The Mathematics of Banking and Finance

Dennis Cox, Michael Cox

300 pages, parution le 04/05/2006

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Résumé

Throughout banking, mathematical techniques are used. Some of these are within software products or models; mathematicians use others to analyse data. The current literature on the subject is either very basic or very advanced.

The Mathematics of Banking offers an intermediate guide to the various techniques used in the industry, and a consideration of how each one should be approached. Written in a practical style, it will enable readers to quickly appreciate the purpose of the techniques and, through illustrations, see how they can be applied in practice. Coverage is extensive and includes techniques such as VaR analysis, Monte Carlo simulation, extreme value theory, variance and many others.

A practical review of mathematical techniques needed in banking which does not expect a high level of mathematical competence from the reader

Sommaire

Introduction to How to Display Data and the Scatter Plot.
Bar Charts
Histograms
Probability Theory
Standard Terms in Statistics
Sampling
Probability Distribution Functions
Normal Distribution
Comparison of the Means, Sample Sizes and Hypothesis Testing
Comparison of Variances
Chi-squared Goodness of Fit Test
Analysis of Paired Data
Linear Regression
Analysis of Variance
Design and Approach to the Analysis of Data.
Linear Programming: Graphical Method
Linear Programming: Simplex Method.
Transport Problems
Dynamic Programming
Decision Theory
Inventory and Stock Control
Simulation: Monte Carlo Methods.
Reliability: Obsolescence
Project Evaluation
Risk and Uncertainty
Time Series Analysis
Reliability
Value at Risk
Sensitivity Analysis
Scenario Analysis
An Introduction to Neural Networks
Appendix Mathematical Symbols and Notation

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Dennis Cox, Michael Cox
Parution	04/05/2006
Nb. de pages	300
Format	17,5 x 25
Couverture	Relié
Poids	760g
Intérieur	Noir et Blanc
EAN13	9780470014899
ISBN13	978-0-470-01489-9