The system can't perform the operation now.
Publications - MathFinance
Try again later. Citations per year. Duplicate citations.
The following articles are merged in Scholar. Their combined citations are counted only for the first article. Merged citations. This "Cited by" count includes citations to the following articles in Scholar.
Mathematical Methods for Financial Markets
Add co-authors Co-authors. Upload PDF. Follow this author. It focuses on the historical distribution of the asset returns, as well as the projection of the future distribution of the returns. It compares the studied asset to all other assets in the market in terms of the expected return and expected risk.
It then determines a "fair" price by penalizing the asset for each extra unit of risk. Fundamental analysis uses accounting principles to understand and project the cashflows of the entity which has issued an asset. The entity can be a company issuing stock or a bond, a country issuing a bond or a credit default swap, or an individual issuing a bond or seeking a loan e.
David Bowie's bond.
Fundamental analysis is labor intensive and requires scrutiny of entity's managerial process, competitiveness and operational risks. Also fundamental analysis relies on contrasting the entity against other comparable players in the same cohort and projecting the profitability of the cohort itself. Usually, the cohort is defined as the intersection of all or some of the following sets: the same industry or innovative profile, the same geographic region or strategy of global positioning, the same size, the same type of customers, etc.
Fundamental analysis has made many people rich. Still the results are not quite scalable because every new entity has to be scrutinized all again. Compare this to derivatives pricing financial engineering. Finite Element Methods for Engineers.
Quantitative financial economics: Stocks, bonds and foreign exchange. Mathematical methods for physics.
Refine your editions:
Mathematical Methods for Physicists. Mathematical methods for physicists. Essentials of Foreign Exchange Trading. Mathematical methods for physicists: a concise introduction. Recommend Documents. Avellaneda G.