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Computational Financial Mathematics using MATHEMATICA®: Optimal Trading in Stocks and Options By Srdjan Stojanovic
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- Sales Rank: #1192629 in Books
- Published on: 2013-05-17
- Original language: English
- Number of items: 1
- Dimensions: 9.21" h x 1.00" w x 6.14" l, 1.52 pounds
- Binding: Paperback
- 481 pages
Review
"Stojanovic offers an excellent, user-friendly presentation of advanced mathematical techniques and Mathematica programming for solving problems in finance and trading. He demonstrates the value of probability, mathematical statistics, calculus of variations, and optimal control of stochastic, ordinary and partial differential equations to the study of market analysis. Solutions are computed symbolically, numerically, or by means of Monte-Carlo simulations.... A very useful and valuable book for researchers, students, professionals, and individual investors." ―Choice
"It is an innovative approach and is very useful for students and practitioners in finance to learn how to use mathematics for investment analysis." ―Mathematical Reviews
"This book is a state-of-the-art introduction to the mathematics of computational finance. The author reviews and extends several recent breakthroughs and also provides new material, which is highly recommended. The novel use of Mathematica enhances the learning experience by letting the reader focus on the essential ideas. I thoroughly recommend this book to both students and practitioners." ―Peter Carr, Courant Institute, New York University
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