This book provides a comprehensive overview of existing and original material, about what mathematics when allied with Mathematica can do for finance. Sophisticated theories are presented systematically in a user-friendly style, and a powerful combination of mathematical rigor and Mathematica programming. The book is designed for the academic community of instructors and students, and most importantly, will meet the everyday trading needs of quantitatively inclined professional and indiviual investors who want to solve various problems encountered when investing and trading in stocks and stock options.
"Sinopsis" puede pertenecer a otra edición de este libro.
Charlotte y Peter Fiell son dos autoridades en historia, teoría y crítica del diseño y han escrito más de sesenta libros sobre la materia, muchos de los cuales se han convertido en éxitos de ventas. También han impartido conferencias y cursos como profesores invitados, han comisariado exposiciones y asesorado a fabricantes, museos, salas de subastas y grandes coleccionistas privados de todo el mundo. Los Fiell han escrito numerosos libros para TASCHEN, entre los que se incluyen 1000 Chairs, Diseño del siglo XX, El diseño industrial de la A a la Z, Scandinavian Design y Diseño del siglo XXI.
"Sobre este título" puede pertenecer a otra edición de este libro.
EUR 6,00 gastos de envío desde Alemania a España
Destinos, gastos y plazos de envíoEUR 4,73 gastos de envío desde Reino Unido a España
Destinos, gastos y plazos de envíoLibrería: Antiquariat Neue Kritik, Frankfurt am Main, Alemania
ill. OPappband. 24 x 16 cm. Condición: Sehr gut. XI, 481 Seiten. Leichte äußere Gebrauchsspuren, sonst einwandfrei Sprache: Englisch Gewicht in Gramm: 1950. Nº de ref. del artículo: 18777
Cantidad disponible: 1 disponibles
Librería: Ria Christie Collections, Uxbridge, Reino Unido
Condición: New. In. Nº de ref. del artículo: ria9781461265863_new
Cantidad disponible: Más de 20 disponibles
Librería: SmarterRat Books, Chagrin Falls, OH, Estados Unidos de America
Condición: Very Good. Near Fine. 2003 Springer Science - TELOS. Softcover. Black and white diagrams and illustrations. 481 pages. NOT Remaindered. NOT ex-library. Binding tight. Covers have very light edge and surface wear. Front cover has a light vertical crease near spine. Pages clean and unmarked. Carefully packed, shipped in a box. Nº de ref. del artículo: 13105
Cantidad disponible: 1 disponibles
Librería: moluna, Greven, Alemania
Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book provides a comprehensive overview of existing and original material, about what mathematics when allied with Mathematica can do for finance. Sophisticated theories are presented systematically in a user-friendly style, and a powerful combin. Nº de ref. del artículo: 4189232
Cantidad disponible: Más de 20 disponibles
Librería: Chiron Media, Wallingford, Reino Unido
PF. Condición: New. Nº de ref. del artículo: 6666-IUK-9781461265863
Cantidad disponible: 10 disponibles
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Given the explosion of interest in mathematical methods for solving problems in finance and trading, a great deal of research and development is taking place in universities, large brokerage firms, and in the supporting trading software industry. Mathematical advances have been made both analytically and numerically in finding practical solutions. This book provides a comprehensive overview of existing and original material, about what mathematics when allied with Mathematica can do for finance. Sophisticated theories are presented systematically in a user-friendly style, and a powerful combination of mathematical rigor and Mathematica programming. Three kinds of solution methods are emphasized: symbolic, numerical, and Monte-- Carlo. Nowadays, only good personal computers are required to handle the symbolic and numerical methods that are developed in this book. Key features: \* No previous knowledge of Mathematica programming is required \* The symbolic, numeric, data management and graphic capabilities of Mathematica are fully utilized \* Monte--Carlo solutions of scalar and multivariable SDEs are developed and utilized heavily in discussing trading issues such as Black--Scholes hedging \* Black--Scholes and Dupire PDEs are solved symbolically and numerically \* Fast numerical solutions to free boundary problems with details of their Mathematica realizations are provided \* Comprehensive study of optimal portfolio diversification, including an original theory of optimal portfolio hedging under non-Log-Normal asset price dynamics is presented The book is designed for the academic community of instructors and students, and most importantly, will meet the everyday trading needs of quantitatively inclined professional and individual investors. 496 pp. Englisch. Nº de ref. del artículo: 9781461265863
Cantidad disponible: 2 disponibles
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - Given the explosion of interest in mathematical methods for solving problems in finance and trading, a great deal of research and development is taking place in universities, large brokerage firms, and in the supporting trading software industry. Mathematical advances have been made both analytically and numerically in finding practical solutions. This book provides a comprehensive overview of existing and original material, about what mathematics when allied with Mathematica can do for finance. Sophisticated theories are presented systematically in a user-friendly style, and a powerful combination of mathematical rigor and Mathematica programming. Three kinds of solution methods are emphasized: symbolic, numerical, and Monte-- Carlo. Nowadays, only good personal computers are required to handle the symbolic and numerical methods that are developed in this book. Key features: \* No previous knowledge of Mathematica programming is required \* The symbolic, numeric, data management and graphic capabilities of Mathematica are fully utilized \* Monte--Carlo solutions of scalar and multivariable SDEs are developed and utilized heavily in discussing trading issues such as Black--Scholes hedging \* Black--Scholes and Dupire PDEs are solved symbolically and numerically \* Fast numerical solutions to free boundary problems with details of their Mathematica realizations are provided \* Comprehensive study of optimal portfolio diversification, including an original theory of optimal portfolio hedging under non-Log-Normal asset price dynamics is presented The book is designed for the academic community of instructors and students, and most importantly, will meet the everyday trading needs of quantitatively inclined professional and individual investors. Nº de ref. del artículo: 9781461265863
Cantidad disponible: 1 disponibles
Librería: THE SAINT BOOKSTORE, Southport, Reino Unido
Paperback / softback. Condición: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 711. Nº de ref. del artículo: C9781461265863
Cantidad disponible: Más de 20 disponibles
Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
Taschenbuch. Condición: Neu. Neuware -Given the explosion of interest in mathematical methods for solving problems in finance and trading, a great deal of research and development is taking place in universities, large brokerage firms, and in the supporting trading software industry. Mathematical advances have been made both analytically and numerically in finding practical solutions.This book provides a comprehensive overview of existing and original material, about what mathematics when allied with Mathematica can do for finance. Sophisticated theories are presented systematically in a user-friendly style, and a powerful combination of mathematical rigor and Mathematica programming. Three kinds of solution methods are emphasized: symbolic, numerical, and Monte-- Carlo. Nowadays, only good personal computers are required to handle the symbolic and numerical methods that are developed in this book.Key features: \* No previous knowledge of Mathematica programming is required \* The symbolic, numeric, data management and graphic capabilities of Mathematica are fully utilized \* Monte--Carlo solutions of scalar and multivariable SDEs are developed and utilized heavily in discussing trading issues such as Black--Scholes hedging \* Black--Scholes and Dupire PDEs are solved symbolically and numerically \* Fast numerical solutions to free boundary problems with details of their Mathematica realizations are provided \* Comprehensive study of optimal portfolio diversification, including an original theory of optimal portfolio hedging under non-Log-Normal asset price dynamics is presentedThe book is designed for the academic community of instructors and students, and most importantly, will meet the everyday trading needs of quantitatively inclined professional and individual investors.Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 496 pp. Englisch. Nº de ref. del artículo: 9781461265863
Cantidad disponible: 2 disponibles
Librería: BooksRun, Philadelphia, PA, Estados Unidos de America
Paperback. Condición: Very Good. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported Softcover reprint of the original 1st ed. 2003. Nº de ref. del artículo: 146126586X-8-1
Cantidad disponible: 1 disponibles