. Discussions focus on connection with dynamic programming, variable end points-free boundaries, transversality at infinity, sensitivity analysis-end point changes, Weierstrass and Legendre necessary conditions, and phase diagrams and phase spaces. The text then ponders on the constraints of classical theory, including unbounded intervals of integration, free boundary conditions, comparison functions, normality, and the problem of Bolza. The publication explains two-sector models of optimal economic growth, optimal control theory, and connections with the classical theory. Topics include capital good immobile between industries, constrained state variables, linear control problems, conversion of a control problem into a problem of Lagrange, and the conversion of a nonautonomous system into an autonomous system. The book is a valuable source of information for economists and researchers interested in the variational methods in economics.

Introduction to Equilibrium Analysis

  • 1st Edition
  • Volume 6
  • July 22, 2014
  • W. Hildenbrand + 1 more
  • C. J. Bliss + 1 more
  • English
  • eBook
    9 7 8 - 1 - 4 8 3 2 - 7 5 2 6 - 0
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.

Related subjects

Data collection and data estimation methodology computer programs

Econometric and statistical methods general

Econometric modeling

Game theory and bargaining theory

Mathematical and quantitative methods design of experiments

Mathematical and quantitative methods general

Mathematical methods and programming