Name: Computational Financial Mathematics Using Mathematica Optimal Trading In Stocks And Options: Optimal Trading in Stocks and Options
ISBN: 9781461200437

Book information

Authors: Srdjan Stojanovic verified identity
First published: 2013
Editions known: 2
Publishers: Birkhäuser Boston
ISBN-13: 9781461200437, 9781461265863
Main topics: Mathematical Finance, Numerical Methods
Also covers: Portfolio Optimization, Quantitative Finance, Stochastic Calculus
Related site topics: Portfolio Optimization, Stochastic Control & Optimal Stopping

Overview

Computational Financial Mathematics Using Mathematica Optimal Trading In Stocks And Options is a book by Srdjan Stojanovic, first published in 2013. In this catalogue it is classified mainly under Mathematical Finance and Numerical Methods, with secondary coverage of Portfolio Optimization, Quantitative Finance and Stochastic Calculus.

Audience and depth. The rule-based model places its mathematical difficulty at advanced level (7/10); readers are typically expected to know calculus, differential equations, linear algebra, numerical analysis, optimization, probability theory and stochastic processes.

Orientation. The theory-versus-practice balance could not be determined from metadata. The archive holds 6 papers whose topics and vocabulary overlap with this book; those links are inferred (see the research connections below).

How to read this page. Topics, difficulty, prerequisites and orientation are model-derived (rule-based, rule_based_v1) from bibliographic metadata such as title, subject headings and edition data. They were not produced by reading the book and are not a review. Relevance confidence is 99% and difficulty confidence is 95%; the catalogue lists no ratings or awards.

Research assessment

Rule-based and model-derived from metadata (title, subject headings, edition data). These are not reviews or ratings; see the evidence below.

Quant-finance relevance	69/100 confidence 99% Score 69.2/100. Strongest: quant_relevance 1.00, technical_depth 0.71; weakest: practical_applicability 0.25. Evidence: title:'financial mathematics', subjects:'quantitative finance', openalex_topics:'portfolio optimization'.
Mathematical difficulty	Advanced (7/10) confidence 95%
Prerequisites	calculus, differential equations, linear algebra, numerical analysis, optimization, probability theory, stochastic processes
Metadata quality	99%

Difficulty evidence (8 signals)

calculus matched in ol_description: “multivariable”
mathematical_finance_core matched in title: “financial mathematics”
numerical_methods matched in ol_description: “numerical methods”
optimization matched in openalex_topics: “optimization”
probability_basics matched in subjects: “probability”
sde_pde matched in ol_description: “pdes”
sde_pde matched in subjects: “partial differential equations”
stochastic_processes matched in openalex_topics: “stochastic processes”

Research connections

Related papers on this site

Similarity of research area (shared vocabulary, topics and methods). Not citations: the paper does not necessarily cite this book.

Hamilton-Jacobi-Bellman Equation Arising from Optimal Portfolio Selection Problem Topic similarity inferred similarity 0.47
Extended HJB Equation for Mean-Variance Stopping Problem: Vanishing Regularization Method Topic similarity inferred similarity 0.47
Optimal control problems for stochastic processes with absorbing regime Topic similarity inferred similarity 0.41
From Portfolio Optimization to Quantum Blockchain and Security: A Systematic Review of Quantum Computing in Finance Topic similarity inferred similarity 0.41
Optimal Trading in Automated Market Makers with Deep Learning Topic similarity inferred similarity 0.40
Optimal control of stochastic delay differential equations and applications to path-dependent financial and economic models Topic similarity inferred similarity 0.40

Methods covered

Optimization Methods inferred

Similar books

Neutral and Indifference Portfolio Pricing, Hedging and Investing inferred similarity 0.76
Stochastic Integration in Banach Spaces inferred similarity 0.74
Contemporary Quantitative Finance inferred similarity 0.71
Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE inferred similarity 0.71
Handbook of Computational and Numerical Methods in Finance inferred similarity 0.67

Author profiles

Srdjan Stojanovic verified identity

External resources

Open Library
DOI
Search on Amazon (ISBN-13 9781461265863) (search link; may be an affiliate link)

Relationship graph

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