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 Kifer, Yuri, 1948 author.
 Singapore : World Scientific Publishing, [2020]
 Description
 Book — 1 online resource
 Summary

 Intro
 Contents
 Preface
 Discrete Time
 1. Martingales and Optimal Stopping
 1.1 Lecture
 1: Conditional expectations and martingales
 1.1.1 Conditional expectation
 1.1.2 Martingales, submartingales and supermartingales
 1.1.3 Supermartingale decomposition
 1.1.4 Stopping times, local martingales and martingale transform
 1.2 Lecture
 2: Optional sampling, martingale inequalities and upcrossings
 1.2.1 Optional sampling (stopping) theorem
 1.2.2 Martingale inequalities
 1.2.3 Martingale convergence theorem
 1.3 Lecture
 3: Optimal stopping
 1.3.1 Single player
 1.3.2 Dynkin stopping games
 1.4 Exercises
 2. Derivatives in General and Binomial Markets
 2.1 Lecture
 4: Derivatives in discrete time markets
 2.1.1 General financial market in discrete time
 2.1.2 Derivative securities
 2.2 Lecture
 5: Pricing derivatives in binomial markets
 2.2.1 CoxRossRubinstein (CRR) (binomial) market model
 2.2.2 A martingale representation lemma
 2.2.3 Fair price of options in CRR market
 2.3 Exercises
 3. Fundamental Theorems of Asset Pricing
 3.1 Lecture
 6: Arbitrage and completeness
 3.1.1 Arbitrage
 3.1.2 Counterexamples
 3.1.3 Complete and incomplete markets
 3.2 Appendices to Lecture
 6: Finite sample space, general closedness and separation theorems
 3.2.1
 Appendix 1: Finite sample space
 3.2.2
 Appendix 2: A closedness theorem
 3.2.3
 Appendix 3: Separation
 3.3 Exercises
 4. Superhedging
 4.1 Lecture
 7: Optional decomposition
 4.1.1 Optional decomposition theorem
 4.1.2 Supermartingales with respect to all martingale measures
 4.2 Lecture
 8: Superhedging in incomplete markets
 4.2.1 Superhedging of European contingent claims in incomplete markets
 4.2.2 Superhedging of American contingent claims
 4.2.3 Superhedging of Israeli (game) contingent claims
 4.2.4 Existence of a superhedging strategy for game options with the initial capital equal to the superhedging price
 4.2.5 Pricing of contingent claims from buyer's point of view
 4.3 Exercises
 5. Hedging with Risk
 5.1 Lecture
 9: Partial hedging or hedging with risk
 5.1.1 Quantile hedging
 5.1.2 Minimizing the shortfall risk
 5.1.3 Komlos theorem
 5.2 Lecture
 10: Shortfall risk minimization for game options
 5.3 Exercises
 Continuous Time
 6. Martingales in Continuous Time and Optimal Stopping
 6.1 Lecture
 11: Optional stopping and submartingale decomposition
 6.1.1 Martingales in continuous time
 6.1.2 Optional stopping (sampling) theorem and martingale inequalities
 6.1.3 The DoobMeyer decomposition
 6.2 Lecture
 12: Optimal stopping in continuous time
 6.2.1 Single player
 6.2.2 Dynkin games in continuous time
 6.3 Exercises
 7. Introduction to Stochastic Analysis
 7.1 Lecture
 13: Brownian motion
 7.1.1 De nition and a direct construction
(source: Nielsen Book Data)
 Davis, M. H. A., author.
 [Oxford] : Oxford University Press, 2019.
 Description
 Book — 1 online resource : illustrations.
 Summary

In recent years the finance industry has mushroomed to become an important part of modern economies, and many science and engineering graduates have joined the industry as quantitative analysts, with mathematical and computational skills that are needed to solve complex problems of asset valuation and risk management. An important parallel story exists of scientific endeavour. Between 19651995, insightful ideas in economics about asset valuation were turned into a mathematical 'theory of arbitrage', an enterprise whose first achievement was the famous 1973 BlackScholes formula, followed by extensive investigations using all the resources of modern analysis and probability. The growth of the finance industry proceeded handinhand with these developments. Now new challenges arise to deal with the fallout from the 2008 financial crisis and to take advantage of new technology, which has revolutionized the practice of trading. This Very Short Introduction introduces readers with no previous background in this area to arbitrage theory and why it works the way it does. Illuminating pricing theory, Mark Davis explains its applications to interest rates, credit trading, fund management and risk management. He concludes with a survey of the most pressing issues in mathematical finance today. ABOUT THE SERIES: The Very Short Introductions series from Oxford University Press contains hundreds of titles in almost every subject area. These pocketsized books are the perfect way to get ahead in a new subject quickly. Our expert authors combine facts, analysis, perspective, new ideas, and enthusiasm to make interesting and challenging topics highly readable.
(source: Nielsen Book Data)
 Saari, D. (Donald), author.
 Cham : Springer, [2019]
 Description
 Book — 1 online resource : illustrations.
 Tintle, Nathan, author.
 London, United Kingdom : Academic Press, an imprint of Elsevier, 2018.
 Description
 Book — 1 online resource.
 Summary

 Front Cover; A Spiral Approach to Financial Mathematics; Copyright Page; Contents; Preface; Why the Changes in Content Sequencing?; What About Changes in Pedagogy?; Student Audience and How to Utilize the Materials; Students Hoping to Gain a Solid Understanding of Financial Mathematics Concepts; Students Hoping to Pass Actuarial Certification Exam FM; To All Students; To the Actuary Student; Unit 1 Introduction to Financial Mathematics;
 1. Savings: Fundamentals of Interest; Section 1.1. Simple and compound interest; Learning objectives; Example 1.1. Saving Money to Study Abroad
 Interest over longer periodsExploration 1.1. Saving for Your First Car; Interest over longer periods; Turning to technology: Excel; Summary; Homework Questions: Section 1.1; Conceptual questions; Practice questions; Application questions; Looking ahead; Section 1.2. Changing the Compounding Period: Nominal vs Effective Interest Rates; Learning objectives; Example 1.2. Saving Money to Study Abroad (Revisited); Nominal versus effective interest rates; Back to the saving for study abroad example; Exploration 1.2. Saving for Your First Car (Revisited)
 Changing the period over which interest Is computedNominal versus effective interest rates; Back to the car example; Summary; Homework Questions: Section 1.2; Conceptual questions; Practice questions; Application questions; Looking ahead; Section 1.3. Valuing Accounts with Multiple Transactions; Learning objectives; Example 1.3. Saving for a Down Payment on a House; Basic account chart; Creating a dynamic account chart using Excel; What if you saved 900/month instead?; How much would you need to save each month to reach your goal within 18 months?; What about an extra deposit?
 Exploration 1.3. Saving for CollegeGetting started; Basic account chart for college savings; Begin filling in the account chart; Revisiting nominal rates of interest; Creating a dynamic account chart using Excel; Summary; Homework Questions: Section 1.3; Conceptual questions; Practice questions; Application questions; Looking ahead; Section 1.4. Tips and Tricks for Solving Cash Flow Problems; Learning objectives; Example 1.4. Saving for a Down Payment (Revisited); Nonrecursive approach; Evaluating the impact of a withdrawal; Irregular payments and withdrawals
 Problems involving an unknown interest rateProblems involving an unknown time period; Exploration 1.4. Saving for College (Revisited); Recursive approach; Nonrecursive approach; Irregular payments and withdrawals; Problems involving an unknown interest rate; Problems involving an unknown time period; Summary; Homework Questions: Section 1.4; Conceptual questions; Practice questions; Application questions; Looking ahead; End of chapter summary; End of chapter review problems;
 2. Loans: Fundamentals of Borrowing and Lending; Section 2.1. Introduction to Loans; Learning Objectives
 Mancino, Maria Elvira, author.
 New York, NY : Springer Science+Business Media, LLC, [2017]
 Description
 Book — 1 online resource (139 pages) : color illustrations.
 Summary

 Introduction. A First Glance at Fourier Method. Estimation of Integrated Volatility. Estimation of Instantaneous Volatility. High Frequency Analysis: Market Microstructure Noise Issues. Getting Inside the Latent Volatility. Mathematical Essentials. Codes for the Fourier Estimator.
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(source: Nielsen Book Data)
 Basel : Birkhäuser ; London : Springer [distributor], 2013.
 Description
 Book — 1 online resource. Digital: text file; PDF.
 Summary

 Interest, Coupons and Yields
 Financial Products
 The NoArbitrage Principle
 European and American Options
 The Binomial Option Pricing Model
 The BlackScholes Model
 The BlackScholes Formula
 StockPrice Models
 Interest Rate Models
 Numerical Methods
 Simulation Methods
 Calibrating Models  Inverse Problems
 Case Studies: Exotic Derivatives
 Portfolio Optimization
 Introduction to Credit Risk Models.
(source: Nielsen Book Data)
7. Matemáticas financieras [2013]
 García Monsalve, Jaime, author.
 Primera edición.  Medellín : Ediciones UNAULA, agosto de 2013.
 Description
 Book — 1 online resource.
 Summary

 Generalidades y conceptos
 Interés simple e interés compuesto
 Descuentos y vencimientos
 Tasa de interés nómina y efectiva
 Anualidades
 Sistema de financiación upac, uvr
 Sistemas de amortización
 Métodos para evaluar alternativas
 Títulos valores. .
8. Matemáticas financieras empresariales [2013]
 Flórez Uribe, Juan Antonio, author.
 Bogotá, D.C. : Ecoe Ediciones, [2013]
 Description
 Book — 1 online resource.
 Dineen, Seán, 1944
 Second edition.  Providence, Rhode Island : American Mathematical Society, [2013]
 Description
 Book — xiv, 305 pages : illustrations ; 26 cm.
 Summary

 Table of Contents:* Money and markets * Fair games * Set theory * Measurable functions * Probability spaces * Expected values * Continuity and integrability * Conditional expectation * Lebesgue measure * Martingales * The BlackScholes formula * Stochastic integration * Solutions * Bibliography * Index.
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 Online
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HF5691 .D57 2013  Unknown 
10. Business mathematics [2011]
 Trivedi, Kashyap.
 New Delhi : Dorling Kindersley, ©2011.
 Description
 Book — 1 online resource (1 volume) : illustrations
 Summary

 Surds
 Indices and logarithm
 Quadratic equation
 Complex numbers
 Set, relation and function
 Profitloss, discount, commision and brokerage
 Simple interest, average due dates and rebate on bills discounted
 Compound interest and depreciation
 Annuity
 Limit and continuity
 Differential calculus
 Integral calculus (indefinite and definite integration)
 Applications of calculus (application of derivate)
 Point
 Straight line
 Staight lines
 Circle
 Parabola
 Ellipse
 Hyperbola
 Determinant
 Matrix algebra
 Permutation and combination
 Binomial expansion
 Principle of mathematical induction
 Sequence and series.
 Fornasari, Jorge A., author.
 [Buenos Aires, Argentina] : Universidad Abierta Interamericana, Facultad de Ciencias Empresariales, Facultad de Turismo y Hospitalidad : Nobuko, [2011]
 Description
 Book — 1 online resource.
 Gough, Leo.
 [S.l.] : Pearson Business, 2011.
 Description
 Book — 1 online resource
 Summary

Whether you need to understand other people#x92; s calculations to make confident business decisions, or formulate investment choices based on your own numbers, this book will give you the tools you need. Banks and financial institutions, businesses and politicians often spin their statistics as they know they can rely on customers or constituents not to understand or check maths and formulas. This book introduces you to the basic tools of maths, statistics and business calculations so that that you can understand the numbers, work out your own calculations and make better investing, saving and business decisions.
 Córdoba Bueno, Miguel, author.
 Madrid : Dykinson, S.L., [2009]
 Description
 Book — 1 online resource (349 pages) : illustrations
14. Tou zi shu xue [1936]
 投資數學
 Chu, Fengyi.
 褚鳳儀.
 [Beijing : Beijing zhong xian tuo fang ke ji fa zhan you xian gong si, 2007] [北京 : 北京中献拓方科技发展有限公司, 2007]
 Description
 Book — 2 v. ; 20 cm.
 Online
SAL1&2 (oncampus shelving)
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AC149 .M55 2007 V.7198:PT.1  Unknown 
AC149 .M55 2007 V.7198:PT.2  Unknown 
15. Tou zi suan shu [1938]
 投資算術
 Chu, Fengyi.
 褚鳳儀.
 [Beijing : Beijing zhong xian tuo fang ke ji fa zhan you xian gong si, 2007] [北京 : 北京中献拓方科技发展有限公司, 2007]
 Description
 Book — 3, 2, 321, [4] p. ; 20 cm.
 Online
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AC149 .M55 2007 V.5501  Unknown 
 Dineen, Seán, 1944
 Providence, R.I. : American Mathematical Society, c2005.
 Description
 Book — xiii, 294 p. : ill. ; 27 cm.
 Summary

 Money and markets Fair games Set theory Measurable functions Probability spaces Expected values Continuity and integrability Conditional expectation Martingales The BlackScholes formula Stochastic integration Solutions Bibliography Index.
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HF5691 .D57 2005  Unknown 
 Bragg, Steven M.
 Hoboken, N.J. : Wiley, c2002.
 Description
 Book — xvii, 334 p. : ill ; 24 cm.
 Summary

 About the Author Preface
 1. Introduction
 2. Asset Utilization Measurements Sales to Working Capital Ratio Sales to Fixed Assets Ratio Sales to Administrative Expenses Ratio Sales to Equity Ratio Sales per Person Sales Backlog Ratio Sales Returns to Gross Sales Ratio Repairs and Maintenance Expense to Fixed Assets Ratio Accumulated Depreciation to Fixed Assets Ratio Fringe Benefits to Wages and Salaries Expense Sales Expenses to Sales Ratio Discretionary Cost Ratio Interest Expense to Debt Ratio Foreign Exchange Ratios Overhead Rate Goodwill to Assets Ratio Overhead to Cost of Sales Ratio Investment Turnover BreakEven Point Margin of Safety Tax Rate Percentage
 3. Operating Performance Measurements Operating Assets Ratio Sales to Operating Income Ratio Sales Margin Gross Profit Percentage Gross Profit Index Investment Income Percentage Operating Profit Percentage Operating Leverage Ratio Net Income Percentage Profit per Person
 4. Cash Flow Measurements Cash Flow from Operations Cash Flow Return on Sales Fixed Charge Coverage Expense Coverage Days Cash Flow Coverage Ratio Cash Receipts to Billed Sales and Progress Payments Cash to Current Assets Ratio Cash Flow to Fixed Asset Requirements Cash Flow Return on Assets Cash to Working Capital Ratio Cash Reinvestment Ratio Cash to Current Liabilities Ratio Cash Flow to Debt Ratio Stock Price to Cash Flow Ratio Dividend Payout Ratio
 5. Liquidity Measurements Accounts Receivable Turnover Average Receivable Collection Period Days Delinquent Sales Outstanding Days Sales in Receivables Index Accounts Receivable Investment Ending Receivable Balance Inventory to Sales Ratio Inventory Turnover Inventory to Working Capital Ratio Liquidity Index Accounts Payable Days Accounts Payable Turnover Current Ratio Quick Ratio Cash Ratio Sales to Current Assets Ratio Working Capital Productivity Defensive Interval Ratio Current Liability Ratio Required Current Liabilities to Total Current Liabilities Ratio Working Capital to Debt Ratio Risky Asset Conversion Ratio Noncurrent Assets to Noncurrent Liabilities Ratio Shortterm Debt to Longterm Debt Ratio Altman's ZScore Bankruptcy Prediction Formula
 6. Capital Structure and Solvency Measurements Times Interest Earned Debt Coverage Ratio Asset Quality Index Accruals to Assets Ratio Times Preferred Dividend Earned Debt to Equity Ratio Funded Capital Ratio Retained Earnings to Stockholders' Equity Preferred Stock to Total Stockholders' Equity Issued Shares to Authorized Shares
 7. Return on Investment Measurements Net Worth Book Value Per Share Tangible Book Value Return on Assets Employed Return on Operating Assets Return on Equity Percentage Return on Common Equity Financial Leverage Index Equity Growth Rate Earnings per Share Percentage Change in Earnings Per Share Economic Value Added Dividend Payout Ratio Dividend Yield Ratio
 8. Market Performance Measurements Insider Stock BuySell Ratio Market Value Added Stock Options to Common Shares Ratio Cost of Capital Sales to Stock Price Ratio Price/Earnings Ratio Capitalization Rate
 9. Measurements for the Accounting/Finance Department Purchase Discounts Taken to Total Discounts Percentage of Payment Discounts Missed Transactions Processed per Person Transaction Error Rate Average Time to Issue Invoices Average Employee Expense Report Turnaround Time Payroll Transaction Fees per Employee Time to Produce Financial Statements Percentage of Tax Filing Dates Missed Proportion of Products Costed Prior to Release Internal Audit Savings to Cost Percentage Internal Audit Efficiency Bad Debt Percentage Percent of Receivables over XX Days Old Percentage Collected of Dollar Volume Assigned Percent of Cash Applied on Day of Receipt Cost of Credit Earnings Rate on Invested Funds Brokerage Fee Percentage Borrowing Base Usage Percentage
 10. Measurements for the Engineering Department Bill of Material Accuracy Labor Routing Accuracy Percentage of New Products Introduced Percentage of Sales from New Products Percentage of New Parts Used in New Products Percentage of Existing Parts Reused in New Products Average Number of Distinct Products per Design Platform Percentage of Products Reaching Market before Competition Ratio of Actual to Target Cost Warranty Claims Percentage Time from Design Inception to Production Percentage of Floor Space Utilization
 11. Measurements for the Logistics Department Production Schedule Accuracy Economic Order Quantity Number of Orders to Place in a Period Economic Production Run Size Raw Material Inventory Turns Raw Material Content Finished Goods Inventory Turns Obsolete Inventory Percentage Percentage of Inventory XX Days Old Percentage of Returnable Inventory Inventory Accuracy Percentage of Certified Suppliers Electronic Data Interchange Supplier Percentage OnTime Parts Delivery Percentage Purchased Component Defect Rate Incoming Components Correct Quantity Percentage Percentage of Actual Payments Varying from Purchase Order Price Percentage of Purchase Orders Issued below Minimum Dollar Level Proportion of Corporate Credit Card Usage Percentage of Receipts Authorized by Purchase Orders Freight Audit Recovery Ratio Picking Accuracy for Assembled Products Average Time to Ship OnTime Delivery Percentage Percentage of Products Damaged in Transit Percentage of Sales through Distributors
 12. Measurements for the Production Department Constraint Productivity Constraint Rework Percentage Constraint Schedule Attainment Constraint Utilization Degree of Unbalance Throughput Effectiveness BreakEven Plant Capacity Manufacturing Effectiveness Productivity Index Unit Output per Direct Labor Hour Average Equipment Setup Time Unscheduled Machine Downtime Percentage Acceptable Product Completion Percentage WorkinProcess Turnover Scrap Percentage Warranty Claims Percentage Maintenance Expense to Fixed Assets Ratio Indirect Expense Index Reorder Point OnTime Delivery Ratio
 13. Measurements for the Sales and Marketing Department Market Share Customer Turnover Browse to Buy Conversion Ratio Recency Direct Mail Effectiveness Ratio Inbound Telemarketing Retention Ratio Quote to Close Ratio Sales per Salesperson Sales Productivity Sales Effectiveness Sales Trend Percentage by Product Line Product Demand Elasticity Days of Backlog
 14. Measurement Analysis with an Electronic Spreadsheet Financial Statement Proportional Analysis Financial Statement Ratio Analysis Automated Ratio Result Analysis Leverage Analysis Trend Analysis Forecasting Cash Flow Analysis Capital Asset Analysis Compounding Analysis Investment Analysis Risk Analysis Glossary Appendix: Measurement Summary Index.
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SAL3 (offcampus storage)
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HF5691 .B73 2002  Available 
18. The fast forward MBA in business math [2000]
 Garrity, Peter.
 New York : John Wiley, c2000.
 Description
 Book — x, 342 p. : ill. ; 26 cm.
 Summary

 MAKING DECISIONS WITH TIME VALUE OF MONEY: IT MAKES CENTS. The Basics of Time Value of Money. The Dynamics of Compounding. The Significance of Present Value. The Fundamentals of Cash Flows. The Beauty of Bonds. The DecisionMaking Power of Internal Rate of Return and Net Present Value. BUSINESS STATISTICS: MAKING DECISIONS FROM DATA. Organizing Your Data for Better Decision Making. Describing Variation. Fundamentals of Probability Distributions. Probability and the Normal Distribution. Hypothesis Testing. Regression and Estimation. ALL THE ALGEBRA AND HIGH SCHOOL MATH YOU NEED FOR BUSINESS. Algebra Redux. Appendix. Index.
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HF5691 .G37 2000  Available 
 Berlin ; New York : SpringerVerlag, 1997.
 Description
 Book — 316 p. ; 24 cm.
 Summary

 Contents: B. Biais, J.C. Rochet: Risk sharing, adverse selection and market structure. T. Bjork: Interest rate theory. J. Cvitanic: Optimal trading under constraints. N. El Karoui, M.C. Quenez: Nonlinear pricing theory and backward stochastic differential equations. E. Jouini: Market imperfections, equilibrium and arbitrage.
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Shelved by Series title V.1656  Unknown 
20. Lectures on the mathematics of finance [1997]
 Karatzas, Ioannis.
 Providence, R.I. : American Mathematical Society, c1997.
 Description
 Book — xii, 148 p. ; 26 cm.
 Summary

In this text, the author discusses the main aspects of mathematical finance. These include, arbitrage, hedging and pricing of contingent claims, portfolio optimization, incomplete and/or constrained markets, equilibrium, and transaction costs. The book outlines advances made possible during the last 15 years due to the methodologies of stochastic analysis and control. This tutorial survey of the rapidly expanding field of mathematical finance is addressed primarily to graduate students in mathematics. Familiarity is assumed with stochastic analysis and parabolic partial differential equations. The text makes significant use of students' mathematical skills, but always in connection with interesting applied problems.
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HF5691 .K338 1997  Unknown 
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