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Title

Computational Financial Mathematics Using Mathematica: Optimal Trading in Stocks and Options
Author

Srdjan Stojanovic
Organization: University of Cincinnati
Book information

Publisher: Birkhauser
Copyright year: 2003
ISBN: 0817641971
Medium: Hardcover
Includes: CD-ROM
Pages: 481
Out of print?: N
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Contents

Introduction | Cash Account Evolution |Stock Price Evolution | European Style Stock Options | Stock Market Statistics | Implied Volatility for European Options | American Style Stock Options | Optimal Portfolio Rules | Advanced Trading Strategies
Description

This book provides a comprehensive overview of the mathematics of computational finance for academics in financial mathematics. Enabled by Mathematica, the approach is applied, integrating and giving a fresh perspective to many mathematical disciplines including probability, ordinary, stochastic, and partial differential equations; mathematical statistics; and calculus of variations. Three kinds of solution methods are emphasized: symbolic, numerical, and Monte Carlo.
Subject

*Business and Economics