
This book provides a beautiful overview of what mathematics and Mathematica can do for finance. Sophisticated theories are presented in a rigorous but user-friendly, practical style, which, with the programming capabilities of Mathematica, help the reader develop good intuition in real trading.
Key features:
* quick introduction to Mathematica provided;
* minimal prerequisites: good understanding of calculus and some differential equations;
* a highly original presentation of optimal portfolio diversification;
* supplementary Mathematica files available for download at http://extras.springer.com/2003/978-0-8176-4197-9/.
The book is designed for instructors and students, and most importantly, will meet the everyday trading needs of the professional---the analytically inclined individual investor who wants to solve various problems encountered when investing and trading in stocks and stock options.
BookComputational Finance An Introductory Course with R