Computational Financial Mathematics using Mathematica |  | Author: Srdjan Stojanovic
Publisher: Birkhäuser Boston
List Price: $89.95
Buy New: $67.27
as of 11/8/2009 05:53 CST details
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New (15) Used (17) from $61.45
Seller: allnewbooks
Rating:  4 reviews
Sales Rank: 225338
Media: Hardcover
Edition: 1
Pages: 520
Number Of Items: 1
Shipping Weight (lbs): 1.7
Dimensions (in): 9.3 x 5.9 x 1.2
ISBN: 0817641971
Dewey Decimal Number: 332.632042
EAN: 9780817641979
ASIN: 0817641971
Publication Date: October 4, 2002
Availability: Usually ships in 1-2 business days
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Product Description
CO-PUBLISHED WITH TELOS This book provides a beautiful overview of what mathematics and MATHEMATICA(r) 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: Entire book is on cross-platform CD written in MATHEMATICA * quick introduction to MATHEMATICA provided * minimal prerequisites: good understanding of calculus and some differential equations * a highly original presentation of optimal portfolio diversification. 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.
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| Customer Reviews:
 it is a very action orientied book January 10, 2007
Weigang Feng (Boston, ma, USA)
2 out of 3 found this review helpful
i am planning to carry out the elabaorated calculation and their variations in this book to develop my model based investment strategy.
 Best book on the subject I've read! January 3, 2007
I. Riley Jackson (Schaumburg, IL)
5 out of 6 found this review helpful
I've read a lot about financial math (I'm a physicist and love mathematics). This book is a gift. Just the tips (and code) on using Mathematica to process the data are worth the price alone. I don't buy into the Efficient Market Hypothesis and this book delivers (section 8.2) on fast markets. He correctly looks at the cash balance, something most folks gloss over, and sets up the various symbolic and numerical solutions in a useful way. The language is a bit terse and the structure drove me nuts until I got into the swing of the rhythm of the flow. I am grateful for the language now - we get a detailed look into the mind of someone who just plain KNOWS this subject. The fact you get the whole book as a series of Mathematica notebooks which are executible is a real plus. A few quick changes to the code and you have YOUR problem well on the way to solution. It is practical, explicitly direct, charmingly theoretical and powerfully presented. The only problem is I want a second volume and I want it NOW!
Tough book but very useful August 8, 2006
Neurasthenic (New York City, New York)
6 out of 6 found this review helpful
This book is merciless; very complex, very dense. It is also, however, extremely useful. If Stojanovic were to publish ten more books on the topic, he would probably revolutionize the use of Mathematica in finance. The enclosed CD was also useful; such things are usually worthless but in this case, the book contains so much code that it would not be practical to implement without a digital copy.
The book is certainly a bargain at $70.
Best Book on Finance I have ever read. May 19, 2006
Spyros Travlos
3 out of 3 found this review helpful
Its a tough read, but well worth it, most of the work is origional or is an origional take on what has been done before. A bit like what Hamilitonian mechanics is to Newtonian mechanics
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