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Description
Mathematical finance and computing are parts of nearly all aspects of everyday life. The discipline has underpinned beneficial modern capabilities, financial modelling, predictive analysis and optimization including search algorithms, financial data visualisation, financial computing, numerical analysis for predictions, and quantitative risk management. Mathematics and computer science are constantly evolving and contributing to most areas of science, engineering and finance; therefore, future generations of mathematical scientists should reassess the increasingly cross-disciplinary nature of the mathematical sciences. Mathematical Finance and Financial Computing with Real-World Applications presents current scientific and technological innovations from leading academics, researchers, and experts across the globe in mathematical sciences and computing.
The volume will discuss new technical ideas and features that can be incorporated into day-to-day life for the benefit of society. A diversified spectrum of scientific advancements is discussed, including applications of stochastics differential equation, numerical analysis, financial computation, computation dynamics, nonlinear optimization, machine learning, and artificial intelligence. Readers will explore diverse ideas and innovations in the field of financial computation and its growing connections to various fields of mathematics and statistics.
This book will benefit young and middle level researchers in quantitative finance, financial computing and quantitative risk management. Professors, students, and researchers working in research areas such as mathematical finance, financial modelling, asset pricing, volatility modelling, risk analysis, predictive modelling, portfolio optimization, statistical finance, financial computing, financial engineering, financial data analysis and data science can use this book to improve their results.
Jimbo Henri Claver, PhD, JSPS Fellow is a Full-Professor, Chair of the Department of Mathematical and Physical Sciences, and Dean French Higher School of Engineering and Commerce (FHSEC) at the Samarkand International University of Technology (SIUT), Uzbekistan. He has over 28 years of teaching experience and numerous publications to his credit, including six books and several book chapters, research articles, and conference proceedings. His research interests include mathematical finance, computational finance, financial modelling, risk analysis, data science, and machine learning.
Jules Sadefo Kamdem, PhD is a full- professor, Chair of the program in Financial Mathematics and Actuary science within the Department of Economics, University of Montpellier, France, with over 22 years of experience in academia. He has published numerous scientific papers in addition to countless conference proceedings and articles in international refereed journals. His research interests include mathematical finance, computational finance, financial modelling, risk analysis and actuary science.
Tesfahun Berhane, PhD is an associate professor in the Department of Mathematics at the Bahir Dar University, Ethiopia. He earned his PhD from the University of Ethiopia, and he has postdoctoral experience from The Institute of Mathematical Sciences, Ethiopia. He has published numerous papers in scientific journals. He is also an editor for several scientific journals. His research interests include computational finance, financial modeming, risk analysis and financial engineering.
Djeutcha Eric, PhD is an assistant professor in the Department of Mathematics at the University of Ngaoundere, Cameroon. He completed his PhD with the University Maroua. His research areas include quantitative finance and option pricing. He has published numerous papers in scientific journals
