Gourt > Science > Math > Applications > Mathematical Economics and Financial Mathematics (8)
Mathematics is the discipline that deals with concepts such as quantity, structure, space and change. It evolved, through the use of abstraction and logical reasoning, from counting, calculation, measurement and the study of the shapes and motions of physical objects. Mathematicians explore these and related concepts, aiming to formulate new conjectures and establish their truth by rigorous deduction from appropriately chosen axioms and definitions.
Mathematics is used throughout the world in many fields, including science, engineering, medicine and economics. These fields both inspire and make use of new discoveries in mathematics. New mathematics is also created for its own sake, without any particular application in view, a common practice in the branch known as pure mathematics.
The word "mathematics" is often abbreviated math in the U.S. and Canada and maths in Britain, Ireland and many Commonwealth countries.
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Actuarial Science :: Insurance
Technical Analysis :: Research and Analysis
Economics :: Social Sciences
Business Math For Dummies
Mary Jane Sterling Mon, 30 Jun 2008 04:00:00 -0000
The essential desk reference for every business professional or student This easy-to-understand resource explains complex mathematical concepts and formulas and offers clear examples of how they relate to real-world business situations. Featuring practical practice problems to help readers hone their skills, it covers such key topics as working with percents to calculate increases and decreases, Read More...
Uncertainty in Industrial Practice: A Guide to Quantitative Uncertainty Management
Etienne de Rocquigny (Editor), Dr. Nicolas Devictor (Editor), Dr. Stefano Tarantola (Editor) Mon, 30 Jun 2008 04:00:00 -0000
There is a growing demand from institutional bodies for the justification of industrial methodologies and practices (e.g. safety criteria, environmental protection and control, maintenance and design optimization). Previous books in this area have either been too theoretical, or too specific in their scope. Uncertainty in Industrial Practice aims to provide a practical reference on uncertainty treatment for all types of industry, Read More...
Generalized, Linear, and Mixed Models, 2nd Edition
Charles E. McCulloch, Shayle R. Searle, John M. Neuhaus Mon, 30 Jun 2008 04:00:00 -0000
An accessible and self-contained introduction to statistical models-now in a modernized new edition Generalized, Linear, and Mixed Models, Second Edition provides an up-to-date treatment of the essential techniques for developing and applying a wide variety of statistical models. The book presents thorough and unified coverage of the theory behind generalized, linear, and mixed models and highlights their similarities and differences in various Read More...
Bayesian Approach to Inverse Problems
Jérôme Idier (Editor) Mon, 30 Jun 2008 04:00:00 -0000
Many scientific, medical or engineering problems raise the issue of recovering some physical quantities from indirect measurements; for instance, detecting or quantifying flaws or cracks within a material from acoustic or electromagnetic measurements at its surface is an essential problem of non-destructive evaluation. The concept of inverse problems precisely originates from the idea of inverting the laws of physics to recover a quantity of interest Read More...
Time Series Analysis: Forecasting and Control, 4th Edition
George E. P. Box, Gwilym M. Jenkins, Gregory C. Reinsel Mon, 30 Jun 2008 04:00:00 -0000
This is a revision of a classic, seminal, and authoritative book that has been the model for most books on the topic written since 1970. It focuses on practical techniques throughout, rather than a rigorous mathematical treatment of the subject. It explores the building of stochastic (statistical) models for time series and their use in important areas of application forecasting, model specification, Read More...
Numerical Methods for Ordinary Differential Equations, 2nd Edition
John Butcher Mon, 23 Jun 2008 04:00:00 -0000
Authored by one of the world’s leading authorities on numerical methods this update of one of the standard references on numerical analysis, outlines recent developments in the field and presenting a detailed overview of the area. The only book to provide both a detailed treatment of Runge-Kutta methods and a thorough exposition of general linear methods, it also provides practical guidance on solving equations associated with general linear Read More...
A Calculus of Risk - Article by Gary Stix.
A Study of Option Pricing Models - Kevin Rubash.
Balducci's Actuarial Home Page - Mainly links.
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Cambridge Econometrics - Econometrics Training Services - A flexible portfolio of econometrics training courses designed to meet the needs of business, government and academia.
Meta Description: [ Economic forecasting and Econometric modelling services for industry and goverment. UK Regional and Sectoral,
European Regional and Sectoral, and Energy and Environment forecasting ]
CQF Mathematical Finance Forum - A bulletin board dedicated to financial mathematics, mathematical finance, quantitative finance, and related fields including probability, statistics, econometrics, and optimisation.
Meta Description: [ Mathematical Finance Forum. ]
Derivatives Concepts A-Z - A glossary of derivatives-related terminology.
Devlin's Angle: A Nobel Formula - Article on the Black-Scholes theorem.
International Association of Financial Engineers - University Programs and Courses, mainly Masters-level, in Financial Mathematics and Financial Engineering.
Meta Description: [ The IAFE is the not-for-profit, professional society dedicated to fostering the profession of quantitative finance by providing platforms to discuss the cutting-edge and pivotal issues in the field. ]
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Introduction to Options - A course in 6 chapters jointly developed by the International Finance and Commodities Institute (IFCI) and Axone Services et Developpement SA.
Journal of Finance: Other Finance Related Sites - Web links for those interested in understanding and teaching financial ideas.
Libor Market Model : A New Approach - A two-factor model using recombining binomial tree. Training, consultancy and resources.
Meta Description: [ libor market model, a new approach to the industry standard interest rate model. A two-factor model using recombining binomial tree, it builds a process for LIBOR interest rates, assuming a conditional lognormal process for LIBOR. Price bermudan swaptions. ]
Liebl Method To Solve Financial Mathematics Problems - Detailed lesson with worked examples.
Numerical Pricing of Derivative Claims - Path Integral Monte Carlo Approach. Miloje S. Makivic.
Sidebar on Black-Scholes for Risk Management - Working paper by Philip H. Dybvig and William J. Marshall.
Society for Nonlinear Dynamics and Econometrics - The Society seeks to promote the use of nonlinear methods in economics and finance from both a theoretical and empirical perspective.
Software for EMM (Efficient Method of Moments) - Code and User's Guide for EMM are freely available. Posted versions contain worked examples for estimation of continuous time stochastic differential equations for the short-term interest rate and stock prices.
Stock Options - Animated Tutorial and Analytics - An animated introduction to the Black--Scholes theorem. Includes graphs.
| University of Massachusetts at Amherst, Fellow in Mathematics in Finance, Adjunct Professor of Mathematics at the Courant ... | |
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