Computational Financial Mathematics Using Mathematica: Trading Stocks and Options

This book provides a beautiful overview of what mathematics and Mathematica can do for finance. Sophisticated theories are presented in a rigorous but user-friendly, practical style, which, with the programming capabilities of Mathematica, help the reader develop good intuition in real trading.

Key features:

* quick introduction to Mathematica provided;

* minimal prerequisites: good understanding of calculus and some differential equations;

* a highly original presentation of optimal portfolio diversification;

* supplementary Mathematica files available for download at http: //extras.springer.com/2003/978-0-8176-4197-9/.

The book is designed for instructors and students, and most importantly, will meet the everyday trading needs of the professional—the analytically inclined individual investor who wants to solve various problems encountered when investing and trading in stocks and stock options.