[PDF] Solutions Manual A Linear Algebra Primer For Financial Engineering eBook

Author : Petros A. Ioannou
Publisher : SIAM
Page : 294 pages
File Size : 37,8 MB
Release : 2021-09-07
Category : Mathematics
ISBN : 1611976766

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This book presents an overview of fundamental concepts in mathematics and how they are applied to basic financial engineering problems, with the goal of teaching students to use mathematics and engineering tools to understand and solve financial problems. Part I covers mathematical preliminaries (set theory, linear algebra, sequences and series, real functions and analysis, numerical approximations and computations, basic optimization theory, and stochastic processes), and Part II addresses financial topics ranging from low- to high-risk investments (interest rates and value of money, bonds, dynamic asset modeling, portfolio theory and optimization, option pricing, and the concept of hedging). Based on lectures for a master’s program in financial engineering given by the author over 12 years at the University of Southern California, Mathematics and Tools for Financial Engineering contains numerous examples and problems, establishes a strong general mathematics background and engineering modeling techniques in a pedagogical fashion, and covers numerical techniques with applications to solving financial problems using different software tools. This textbook is intended for graduate and advanced undergraduate students in finance or financial engineering and is useful to readers with no prior knowledge in finance who want to understand some basic mathematical tools and theories associated with financial engineering. It is also appropriate as an overview of many mathematical concepts and engineering tools relevant to courses on numerical analysis, modeling and data science, numerical optimization, and approximation theory.

Author : Stephen Boyd
Publisher : Cambridge University Press
Page : 477 pages
File Size : 13,2 MB
Release : 2018-06-07
Category : Business & Economics
ISBN : 1316518965

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A groundbreaking introduction to vectors, matrices, and least squares for engineering applications, offering a wealth of practical examples.

Author : Marek Capinski
Publisher : Springer
Page : 317 pages
File Size : 11,65 MB
Release : 2006-04-18
Category : Business & Economics
ISBN : 1852338466

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This textbook contains the fundamentals for an undergraduate course in mathematical finance aimed primarily at students of mathematics. Assuming only a basic knowledge of probability and calculus, the material is presented in a mathematically rigorous and complete way. The book covers the time value of money, including the time structure of interest rates, bonds and stock valuation; derivative securities (futures, options), modelling in discrete time, pricing and hedging, and many other core topics. With numerous examples, problems and exercises, this book is ideally suited for independent study.

Author : Richard E. Williamson
Publisher :
Page : 838 pages
File Size : 19,34 MB
Release : 2004
Category : Algebras, Linear
ISBN : 9780131235700

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For courses in second-year calculus, linear calculus and differential equations. This text explores the standard problem-solving techniques of multivariable mathematics - integrating vector algebra ideas with multivariable calculus and differential equations.