منابع مشابه
Financial Mathematics
The complexity, unpredictability and evolving nature of financial markets continues to provide an enormous challenge to mathematicians, engineers and economists to identify, analyze and quantify the issues and risks they pose. This has led to problems in stochastic analysis, simulation, differential equations, statistics and big data, and stochastic control and optimization (including dynamic g...
متن کاملApplication of Mathematics in Financial Management
The Time Value of Money is a important concept in Financial Management. The Time Value of Money includes the concepts of future value and discounted value or present value. In the present article, the basic notions and illustrate with their application in the field of investment which is presented in the mathematical terms in form of theorems and we also presented the applications of some well ...
متن کاملMathematics of Financial Markets
Mathematical finance is a child of the 20th century. It was born on 29 March 1900 with the presentation of Louis Bachelier’s doctoral dissertation Théorie de la speculation [1]. Now, one hundred years later, it is the basis of a huge industry, at the centre of modern global economic development, and the source of a great deal of interesting mathematics. Further, the theory and applications have...
متن کاملEngineering, Computing and Mathematics
s of Postgraduate Dissertations ................................................................................ 19 Abstracts of Final Year Project Dissertations .......................................................................... 22 s of Final Year Project Dissertations .......................................................................... 22
متن کاملMathematics in Financial Risk Management
The paper gives an overview of mathematical models and methods used in financial risk management; the main area of application is credit risk. A brief introduction explains the mathematical issues arising in the risk management of a portfolio of loans. The paper continues with a formal overview of credit risk management models and discusses axiomatic approaches to risk measurement. We close wit...
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ژورنال
عنوان ژورنال: Applied Stochastic Models and Data Analysis
سال: 1992
ISSN: 8755-0024,1099-0747
DOI: 10.1002/asm.3150080303