This lecture note explains the following topics: Modelling Financial Options,
Random Numbers, Uniform Deviates, Fibonacci Generators , Random Numbers from
Other Distributions, Normal Deviates, Sequences of Numbers with Low Discrepancy,
Monte Carlo Methods, Constructing Integrators for SDEs, Monte Carlo Methods for
European Options, Monte Carlo Methods for American Options, Finite-Difference
Methods for American Vanilla Options.
is about analysing financial situation making financial decision setting financial objectives. Topics covered includes: The Finance Function ,
The Investment Decision , Capital Structure Decisions, Dividend Decisions, Management Of Current Assets.
extends the valuation of firm assets and liabilities to cases where they contain
embedded contingent claims, reconciling these option prices of assets and
liabilities with the Capital Asset Pricing Model (CAPM). It also discusses the
role and activity of Hedge Funds since as investment Corporations, they often
make intensive use of options. Topics covered includes: Review of firm valuation
& CAPM, Market Efficiency & Random Walks, Black Scholes, Company liabilities as
options, Options on company liabilities, Bankruptcy costs, tax and optimal
capital structure, Hedging, Agency theory, Mergers and Acquisitions.
note explains the following topics: International Financial Environment,
International Financial Transactions, Gold Standard, Purchasing Power Parity,
Floating and Fixed Exchange Rate Regimes, Currency Boards and Currency Basket
Systems, Features of Foreign Exchange Market, Exchange Rate Arithmetic,
Understanding Merchant Rates, Foreign Exchange Forward Contracts.
Goal of this note is to teach an
introduction relevant for computer scientists, which may be both broader and
shallower than traditional Computational Finance. Topics coverted includes: Derivatives, Time
Series Analysis, Trading, Investment Strategies, Fundamentals of Investing,
Stocks vs. Bonds, Financial Markets, Common Stocks, Stock Prices.
This book covers the following
topics: What Society does for the Laborer, Capital and Labor, Starvation
Wages, One Dollar, Value cannot be given by Government, The Value of Paper
Money, Why has the Greenback any Value, The Mystery of Money, Evil of a
Depreciating Currency: A Few Facts, The Lessons of History, The Public Faith,
The Cause and the Remedy.
objective of this lecture note is to learn the financial tools needed to make
good business decisions and presents the basic insights of corporate finance
theory, but emphasizes the application of theory to real business decisions.
Author(s): Prof. Dirk Jenter and Prof. Katharina Lewellen