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Some applications of symmetric cone programming in financial mathematics

• Authors : Ao Li; Levent Tunçel; The Pennsylvania State University CiteSeerX Archives

Subjects: convex optimization; semidefinite programming; second order cone

• Source: http://www.math.uwaterloo.ca/~ltuncel/publications/survey-TOR1.pdf.

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Practices of Financial Mathematics in Security Analysis of Textile and RMG Sector

• Authors : Sanjoy Pal; The Pennsylvania State University CiteSeerX Archives

• Source: http://www.ijmsbr.com/Volume%203%20Issue%2011%20Paper%203.pdf.

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A parabolic problem arising on financial mathematics. Nonlinear Analysis: Real World Applications

• Authors : P. Amster; C. Averbuj; P. De ...

• Source: http://mate.dm.uba.ar/~pdenapo/papers/finance.pdf.

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Postwar Devastation of Financial Mathematics

• Authors : M. Melcer; The Pennsylvania State University CiteSeerX Archives

Subjects: 2. 'Handbook of Merchant; Financial and Insurance Arithmetic; Volume II

• Source: http://www.mff.cuni.cz/veda/konference/wds/contents/pdf09/WDS09_133_m8_Melcer.pdf.

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Author manuscript, published in 'Actuarial and Financial Mathematics, Bruxelles: Belgium (2012)' WHY RUIN THEORY SHOULD BE OF INTEREST FOR INSURANCE PRACTITIONERS AND RISK MANAGERS NOWADAYS

• Authors : Hans U. Gerber; Stéphane Loisel; The Pennsylvania State University CiteSeerX Archives

• Source: http://hal.inria.fr/docs/00/74/62/31/PDF/Gerber-Loisel-AFMATH-2012-preprint.pdf.

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Financial Mathematics Seminar Introduction to Jump Processes

• Authors : Pierre Garreau; The Pennsylvania State University CiteSeerX Archives

• Source: http://www.math.fsu.edu/~pgarreau/files/introjump.pdf.

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Computational Methods in Financial Mathematics Course Project

• Authors : Zhipeng Lin; The Pennsylvania State University CiteSeerX Archives

• Source: http://www.wpi.edu/Pubs/ETD/Available/etd-050509-115331/unrestricted/courseproject.pdf.

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Financial Mathematics

• Authors : Nordia D. Thomas; The Pennsylvania State University CiteSeerX Archives

• Source: http://www.wpi.edu/Pubs/ETD/Available/etd-0503104-183909/unrestricted/DraftThesis2FV.pdf.

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Financial Mathematics

• Authors : Nordia D. Thomas; The Pennsylvania State University CiteSeerX Archives

• Source: http://www.wpi.edu/Pubs/ETD/Available/etd-0503104-183909/unrestricted/thomas.pdf.

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Online at: www.jus.org.uk On One Inverse Problem in Financial Mathematics∗

• Authors : K. Hamza; F. Klebaner; The Pennsylvania State University CiteSeerX Archives

Subjects: option pricing; volatility; stock price

• Source: http://www.cmss.monash.edu.au/assets/files/JUS246-255.pdf.

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