An engine, not a camera

how financial models shape markets

In "An Engine, Not a Camera", Donald MacKenzie argues that the emergence of modern economic theories of finance affected financial markets in fundamental ways. These new, Nobel Prize-winning theories, based on elegant mathematical models of markets, were not simply external analyses but intrinsic parts of ...

Matemáticas financieras en Microsoft Excel

la hoja de cálculo como herramienta de solución de problemas

Este libro es el resultado de la experiencia de los autores en su ejercicio docente, el cual presenta al lector un panorama teórico de las matemáticas financieras aplicadas mediante la utilización de la hoja de cálculo, específicamente, Microsoft Excel. Así mismo, es un trabajo dirigido ...

Matemática de las operaciones financieras. Cuaderno. T. II

rentas, constitución, préstamos, empréstitos

Simulation and Monte Carlo

with applications in finance and MCMC

Simulation and Monte Carlo is aimed at students studying for degrees in Mathematics, Statistics, Financial Mathematics, Operational Research, Computer Science, and allied subjects, who wish an up-to-date account of the theory and practice of Simulation. Its distinguishing features are in-depth accounts of the theory of ...

Mathematical finance

Core theory, problems and statistical algorithms

Written in a rigorous yet logical and easy to use style, spanning a range of disciplines, including business, mathematics, finance and economics, this comprehensive textbook offers a systematic, self- sufficient yet concise presentation of the main topics and related parts of Stochastic Analysis and statistical ...

Foundations of mathematical and computational economics

FOUNDATIONS OF MATHEMATICAL AND COMPUTATION ECONOMICS is a book for 21st century economics students. It contains the new developments in economics and mathematics and it speaks to the needs of present day economists. It combines intuitive understanding of mathematics with rigorous exposition. This book books ...

A guide to quantitative finance

tools and techniques for understanding and implementing financial analytics

Compiled by a professor of mathematical finance, Marcello Minenna, this extensive manual will enable the reader to: understand the models adopted by the financial markets; evaluate the practical application of these models; implement the models presented; and develop the skills required to independently tailor new ...

Copulas

from theory to application in finance

The reader is given examples of the most frequently used methods in both market and credit risk, the pitfalls they depend upon and an analysis of possible solutions. An in-depth understanding of the methods to perform risk calculations are presented with information on how to ...

Financial modeling with Cristal Ball and Excel

This title offers an insightful look at financial modeling and Monte Carlo simulation using Crystal Ball software. "Financial Modeling with Crystal Ball and Excel" outlines the tools and techniques needed to become an expert in financial modeling and simulation. After reviewing the basics, this comprehensive ...

Hidden Markov models in finance

A number of methodologies have been employed to provide decision making solutions to a whole assortment of financial problems in today's globalized markets. Hidden Markov Models in Finance by Mamon and Elliott will be the first systematic application of these methods to some special ...

Principles of risk management and insurance

Principles of Risk Management and Insurance is the market-leading text for this course, ideal for undergraduate courses and students from a mix of academic majors. Focusing primarily on the consumers of insurance, the text blends basic risk management and insurance principles with consumer considerations. Rejda ...

Análisis de las operaciones financieras

core syllabus for actuarial training in Europe

Este libro tiene como finalidad ayudar en la toma de decisiones financieras mediante la aplicación de los conocimientos teóricos de «Análisis de las Operaciones Financieras» a la resolución de supuestos prácticos. Contiene 150 supuestos resueltos de «Análisis de las operaciones Financieras», que se clasifican atendiendo ...

Mathematical finance

theory, modeling, implementation

This book concentrates on the theory of mathematical finance and the pricing of derivatives around the theory. The topics are presented from their mathematical foundations to their real world implementation (through pricing models) using state of the art object oriented programming techniques. While a high ...

Modelización financiera aplicada

modelos de planificación financiera con Excel

Problemas resueltos de matemáticas financieras y empresariales

Esta obra recoge una serie de problemas de matemáticas financieras resueltos de forma que puedan ser accesibles incluso a personas no iniciadas en la materia. Huyendo de planteamientos teóricos excesivamente complejos que son habituales en esta temática, el manual muestra con sencillez la operativa a ...

Matemáticas financieras con aplicaciones en Excel

Una herramienta básica de análisis para el inversionista, el pequeño ahorrador, el analista financiero moderno, entre otros profesionales y estudiantes, es la matemática financiera; cuya aplicación es de gran utilidad como auxiliar de cálculos en la ingeniería económica para valuar diversos proyectos, Matemáticas financieras con ...

Matemáticas financieras

productos y servicios financieros y de seguros básicos

Matemática de la financiación

teoría matemática de las estructuras financieras

Binomial models in finance

This book deals with many topics in modern financial mathematics in a way that does not use advanced mathematical tools and shows how these models can be numerically implemented in a practical way. The book is aimed at undergraduate students, MBA students, and executives who ...

Matemática de las operaciones financieras

teoría y práctica

El objetivo de ete libro es el estudio del cálculo de las operaciones financieras fundamentales, profundizando en las más importantes y necesarias, tanto en el campo académico # estudiantes y profesores universitarios # como en el profesional ligado al ámbito de la empresa. El enfoque es eminentemente ...