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Modelling Financial Derivatives with MATHEMATICA ®

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One of the most important tasks in finance is to find good mathematical models for financial products, in particular derivatives. However, the more realistic the model, the more practitioners face still-unsolved problems in rigorous mathematics and econometrics, in addition to serious numerical difficulties. The idea behind this book is to use Mathematica® to provide a wide range of exact benchmark models against which inexact models can be tested and verified. In so doing, the author is able to explain when models and numerical schemes can be relied on, and when they can't. Benchmarking is also applied to Monte Carlo simulations. Mathematica's graphical and animation capabilities are exploited to show how a model's characteristics can be visualized in two and three dimensions. The models described are all available on an accompanying CD that runs on most Windows, Unix and Macintosh platforms; to be able fully to use the software, Mathematica 3 is required, although certain features are usable with Mathematica 2.2. This product will prove of inestimable worth for financial instrument valuation and hedging, checking existing models and for analyzing derivatives; it can be used for professional or training purposes in financial institutions or universities, and in MBA courses.

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Business Process Management Workshops: BPM 2010 International Workshops and Education Track
Business Process Management Workshops: BPM 2010 International Workshops and Education Track

Business process management (BPM) is an established research domain for computer science, information systems, and management scholars. The record number and wide scope of submissions to the eighth installation of the International Conference on Business Process Management was an indication of the vibrancy of the area and the varied...

Flash MX Games: ActionScript for Artists
Flash MX Games: ActionScript for Artists

Flash MX provides the perfect platform to create fun games for Internet distribution. This book takes the reader through the entire process from creating the art and animation for these games, through to programming them ready for users across the world to enjoy the results. The book is split into four sections. The first section...

XML Schema
XML Schema
The W3C's XML Schema offers a powerful set of tools for defining acceptable XML document structures and content. While schemas are powerful, that power comes with substantial complexity. This book explains XML Schema foundations, a variety of different styles for writing schemas, simple and complex types, datatypes and facets, keys, extensibility,...

ICEfaces 1.8: Next Generation Enterprise Web Development
ICEfaces 1.8: Next Generation Enterprise Web Development
ICEfaces is an Enterprise AJAX framework which allows you to develop modern Web 2.0 applications, using AJAX to implement desktop-like behavior. The integration and handling of such frameworks is a challenge, but ICEfaces is the first enterprise AJAX framework that places the integration aspect at the center of its design. All this is based on a...
Advanced C / Book and Disk
Advanced C / Book and Disk
C has become one of the most frequently used computer languages. The first C language was developed by Dennis Ritchie at Bell Laboratories in 1972 and ran on a DEC PDP-11. The ANSI standard for C, which replaced the standard written by Kernighan and Ritchie in 1978, is only a few years old.

C’s structure is similar to PL/I (a
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Introduction to Wireless Local Loop (Artech House Telecommunications Library)
Introduction to Wireless Local Loop (Artech House Telecommunications Library)
Here's a comprehensive, easy-to-understand guide to the underlying technologies, key selection criteria, and design and deployment processes behind wireless local loop (WLL) systems. This one-source reference helps technical professionals develop a sound understanding of WLL system design procedures, and provides practical guidance on choosing the...
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