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Platen has authored and co-authored five books on numerical methods and quantitative finance. Earlier, he focused on the numerical solution of stochastic differential equations, writing three books on the topic including Numerical Solution of Stochastic Differential Equations with Peter Kloeden, Numerical Solution of SDE Through Computer Experiments with Kloeden and Henri Schurz, and Numerical ...
Feynman–Kac formula; Financial correlation; Financial econometrics; Financial engineering; Financial Modelers' Manifesto; Financial modeling; Finite difference methods for option pricing; Fisher equation; Fokker–Planck equation; Forward measure; Forward volatility; Frictionless market; Fugit; Fundamental theorem of asset pricing; Future value
Statistical finance [1] is the application of econophysics [2] to financial markets. Instead of the normative roots of finance , it uses a positivist framework. It includes exemplars from statistical physics with an emphasis on emergent or collective properties of financial markets.
Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling in the financial field. In general, there exist two separate branches of finance that require advanced quantitative techniques: derivatives pricing on the one hand, and risk and portfolio ...
In Pursuit of the Unknown: 17 Equations That Changed the World is a 2012 nonfiction book by British mathematician Ian Stewart FRS CMath FIMA, published by Basic Books. [3] In the book, Stewart traces the history of the role of mathematics in human history, beginning with the Pythagorean theorem (Pythagorean equation) [4] to the equation that transformed twenty-first century financial markets ...
Econophysics is a non-orthodox (in economics) interdisciplinary research field, applying theories and methods originally developed by physicists in order to solve problems in economics, usually those including uncertainty or stochastic processes and nonlinear dynamics.
Mathematical economics is the application of mathematical methods to represent theories and analyze problems in economics.Often, these applied methods are beyond simple geometry, and may include differential and integral calculus, difference and differential equations, matrix algebra, mathematical programming, or other computational methods.
Financial econometrics is the application of statistical methods to financial market data. [1] Financial econometrics is a branch of financial economics, in the field of economics. Areas of study include capital markets, [2] financial institutions, corporate finance and corporate governance. Topics often revolve around asset valuation of ...