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02-01-2013
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The Complete Guide to Option Pricing Formulas
Long-established as a definitive resource by Wall Street professionals, The Complete Guide to Option Pricing Formulas has been revised and updated to reflect the realities of today's options markets. The Second Edition contains a complete listing of virtually every pricing formula_ all presented in an easy-to-use dictionary format, with expert author commentary and ready-to-use programming code. The Second Edition of this classic guide now...
Từ khóa: models and formulas,pricing formulas,Excel spreadsheets,VBA code,commodity options,,bảng tính Excel
A nonmeasure theoretic introduction to stochastic processes. Considers its diverse range of applications and provides readers with probabilistic intuition and insight in thinking about problems. This revised edition contains additional material on compound Poisson random variables including an identity which can be used to efficiently compute moments; a new chapter on Poisson approximations; and coverage of the mean time spent in transient...
Từ khóa: Stochastic Processes,nonmeasure theoretic,Mathematics,star graphs,Metropolis algorithm,toán học
An Introduction to Financial Mathematics in Continuous Time
In stochastic analysis in continuous time one usually considers R+ instead of N as the index set describing time, i.e at every time point t R one observes a random variable Xt. Whereas in discrete time one í dealing with random sequences X(t): N - R, in continuous time one is workng with stochastic functions X(t): R+ - R. Thuogh many results obtained in discrete time have a continuous time analogue we have to modify several notions and results
Từ khóa: mathematical modeling,financial markets,trading and arbitrage,market completeness,black and scholes formula,thị trường tài chính
An Introduction to Stochastic Differential Equations Version 1.2
These notes survey, without too many precise details, the basic theory of probability, random differential equations and some applications. Stochastic differential equations is usually, and justly, regarded as a graduate level subject. A really careful treatment assumes the students’ familiarity with probability theory, measure theory, ordinary differential equations, and partial differential equations as well. But as an experiment I...
Từ khóa: asic probability theory,differential equations,Stochastic differential equation,applications of differential equations,ordinary differential equations,partial differential equations,toán học
Principles of finance with excel
This chapter desls with the most basic concepts in finance: future value, present value, and internal rate of return. These concepts tell you how much your money will grow if deposited in a bank (future value), how much promised future payments are worth today (present value), and what percentage rate of return you're getting on your investments (internal rate of return). Financial assets and financial planning always have a time dimension....
Từ khóa: future value,present value,investment amortization,finance,present value,internal rate of return,financial assets,financial planning
Partial Differential Equations and Diffusion Processes
In mathematics, a partial differential equation (PDE) is a differential equation that contains unknown multivariable functions and their partial derivatives. (This is in contrast to ordinary differential equations, which deal with functions of a single variable and their derivatives.) PDEs are used to formulate problems involving functions of several variables, and are either solved by hand, or used to create a relevant computer model. PDEs...
Từ khóa: Partial differential equation,stochastic processes,stochastic calculus,volatility estimation,optimal control,black scholes equation
Stochastic Processes Amir Dembo (revised by Kevin Ross)
These are the lecture notes for a one quarter graduate course in Stochastic Pro-cesses that I taught at Stanford. University in 2002 and 2003. This course is intended for incoming master students in Stanford's Financial Mathematics program, for ad-vanced undergraduates majoring in mathematics and for graduate students from. Engineering, Economics, Statistics or the Business school. One purpose of this text is to prepare students to a rigorous...
Từ khóa: Stochastic Processes,Martingales and stopping times,Brownian motion,Markov,Poisson and Jump processes,Conditional expectation
Statistical Analysis with Excel
Statistical Analysis with Excel Statistical Analysis With Excel Statistical Analysis With Excel Exce for Profess ona s Volume 5 in the series Excell for Professiionalls Volume 1: Excel For Beginners Volume 2: Charting in Excel Volume 3: Excel-- Beyond The Basics Volume 4: Managing & Tabulating Data in Excel Volume 5: Statistical Analysis with Excel Volume 6: Financial Analysis using Excel Published by VJ Books Inc All rights reserved. No...
Từ khóa: statistical analysis with excel,statistical analysis,financial analysis,Excel,excel application,phân tích tài chính trên excel
Trading Comps: - Value based on public multiples (relative value) - Implied value in public securities markets (IPO analysis) - Focused on forward looking EBITDA, EPS or Cash Flow Acquisition Comps - Value based on multiples paid for comparable companies/assets in M&A transactions - Implied value in public and private market - Focused on multiples of historical EBITDA, EPS or Cash Flow DCF - PV of cash flows - “Inherent” or...
Từ khóa: LBO,Private company,Liquidation value,Option value,Discounted Cash Flow,Implied value in public securities markets,Value based on multiples paid for comparable companies,Implied value in public
Handbook for Small Business - Management and Planning Series
In this final decade of the 20th century, small business owners continue to demonstrate their extraordinary capacity to mobilize resources and generate new jobs. There are more than 20 million small businesses in the United States, and each year nearly a quater os the million new ones are stared. Small Business employs six out of every ten people, accounts for the majority of new jobs, is more flexible than big business in responding to...
Từ khóa: mobilize resources,generate new jobs,Business,Management and Planning Series,handbook for small business,quản lý doanh nghiệp