rubgb
2008-Oct-04, 10:21 AM
Computational Financial Mathematics: Trading Stocks and Options with Mathematica
(Mathematica Interactive E-book)
In the last decade there has been an explosion of interest in mathematical methods for solving problems in finance and trading. 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 aid of the programming capabilities of Mathematica, help the reader develop good intuition in real trading. In the last decade there has been an explosion of interest in mathematical methods for solving problems in finance and trading. Some widely publicized successes include the discovery of the Black--Scholes formula in the 1970s for evaluating the fair price of stock options. Currently, a great deal of research and development is going on in the large brokerage houses, in the supporting trading software industry, and of course at the universities.
http://i398.photobucket.com/albums/pp70/juanchoc21/2-55.jpg
Mathematical advances in this area that have practical significance can be classified by the way in which they are implemented and can be divided into two main categories: analytical and numerical solutions. Numerical solutions in the past required very powerful computers, not generally available to the individual investor. Analytical solutions, on the other hand, can be implemented very efficiently even on small computers, with only the power of symbolic calculations, data manipulation, and graphic capabilities. 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 aid of the programming capabilities of Mathematica, help the reader develop good intuition in real trading. In fact, the symbolic algebra capabilities, fast basic numerics, etc. of Mathematica have extended the notion of what is meant by analytic/explicit solutions to "anything that can be computed in no time." And the beautiful thing is that the numerical methods that are developed in this book require only good personal computers.
http://i398.photobucket.com/albums/pp70/juanchoc21/3-48.jpg
Synopsis
In the last decade there has been an explosion of interest in mathematical methods for solving problems in finance and trading. 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 aid of the programming capabilities of Mathematica, help the reader develop good intuition in real trading. In the last decade there has been an explosion of interest in mathematical methods for solving problems in finance and trading. Some widely publicized successes include the discovery of the Black--Scholes formula in the 1970s for evaluating the fair price of stock options. Currently, a great deal of research and development is going on in the large brokerage houses, in the supporting trading software industry, and of course at the universities. Mathematical advances in this area that have practical significance can be classified by the way in which they are implemented and can be divided into two main categories: analytical and numerical solutions.Numerical solutions in the past required very powerful computers, not generally available to the individual investor. Analytical solutions, on the other hand, can be implemented very efficiently even on small computers, with only the power of symbolic calculations, data manipulation, and graphic capabilities. 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 aid of the programming capabilities of Mathematica, help the reader develop good intuition in real trading. In fact, the symbolic algebra capabilities, fast basic numerics, etc. of Mathematica have extended the notion of what is meant by analytic/explicit solutions to "anything that can be computed in no time." And the beautiful thing is that the numerical methods that are developed in this book require only good personal computers.
1
http://i398.photobucket.com/albums/pp70/juanchoc21/5-40.jpg
http://ecx.images-amazon.com/images/I/41EN3DDV7HL._SL500_BO2,204,203,200_AA219_PIsitb-sticker-dp-top,TopLeft,25,-40_SH20_OU02_.jpg
BlackScholes.m
DataImport.m
/Documentation/0.NB
1.NB
2.NB
3.NB
4.NB
5.NB
6.NB
7.NB
8.NB
Bibliography.nb
BrowserCategories.m
ImpliedVolatility.m
ItoSDEs.m
/MarketData/OptionMetricsData1.txt
OptionMetricsData2.txt
ReadMe.nb
ReadMe.txt
NumericalBlackScholes.m
StockStat.m
Installation Notes, Extra Information and Download/Mirror Links
Installation Notes
Unrar the CFMLab folder and place it in the /Addons/Applications/ subdirectory under the Mathematica installation directory. Go to Help/Rebuild Help Index and after executing the command the contents of the book will appear in the Add-ons/Link tab of the Mathematica Help
Extra Information
No extra information is provided about this release.
Download/Mirror Linkshttp://www.friendlytraders.com/forum/images/custom/hand.gif
No file, if any, is stored on our servers. Only external download links
are provided by third party file sharing/hosting services like badongo,
divshare, fileden, filefactory, filefront, mediafire, megaupload,
megashares, mihd.net, multiply.com, rapidshare, rapidsharing,
rapidupload, turboupload, sendspace, sexuploader, uploading.com, zshare, zupload etc. <span style="font-size: 100%;">(Disclaimer: The owner of this site is
not responsible for any content made by anyone else in the forum. The owner does not sell or own anything here. The contents are provided "as-is". Please support the developers if you like their products/services. They need your money to support their fine research and work.)</span><br />
[Hidden Content]
Contributed by rubgb
(Mathematica Interactive E-book)
In the last decade there has been an explosion of interest in mathematical methods for solving problems in finance and trading. 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 aid of the programming capabilities of Mathematica, help the reader develop good intuition in real trading. In the last decade there has been an explosion of interest in mathematical methods for solving problems in finance and trading. Some widely publicized successes include the discovery of the Black--Scholes formula in the 1970s for evaluating the fair price of stock options. Currently, a great deal of research and development is going on in the large brokerage houses, in the supporting trading software industry, and of course at the universities.
http://i398.photobucket.com/albums/pp70/juanchoc21/2-55.jpg
Mathematical advances in this area that have practical significance can be classified by the way in which they are implemented and can be divided into two main categories: analytical and numerical solutions. Numerical solutions in the past required very powerful computers, not generally available to the individual investor. Analytical solutions, on the other hand, can be implemented very efficiently even on small computers, with only the power of symbolic calculations, data manipulation, and graphic capabilities. 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 aid of the programming capabilities of Mathematica, help the reader develop good intuition in real trading. In fact, the symbolic algebra capabilities, fast basic numerics, etc. of Mathematica have extended the notion of what is meant by analytic/explicit solutions to "anything that can be computed in no time." And the beautiful thing is that the numerical methods that are developed in this book require only good personal computers.
http://i398.photobucket.com/albums/pp70/juanchoc21/3-48.jpg
Synopsis
In the last decade there has been an explosion of interest in mathematical methods for solving problems in finance and trading. 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 aid of the programming capabilities of Mathematica, help the reader develop good intuition in real trading. In the last decade there has been an explosion of interest in mathematical methods for solving problems in finance and trading. Some widely publicized successes include the discovery of the Black--Scholes formula in the 1970s for evaluating the fair price of stock options. Currently, a great deal of research and development is going on in the large brokerage houses, in the supporting trading software industry, and of course at the universities. Mathematical advances in this area that have practical significance can be classified by the way in which they are implemented and can be divided into two main categories: analytical and numerical solutions.Numerical solutions in the past required very powerful computers, not generally available to the individual investor. Analytical solutions, on the other hand, can be implemented very efficiently even on small computers, with only the power of symbolic calculations, data manipulation, and graphic capabilities. 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 aid of the programming capabilities of Mathematica, help the reader develop good intuition in real trading. In fact, the symbolic algebra capabilities, fast basic numerics, etc. of Mathematica have extended the notion of what is meant by analytic/explicit solutions to "anything that can be computed in no time." And the beautiful thing is that the numerical methods that are developed in this book require only good personal computers.
1
http://i398.photobucket.com/albums/pp70/juanchoc21/5-40.jpg
http://ecx.images-amazon.com/images/I/41EN3DDV7HL._SL500_BO2,204,203,200_AA219_PIsitb-sticker-dp-top,TopLeft,25,-40_SH20_OU02_.jpg
BlackScholes.m
DataImport.m
/Documentation/0.NB
1.NB
2.NB
3.NB
4.NB
5.NB
6.NB
7.NB
8.NB
Bibliography.nb
BrowserCategories.m
ImpliedVolatility.m
ItoSDEs.m
/MarketData/OptionMetricsData1.txt
OptionMetricsData2.txt
ReadMe.nb
ReadMe.txt
NumericalBlackScholes.m
StockStat.m
Installation Notes, Extra Information and Download/Mirror Links
Installation Notes
Unrar the CFMLab folder and place it in the /Addons/Applications/ subdirectory under the Mathematica installation directory. Go to Help/Rebuild Help Index and after executing the command the contents of the book will appear in the Add-ons/Link tab of the Mathematica Help
Extra Information
No extra information is provided about this release.
Download/Mirror Linkshttp://www.friendlytraders.com/forum/images/custom/hand.gif
No file, if any, is stored on our servers. Only external download links
are provided by third party file sharing/hosting services like badongo,
divshare, fileden, filefactory, filefront, mediafire, megaupload,
megashares, mihd.net, multiply.com, rapidshare, rapidsharing,
rapidupload, turboupload, sendspace, sexuploader, uploading.com, zshare, zupload etc. <span style="font-size: 100%;">(Disclaimer: The owner of this site is
not responsible for any content made by anyone else in the forum. The owner does not sell or own anything here. The contents are provided "as-is". Please support the developers if you like their products/services. They need your money to support their fine research and work.)</span><br />
[Hidden Content]
Contributed by rubgb