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

By: Contributor(s): Material type: TextTextSeries: 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
Item type Current library Collection Call number Vol info Status Date due Barcode Item holds
Book - Borrowing 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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