numerical techniques in finance – ibm dk 5



Andreas Binder A Workout in Computational Finance Andreas Binder A Workout in Computational Finance Новинка

Andreas Binder A Workout in Computational Finance

A comprehensive introduction to various numerical methods used in computational finance today Quantitative skills are a prerequisite for anyone working in finance or beginning a career in the field, as well as risk managers. A thorough grounding in numerical methods is necessary, as is the ability to assess their quality, advantages, and limitations. This book offers a thorough introduction to each method, revealing the numerical traps that practitioners frequently fall into. Each method is referenced with practical, real-world examples in the areas of valuation, risk analysis, and calibration of specific financial instruments and models. It features a strong emphasis on robust schemes for the numerical treatment of problems within computational finance. Methods covered include PDE/PIDE using finite differences or finite elements, fast and stable solvers for sparse grid systems, stabilization and regularization techniques for inverse problems resulting from the calibration of financial models to market data, Monte Carlo and Quasi Monte Carlo techniques for simulating high dimensional systems, and local and global optimization tools to solve the minimization problem.
Numerical methods in finance Numerical methods in finance Новинка

Numerical methods in finance

In this book one- and two-dimensional option prices are computed with the help of two different techniques: one using randomness, the Monte Carlo method and the other based on solving PDEs with finite difference methods. The use of the computer is in this case fundamental, because an important computing power is needed for both methods. The two techniques are implemented with MATLAB and applied to different kinds of options.
Salah Obayya Computational Photonics Salah Obayya Computational Photonics Новинка

Salah Obayya Computational Photonics

This book explores the state-of-the art in computational modelling techniques for photonic devices In this book, the author provides a comprehensive coverage of modern numerical modelling techniques for designing photonic devices for use in modern optical telecommunications systems. In addition the book presents the state-of-the-art in computational photonics techniques, covering methods such as full-vectorial finite-element beam propagation, bidirectional beam propagation, complex-envelope alternative direction implicit finite difference time domain, multiresolution time domain, and finite volume time domain. The book guides the reader through the concepts of modelling, analysing, designing and optimising the performance of a wide range of photonic devices by building their own numerical code using these methods. Key Features: Provides a thorough presentation of the state-of-the art in computational modelling techniques for photonics Contains broad coverage of both frequency- and time-domain techniques to suit a wide range of photonic devices Reviews existing commercial software packages for photonics Presents the advantages and disadvantages of the different modelling techniques as well as their suitability for various photonic devices Shows the reader how to model, analyse, design and optimise the performance of a wide range of photonic devices by building their own numerical code using these methods Accompanying website contains the numerical examples representing the numerical techniques in this book, as well as several design examples (http://www.wiley.com/go/obayya_computational) This book will serve as an invaluable reference for researchers, optical telecommunications engineers, engineers in the photonics industry. PhD and MSc students undertaking courses in the areas of photonics and optical telecommunications will also find this book of interest.
Elder Ken Phase-Field Methods in Materials Science and Engineering Elder Ken Phase-Field Methods in Materials Science and Engineering Новинка

Elder Ken Phase-Field Methods in Materials Science and Engineering

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This comprehensive and self-contained, one-stop source discusses phase-field methodology in a fundamental way, explaining advanced numerical techniques for solving phase-field and related continuum-field models. It also presents numerical techniques used to simulate various phenomena in a detailed, step-by-step way, such that readers can carry out their own code developments. Features many examples of how the methods explained can be used in materials science and engineering applications.
Abbas Mirakhor Introductory Mathematics and Statistics for Islamic Finance Abbas Mirakhor Introductory Mathematics and Statistics for Islamic Finance Новинка

Abbas Mirakhor Introductory Mathematics and Statistics for Islamic Finance

A unique primer on quantitative methods as applied to Islamic finance Introductory Mathematics and Statistics for Islamic Finance + Website is a comprehensive guide to quantitative methods, specifically as applied within the realm of Islamic finance. With applications based on research, the book provides readers with the working knowledge of math and statistics required to understand Islamic finance theory and practice. The numerous worked examples give students with various backgrounds a uniform set of common tools for studying Islamic finance. The in-depth study of finance requires a strong foundation in quantitative methods. Without a good grasp of math, probability, and statistics, published theoretical and applied works in Islamic finance remain out of reach. Unlike a typical math text, this book guides students through only the methods that directly apply to Islamic finance, without wasting time on irrelevant techniques. Each chapter contains a detailed explanation of the topic at hand, followed by an example based on real situations encountered in Islamic finance. Topics include: Algebra and matrices Calculus and differential equations Probability theory Statistics Written by leading experts on the subject, the book serves as a useful primer on the analysis methods and techniques students will encounter in published research, as well as day-to-day operations in finance. Anyone aspiring to be successful in Islamic finance needs these skills, and Introductory Mathematics and Statistics for Islamic Finance + Website is a clear, concise, and highly relevant guide.
Stochastic Simulation and Applications in Finance with MATLAB Programs Stochastic Simulation and Applications in Finance with MATLAB Programs Новинка

Stochastic Simulation and Applications in Finance with MATLAB Programs

Stochastic Simulation and Applications in Finance with MATLAB Programs explains the fundamentals of Monte Carlo simulation techniques, their use in the numerical resolution of stochastic differential equations and their current applications in finance. Building on an integrated approach, it provides a pedagogical treatment of the need-to-know materials in risk management and financial engineering. The book takes readers through the basic concepts, covering the most recent research and problems in the area, including: the quadratic re-sampling technique, the Least Squared Method, the dynamic programming and Stratified State Aggregation technique to price American options, the extreme value simulation technique to price exotic options and the retrieval of volatility method to estimate Greeks.The authors also present modern term structure of interest rate models and pricing swaptions with the BGM market model, and give a full explanation of corporate securities valuation and credit risk based on the structural approach of Merton. Case studies on financial guarantees illustrate how to implement the simulation techniques in pricing and hedging.
Domingo Tavella Quantitative Methods in Derivatives Pricing. An Introduction to Computational Finance Domingo Tavella Quantitative Methods in Derivatives Pricing. An Introduction to Computational Finance Новинка

Domingo Tavella Quantitative Methods in Derivatives Pricing. An Introduction to Computational Finance

This book presents a cogent description of the main methodologies used in derivatives pricing. Starting with a summary of the elements of Stochastic Calculus, Quantitative Methods in Derivatives Pricing develops the fundamental tools of financial engineering, such as scenario generation, simulation for European instruments, simulation for American instruments, and finite differences in an intuitive and practical manner, with an abundance of practical examples and case studies. Intended primarily as an introductory graduate textbook in computational finance, this book will also serve as a reference for practitioners seeking basic information on alternative pricing methodologies. Domingo Tavella is President of Octanti Associates, a consulting firm in risk management and financial systems design. He is the founder and chief editor of the Journal of Computational Finance and has pioneered the application of advanced numerical techniques in pricing and risk analysis in the financial and insurance industries. Tavella coauthored Pricing Financial Instruments: The Finite Difference Method. He holds a PhD in aeronautical engineering from Stanford University and an MBA in finance from the University of California at Berkeley.
Eric Chin Problems and Solutions in Mathematical Finance. Stochastic Calculus Eric Chin Problems and Solutions in Mathematical Finance. Stochastic Calculus Новинка

Eric Chin Problems and Solutions in Mathematical Finance. Stochastic Calculus

Mathematical finance requires the use of advanced mathematical techniques drawn from the theory of probability, stochastic processes and stochastic differential equations. These areas are generally introduced and developed at an abstract level, making it problematic when applying these techniques to practical issues in finance. Problems and Solutions in Mathematical Finance Volume I: Stochastic Calculus is the first of a four-volume set of books focusing on problems and solutions in mathematical finance. This volume introduces the reader to the basic stochastic calculus concepts required for the study of this important subject, providing a large number of worked examples which enable the reader to build the necessary foundation for more practical orientated problems in the later volumes. Through this application and by working through the numerous examples, the reader will properly understand and appreciate the fundamentals that underpin mathematical finance. Written mainly for students, industry practitioners and those involved in teaching in this field of study, Stochastic Calculus provides a valuable reference book to complement one’s further understanding of mathematical finance.
Markus Hoechstoetter The Basics of Financial Econometrics. Tools, Concepts, and Asset Management Applications Markus Hoechstoetter The Basics of Financial Econometrics. Tools, Concepts, and Asset Management Applications Новинка

Markus Hoechstoetter The Basics of Financial Econometrics. Tools, Concepts, and Asset Management Applications

An accessible guide to the growing field of financial econometrics As finance and financial products have become more complex, financial econometrics has emerged as a fast-growing field and necessary foundation for anyone involved in quantitative finance. The techniques of financial econometrics facilitate the development and management of new financial instruments by providing models for pricing and risk assessment. In short, financial econometrics is an indispensable component to modern finance. The Basics of Financial Econometrics covers the commonly used techniques in the field without using unnecessary mathematical/statistical analysis. It focuses on foundational ideas and how they are applied. Topics covered include: regression models, factor analysis, volatility estimations, and time series techniques. Covers the basics of financial econometrics—an important topic in quantitative finance Contains several chapters on topics typically not covered even in basic books on econometrics such as model selection, model risk, and mitigating model risk Geared towards both practitioners and finance students who need to understand this dynamic discipline, but may not have advanced mathematical training, this book is a valuable resource on a topic of growing importance.
Eric Chin Problems and Solutions in Mathematical Finance. Equity Derivatives, Volume 2 Eric Chin Problems and Solutions in Mathematical Finance. Equity Derivatives, Volume 2 Новинка

Eric Chin Problems and Solutions in Mathematical Finance. Equity Derivatives, Volume 2

Detailed guidance on the mathematics behind equity derivatives Problems and Solutions in Mathematical Finance Volume II is an innovative reference for quantitative practitioners and students, providing guidance through a range of mathematical problems encountered in the finance industry. This volume focuses solely on equity derivatives problems, beginning with basic problems in derivatives securities before moving on to more advanced applications, including the construction of volatility surfaces to price exotic options. By providing a methodology for solving theoretical and practical problems, whilst explaining the limitations of financial models, this book helps readers to develop the skills they need to advance their careers. The text covers a wide range of derivatives pricing, such as European, American, Asian, Barrier and other exotic options. Extensive appendices provide a summary of important formulae from calculus, theory of probability, and differential equations, for the convenience of readers. As Volume II of the four-volume Problems and Solutions in Mathematical Finance series, this book provides clear explanation of the mathematics behind equity derivatives, in order to help readers gain a deeper understanding of their mechanics and a firmer grasp of the calculations. Review the fundamentals of equity derivatives Work through problems from basic securities to advanced exotics pricing Examine numerical methods and detailed derivations of closed-form solutions Utilise formulae for probability, differential equations, and more Mathematical finance relies on mathematical models, numerical methods, computational algorithms and simulations to make trading, hedging, and investment decisions. For the practitioners and graduate students of quantitative finance, Problems and Solutions in Mathematical Finance Volume II provides essential guidance principally towards the subject of equity derivatives.
Mario Massari Corporate Valuation. Measuring the Value of Companies in Turbulent Times Mario Massari Corporate Valuation. Measuring the Value of Companies in Turbulent Times Новинка

Mario Massari Corporate Valuation. Measuring the Value of Companies in Turbulent Times

Risk consideration is central to more accurate post-crisis valuation Corporate Valuation presents the most up-to-date tools and techniques for more accurate valuation in a highly volatile, globalized, and risky business environment. This insightful guide takes a multidisciplinary approach, considering both accounting and financial principles, with a practical focus that uses case studies and numerical examples to illustrate major concepts. Readers are walked through a map of the valuation approaches proven most effective post-crisis, with explicit guidance toward implementation and enhancement using advanced tools, while exploring new models, techniques, and perspectives on the new meaning of value. Risk centrality and scenario analysis are major themes among the techniques covered, and the companion website provides relevant spreadsheets, models, and instructor materials. Business is now done in a faster, more diverse, more interconnected environment, making valuation an increasingly more complex endeavor. New types of risks and competition are shaping operations and finance, redefining the importance of managing uncertainty as the key to success. This book brings that perspective to bear in valuation, providing new insight, new models, and practical techniques for the modern finance industry. Gain a new understanding of the idea of «value,» from both accounting and financial perspectives Learn new valuation models and techniques, including scenario-based valuation, the Monte Carlo analysis, and other advanced tools Understand valuation multiples as adjusted for risk and cycle, and the decomposition of deal multiples Examine the approach to valuation for rights issues and hybrid securities, and more Traditional valuation models are inaccurate in that they hinge on the idea of ensured success and only minor adjustments to forecasts. These rules no longer apply, and accurate valuation demands a shift in the paradigm. Corporate Valuation describes that shift, and how it translates to more accurate methods.
Markus Hoechstoetter Probability and Statistics for Finance Markus Hoechstoetter Probability and Statistics for Finance Новинка

Markus Hoechstoetter Probability and Statistics for Finance

A comprehensive look at how probability and statistics is applied to the investment process Finance has become increasingly more quantitative, drawing on techniques in probability and statistics that many finance practitioners have not had exposure to before. In order to keep up, you need a firm understanding of this discipline. Probability and Statistics for Finance addresses this issue by showing you how to apply quantitative methods to portfolios, and in all matter of your practices, in a clear, concise manner. Informative and accessible, this guide starts off with the basics and builds to an intermediate level of mastery. • Outlines an array of topics in probability and statistics and how to apply them in the world of finance • Includes detailed discussions of descriptive statistics, basic probability theory, inductive statistics, and multivariate analysis • Offers real-world illustrations of the issues addressed throughout the text The authors cover a wide range of topics in this book, which can be used by all finance professionals as well as students aspiring to enter the field of finance.
DK-5 PRO-5 500mw USB DIY Intensified Laser Engraving Machine f DK-5 PRO-5 500mw USB DIY Intensified Laser Engraving Machine f Новинка

DK-5 PRO-5 500mw USB DIY Intensified Laser Engraving Machine f

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Zamir Iqbal Intermediate Islamic Finance Zamir Iqbal Intermediate Islamic Finance Новинка

Zamir Iqbal Intermediate Islamic Finance

Explore Islamic finance at a deeper level Intermediate Islamic Finance: Theory and Practice fills the gap for students and professionals who are already familiar with the fundamentals of Islamic finance, but would like to gain an enhanced understanding of Islamic finance theories and practices. This comprehensive text provides you with coverage of global developments and describes the role of Islamic finance within the global finance community to guide you in your understanding of this important aspect of the international financial landscape. The book references advance concepts and specific problems in the practice of Islamic finance, provides suggested further readings for each chapter, offers details of advanced analysis, and presents key data in visual form via graphs, figures, and tables. Profound changes have taken place in the financial landscape over the past few decades, including major innovations in financial instruments and substantial changes in regulation. With global financial markets becoming increasingly important players in the industry, it is critical that today's financial professionals understand the essence and implications of key Islamic finance theories and practices. Build upon your fundamental understanding of Islamic finance Explore some areas of convergence and conflict between Islamic finance and conventional finance Strengthen the harmony between Islamic and conventional finance theories and their applications Prepare for a well-rounded career in finance by better understanding how Islamic finance principles apply Intermediate Islamic Finance: Theory and Practice is an essential text for graduate and post-graduate finance students, economists, researchers, bankers, financial regulators, policymakers, and members of the business community who want to develop a deeper understanding of Islamic finance theories and practices.
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Farid Najm N. Circuit Simulation Farid Najm N. Circuit Simulation Новинка

Farid Najm N. Circuit Simulation

A Definitive text on developing circuit simulators Circuit Simulation gives a clear description of the numerical techniques and algorithms that are part of modern circuit simulators, with a focus on the most commonly used simulation modes: DC analysis and transient analysis. Tested in a graduate course on circuit simulation at the University of Toronto, this unique text provides the reader with sufficient detail and mathematical rigor to write his/her own basic circuit simulator. There is detailed coverage throughout of the mathematical and numerical techniques that are the basis for the various simulation topics, which facilitates a complete understanding of practical simulation techniques. In addition, Circuit Simulation: Explores a number of modern techniques from numerical analysis that are not synthesized anywhere else Covers network equation formulation in detail, with an emphasis on modified nodal analysis Gives a comprehensive treatment of the most relevant aspects of linear and nonlinear system solution techniques States all theorems without proof in order to maintain the focus on the end-goal of providing coverage of practical simulation methods Provides ample references for further study Enables newcomers to circuit simulation to understand the material in a concrete and holistic manner With problem sets and computer projects at the end of every chapter, Circuit Simulation is ideally suited for a graduate course on this topic. It is also a practical reference for design engineers and computer-aided design practitioners, as well as researchers and developers in both industry and academia.
Emmy Alim Abdul Global Leaders in Islamic Finance. Industry Milestones and Reflections Emmy Alim Abdul Global Leaders in Islamic Finance. Industry Milestones and Reflections Новинка

Emmy Alim Abdul Global Leaders in Islamic Finance. Industry Milestones and Reflections

Interviews with the professionals driving the rapid global growth of Islamic finance Though the modern Islamic finance system has existed for more than forty years, its size and influence in the banking industry has expanded massively in just the last decade. This book looks at Islamic finance from the perspective of the experts shaping the industry, including some of the founders of the first Islamic banks—Haj Saeed Lootah, His Royal Highness Prince Mohamed Al Faisal Al Saud, and Sheikh Saleh Abdullah Kamel—as well as other professionals who have greatly influenced the industry. Editor Emmy Alim offers rare insight on Islamic finance with these insightful interviews focused on the development, rise, and future trajectory of Islamic finance. Features rare insider perspective on the rise of Islamic finance with interviews from the top names in the industry in Asia, the Middle East, Europe, and the United States An ideal resource for bankers and finance professionals working in traditional finance as well as Islamic finance Written by Emmy Alim, Editor for Thomson Reuters Islamic Finance Gateway, a multi-platform forum for experts and professionals in the Islamic finance industry
Luc Nijs Mezzanine Financing. Tools, Applications and Total Performance Luc Nijs Mezzanine Financing. Tools, Applications and Total Performance Новинка

Luc Nijs Mezzanine Financing. Tools, Applications and Total Performance

An in-depth explanation of mezzanine finance Mezzanine finance products, which have grown increasingly popular in recent years, involve a unique and complex form of analysis because of their hybrid nature. Because mezzanine finance involves no collateral, it accentuates legal terms, term sheets, and contracts, in addition to depicting dynamics of both debt and equity. Experienced chairman, lecturer, and professor of investment banking Luc Nijs presents readers with a thorough description of product groups, structuring and pricing, and cultural discrepancies in terms of regulation and application in Mezzanine Financing: Tools, Applications and Total Performance. Nijs analyzes common triumphs and failures encountered in mezzanine financing, and he discusses techniques for risk analysis and risk mitigation. A final study of international capital markets, their products' relevance, attractiveness, and liquidity, and the effects on pure equity/fixed-income risk concludes the book. Conveys a professional's advice through case studies of various regions, industries and contexts Provides the only complete analysis of mezzanine finance as no other books take on the topic as their only subject Details an increasingly popular and globally relevant subject in finance Those seeking a detailed explanation of the complexities within mezzanine financing will encounter a professional account in Nijs's book.
FEM simulation of non-isothermal viscoelastic fluids FEM simulation of non-isothermal viscoelastic fluids Новинка

FEM simulation of non-isothermal viscoelastic fluids

Thermo-mechanically coupled transport processes of viscoelastic fluids are important components in many applications in mechanical and chemical engineering. The aim of this work is the development of accurate numerical techniques for incompressible, non-isothermal, viscoelastic fluids which take into account the multi scale behavior in space and time, the multiphase character and significant geometrical changes. Based on special CFD techniques including time-space adaptivity and fast hierarchical FEM techniques, the result is a new CFD tool which is validated w.r.t. well-known benchmarks and experimental results. The advantage of such black-box tool is its flexibility in dealing with any rheological models in the coming future.
Pascal Quiry Corporate Finance. Theory and Practice Pascal Quiry Corporate Finance. Theory and Practice Новинка

Pascal Quiry Corporate Finance. Theory and Practice

Merging theory and practice into a comprehensive, highly-anticipated text Corporate Finance continues its legacy as one of the most popular financial textbooks, with well-established content from a diverse and highly respected author team. Unique in its features, this valuable text blends theory and practice with a direct, succinct style and commonsense presentation. Readers will be introduced to concepts in a situational framework, followed by a detailed discussion of techniques and tools. This latest edition includes new information on venture finance and debt structuring, and has been updated throughout with the most recent statistical tables. The companion website provides statistics, graphs, charts, articles, computer models, and classroom tools, and the free monthly newsletter keeps readers up to date on the latest happenings in the field. The authors have generously made themselves available for questions, promising an answer in seventy-two hours. Emphasizing how key concepts relate to real-world situations is what makes Corporate Finance a valuable reference with real relevance to the professional and student alike. Readers will gain insight into the methods and tools that shape the industry, allowing them to: Analyze investments with regard to hurdle rates, cash flows, side costs, and more Delve into the financing process and learn the tools and techniques of valuation Understand cash dividends and buybacks, spinoffs, and divestitures Explore the link between valuation and corporate finance As the global economy begins to recover, access to the most current information and statistics will be required. To remain relevant in the evolving financial environment, practitioners will need a deep understanding of the mechanisms at work. Corporate Finance provides the expert guidance and detailed explanations for those requiring a strong foundational knowledge, as well as more advanced corporate finance professionals.
S. Lui H Numerical Analysis of Partial Differential Equations S. Lui H Numerical Analysis of Partial Differential Equations Новинка

S. Lui H Numerical Analysis of Partial Differential Equations

A balanced guide to the essential techniques for solving elliptic partial differential equations Numerical Analysis of Partial Differential Equations provides a comprehensive, self-contained treatment of the quantitative methods used to solve elliptic partial differential equations (PDEs), with a focus on the efficiency as well as the error of the presented methods. The author utilizes coverage of theoretical PDEs, along with the nu merical solution of linear systems and various examples and exercises, to supply readers with an introduction to the essential concepts in the numerical analysis of PDEs. The book presents the three main discretization methods of elliptic PDEs: finite difference, finite elements, and spectral methods. Each topic has its own devoted chapters and is discussed alongside additional key topics, including: The mathematical theory of elliptic PDEs Numerical linear algebra Time-dependent PDEs Multigrid and domain decomposition PDEs posed on infinite domains The book concludes with a discussion of the methods for nonlinear problems, such as Newton's method, and addresses the importance of hands-on work to facilitate learning. Each chapter concludes with a set of exercises, including theoretical and programming problems, that allows readers to test their understanding of the presented theories and techniques. In addition, the book discusses important nonlinear problems in many fields of science and engineering, providing information as to how they can serve as computing projects across various disciplines. Requiring only a preliminary understanding of analysis, Numerical Analysis of Partial Differential Equations is suitable for courses on numerical PDEs at the upper-undergraduate and graduate levels. The book is also appropriate for students majoring in the mathematical sciences and engineering.
Frank Fabozzi J. Securities Finance. Securities Lending and Repurchase Agreements Frank Fabozzi J. Securities Finance. Securities Lending and Repurchase Agreements Новинка

Frank Fabozzi J. Securities Finance. Securities Lending and Repurchase Agreements

In Securities Finance, editors Frank Fabozzi and Steven Mann assemble a group of prominent practitioners in the securities finance industry to provide readers with an enhanced understanding of the various arrangements in the securities finance market. Divided into three comprehensive parts—Securities Lending, Bond Financing via the Repo Market, and Equity Financing Alternatives to Securities Lending—this book covers a wide range of securities finance issues, including alternative routes to the securities lending market, evaluating risks in securities lending transactions, U.S. and European repo markets, dollar rolls and their impact on MBS valuation and strategies, derivatives for financing equity positions and equity repos, and more. Filled with in-depth insight and expert advice, Securities Finance contains the information readers need to succeed in this rapidly expanding market.
Michael PhD Mastro Financial Derivative and Energy Market Valuation. Theory and Implementation in MATLAB Michael PhD Mastro Financial Derivative and Energy Market Valuation. Theory and Implementation in MATLAB Новинка

Michael PhD Mastro Financial Derivative and Energy Market Valuation. Theory and Implementation in MATLAB

A road map for implementing quantitative financial models Financial Derivative and Energy Market Valuation brings the application of financial models to a higher level by helping readers capture the true behavior of energy markets and related financial derivatives. The book provides readers with a range of statistical and quantitative techniques and demonstrates how to implement the presented concepts and methods in Matlab®. Featuring an unparalleled level of detail, this unique work provides the underlying theory and various advanced topics without requiring a prior high-level understanding of mathematics or finance. In addition to a self-contained treatment of applied topics such as modern Fourier-based analysis and affine transforms, Financial Derivative and Energy Market Valuation also: • Provides the derivation, numerical implementation, and documentation of the corresponding Matlab for each topic • Extends seminal works developed over the last four decades to derive and utilize present-day financial models • Shows how to use applied methods such as fast Fourier transforms to generate statistical distributions for option pricing • Includes all Matlab code for readers wishing to replicate the figures found throughout the book Thorough, practical, and easy to use, Financial Derivative and Energy Market Valuation is a first-rate guide for readers who want to learn how to use advanced numerical methods to implement and apply state-of-the-art financial models. The book is also ideal for graduate-level courses in quantitative finance, mathematical finance, and financial engineering.
Theodore Grossman The Portable MBA in Finance and Accounting Theodore Grossman The Portable MBA in Finance and Accounting Новинка

Theodore Grossman The Portable MBA in Finance and Accounting

The most comprehensive and authoritative review of B-School fundamentals—from top accounting and finance professors For years, the Portable MBA series has tracked the core curricula of leading business schools to teach you the fundamentals you need to know about business-without the extreme costs of earning an MBA degree. The Portable MBA in Finance and Accounting covers all the core methods and techniques you would learn in business school, using real-life examples to deliver clear, practical guidance on finance and accounting. The new edition also includes free downloadable spreadsheets and web resources. If you’re in charge of making decisions at your own or someone else’s business, you need the best information and insight on modern finance and accounting practice. This reliable, information-packed resource shows you how to understand the numbers, plan and forecast for the future, and make key strategic decisions. Plus, this new edition covers the effects of Sarbanes-Oxley, applying ethical accounting standards, and offers career advice. • Completely updated with new examples, new topics, and full coverage of topical issues in finance and accounting—fifty percent new material • The most comprehensive and authoritative book in its category • Teaches you virtually everything you'd learn about finance and accounting in today's best business schools Whether you’re thinking of starting your own business or you already have and just need to brush up on finance and accounting basics, this is the only guide you need.
Numerical Analysis of Singularly Perturbed Boundary Value Problems Numerical Analysis of Singularly Perturbed Boundary Value Problems Новинка

Numerical Analysis of Singularly Perturbed Boundary Value Problems

In general, any differential equation in which the highest order derivative is multiplied by a small positive parameter is called Singular Perturbation Problem. When we apply the existing standard numerical methods to these singular perturbation problems, we get oscillatory/ unsatisfactorily results. As a result of this, finding solutions of singularly perturbed boundary value problems has become most interesting and challenging task. Thus it is of considerable scientific interest to the researchers to develop simple and efficient computational methods for singularly perturbed two point boundary value problems. In this book, we have proposed and illustrated some simple and efficient numerical techniques for finding the solution of a singularly perturbed two point boundary value problems. This work consists of eight chapters. Chapter 1 deals with definition and survey on singular perturbation problems. Chapters 2 and 3 deals with Fitted methods. In Chapters 4 and 5 we discuss the special methods. Chapter 6 deals with an asymptotic technique. Chapter 7 deals with numerical integration method. Final chapter 8 deals with general conclusion and further scope of research.
Principles of Project Finance Principles of Project Finance Новинка

Principles of Project Finance

The Second Edition of this best-selling introduction for practitioners uses new material and updates to describe the changing environment for project finance. Integrating recent developments in credit markets with revised insights into making project finance deals, the second edition offers a balanced view of project financing by combining legal, contractual, scheduling, and other subjects. Its emphasis on concepts and techniques makes it critical for those who want to succeed in financing large projects. With extensive cross-references and a comprehensive glossary, the Second Edition presents anew a guide to the principles and practical issues that can commonly cause difficulties in commercial and financial negotiations.
Jean-Michel Bergheau Thermo-Mechanical Industrial Processes. Modeling and Numerical Simulation Jean-Michel Bergheau Thermo-Mechanical Industrial Processes. Modeling and Numerical Simulation Новинка

Jean-Michel Bergheau Thermo-Mechanical Industrial Processes. Modeling and Numerical Simulation

11509.61 руб. Найти похожее
The numerical simulation of manufacturing processes and of their mechanical consequences is of growing interest in industry. However, such simulations need the modeling of couplings between several physical phenomena such as heat transfer, material transformations and solid or fluid mechanics, as well as to be adapted to numerical methodologies. This book gathers a state of the art on how to simulate industrial processes, what data are needed and what numerical simulation can bring. Assembling processes such as welding and friction stir welding, material removal processes, elaboration processes of composite structures, sintering processes, surface-finishing techniques, and thermo-chemical treatments are investigated. This book is the work of a group of researchers who have been working together in this field for more than 12 years. It should prove useful for both those working in industry and those studying the numerical methods applied to multiphysics problems encountered in manufacturing processes.
Social Finance Social Finance Новинка

Social Finance

Social Finance brings together rapid advances in what used to be called socially responsible investment. For example, finance for green businesses, and to support economic development both in deprived areas and developing countries. This book is the first serious and comprehensive treatment of the phenomenon
Lending Patterns on Microfinance institutions Profitability Lending Patterns on Microfinance institutions Profitability Новинка

Lending Patterns on Microfinance institutions Profitability

The Study was conducted in Dodola town of Oromia Regional State, by taking two different ownership Micro-finance institutions. The study results is necessary for developing countries to indicate their Micro-finance institutions positions in comparison to other forms of financial institutions exists in the World. Micro-finance institutions are essential for developing countries financial problems as well as to address their financial shortages. Micro-finance by nature not only solving the financial problems rather they addressed the social as well as working in line with friendly with their social groups.
The Accounting Framework of Islamic Finance in Nigeria The Accounting Framework of Islamic Finance in Nigeria Новинка

The Accounting Framework of Islamic Finance in Nigeria

There had been a need to put in place a proper Islamic accounting framework, as it is vital for the Islamic institutions to adopt proper Islamic accounting standards. The article will highlight the concept and key principles of Islamic banking and finance; discuss the development of the conceptual Framework for accounting for Islamic Finance, some of the main issues in the accounting for Islamic modes of finance in accordance with Islamic Shari’a rules and principle and Basic assumptions and criteria for Islamic accounting
Fletcher Shayne Financial Modelling in Python Fletcher Shayne Financial Modelling in Python Новинка

Fletcher Shayne Financial Modelling in Python

Fletcher and Gardner have created a comprehensive resource that will be of interest not only to those working in the field of finance, but also to those using numerical methods in other fields such as engineering, physics, and actuarial mathematics. By showing how to combine the high-level elegance, accessibility, and flexibility of Python, with the low-level computational efficiency of C++, in the context of interesting financial modeling problems, they have provided an implementation template which will be useful to others seeking to jointly optimize the use of computational and human resources. They document all the necessary technical details required in order to make external numerical libraries available from within Python, and they contribute a useful library of their own, which will significantly reduce the start-up costs involved in building financial models. This book is a must read for all those with a need to apply numerical methods in the valuation of financial claims. –David Louton, Professor of Finance, Bryant University This book is directed at both industry practitioners and students interested in designing a pricing and risk management framework for financial derivatives using the Python programming language. It is a practical book complete with working, tested code that guides the reader through the process of building a flexible, extensible pricing framework in Python. The pricing frameworks' loosely coupled fundamental components have been designed to facilitate the quick development of new models. Concrete applications to real-world pricing problems are also provided. Topics are introduced gradually, each building on the last. They include basic mathematical algorithms, common algorithms from numerical analysis, trade, market and event data model representations, lattice and simulation based pricing, and model development. The mathematics presented is kept simple and to the point. The book also provides a host of information on practical technical topics such as C++/Python hybrid development (embedding and extending) and techniques for integrating Python based programs with Microsoft Excel.
Tariq Alrifai Islamic Finance and the New Financial System. An Ethical Approach to Preventing Future Financial Crises Tariq Alrifai Islamic Finance and the New Financial System. An Ethical Approach to Preventing Future Financial Crises Новинка

Tariq Alrifai Islamic Finance and the New Financial System. An Ethical Approach to Preventing Future Financial Crises

Can Islamic finance save the global system? Islamic Finance and the New Financial System describes how the adoption of Islamic finance principles in future regulatory decisions could help prevent future shocks in the global financial system. Using illustrations and examples to highlight key points in recent history, this book discusses the causes of financial crises, why they are becoming more frequent and increasingly severe, and how the new financial system will incorporate elements of Islamic finance – whether deliberately or not. With an introspective look at the system and an examination of the misconceptions and deficiencies in theory vs. practice, readers will learn why Islamic finance has not been as influential as it should be on the larger global system. Solutions to these crises are thoroughly detailed, and the author puts forth a compelling argument about what can be expected in the future. Despite international intervention and global policy changes, the financial system remains in a fragile state. There is an argument to be made about integrating Islamic finance into the new system to facilitate stronger resilience, and this book explains the nuts and bolts of the idea while providing the reader with a general understanding of Islamic finance. Understand the key principles of Islamic finance Examine the history of the current financial system Discover how Islamic finance can help build a new debt-free economy Learn how Islamic finance theory doesn't always dictate practice Although Islamic finance is a growing market, it is still a foreign concept to many. Those within the Islamic finance circles wonder why the system has yet to gain broader appeal despite its ability to create a strong and well-balanced economy. Islamic Finance and the New Financial System provides clever analysis and historical background to put the issues into perspective.
State of Rural Finance in India State of Rural Finance in India Новинка

State of Rural Finance in India

State of Rural Finance in India: An Assesment is the first volume of its kind, containing an examination of policy, operations, institutions, products, and impact of rural finance. The coverage relates to savings, credit, and insurance in the rural areas. The volume relies on data, links finance flows with actual results in terms of the number of customers, and looks at successes and failures.
Bernhard Pfaff Financial Risk Modelling and Portfolio Optimization with R Bernhard Pfaff Financial Risk Modelling and Portfolio Optimization with R Новинка

Bernhard Pfaff Financial Risk Modelling and Portfolio Optimization with R

Introduces the latest techniques advocated for measuring financial market risk and portfolio optimization, and provides a plethora of R code examples that enable the reader to replicate the results featured throughout the book. Financial Risk Modelling and Portfolio Optimization with R: Demonstrates techniques in modelling financial risks and applying portfolio optimization techniques as well as recent advances in the field. Introduces stylized facts, loss function and risk measures, conditional and unconditional modelling of risk; extreme value theory, generalized hyperbolic distribution, volatility modelling and concepts for capturing dependencies. Explores portfolio risk concepts and optimization with risk constraints. Enables the reader to replicate the results in the book using R code. Is accompanied by a supporting website featuring examples and case studies in R. Graduate and postgraduate students in finance, economics, risk management as well as practitioners in finance and portfolio optimization will find this book beneficial. It also serves well as an accompanying text in computer-lab classes and is therefore suitable for self-study.
Pablo Triana Lecturing Birds on Flying. Can Mathematical Theories Destroy the Financial Markets? Pablo Triana Lecturing Birds on Flying. Can Mathematical Theories Destroy the Financial Markets? Новинка

Pablo Triana Lecturing Birds on Flying. Can Mathematical Theories Destroy the Financial Markets?

Praise for Lecturing Birds On Flying «Finally, a book taking a critical look at quantitative finance models, illuminating both their flawed fantasy assumptions as well as the uncritical use of such models on Wall Street, in many cases, leading to billion dollar losses. Pablo Triana knows both the financial industry and the academic community from the inside. A must-read for anyone interested in finance.» —Dr. Espen Gaarder Haug, trader, thinker, and author of Derivatives Models on Models «A thoroughly readable explanation of the problems that have beset the models and quantitative techniques that have underpinned so much of finance in recent years. If only the bankers had heeded this message a few years before, we might not be in such a big mess today.» —Gillian Tett, Assistant Editor of the Financial Times, overseeing global financial markets coverage, and author of Fool's Gold «Pablo Triana dismembers quantitative finance, in theory and in practice, with expertise, anger,and an excellent eye for the illuminating anecdote. By the time he has finished marshalling his evidence, his call to replace complex equations with something more like common sense sounds like, well, common sense.» —Edward Hadas, Assistant Editor at Breakingviews.com; and author of Human Goods, Economic Evils: A Moral Approach to the Dismal Science «Pablo Triana is an entertaining and engaging writer, even on the dry subject of finance theory. His debunking of conventional wisdom is a treat.» —Pauline Skypala, Editor, FTfm, Financial Times «Triana's book is an unrelenting fusillade of detailed and irrefutable arguments against financial theorems and those who teach them. It should, by rights, spark a revolution in both investment banks and business schools. But, at the very least, it is required reading for anyone who would regulate the finance industry.» —Felix Salmon, Finance Blogger, Reuters
Paul Asquith Lessons in Corporate Finance. A Case Studies Approach to Financial Tools, Financial Policies, and Valuation Paul Asquith Lessons in Corporate Finance. A Case Studies Approach to Financial Tools, Financial Policies, and Valuation Новинка

Paul Asquith Lessons in Corporate Finance. A Case Studies Approach to Financial Tools, Financial Policies, and Valuation

A discussion-based learning approach to corporate finance fundamentals Lessons in Corporate Finance explains the fundamentals of the field in an intuitive way, using a unique Socratic question and answer approach. Written by award-winning professors at M.I.T. and Tufts, this book draws on years of research and teaching to deliver a truly interactive learning experience. Each case study is designed to facilitate class discussion, based on a series of increasingly detailed questions and answers that reinforce conceptual insights with numerical examples. Complete coverage of all areas of corporate finance includes capital structure and financing needs along with project and company valuation, with specific guidance on vital topics such as ratios and pro formas, dividends, debt maturity, asymmetric information, and more. Corporate finance is a complex field composed of a broad variety of sub-disciplines, each involving a specific skill set and nuanced body of knowledge. This text is designed to give you an intuitive understanding of the fundamentals to provide a solid foundation for more advanced study. Identify sources of funding and corporate capital structure Learn how managers increase the firm's value to shareholders Understand the tools and analysis methods used for allocation Explore the five methods of valuation with free cash flow to firm and equity Navigating the intricate operations of corporate finance requires a deep and instinctual understanding of the broad concepts and practical methods used every day. Interactive, discussion-based learning forces you to go beyond memorization and actually apply what you know, simultaneously developing your knowledge, skills, and instincts. Lessons in Corporate Finance provides a unique opportunity to go beyond traditional textbook study and gain skills that are useful in the field.
John Boatright R. Finance Ethics. Critical Issues in Theory and Practice John Boatright R. Finance Ethics. Critical Issues in Theory and Practice Новинка

John Boatright R. Finance Ethics. Critical Issues in Theory and Practice

A groundbreaking exploration of the critical ethical issues in financial theory and practice Compiled by volume editor John Boatright, Finance Ethics consists of contributions from scholars from many different finance disciplines. It covers key issues in financial markets, financial services, financial management, and finance theory, and includes chapters on market regulation, due diligence, reputational risk, insider trading, derivative contracts, hedge funds, mutual and pension funds, insurance, socially responsible investing, microfinance, earnings management, risk management, bankruptcy, executive compensation, hostile takeovers, and boards of directors. Special attention is given to fairness in markets and the delivery of financial services, and to the duties of fiduciaries and agents Rigorous analysis of the topics covered provides essential information and practical guidance for practitioners in finance as well as for students and academics with an interest in finance ethics Ethics in Finance skillfully explains the need for ethics in the personal conduct of finance professionals and the operation of financial markets and institutions.
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Сумка DKNY. Цвет: серый. Материал: натуральная кожа.Сезон: Осень-зима 2018/2019. С бесплатной доставкой и примеркой на Lamoda.
Professional English in Use: Finance Professional English in Use: Finance Новинка

Professional English in Use: Finance

"Professional English in Use: Finance", the latest exciting addition to the bestselling "English Vocabulary in Use" titles, is suitable for intermediate to advanced students (B1-C2). "Professional English in Use: Finance" contains 50 units covering the most up-to-date financial vocabulary, from accounting to borrowing and lending, central banking to venture capital and many more areas including financial idioms and metaphors. Primarily designed as a self-study reference and practice book, it can also be used for classroom work and one-to-one lessons. This book is a must for both trainers and learners of ESP and Business English, who need to use English in a financial environment. 50 easy-to-use units: vocabulary items are presented and explained on left-hand pages with a range of practice exercises on right-hand pages. Presents and explains all new vocabulary in context. "Over to you" sections give learners the opportunity to put the language into practice. Includes a comprehensive, learner-friendly answer key. "Professional English in Use: Finance" is the ideal companion for learners preparing for the new "Cambridge International Certificate in Financial English". Suitable for self-study or classroom use, "Professional English in Use: Finance" covers vocabulary and key topics from the exam. The exam is for finance students and those already employed in a finance setting.
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James Epperson F. An Introduction to Numerical Methods and Analysis James Epperson F. An Introduction to Numerical Methods and Analysis Новинка

James Epperson F. An Introduction to Numerical Methods and Analysis

Praise for the First Edition «. . . outstandingly appealing with regard to its style, contents, considerations of requirements of practice, choice of examples, and exercises.»—Zentralblatt MATH «. . . carefully structured with many detailed worked examples.»—The Mathematical Gazette The Second Edition of the highly regarded An Introduction to Numerical Methods and Analysis provides a fully revised guide to numerical approximation. The book continues to be accessible and expertly guides readers through the many available techniques of numerical methods and analysis. An Introduction to Numerical Methods and Analysis, Second Edition reflects the latest trends in the field, includes new material and revised exercises, and offers a unique emphasis on applications. The author clearly explains how to both construct and evaluate approximations for accuracy and performance, which are key skills in a variety of fields. A wide range of higher-level methods and solutions, including new topics such as the roots of polynomials, spectral collocation, finite element ideas, and Clenshaw-Curtis quadrature, are presented from an introductory perspective, and the Second Edition also features: Chapters and sections that begin with basic, elementary material followed by gradual coverage of more advanced material Exercises ranging from simple hand computations to challenging derivations and minor proofs to programming exercises Widespread exposure and utilization of MATLAB An appendix that contains proofs of various theorems and other material The book is an ideal textbook for students in advanced undergraduate mathematics and engineering courses who are interested in gaining an understanding of numerical methods and numerical analysis.

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Fletcher and Gardner have created a comprehensive resource that will be of interest not only to those working in the field of finance, but also to those using numerical methods in other fields such as engineering, physics, and actuarial mathematics. By showing how to combine the high-level elegance, accessibility, and flexibility of Python, with the low-level computational efficiency of C++, in the context of interesting financial modeling problems, they have provided an implementation template which will be useful to others seeking to jointly optimize the use of computational and human resources. They document all the necessary technical details required in order to make external numerical libraries available from within Python, and they contribute a useful library of their own, which will significantly reduce the start-up costs involved in building financial models. This book is a must read for all those with a need to apply numerical methods in the valuation of financial claims. –David Louton, Professor of Finance, Bryant University This book is directed at both industry practitioners and students interested in designing a pricing and risk management framework for financial derivatives using the Python programming language. It is a practical book complete with working, tested code that guides the reader through the process of building a flexible, extensible pricing framework in Python. The pricing frameworks' loosely coupled fundamental components have been designed to facilitate the quick development of new models. Concrete applications to real-world pricing problems are also provided. Topics are introduced gradually, each building on the last. They include basic mathematical algorithms, common algorithms from numerical analysis, trade, market and event data model representations, lattice and simulation based pricing, and model development. The mathematics presented is kept simple and to the point. The book also provides a host of information on practical technical topics such as C++/Python hybrid development (embedding and extending) and techniques for integrating Python based programs with Microsoft Excel.
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