The 2008 financial crisis was a watershed moment which clearly influenced the public's perception of the role of 'finance' in society. Since 2008, a plethora of books and newspaper articles have been produced accusing the academic community of being unable to produce valid models which can...

1 Linear Inequalities -- 1 Some Fundamental Theorems -- 2 Linear Programming and Matrix Games -- 3 Convex Sets and Convex Cones -- 4 Nonlinear Programming -- 2 Nonnegative Matrices -- 1 The Perron-Frobenius Theorem -- 2 Power-Nonnegative Matrices -- 3 Some Special Matrices -- 1 P-, NP-, PN-, and...

Applied Quantitative Finance presents solutions, theoretical developments and method proliferation for many practical problems in quantitative finance. The combination of practice and theory supported by computational tools is reflected in the selection of topics as well as in a finely tuned...

Basic Probability Theory and Markov Chains -- Estimation Techniques -- Non-Parametric Method of Estimation -- Unit Root, Cointegration and Related Issues -- VAR Modeling -- Time Varying Volatility Models -- State-Space Models (I) -- State-Space Models (II) -- Discrete Time Real Asset Valuation...

This book draws readers’ attention to the financial aspects of daily life at a corporation by combining a robust mathematical setting and the explanation and derivation of the most popular models of the firm. Intended for third-year undergraduate students of business finance, quantitative...

This book offers a comprehensive and readable introduction to modern business and data analytics. It is based on the use of Excel, a tool that virtually all students and professionals have access to. The explanations are focused on understanding the techniques and their proper application, and...

This handbook includes contributions related to optimization, pricing and valuation problems, risk modeling and decision making problems arising in global financial and commodity markets from the perspective of Operations Research and Management Science. The book is structured in three parts,...