Download or read book Introduction to Stochastic Processes and Simulation written by Gerard-Michel Cochard and published by John Wiley & Sons. This book was released on 2019-12-12 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mastering chance has, for a long time, been a preoccupation of mathematical research. Today, we possess a predictive approach to the evolution of systems based on the theory of probabilities. Even so, uncovering this subject is sometimes complex, because it necessitates a good knowledge of the underlying mathematics. This book offers an introduction to the processes linked to the fluctuations in chance and the use of numerical methods to approach solutions that are difficult to obtain through an analytical approach. It takes classic examples of inventory and queueing management, and addresses more diverse subjects such as equipment reliability, genetics, population dynamics, physics and even market finance. It is addressed to those at Masters level, at university, engineering school or management school, but also to an audience of those in continuing education, in order that they may discover the vast field of decision support.
Download or read book Deep Dive Into Financial Models Modeling Risk And Uncertainty written by Mathieu Le Bellac and published by World Scientific Publishing Company. This book was released on 2016-11-14 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since 2007, the repeated financial crises around the world have brought to the headlines financial practices and models considered to fuel the economic instabilities. Deep Dive into Financial Models: Modeling Risk and Uncertainty comes handy in demystifying the underlying quantitative finance concepts. With a limited use of mathematical formalism, the book explains thoroughly the models, their hypotheses, principles and other building blocks. A particular care is given to model limitations and their misuse for investment strategies, asset pricing, or risk management. Its reader-friendly nature provides readers with a head start in quantitative finance.
Download or read book Bilingual Dictionary of Terms written by François Elandi and published by Xlibris Corporation. This book was released on 2019-02-14 with total page 627 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bilingual Dictionary of Terms Banks. Finances. Money. Financial Markets / Banques. Finances. Monnaie. Marchés Financiers METODES Editions Collection Culture & Savoir (C&S) François Elandi This bilingual work, fruit of a team of specialists and professionals, deals with banking, finance, and stock market practices with —— more than 25,000 words and terms used in French and in British and North American English of today; —— convenient examples to better assimilate the terms used, contributing to make the work the most precise reference in its specialty; and —— a cross-reference system to more precise definitions and complementary expressions to other words and terms inside the development of a word or an expression. It is intended for ——high school pupils and students of higher education, ——professional users, and ——the general public. In order for them to ——acquire and develop their professional lexicological heritage; ——master the exact terminology in the practice linked to their activity or profession; ——perfect their knowledge in banking, finance, and stock exchange practice; and ——better communicate efficiently. Cet ouvrage bilingue, fruit d’une équipe de spécialistes et de professionnels, traite des pratiques bancaires, financières et boursières, avec : ——Plus de 25000 mots et termes utilisés en français et en anglais britannique et nordaméricain ; ——Des exemples pratiques pour mieux assimiler l’emploi de ces termes, contribuant à faire de l’ouvrage la référence la plus précise dans sa spécialité ; ——Un système de renvois à des définitions et explications complémentaires et plus précises à d’autres mots et termes au sein du développement d’un mot ou d’une expression. Il est destiné : ——A l’élève des lycées et collèges ou à l’étudiant de l’enseignement supérieur ; ——A l’utilisateur professionnel ; ——Au grand public. Pour : ——Acquérir et développer son patrimoine lexicologique professionnel ; ——Maîtriser la terminologie exacte dans la pratique liée à son activité ou à sa profession ; ——Perfectionner ses connaissances dans la pratique bancaire, financière et boursière ; ——Mieux communiquer efficacement.
Download or read book Catalog of Copyright Entries Third Series written by Library of Congress. Copyright Office and published by Copyright Office, Library of Congress. This book was released on 1972 with total page 1830 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Financial Markets in Continuous Time written by Rose-Anne Dana and published by Springer Science & Business Media. This book was released on 2007-07-12 with total page 331 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explains key financial concepts, mathematical tools and theories of mathematical finance. It is organized in four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optimal portfolio and consumption choice, and for obtaining the yield curve and pricing interest rate products. The third part recalls some concepts and results of equilibrium theory and applies this in financial markets. The last part tackles market incompleteness and the valuation of exotic options.
Download or read book Introduction to Stochastic Analysis written by Vigirdas Mackevicius and published by John Wiley & Sons. This book was released on 2013-02-07 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naïve stochastic integration, rather than on abstract theories of measure and stochastic processes. The proofs are rather simple for practitioners and, at the same time, rather rigorous for mathematicians. Detailed application examples in natural sciences and finance are presented. Much attention is paid to simulation diffusion processes. The topics covered include Brownian motion; motivation of stochastic models with Brownian motion; Itô and Stratonovich stochastic integrals, Itô’s formula; stochastic differential equations (SDEs); solutions of SDEs as Markov processes; application examples in physical sciences and finance; simulation of solutions of SDEs (strong and weak approximations). Exercises with hints and/or solutions are also provided.
Download or read book Math matiques des march s financiers written by Jean-Marcel Dalbarade and published by . This book was released on 1995 with total page 275 pages. Available in PDF, EPUB and Kindle. Book excerpt: Depuis une vingtaine d'années, le domaine des mathématiques qui servent aux métiers de la finance s'est considérablement étendu. Bien sûr, il convient toujours de savoir calculer un "coupon couru", selon la technique de l'intérêt simple, mais il faut aussi, aujourd'hui, comprendre les modèles d'évaluation d'options qui sont construits sur des théories probabilistes complexes. L'évolution a été rapide, si bien que beaucoup d'étudiants et de professionnels éprouvent le besoin de mettre à jour ou de compléter les connaissances mathématiques indispensables à cette pratique des marchés financiers. Cet ouvrage s'inspire de cours et de cas pratiques ayant fait l'objet de supports pédagogiques, développés par l'auteur dans le cadre de séminaires, organisés par Indosuez Change Conseil, filiale de Formation et de Conseil de la Banque Indosuez. Intégrant tous les développements récents, ce livre prend le parti de présenter ces outils mathématiques en liaison avec l'application à laquelle ils sont destinés. Chaque chapitre est illustré de nombreux cas et exemples, qui permettent au lecteur de s'assurer de la bonne assimilation du contenu théorique et de sa mise en pratique. La double expérience de l'auteur rend l'ouvrage accessible aussi bien à l'étudiant qu'au praticien, et de manière plus générale à tous les intervenants sur les marchés financiers.
Download or read book Microfinance written by Olivier T. Godichet and published by Lulu.com. This book was released on 2012-12-28 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt: La microfinance a déjà quelque histoire. Le défaut de prendre en compte la complexité des relations et conceptions humaines peut donner quelques effets de mode. La nécessité de mieux travailler les relations essentielles entre les valeurs humains et leurs rapports aux sciences, dans une sorte de bon art de la "consiliance" doit et redéfinir des pratiques économiques, plus en rapport avec la maitrise approximative démocratique de la complexité. Pour cela d'explorer aussi bien des formes schématiques plus agiles et d'avoir confiance dans les capacités cognitives humaines. De prendre acte enfin, des limites de trop peu de pensées uniformisantes, qu'il s'agisse de cartésianisme pseudo-scientifique imposé par les technocrates ou de pragmatisme exécutif réducteur imposé par les utilitaristes monétaristes.
Download or read book Stochastic Finance written by Hans Föllmer and published by . This book was released on 2002 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry."--BOOK JACKET.Title Summary field provided by Blackwell North America, Inc. All Rights Reserved
Download or read book Probability and Finance written by Glenn Shafer and published by Wiley-Interscience. This book was released on 2001-06-25 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: Glenn Shafer reveals how probability is based on game theory, and how this can free many uses of probability, especially in finance, from distracting and confusing assumptions about randomness.
Download or read book Alphabetical Finding List written by Princeton University. Library and published by . This book was released on 1921 with total page 758 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Dictionnaire Anglais Des Affaires Du Commerce Et de la Finance written by and published by Psychology Press. This book was released on 1996 with total page 1228 pages. Available in PDF, EPUB and Kindle. Book excerpt: This dictionary consists of some 100,000 terms and references in bith French and English, including 4,000 abbreviations. over 45 subject areas are covered, including: * Accountancy * Banking * Business Administration * Computing * Economics * Environment * Finance * General Commerce * Human Resource Management * Import/Export * Industry * Insurance * Law * Leisure * Management * Mathematics * Media * Patents * Politics * Property * Sales & Marketing * Stock Market * Taxation * Tourism * Transport * Welfare & Safety. Also included is a comprehensive up-to-date reference section on countries, business correspondence and situations, job titles, stock exchanges, economic indexes and numbers. KEY FEATURES Term Specialists - the terms list has been checked by over 100 sources including experts from Apple France * Association Française des Banques * Chartered Institute of Banking * France Telecom * Institute of European Trade and Technology * American Graduate School of Management * London School of Economics * Ecole supérieure de commerce de Lyon * Department of Trade and Industry * Law Society * University of Reading * Environment Council * University of Bath * Centre de Recherche et de Gestion * Manchester Business School * Ecole supérieure internationale de commerce and Ecole des hautes études commerciales de Montrial(HEC). Prestigous experts - include Prof. Chris Nobes, Prof. Michel Péron, Prof. Gordon Shenton, Dr. Van de Yeught and Prof. Peter Walton. Native Speakers - all stages of compilation have included native speakers of French as well as English and extensive coverage of US as well as UK terminology.
Download or read book Routledge French Dictionary of Business Commerce and Finance Dictionnaire anglais des affaires du commerce et de la finance written by Various and published by Taylor & Francis. This book was released on 2024-11-01 with total page 1228 pages. Available in PDF, EPUB and Kindle. Book excerpt: This dictionary consists of some 100,000 terms and references in bith French and English, including 4,000 abbreviations. over 45 subject areas are covered, including: * Accountancy * Banking * Business Administration * Computing * Economics * Environment * Finance * General Commerce * Human Resource Management * Import/Export * Industry * Insurance * Law * Leisure * Management * Mathematics * Media * Patents * Politics * Property * Sales & Marketing * Stock Market * Taxation * Tourism * Transport * Welfare & Safety. Also included is a comprehensive up-to-date reference section on countries, business correspondence and situations, job titles, stock exchanges, economic indexes and numbers. KEY FEATURES Term Specialists - the terms list has been checked by over 100 sources including experts from Apple France * Association Française des Banques * Chartered Institute of Banking * France Telecom * Institute of European Trade and Technology * American Graduate School of Management * London School of Economics * Ecole supérieure de commerce de Lyon * Department of Trade and Industry * Law Society * University of Reading * Environment Council * University of Bath * Centre de Recherche et de Gestion * Manchester Business School * Ecole supérieure internationale de commerce and Ecole des hautes études commerciales de Montrial(HEC). Prestigous experts - include Prof. Chris Nobes, Prof. Michel Péron, Prof. Gordon Shenton, Dr. Van de Yeught and Prof. Peter Walton. Native Speakers - all stages of compilation have included native speakers of French as well as English and extensive coverage of US as well as UK terminology.
Download or read book Gestion des risques et cr ation de valeur written by TANZI Tullio and published by Lavoisier. This book was released on 2013-10-01 with total page 211 pages. Available in PDF, EPUB and Kindle. Book excerpt: Le développement de nouveaux instruments financiers et la prise de conscience par les agents économiques des enjeux sont les deux évolutions majeures qui ont marqué la gestion des risques d’entreprise ces dernières années. Un double mouvement de financiarisation se produit dans cet environnement, celui des modes de transfert des risques et celui de la gouvernance. Dans ce contexte, le management des risques devient une source de création de valeur pour l'entreprise. Véritable panorama de ces évolutions et de leurs impacts sur la gestion des organisations, cet ouvrage présente successivement l'historique du management des risques d'entreprise, les processus mis en œuvre, les outils utilisés et enfin le rôle des principales fonctions de l'entreprise et leur contribution à la création de valeur par la gestion des risques.
Download or read book L investissement en obligations written by GRUSON Pierre and published by Lavoisier. This book was released on 2013-06-01 with total page 295 pages. Available in PDF, EPUB and Kindle. Book excerpt: La crise financière de 2007 a mis en lumière l’importance vitale des produits obligataires pour nos économies, mais elle a aussi révélé la nécessité de gérer les risques qui les accompagnent. Véritable panorama de l’investissement en obligations, cet ouvrage présente une étude des taux d’intérêt et de leur structure, ainsi qu’une analyse complète des titres obligataires (obligations convertibles, indexées, à taux fixe, etc.). Il traite également de la gestion des risques sur les marchés dérivés, par des opérations de gré à gré, ou sur les marchés organisés (futures, options, swaps, dérivés de crédit). Illustré d’exemples s’appuyant sur des cotations et des performances réelles tirées de l’actualité des marchés, ce livre propose aussi des applications numériques détaillées.
Download or read book Extreme Financial Risks And Asset Allocation written by Christian Walter and published by World Scientific. This book was released on 2014-01-21 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: Each financial crisis calls for — by its novelty and the mechanisms it shares with preceding crises — appropriate means to analyze financial risks. In Extreme Financial Risks and Asset Allocation, the authors present in an accessible and timely manner the concepts, methods, and techniques that are essential for an understanding of these risks in an environment where asset prices are subject to sudden, rough, and unpredictable changes. These phenomena, mathematically known as “jumps”, play an important role in practice. Their quantitative treatment is generally tricky and is sparsely tackled in similar books. One of the main appeals of this book lies in its approachable and concise presentation of the ad hoc mathematical tools without sacrificing the necessary rigor and precision.This book contains theories and methods which are usually found in highly technical mathematics books or in scattered, often very recent, research articles. It is a remarkable pedagogical work that makes these difficult results accessible to a large readership. Researchers, Masters and PhD students, and financial engineers alike will find this book highly useful.
