Illustrating Finance Policy with Mathematica (Quantitative Perspectives on Behavioral Economics and Finance) （2018）

Georgakopoulos, Nicholas L.

Springer International Publishing AG（2018/09発売）

• 製本 Hardcover:ハードカバー版／ページ数 226 p.
• 言語 ENG
• 商品コード 9783319953717
• DDC分類 332

Full Description

Students in various disciplines—from law and government to business and health policy—need to understand several quantitative aspects of finance (such as the capital asset pricing model or financial options) and policy analysis (e.g., assessing the weight of probabilistic evidence) but often have little quantitative background. This book illustrates those phenomena and explains how to illustrate them using the powerful visuals that computing can produce. Of particular interest to graduate students and scholars in need of sharper quantitative methods, this book introduces the reader to Mathematica, enables readers to use Mathematica to produce their own illustrations, and places specific emphasis on finance and policy as well as the foundations of probability theory.

Contents

1. The Non-Graphical Foundation: Coase and the Law's Irrelevance.- 2. Introduction to Mathematica: Hello World in Text and Graphics.- 3. The Mathematical Frontier: Trigonometry, Derivatives, Optima, Differential Equations.- 4. Money and Time.- 5. The Capital Asset Pricing Model.- 6. Options.- 7. Illustrating Statistical Data.- 8. Probability Theory: Imperfect Observations.- 9. Financial Statements and Mergers.- 10. Aversion to Risk.- 11. Financial Crisis Contagion.