From Black-Scholes to Black Holes PDF Download
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Author: Robert Tompkins
Publisher:
ISBN: 9780585238227
Category : Business & Economics
Languages : en
Pages : 208
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Book Description
Author: Robert Tompkins
Publisher:
ISBN: 9780585238227
Category : Business & Economics
Languages : en
Pages : 208
Get Book Here
Book Description
Author: Kip S Thorne
Publisher: W. W. Norton & Company
ISBN: 9780393312768
Category : Science
Languages : en
Pages : 648
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Book Description
In this masterfully written and brilliantly informed work, Dr. Rhorne, the Feynman Professor of Theoretical Physics at Caltech, leads readers through an elegant, always human, tapestry of interlocking themes, answering the great question: what principles control our universe and why do physicists think they know what they know? Features an introduction by Stephen Hawking.
Author: Espen Gaarder Haug
Publisher: John Wiley & Sons
ISBN: 1118836820
Category : Business & Economics
Languages : en
Pages : 400
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Book Description
Derivatives Models on Models takes a theoretical and practical look at some of the latest and most important ideas behind derivatives pricing models. In each chapter the author highlights the latest thinking and trends in the area. A wide range of topics are covered, including valuation methods on stocks paying discrete dividend, Asian options, American barrier options, Complex barrier options, reset options, and electricity derivatives. The book also discusses the latest ideas surrounding finance like the robustness of dynamic delta hedging, option hedging, negative probabilities and space-time finance. The accompanying CD-ROM with additional Excel sheets includes the mathematical models covered in the book. The book also includes interviews with some of the world’s top names in the industry, and an insight into the history behind some of the greatest discoveries in quantitative finance. Interviewees include: Clive Granger, Nobel Prize winner in Economics 2003, on Cointegration Nassim Taleb on Black Swans Stephen Ross on Arbitrage Pricing Theory Emanuel Derman the Wall Street Quant Edward Thorp on Gambling and Trading Peter Carr the Wall Street Wizard of Option Symmetry and Volatility Aaron Brown on Gambling, Poker and Trading David Bates on Crash and Jumps Andrei Khrennikov on Negative Probabilities Elie Ayache on Option Trading and Modeling Peter Jaeckel on Monte Carlo Simulation Alan Lewis on Stochastic Volatility and Jumps Paul Wilmott on Paul Wilmott Knut Aase on Catastrophes and Financial Economics Eduardo Schwartz the Yoga Master of Quantitative Finance Bruno Dupire on Local and Stochastic Volatility Models
Author: David Macinnis Gill
Publisher: Harper Collins
ISBN: 0061998338
Category : Young Adult Fiction
Languages : en
Pages : 360
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Book Description
Durango is playing the cards he was dealt. And it’s not a good hand. He’s lost his family. He’s lost his crew. And he’s got the scars to prove it. You don’t want to mess with Durango.
Author: James Owen Weatherall
Publisher: Houghton Mifflin Harcourt
ISBN: 0547317271
Category : Business & Economics
Languages : en
Pages : 309
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Book Description
A young scholar tells the story of the physicists and mathematicians who created the models that have become the basis of modern finance and argues that these models are the "solution" to--not the source of--our current economic woes.
Author: Hua Chen
Publisher: World Scientific
ISBN: 9814481688
Category : Mathematics
Languages : en
Pages : 389
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Book Description
This lecture notes volume encompasses four indispensable mini courses delivered at Wuhan University with each course containing the material from five one-hour lectures. Readers are brought up to date with exciting recent developments in the areas of asymptotic analysis, singular perturbations, orthogonal polynomials, and the application of Gevrey asymptotic expansion to holomorphic dynamical systems. The book also features important invited papers presented at the conference. Leading experts in the field cover a diverse range of topics from partial differential equations arising in cancer biology to transonic shock waves.The proceedings have been selected for coverage in:• Index to Scientific & Technical Proceedings® (ISTP® / ISI Proceedings)• Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)• CC Proceedings — Engineering & Physical Sciences
Author: Gordon Woo
Publisher: World Scientific
ISBN: 1783261978
Category : Science
Languages : en
Pages : 306
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Book Description
This is a unique book about natural catastrophes, focusing on the mathematical aspects of these phenomena. Although academic in style and didactic in purpose, it is practical in the treatment of the diverse issues covered, which range from hazard warning and forecasting to engineering design criteria and insurance loss estimation. Addressing as it does many mathematical topics not found together in a single volume, the book should be of value to all those with a quantitative educational interest in or professional concern for natural catastrophes.
Author: Neil Chriss
Publisher: McGraw Hill Professional
ISBN: 9780786310258
Category : Business & Economics
Languages : en
Pages : 512
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Book Description
An unprecedented book on option pricing! For the first time, the basics on modern option pricing are explained ``from scratch'' using only minimal mathematics. Market practitioners and students alike will learn how and why the Black-Scholes equation works, and what other new methods have been developed that build on the success of Black-Shcoles. The Cox-Ross-Rubinstein binomial trees are discussed, as well as two recent theories of option pricing: the Derman-Kani theory on implied volatility trees and Mark Rubinstein's implied binomial trees. Black-Scholes and Beyond will not only help the reader gain a solid understanding of the Balck-Scholes formula, but will also bring the reader up to date by detailing current theoretical developments from Wall Street. Furthermore, the author expands upon existing research and adds his own new approaches to modern option pricing theory. Among the topics covered in Black-Scholes and Beyond: detailed discussions of pricing and hedging options; volatility smiles and how to price options ``in the presence of the smile''; complete explanation on pricing barrier options.
Author: Keith Cuthbertson
Publisher: John Wiley & Sons
ISBN: 1119595622
Category : Business & Economics
Languages : en
Pages : 916
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Book Description
Three experts provide an authoritative guide to the theory and practice of derivatives Derivatives: Theory and Practice and its companion website explore the practical uses of derivatives and offer a guide to the key results on pricing, hedging and speculation using derivative securities. The book links the theoretical and practical aspects of derivatives in one volume whilst keeping mathematics and statistics to a minimum. Throughout the book, the authors put the focus on explanations and applications. Designed as an engaging resource, the book contains commentaries that make serious points in a lighthearted manner. The authors examine the real world of derivatives finance and include discussions on a wide range of topics such as the use of derivatives by hedge funds and the application of strip and stack hedges by corporates, while providing an analysis of how risky the stock market can be for long-term investors, and more. To enhance learning, each chapter contains learning objectives, worked examples, details of relevant finance blogs technical appendices and exercises.
Author: William T. Shaw
Publisher: Cambridge University Press
ISBN: 9780521592338
Category : Business & Economics
Languages : en
Pages : 570
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Book Description
CD plus book for financial modelling, requires Mathematica 3 or 2.2; runs on most platforms.
