Partial Differential Equations for Finance
by Robert V. Kohn
Publisher: New York University 2003
Number of pages: 121
An introduction to those aspects of partial differential equations and optimal control most relevant to finance. PDE’s naturally associated to diffusion processes: the forward and backward Kolmogorov equations and their applications. Linear parabolic equations: fundamental solution, boundary value problems, maximum principle, transform methods. Dynamic programming and optimal control: Hamilton-Jacobi-Bellman equation, verification arguments, optimal stopping. Applications to finance will be distributed throughout the course.
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by Robert Alan Hill - BookBoon
The book evaluates Modern Portfolio Theory for future study. We learn why anybody with the software and a reasonable financial education can model portfolios. We learn why investors and not their computers should always interpret their results.
by Arnold S. Wood - Research Foundation Publications
A portfolio of different insights by different authors -- all intended to help us make better choices. Each piece touches on our biases, our embedded beliefs, and considers how these biases and beliefs can help as well as hinder our decisions.
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The purpose of this book is to postulate some theories and test them numerically. It is designed for graduates and researchers who are active in the area of estimation and data sampling applied in financial survey modeling and applied statistics.
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The aim of this book is to stimulate a debate on reforming the global finance. It examines recent problems afflicting the global financial system. It enunciates guiding principles and offers concrete policy measures to create a more stable system.