Communications of ACM 2007 Sep-Dec
Communications of ACM 2007 Sep-Dec.rar
Communications of ACM 2007 Jun-Aug
Communications of ACM 2007 Jun-Aug
Communications of ACM 2007 Jan-May
Communications of ACM 2007 Jan-May
Communications of the ACM 2006 Sep-Dec
Communications of the ACM 2006 Sep-Dec
Communications of the ACM 2006 May-Aug
Communications of the ACM 2006 May-Aug
Communications of the ACM 2006 Jan-Apri
Communications of the ACM 2006 Jan-Apri
10000个科学难题(数学卷)
ryancooper 10000个科学难题(数学卷)有助于研究课题的选择,其中也有不少属于计算机科学
Mathematics for Electrical Engineering and Computing
Mathematics_for_Electrical_Engineering_and_Computing M.Attenborough
numerical methods for finance
Featuring international contributors from both industry and academia, Numerical Methods for Finance explores new and relevant numerical methods for the solution of practical problems in finance. It is one of the few books entirely devoted to numerical methods as applied to the financial field. Presenting state-of-the-art methods in this area, the book first discusses the coherent risk measures theory and how it applies to practical risk management. It then proposes a new method for pricing high-dimensional American options, followed by a description of the negative inter-risk diversification effects between credit and market risk. After evaluating counterparty risk for interest rate payoffs, the text considers strategies and issues concerning defined contribution pension plans and participating life insurance contracts. It also develops a computationally efficient swaption pricing technology, extracts the underlying asset price distribution implied by option prices, and proposes a hybrid GARCH model as well as a new affine point process framework. In addition, the book examines performance-dependent options, variance reduction, Value at Risk (VaR), the differential evolution optimizer, and put-call-futures parity arbitrage opportunities. Sponsored by DEPFA Bank, IDA Ireland, and Pioneer Investments, this concise and well-illustrated book equips practitioners with the necessary information to make important financial decisions.
Investment Mathematics
爱丁堡大学金融与投资专业硕士教材Investment Mathematics provides an introductory analysis of investments from a quantitative viewpoint, drawing together many of the tools and techniques required by investment professionals.