Titlebook: Computational Financial Mathematics using MATHEMATICA?; Optimal Trading in S Srdjan Stojanovic Textbook 2003 S. Stojanovic 2003 Mathematica

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https://doi.org/10.1007/978-3-322-85217-5ons. Their possible exercise date is fixed in advance. On the other hand, the fact is that options that are usually traded on the option market can be exercised at any time before the expiry, although most often they are not. Such options are called American options. As seen so far, the problem of p

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https://doi.org/10.1007/978-3-322-85217-5ng, and trading of stocks and options. Chapter 5 and 6 present some sophisticated ways as to how to analyze the market from the point of view of estimating the perceived stock volatilities. In Chapter 7 it was shown how mathematics and .? can be used for synthesizing the available information about

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https://doi.org/10.1007/978-1-4612-0043-7Mathematica; Options; Portfolio; Portfolio Diversification; Portfolio Optimization; STATISTICA; Stochastic

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Optimal Portfolio Rules,The classical portfolio theory goes back to Markowitz and his mean-variance portfolio theory. Portfolio theory based on stochastic control goes back to Merton’s classical paper in the early 70s [see, e.g., Ch. 5 of 46].

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Computational Financial Mathematics using MATHEMATICA?Optimal Trading in S