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Mathematical Finance with Applications.
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Abstract
- Summary: Mathematical finance plays a vital role in many fields within finance and provides the theories and tools that have been widely used in all areas of finance. Knowledge of mathematics, probability, and statistics is essential to develop finance theories and test their validity through the analysis of empirical, real-world data. For example, mathematics, probability, and statistics could help to develop pricing models for financial assets such as equities, bonds, currencies, and derivative securities.
- Subjects :
- Coins, banknotes, medals, seals (numismatics)
CVaR
CVaR estimation
Chinese stock market crash
ES
OLS and ridge regression model
PSG
US financial crisis
VaR
applications
artificial neural network
auto-regressive integrated moving average
bivariate first-degree stochastic dominance (BFSD)
capital structure
causality tests
chi-square test
cluster analysis
conditional value-at-risk
copulas
correlation loving (CL)
density functions
dependence structures
deviation
distribution functions
equity index networks
equity option pricing
error
expected shortfall
factor models
finance
financial models
firm performance
hedge ratios
investment home bias (IHB)
jumps
keeping up with the Joneses (KUJ)
leverage
linear programming
linear regression
long-term debt
machine learning
mathematics
minimization
multi-factor model
optimal weights
portfolio safeguard
probability
python
quadrangle
quantile
quotient of random variables
regression
regret
return spillover
risk
risk factors
shock spillover
statistics
stochastic process-geometric Brownian motion
stochastic volatility
stock price prediction
superquantile
volatility spillover
Subjects
Details
- Language :
- English
- ISBN :
- 9783039435739
9783039435746
books978-3-03943-574-6 - ISBNs :
- 9783039435739, 9783039435746, and 9783039435746
- Database :
- Jio Institute Digital Library OPAC
- Journal :
- Mathematical Finance with Applications
- Notes :
- 005133, Sports Management, Open Access star Unrestricted online access, Creative Commons https://creativecommons.org/licenses/by/4.0/ cc https://creativecommons.org/licenses/by/4.0/, English
- Publication Type :
- eBook
- Accession number :
- jio.Koha.JDL.2995
- Document Type :
- Book; Electronic document