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- financial engineering
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An Elementary Introduction to Mathematical Finance: Options and other Topics
Sheldon M. Ross
Manufacturer: Cambridge University Press
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Binding: Hardcover
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A Course in Financial Calculus
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Introduction to Probability Models, Ninth Edition
ASIN: 0521814294 |
Book Description
This original text on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. Assuming no prior knowledge of probability, Sheldon Ross offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, and the capital assets pricing model. Among the many new features of this second edition are: a new chapter on optimization methods in finance, a new section on Value at Risk and Conditional Value at Risk; a new and simplified derivation of the Black-Scholes equation, together with derivations of the partial derivatives of the Black-Scholes option cost function and of the computational Black-Scholes formula; three different models of European call options with dividends; a new, easily implemented method for estimating the volatility parameter. Sheldon M. Ross is a professor in the Department of Industrial Engineering and Operations Research at the University of California at Berkeley. He received his Ph.D. in statistics at Stanford University in 1968 and has been at Berkeley ever since. He has published nearly 100 articles and a variety of textbooks in the areas of statistics and applied probability including Topics in Finite and Discrete Mathematics (Cambridge University Press, 2000), An Introduction to Probability Methods, Seventh Edition (Harcourt Science snd Technology Company, 2000), Introduction to Probability and Statistics for Engineers and Scientists (Academic Press, 1999), A First Course in Probability, Sixth Edition (Prentice-Hall, 2001), Simulation, Third Edition (Academic Press, 2002), and Stochastic Processes (John Wiley & Sons, 1982). He is the founding and continuing editor of the journal Probability in the Engineering and Informational Sciences, a fellow of the Institute of Mathematical Statistics, and a recipient of the Humboldt U.S. Senior Scientist Award.
Download Description
This original text on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. Assuming no prior knowledge of probability, Sheldon Ross offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, and the capital assets pricing model. Among the many new features of this second edition are: a new chapter on optimization methods in finance, a new section on Value at Risk and Conditional Value at Risk; a new and simplified derivation of the Black-Scholes equation, together with derivations of the partial derivatives of the Black-Scholes option cost function and of the computational Black-Scholes formula; three different models of European call options with dividends; a new, easily implemented method for estimating the volatility parameter. Sheldon M. Ross is a professor in the Department of Industrial Engineering and Operations Research at the University of California at Berkeley. He received his Ph.D. in statistics at Stanford University in 1968 and has been at Berkeley ever since. He has published nearly 100 articles and a variety of textbooks in the areas of statistics and applied probability including Topics in Finite and Discrete Mathematics (Cambridge University Press, 2000), An Introduction to Probability Methods, Seventh Edition (Harcourt Science snd Technology Company, 2000), Introduction to Probability and Statistics for Engineers and Scientists (Academic Press, 1999), A First Course in Probability, Sixth Edition (Prentice-Hall, 2001), Simulation, Third Edition (Academic Press, 2002), and Stochastic Processes (John Wiley & Sons, 1982). He is the founding and continuing editor of the journal Probability in the Engineering and Informational Sciences, a fellow of the Institute of Mathematical Statistics, and a recipient of the Humboldt U.S. Senior Scientist Award.
Customer Reviews:
financial engineering.......2006-11-14
Another good book from Dr. Sheldon Ross. Beginning with basic probability, discusses the concepts of options, Arbitrage, Black-Scholes equation, Geometric Brownian Motion, Utility values, Dynamic Programming etc in a very easy-to-understand manner. This is a very good book for an intro to financial engineering.
It is a wonderful book........2005-12-01
Does anybody know whether the book has a students' manual or solutions to the exercises of each chapter.
Which is worse...the book or the class Dr. Sheldon taught?.......2005-08-05
I was unfortunate to have taken Dr. Ross's graduate level class. He taught directly from his book which was not an elementary introduction to mathmatical finance. If you do not have a strong background in finance or math....buy another book.
Its easy to read!.......2003-07-17
This is a pretty good book for whom doesn't have strong background in financial engeering. It begins from probability and I think this is a very good point to start. On the other hand, you also can know the where the formula comes from because the author use a small space to explain it. It is pretty funny!
One problem, this book doesnot cover all of the importnat topics such as Ito calculus but it is still a good book.
Its easy to read!.......2003-07-17
This is a pretty good book for whom doesn't have strong background in financial engeering. It begins from probability and I think this is a very good point to start. On the other hand, you also can know the where the formula comes from because the author use a small space to explain it. It is pretty funny!
One problem, this book doesnot cover all of the importnat topics such as Ito calculus but it is still a good book.
Average customer rating:
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Elementary Mathematical Modeling: A Dynamic Approach
James Sandefur
Manufacturer: Brooks Cole
ProductGroup: Book
Binding: Paperback
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Calculus: Mathematics and Modeling
ASIN: 053437803X |
Book Description
This book uses mathematics to study problems arising in areas such as Genetics, Finance, Medicine, and Economics. The reader learns how to model a real situation, such as steroid-testing in athletes or environmental cleanup. They learn how to analyze that model in relationship to the real world, such as making recommendations for optimal steroid testing to avoid cheating or determining the minimum time required to adequately clean up a polluted lake. Often the results will be counterintuitive, such as finding that an increase in the rate of wildlife harvesting may actually decrease the long-term harvest, or that a lottery prize that is paid out over a number of years is worth far less than its advertised value. It is precisely this use of mathematics that illustrates and models real-world issues along with questions that bring the value of mathematics to life for students, enabling them to see, perhaps for the first time, the utility of mathematics.
Book Description
The language of mathematics has proven over centuries of application to be an indispensable tool for the expression and analysis of real problems. With numerical, graphical, and theoretical methods, this book examines the relevance of mathematical models to phenomena ranging from population growth and economics to medicine and the physical sciences. In a book written for the intelligent and literate non-mathematician, Kalman aims at an understanding of the power and utility of quantitative methods rather than at technical mastery of mathematical operations. He shows first that mathematical models can serve a critical function in understanding the world, and he concludes with a discussion of the problems encountered by traditional algebraic assumptions in chaos theory. Though models can often approximate future events based on existing data and quantitative relationships, Kalman shows that the appearance of regularity and order can often be misleading. By beginning with quantitative models and ending with an introduction to chaos, Kalman offers a broad treatment of both the power and limitations of quantitatively-based predictions.
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Elementary Fortran IV Microeconomics Programs
Siegfried B.Y. Ayatey
Manufacturer: University Press of America
ProductGroup: Book
Binding: Paperback
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ASIN: 0819139505 |
Book Description
A simplified, step-by-step introduction to the practical application of Fortran IV programming to basic economic analysis; focusing on microeconomics, explores the basic functions of demand, supply, consumer behavior, and the behavior of the firm.
Customer Reviews:
It should be required reading for artists and biographers........2004-01-30
Here Goethe shares his opinions on drama, poetry, music, painting, philosophy, and prominent figures of the day.
What makes this book so much better than a mere interview is that instead of getting a load of useless answers in response to imbecilic questions, we get impromptu pearls of wisdom, straight from the master, interspersed among stretches of his daily life.
Eckermann is a master biographer here, because he's close enough to the subject to elicit candor, but not so close that he is oblivious to the subject's flaws. Furthermore, he was adept enough to get the old man to speak at length with almost no questioning at all!
I won't say any more, because words just can't do it justice.
Meet the Titan and Wonder.......2003-12-06
J.P. Eckermann meets J.W. von Goethe, while the Great Poet is in his 70's thought still spry in mind and producing some of the world's greatest poems (West-Eastern Divan) and, of course, Part II of Faust. Eckermann is to Goethe as Boswell was to Dr. Johnson. He chronicles his conversations with the German sage, who in these wondrous pages, reveals his mind-blowing, jaw-dropping multi-disciplinary genius...the likes of which has not been known since his death...and the lack of which may be leading us all to ruin.
It is a delightful book, which unfortunately due to our provincial focus on all things in English, has very limited popular appeal. Nevertheless, I encourage any with an interest in a grander time when men discussed, without ridicule art, architecture, drama, and les belles lettres, to read Eckermann's conversations with Goethe. After learning from Eckermann about this great man, you may consider the motto, that I often invoke...What Would Goethe Do?
A friend between the covers. . ........2002-12-05
I love Goethe's creative works and his scientific theories, but most of all I love this book. I travel with it, look in it for advice and conversation. As an artist Goethe was incomparable; as a scientist he was curious, alive, observant, questioning -- but as a man who lived a life with a conscious intention to make his life a work of his own mind and heart he is the master and that master is found in the pages of this book. When I need a wise friend, I turn here and find, beside the wisdom, a silly person who thought spectacles were an affectation, an attempt on the part of someone to be something he was not. . .
A Relatively Unknown, Yet Great Book.......2001-09-07
While in graduate school in Australia I happened in a pub (which is not extraordinary in itself) and got to talking with the bar-tender. It turns out that he was a student at the Univ. of Queensland too and was getting his MA in German. I told him how much I enjoyed Nietzche, who was the focus of his thesis, and eventually we got around to Eckermann's Coversations. I told him it was one of the best books that I had ever read: so quaint and yet probing. The reader sits in the drawing room and hears the most extrodinary discussions. In this way it reminds me of Sherlock Holmes and Watson. It is so civilized that it is almost nostalgic--but far too potent for that due to the genuis involved (Eckermann's mind ain't to shabby either). The newly made friend expressed amazement that an English major happened on this book; he said that I had been the only person outside the German dept that he had met that had ever read the book, or even heard of it (and this in a much more literate country than here). This is truely a shame we agreed. Ease-drop on a better time when scholars were gentleman, and in search of the truth not some PC BS, and were enamored with ideas. Goethe's Maxims is also highly recommended--as Faust and his other better known works. A Western classic, like the subject.
Essential reading; the mind of the Universal Genius revealed.......2001-01-08
For those who do not know anything about Goethe at all, 'Conversations' may not be a good place to start - but for those who are a little familiar with Goethe, 'Conversations of Goethe' makes for fascinating reading.
Very rarely do we have the life of a genius so well and closely documented. This book is not a record of formal interviews; it is a record by Eckermann, Goethe's good friend, who took the trouble to write down the great man's words almost every day, it seems. The book reads like a diary of Eckermann's, filled with Goethe - there is one entry for almost every day for a few weeks, then a break, and so on.
Eckermann seems to have written down almost everything he remembered from his conversations - and some of what Goethe said here may be edifyong, some not so much; but all of it is significant for one trying to get an insight into Goethe's mind - how it worked, how he thought, how he did things - right from the grand projects down to the simple pleasures.
One comes away from this book with an "insiders glimpse" of the Goethe's mind and world - and that really helps when reading his works.
The idea of Goethe as the complete, the perfect man, the universal genius - sticks with the reader years after reading this book. We live in an age when the really good things do not matter; Goethe reminds us of all the things that can, and do matter - and those things that can refresh, change, and enliven.
Nietzsche called this "the greatest book in German there is".
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Conversations of Goethe with Eckermann and Soret
Johann Wolfgang von Goethe
Manufacturer: Adamant Media Corporation
ProductGroup: Book
Binding: Paperback
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ASIN: 1421266997
Release Date: 2001-02-02 |
Book Description
This Elibron Classics book is a facsimile reprint of a 1883 edition by George Bell & Sons, London.
Average customer rating:
- A vital sourcebook on the life and art of the great genius
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Conversations With Eckermann (1823-1832)
Johann Wolfgang Von Goethe
Manufacturer: North Point Pr
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Binding: Paperback
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Goethe, Johann Wolfgang
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ASIN: 0865471487 |
Customer Reviews:
A vital sourcebook on the life and art of the great genius .......2005-01-27
Eckerman is dutiful and respectful. And he asks the great man questions about his art and his view of the world. Goethe is usually very interesting , and gives information and insight which can be gotten nowhere else. In one exhange he for instance explains why his works cannot be ' popular' but are suited for readers are a certain special kind of mind and heart. In another he utters these well known words about his life and art.
"I have ever been esteemed one of Fortune's chiefest favourites; nor will I complain or find fault with the course my life has taken. Yet, truly, there has been nothing but toil and care; and I may say that, in all my seventy-five years, I have never had a month of genuine comfort. It has been the perpetual rolling of a stone, which I have always had to raise anew. My annals will render clear what I now say. The claims upon my activity, both from within and without, were too numerous.
My real happiness was my poetic meditation and production. But how was this disturbed, limited and hindered by my external position! Had I been able to abstain more from public business, and to live more in solitude, I should have been happier, and should have accomplished more as a poet."
This is a vital source book for understanding one of the world's great geniuses.
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Conversations of German Refugees, Wilhelm Meister's Journeyman Years: Or, the Renunciants (Goethe: The Collected Works, Vol. 10)
Johann Wolfgang von Goethe
Manufacturer: Princeton University Press
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Wilhelm Meister's Apprenticeship
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ASIN: 0691043450 |
Book Description
Goethe was a master of the short prose form. His two narrative cycles, Conversations of German Refugees and Wilhelm Meister's Journeyman Years, both written during a high point of his career, address various social issues and reveal his experimentation with narrative and perspective. A traditional cycle of novellas, Conversations of German Refugees deals with the impact and significance of the French Revolution and suggests Goethe's ideas on the social function of his art. Goethe's last novel, Wilhelm Meister's Journeyman Years, is a sequel to Wilhelm Meister's Apprenticeship and to Conversations of German Refugees and is considered to be his most remarkable novel in form.
Book Description
Goethe was a master of the short prose form. His two narrative cycles, Conversations of German Refugees and Wilhelm Meister's Journeyman Years, both written during a high point of his career, address various social issues and reveal his experimentation with narrative and perspective. A traditional cycle of novellas, Conversations of German Refugees deals with the impact and significance of the French Revolution and suggests Goethe's ideas on the social function of his art. Goethe's last novel, Wilhelm Meister's Journeyman Years, is a sequel to Wilhelm Meister's Apprenticeship and to Conversations of German Refugees and is considered to be his most remarkable novel in form. Containing three of Goethe's major prose works, this volume explores a range of themes: unfulfilled love, infidelity, divorce, tragic love, fantasy, and moral rebirth. One of Goethe's best known works, The Sorrows of Young Werther, explores the extremes of the subjective experience through the novel's depiction of a sensitive young man caught up in a love impossible to fulfill. In Elective Affinities, a novel of tragic love, Goethe employs all the requisites of sentimental romance to give a deeply ironic perspective to the idea of love. As the title indicates, Novella examines the possibilities inherent in this genre. Goethe's scientific work is less familiar to the reading public than his poetry, yet his understanding of natural phenomena displays the same sensitivity and brilliance as his depictions of human relationships. Based on Goethe's research in anatomy, botany, physics, chemistry, zoology, meteorology, and geology, these forty selections call upon scientists to develop their perceptions both inwardly and outwardly in pursuing the continuum of nature through an interconnected and living world.
Book Description
1901. With a preface by Eckermann, a German author and scholar as well as Goethe's friend, archivist, and editor. The German poet, dramatist, novelist, translator, scientist and musician, Johann Wolfgang von Goethe was a master of world literature, the author of The Sorrows of Young Werther, Wilhelm Meister and Faust. Nowhere else can one encounter a more penetrating, many-sided and personal Goethe than in this extraordinary volume, which is a record of Goethe's conversation with his secretary, Eckermann, over a ten-year period. See other titles by this author available from Kessinger Publishing.
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