Option valuation

a first course in financial mathematics

Option Valuation: A First Course in Financial Mathematics provides a straightforward introduction to the mathematics and models used in the valuation of financial derivatives. It examines the principles of option pricing in detail via standard binomial and stochastic calculus models. Developing the requisite mathematical background ...

Bloomberg visual guide to candlestick charting

The easy-to-use guide to interpreting candlestick charts and derivative markets Candlestick charts are an effective way of visualizing price movements and, due to the increased interest in the complex derivatives market, they are being used more and more widely. A combination of a line-chart and ...

Técnicas de análisis de datos en investigación de mercados

En esta obra se presenta el conjunto de herramientas de análisis de datos utilizadas con más frecuencia en la investigación de mercados y de marketing, tanto en el ámbito profesional como en el académico. La explicación de cada una de las técnicas se expone manteniendo ...

Nonlinearity, complexity and randomness in economics

towards algorithmic foundations for economics

Nonlinearity, Complexity and Randomness in Economics presents a variety of papers by leading economists, scientists, and philosophers who focus on different aspects of nonlinearity, complexity and randomness, and their implications for economics. A theme of the book is that economics should be based on algorithmic ...

Financial simulation modeling in Excel

a step-by-step guide

"I've worked with simulation in business for over 20 years, and Allman really nails it with this book. I admit that I own his previous book on structured finance cash flows, but I was surprised by what I found in here. He addresses the ...

Numerical methods and optimization in finance

This book describes computational finance tools. It covers fundamental numerical analysis and computational techniques, such as option pricing, and gives special attention to simulation and optimization. Many chapters are organized as case studies around portfolio insurance and risk estimation problems. In particular, several chapters explain ...

Matemática financiera para el nuevol Plan General de Contabilidad

El nuevo plan contable ha introducido determinados conceptos que los profesionales de la contabilidad contemplan estupefactos porque con el plan contable de 1990 no había necesidad de implementar. La aplicación del valor razonable o el cálculo del tipo de interés efectivo puede llevar a tener ...

Hipotecas y ecuaciones

las matemáticas de la economía

Buena parte de nuestro quehacer matemático diario está relacionado de un modo u otro con la economía: comparamos precios, calculamos la vuelta de la compra, interpretamos las noticias sobre la inflación o el paro... De hecho, es muy posible que contratar un préstamo o una ...

Essential mathematics for market risk management

Everything you need to know in order to manage risk effectively within your organization You cannot afford to ignore the explosion in mathematical finance in your quest to remain competitive. This exciting branch of mathematics has very direct practical implications: when a new model is ...

In pursuit of the traveling salesman

mathematics at the limits of computation

What is the shortest possible route for a travelling salesman seeking to visit each city on a list exactly once and return to his city of origin? It sounds simple enough, yet the travelling salesman problem is one of the most intensely studied puzzles in ...

Economía financiera

El libro ofrece una visión unificada de la economía financiera basada en las teorías más modernas de la valoración y selección de carteras. Destinado a estudiantes de Licenciatura y de Master, tanto de Economía como de Empresa, resulta también útil para toda persona interesada en ...

Time series

applications to finance with R and S-Plus

This book is designed to help readers grasp the conceptual underpinnings of time series modeling in order to gain a deeper understanding of the ever-changing dynamics of the financial world. It covers theory and application equally for readers from both financial and mathematical backgrounds. The ...

Intoduction to insurance mathematics

technical and financial features os risk transfers

The book aims at presenting technical and financial features of life insurance, non-life insurance, pension plans. The book has been planned assuming non-actuarial readers as its 'natural' target, namely - advanced undergraduate and graduate students in Economics, Business and Finance; professionals and technicians operating in Insurance ...

Modelos de series temporales aplicados a rendimientos financieros

El objetivo de este libro es dar una panorámica de los principales modelos de series temporales que se aplican al análisis de datos financieros. Dado el enfoque empírico del texto, la primera parte del libro se dedica a resumir las principales características (#stylized facts#) presentes ...

Mathematics for economics

Auts. Michael Hoy...[et al]. This paperback edition is not available in the U.S. and Canada. This text offers a comprehensive presentation of the mathematics required to tackle problems in economic analysis. To give a better understanding of the mathematical concepts, the text follows ...

Matemáticas aplicadas a la economía y la empresa

Los contenidos temáticos que se incluyen en este manual contemplan los principales tópicos del Álgebra Lineal y un curso general de Análisis Matemático y Cálculo infinitesimal. En este sentido, la estructuración del texto se ha hecho de una forma lo suficientemente relacionada con los aspectos ...

Álgebra lineal para administración y dirección de empresas

Elementos de análisis funcional

El propósito principal de este libro es servir como texto para un primer curso de Análisis Funcional. En él se hace una presentación completa y rigurosa de la teoría básica de los espacios de Banach y de los espacios de Hilbert, así como de la ...

Monte Carlo methods and models in finance and insurance

Offering a unique balance between applications and calculations, this book incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. It presents recent methods and algorithms, including the multilevel Monte Carlo method, the statistical Romberg method, and the ...

Fundamentos y práctica de las matemáticas financieras

Cuando hablamos de finanzas, o de algo que tenga un contenido financiero, solemos pensar en un hecho relacionado con el dinero, con cobros y pagos. Y ello en sí es la base de las finanzas. Financiar es poner fondos en un negocio para que éste ...