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Introductory mathematics and statistics for Islamic finance / Abbas Mirakhor, Noureddine Krichene.

By: Contributor(s): Material type: TextSeries: Wiley Finance SeriesPublication details: Singapore : John Wiley & Sons Singapore Pte. Ltd., c.2014.Description: xiii, 482 p. : ill. ; 26 cmISBN:
  • 9781118779699
Subject(s): DDC classification:
  • 23 300 MIR
Contents:
Part one: mathematics -- Elementary mathematics -- Functions and models -- Differentiation and integration of functions -- Partial derivatives -- Logarithm, exponential, and trigonometric functions -- Linear algebra -- Differential equations -- Difference equations -- Optimization theory -- Linear programming. Part two: statistics -- Introduction to probability theory: axioms and distributions -- Probability distributions and moment generating functions -- Sampling and hypothesis testing theory -- Regression analysis -- Time series analysis -- Nonstationary time series and unit-root testing -- Vector autoregressive analysis -- Co-integration: theory and applications -- Modeling volatility: ARCH-GARCH models -- Asset pricing under uncertainty -- The consumption-based pricing model -- Brownian motion, risk-neutral processes, and the Black-Scholes model.
Summary: A unique primer on quantitative methods as applied to Islamic finance Introductory Mathematics and Statistics for Islamic Finance + Website is a comprehensive guide to quantitative methods, specifically as applied within the realm of Islamic finance.
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Holdings
Cover image Item type Current library Home library Collection Shelving location Call number Materials specified Vol info URL Copy number Status Notes Date due Barcode Item holds Item hold queue priority Course reserves
Book - Borrowing Central Library First floor Academic Bookshop 300 MIR (Browse shelf(Opens below)) 9154 Available 000033177
Total holds: 0

Index : p. 475-482.

Bibliography : p. 473.

Part one: mathematics -- Elementary mathematics -- Functions and models -- Differentiation and integration of functions -- Partial derivatives -- Logarithm, exponential, and trigonometric functions -- Linear algebra -- Differential equations -- Difference equations -- Optimization theory -- Linear programming. Part two: statistics -- Introduction to probability theory: axioms and distributions -- Probability distributions and moment generating functions -- Sampling and hypothesis testing theory --
Regression analysis -- Time series analysis -- Nonstationary time series and unit-root testing -- Vector autoregressive analysis -- Co-integration: theory and applications -- Modeling volatility: ARCH-GARCH models -- Asset pricing under uncertainty -- The consumption-based pricing model --
Brownian motion, risk-neutral processes, and the Black-Scholes model.

A unique primer on quantitative methods as applied to Islamic finance Introductory Mathematics and Statistics for Islamic Finance + Website is a comprehensive guide to quantitative methods, specifically as applied within the realm of Islamic finance.

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