Mathematical Finance with Applications

Mathematical Finance with Applications

Mathematical finance plays a vital role in many fields within finance and provides the theories and tools that have been widely used in all areas of finance. Knowledge of mathematics, probability, and statistics is essential to develop finance theories and test their validity through the analysis of...

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Bibliographic Details
Format: eBook
Language:English
Published: Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute 2020
Subjects:
Collecting coins, banknotes, medals and other related items
applications
artificial neural network
auto-regressive integrated moving average
bivariate first-degree stochastic dominance (BFSD)
capital structure
causality tests
chi-square test
Chinese stock market crash
cluster analysis
conditional value-at-risk
copulas
correlation loving (CL)
CVaR
CVaR estimation
density functions
dependence structures
deviation
distribution functions
equity index networks
equity option pricing
error
ES
expected shortfall
factor models
finance
financial models
firm performance
hedge ratios
investment home bias (IHB)
jumps
keeping up with the Joneses (KUJ)
leverage
linear programming
linear regression
long-term debt
machine learning
mathematics
minimization
multi-factor model
OLS and ridge regression model
optimal weights
portfolio safeguard
probability
PSG
python
quadrangle
quantile
quotient of random variables
regression
regret
return spillover
risk
risk factors
shock spillover
statistics
stochastic process-geometric Brownian motion
stochastic volatility
stock price prediction
superquantile
US financial crisis
VaR
volatility spillover
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Internet

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