Computational Financial Mathematics using MATHEMATICA®: Optimal Trading in Stocks and Options

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Springer Science & Business Media, Oct 4, 2002 - Business & Economics - 481 pages
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This book provides a beautiful overview of what mathematics and Mathematica can do for finance. Sophisticated theories are presented in a rigorous but user-friendly, practical style, which, with the programming capabilities of Mathematica, help the reader develop good intuition in real trading.

Key features:

* quick introduction to Mathematica provided;

* minimal prerequisites: good understanding of calculus and some differential equations;

* a highly original presentation of optimal portfolio diversification;

* supplementary Mathematica files available for download at http://extras.springer.com/2003/978-0-8176-4197-9/.

The book is designed for instructors and students, and most importantly, will meet the everyday trading needs of the professional---the analytically inclined individual investor who wants to solve various problems encountered when investing and trading in stocks and stock options.

 

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Contents

I
1
III
4
IV
6
V
7
VII
13
VIII
25
X
26
XI
27
XCII
239
XCIII
243
XCIV
245
XCV
247
XCVI
253
XCVII
254
XCVIII
261
XCIX
267

XII
33
XIII
34
XIV
38
XV
43
XVI
46
XVII
47
XVIII
49
XIX
51
XX
56
XXI
60
XXII
63
XXIII
65
XXIV
68
XXV
69
XXVI
71
XXVII
79
XXVIII
83
XXX
87
XXXI
91
XXXII
98
XXXIII
102
XXXIV
104
XXXV
107
XXXVI
110
XXXVII
114
XXXVIII
116
XXXIX
120
XL
128
XLI
132
XLIII
136
XLIV
141
XLVII
149
XLVIII
151
XLIX
152
L
153
LII
154
LIII
156
LIV
157
LV
158
LVI
161
LVII
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LVIII
165
LIX
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LX
168
LXI
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LXII
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LXIII
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LXIV
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LXV
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LXVI
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LXVII
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LXVIII
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LXIX
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LXX
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LXXI
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LXXII
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LXXIII
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LXXIV
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LXXV
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LXXVI
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LXXVII
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LXXIX
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LXXX
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LXXXI
208
LXXXII
212
LXXXIV
215
LXXXV
218
LXXXVI
220
LXXXVII
230
LXXXVIII
233
LXXXIX
236
CI
268
CII
273
CIV
274
CV
277
CVI
278
CVIII
280
CIX
281
CXI
283
CXII
284
CXIII
287
CXIV
289
CXV
293
CXVI
296
CXVII
303
CXVIII
309
CXIX
313
CXX
318
CXXI
320
CXXII
327
CXXIII
330
CXXIV
335
CXXV
336
CXXVI
338
CXXVII
341
CXXVIII
342
CXXIX
343
CXXX
349
CXXXI
351
CXXXII
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CXXXIII
354
CXXXIV
357
CXXXV
362
CXXXVI
364
CXXXVII
365
CXXXVIII
367
CXXXIX
369
CXL
373
CXLI
375
CXLII
378
CXLIII
384
CXLIV
386
CXLV
387
CXLVI
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CXLVII
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CXLVIII
395
CXLIX
403
CLI
404
CLII
405
CLIII
406
CLIV
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CLV
411
CLVI
414
CLVII
418
CLVIII
422
CLIX
427
CLX
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CLXI
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CLXII
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CLXIII
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CLXIV
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CLXV
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CLXVI
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CLXVII
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CLXVIII
461
CLXIX
464
CLXX
467
CLXXII
471
CLXXIII
473
CLXXIV
477
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