Computational Financial Mathematics using MATHEMATICA® Optimal Trading in Stocks and Options

Given the explosion of interest in mathematical methods for solving problems in finance and trading, a great deal of research and development is taking place in universities, large brokerage firms, and in the supporting trading software industry. Mathematical advances have been made both analyticall...

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Main Author: Stojanovic, Srdjan
Corporate Author: SpringerLink (Online service)
Format: eBook
Published: Boston, MA Birkhäuser Boston 2003, 2003
Edition:1st ed. 2003
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • Stochastic Differential Equations
  • 2.3 Itô Calculus
  • 2.4 Multivariate and Symbolic Itô Calculus
  • 2.5 Relationship Between SDEs and PDEs
  • 3 European Style Stock Options
  • 3.1 What Are Stock Options?
  • 3.2 Black-Scholes PDE and Hedging
  • 3.3 Solving Black-Scholes PDE Symbolically
  • 3.4 Generalized Black-Scholes Formulas: Time-Dependent Data
  • 4 Stock Market Statistics
  • 4.1 Remarks
  • 4.2 Stock Market Data Import and Manipulation
  • 4.3 Volatility Estimates: Scalar Case
  • 4.4 Appreciation Rate Estimates: Scalar Case
  • 4.5 Statistical Experiments: Bayesian and Non-Bayesian
  • 4.6 Vector Basic Price Model Statistics
  • 4.7 Dynamic Statistics: Filtering of Conditional Gaussian Processes -