Search Results - subject_exact:"Financial mathematics"

Neural networks and ARMA-GARCH models for foreign exchange risk measurement and assessment

Nsengiyumva, Elysee; Mung'atu, Joseph K.; Kayijuka, Idrissa - 2024

Market turnover levels and liquidity changes across various territories significantly influence currency prices, leading to continuous fluctuations. Consequently, traders and investors constantly seek strategies to mitigate exchange rate risks. This study aimed to measure and assess foreign...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015193557

Markov-switching DSGE modeling in RISE

Maih, Junior; Hashimzade, Nigar; Kirsanov, Oleg; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015604809

Lorentz Tranformation is necessarily mathematically linear

Perrin, Olivier - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015605613

Transition dynamics in heterogeneous-agent models and the distributional consequences of taxation

Gutsch, Alexandra; Schult, Christoph - 2026

We study how idiosyncratic income risk shapes the aggregate and distributional effects of labor and capital income taxation in dynamic general equilibrium models. To this end, we compare a heterogeneous-agent (HA) model with uninsurable idiosyncratic labor productivity risk and a...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015651001

A review of mathematical models for pricing, risk, and optimization in cryptocurrency analytics

Dote-Pardo, Jairo; Espinosa-Jaramillo, María Teresa - 2026

The rapid expansion of cryptocurrencies and decentralized finance (DeFi) has redefined global financial systems, creating new challenges in asset pricing, risk measurement, and systemic stability. This study conducts a comprehensive review of 93 peer-reviewed articles published between 2019 and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015652296

Regular and urgent ordering with lateral transshipment in a distribution network with stochastic pre-ordered and peddling demands

Chalida Donjuk; Jirajat Settasuk; Po-ngarm Somkun - 2025

We propose inventory replenishment and lateral transshipment policies for a distribution network. The distribution centers place weekly regular orders and daily urgent orders to the factory. Two classes of stochastic demands, pre-ordered and peddling, cause either backlogging or lost sales when...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015357861

Management mathematics in sport-moneyball and soccer

Reade, J. James; Royle, Darren - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015423273

Exposing gender bias in the mathematics and operational research professions

Tako, Antuela A.; Constantinescu, Corina - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015423316

Numerical calculation of finite-time ruin probabilities in the dual risk model

Cardoso, Rui M. R.; Melo, Andressa C. O. - 2025

In the dual risk model, while the ultimate ruin probability has an exact and straightforward formula, the mathematics becomes significantly more complex when considering a finite time horizon, and the literature on this topic is scarce. As a result, there is a need for numerical approximations....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015467466

Some basic mathematical properties on the von Neumann growth model : a didactic note

Giorgi, Giorgio; Bidard, Christian - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015472488

Addressing underachievement in literacy, mathematics and science

2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015452383

Domain knowledge preservation in financial machine learning : evidence from autocallable note pricing

Ahnouch, Mohammed; Elaachak, Lotfi; Le Saout, Erwan - 2025

Machine learning applications in finance commonly employ feature decorrelation techniques developed for generic statistical problems. We investigate whether this practice appropriately addresses the unique characteristics of financial data, where correlations often encode fundamental economic...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015436793

Stochastic assessment of special-rate life annuities

Olivieri, Annamaria; Tabakova, Daniela - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015593641

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Stochastic assessment of special-rate life annuities

Olivieri, Annamaria; Tabakova, Daniela - 2024

Book / Working Paper

Teaching basic skills : mathematics

2025

Mathematical skills underpin logical thinking, financial literacy and informed decision-making in a technology-driven world. They foster problem-solving, critical thinking and prudent risk-taking, and boost career prospects. Low numerical proficiency limits engagement in science, technology,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015554621

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Teaching basic skills : mathematics

2025

Book / Working Paper

The TAP equation : evaluating combinatorial innovation

Cortês, Marina; Kauffman, Stuart A.; Liddle, Andrew R.; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015583435

Sunlight-heated refugia protect frogs from chytridiomycosis : a mathematical modelling study

Miller, Claire M.; Lydeamore, Michael J.; Flegg, Jennifer A. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015650591

Mathematical economics's forays into Departments of Economics : the case of the University of California, Berkeley

Assaf, Matheus - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015475232

Deep learning in finance : a review of deep hedging and deep calibration techniques

Shinozaki, Yuji - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015559872

Forward-forward mean field games in mathematical modeling with application to opinion formation and voting models

Festa, Adriano; Göttlich, Simone; Ricciardi, Michele - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015515246

Derivatives Applications in Asset Management : From Theory to Practice

2025

Part 1: Derivatives Fundamentals for Asset Managers -- Chapter 1: Introduction -- Chapter 2: Equity Derivatives -- Chapter 3: Bond-Related Derivatives -- Chapter 4: Foreign Exchange Derivatives -- Chapter 5: Volatility Derivatives -- Chapter 6: Managing Volatility and Capturing Returns Through...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015421980

Recent Trends and Developments in Econophysics

2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015324883

Neural networks and ARMA-GARCH models for foreign exchange risk measurement and assessment

Nsengiyumva, Elysee; Mung’atu, Joseph K.; Kayijuka, … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015426143

Formal vs. informal mathematics : assessing numeracy with school and market items in a large sample of school-aged children in North-West Nigeria

Weber, Ann-Charline; Bogler, Lisa; Vollmer, Sebastian - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015064208

Weakly iterative method for solving common fixed point and split common fixed point problems in Hilbert spaces

Kondo, Atsumasa; Takahashi, Wataru - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014549577

A static replication approach for callable interest rate derivatives : mathematical foundations and efficient estimation of SIMM-MVA

Hoencamp, J. H.; Jain, Surbhi; Kandhai, B. D. - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014552078

Synergizing quantitative finance models and market microstructure analysis for enhanced algorithmic trading strategies

Mengshetti, Om; Gupta, Kanishk; Zade, Nilima; Kotecha, Ketan - 2024

In today's complex financial markets, "Algorithmic Trading" has become very important. The study delves into the amalgamation of four pivotal indicators - Relative Strength Index (RSI), Exponential Moving Average (EMA), Volume-Weighted Average Price (VWAP), and Moving Average...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015071775

Multidimensional screening after 37 years

Rochet, Jean-Charles - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015071983

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Multidimensional screening after 37 years

Rochet, Jean-Charles - 2024

Book / Working Paper

Mathematical optimization modelling for group counterfactual explanations

Carrizosa, Emilio; Ramírez-Ayerbe, Jasone; Romero … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015084224

The complementarity of mathematical and verbal skills in university performance

Koivuranta, Matti; Korhonen, Marko; Lehto, Janne - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015085329

Management, mathematics, and management-mathematics : strengthening the link in a turbulent post-pandemic world : editorial

Syntetos, Aris A.; Nikolopoulos, Konstantinos I. - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014526085

Special Issue "Interplay Between Financial and Actuarial Mathematics II"

Constantinescu, Corina; Eisenberg, Julia - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015135921

Optimal annuitization under stochastic interest rates

Dillschneider, Yannick; Maurer, Raimond; Schober, Peter - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015154568

Special issue: data-driven mathematical sciences and econophysics

Tanaka-Yamawaki, Mieko - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015191754

A review of new developments in finance with deep learning : deep hedging and deep calibration

Shinozaki, Yuji - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015053520

Mathematics for Life and Work : A Comparative Perspective on Mathematics to Inform Upper Secondary Reform in England

2024

Engagement and performance in mathematics at the upper secondary level have been the concern of successive governments in England. This report was commissioned as part of the country's policy reflections for transforming how maths is viewed and experienced in England. The report explores...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015630647

On entropy martingale optimal transport theory

Doldi, Alessandro; Frittelli, Marco; Rosazza Gianin, … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015044783

Analyzing the interest rate risk of equity-indexed annuities via scenario matrices

Günther, Sascha; Hieber, Peter - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015049350

Optimal static hedging of variable annuities with volatility-dependent fees

Tang, Junsen - 2024

Variable annuities (VAs) and other long-term equity-linked insurance products are typically difficult to hedge in the incomplete markets. A state-dependent fee tied with market volatility for VAs is designed to contribute the risk-sharing mechanism between policyholders and insurers. Different...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014480918

Dynamics of opinion polarization in a population

Cano Macias, Ricardo; Ruiz Vera, Jorge Mauricio - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014558638

The mathematical aspects of barrier options

Beyazit, Mehmet Fuat - 2026

"This book explains the types of barrier options that are widely traded in Over-the-Counter (OTC) markets and secondary markets. The main objective of the book is to analyze the basic pricing formulae of the different types of barrier options and to produce comprehensive, detailed and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015432015

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The mathematical aspects of barrier options

Beyazit, Mehmet Fuat - 2026

Book / Working Paper

Mathematics and statistics in quantum computing : advancing cybersecurity for modern supply chains

Singh, Rashmi; Singla, Ruchira; Abdelwahed, Amir - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015461344

Risk analysis in finance and insurance

Melʹnikov, Aleksandr V. - 2026 - Third edition

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015582213

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Risk analysis in finance and insurance

Melʹnikov, Aleksandr V. - 2011 - Second edition.

Edition: Second edition.

Book / Working Paper

Risk analysis in finance and insurance

Melʹnikov, Aleksandr V. - 2011 - 2. ed.

Edition: 2. ed.

Book / Working Paper

Risk analysis in finance and insurance

Melʹnikov, Aleksandr V. - 2004

Book / Working Paper

Economic analysis through mathematics : tools and techniques for decision making

Lukač, Zrinka - 2026

Matrices and types of matrices -- Basic matrix operations -- Determinants -- Systems of linear equations -- Vectors and Vector Spaces -- Applications of linear algebra in economics -- Real functions of one real variable -- The concept of a limit -- Continuous functions -- Single-Variable...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015583346

Zak, Eugene J. - 2026

This book uniquely explores popular optimization, presenting fundamental problems from diverse sources. It aims to cultivate a non-traditional problem-solving approach applicable to both optimization and broader contexts. The author introduces optimization models for well-known problems and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015628346

Introduction: what can quantitative finance bring to sustainable finance?

Tankov, Peter; Zhang, Ruixun - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015661664

Derivatives : Mathematical Foundations for Finance Students

French, Declan - 2026

Notation. Preface. Part I: Background 1. Calculus background 2. Statistical background 3. Introduction to derivative securities Part II: Stochastic Calculus 4. Standard Brownian motion 5. Itô formula 6. Stochastic integrals Part III: Pricing Derivatives 7. Geometric Brownian Motion 8. The...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015655115

Handbook of quantitative sustainable finance

2026 - First edition

Cover -- Half Title -- Series Page -- Title Page -- Copyright Page -- Contents -- 1. Introduction: what can quantitative finance bring to sustainable finance? -- 1.1. Modeling approaches -- 1.2. Model governance and model validation -- 1.3. Risk assessment and stress testing -- 1.4. Portfolio...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015582835

Deep learning in quantitative finance

Green, Andrew - 2026

"This book explores deep learning-commonly known as Artificial Intelligence (AI)-and its application to traditional quantitative finance. It emerged from the author's effort to deepen their understanding of the field. With a background in quantitative finance, numerical pricing models, XVA,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015643995

Economic dynamics and distributions : differential equations, optimal control and applications

Brito, Paulo - 2026

This textbook introduces readers to the economic dynamics of growth and distribution and presents dynamic mathematical tools essential to understanding various economic phenomena. From ordinary differential equations to partial differential equations and stochastic differential equations, it...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015628368

Quantitative finance : an introduction to investments, asset pricing, and derivatives

Walden, Johan - 2026

A graduate-level, mathematically rigorous introduction to the tools, methods, and approaches used in contemporary quantitative finance. This book offers a theory-oriented introduction to investments, asset pricing, and derivatives. Designed for a quantitative master’s program in finance, it is...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015636336