Introductory mathematics and statistics for Islamic finance / Abbas Mirakhor, Noureddine Krichene.
By: Mirakhor, Abbas
Contributor(s): Krichene, NoureddineMaterial type: TextSeries: Wiley Finance SeriesPublisher: Singapore : John Wiley & Sons Singapore Pte. Ltd., c.2014Description: xiii, 482 p. : ill. ; 26 cmISBN: 9781118779699 Subject(s): Finance, Public -- Islamic countries | Finance -- Statistics | | BAEPS, Business Administration August 2016 | Management and Business StudiesDDC classification: 300
|Item type||Current location||Collection||Call number||Vol info||Status||Date due||Barcode||Item holds|
|Book - Borrowing||Central Library First floor||Academic Bookshop||300 MIR (Browse shelf)||9154||Available||000033177|
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.