Price: $29.99 - $9.99
(as of Jan 11, 2026 16:50:48 UTC – Details)
Dive into the fascinating intersection of advanced mathematics and financial trading with this comprehensive guide. Designed for both finance professionals and mathematics enthusiasts, this book unlocks the potential of Lie groups, Lie algebras, and symmetry methods to revolutionize trading algorithms. With Python code snippets integrated into each chapter, readers can seamlessly transition from theoretical concepts to practical applications, enhancing their understanding of complex financial systems.
Book Description:
Discover how cutting-edge mathematical frameworks can solve intricate financial problems and refine trading strategies. This book delves into the sophisticated world of Lie groups and Lie algebras, offering a fresh perspective on modeling market dynamics, predicting financial trends, and optimizing trading algorithms. With meticulously designed Python examples, you’ll gain a hands-on grasp of these concepts, enabling you to apply them directly to real-world finance challenges.
Key Features:
Comprehensive exploration of Lie groups and Lie algebras in financeStep-by-step Python implementation for each conceptPractical approach with real-life financial applicationsSuitable for finance professionals, quantitative analysts, and mathematicians
What You Will Learn:
Harness the exponential map for financial modeling to optimize interest calculations and growth predictions.Apply Lie group symmetries to solve stochastic differential equations, boosting trading algorithm efficiency.Utilize Noether’s theorem to identify conserved quantities in trading systems, ensuring stable algorithm development.Decode the intricacies of asset interactions via Lie brackets for superior portfolio optimization.Implement the adjoint representation to transform risk factor models, enhancing risk management tactics.Simplify option pricing models using symmetry reduction, obtaining analytical solutions effortlessly.Model asset correlations with SU(2) Lie groups to understand rotational symmetries in markets.Leverage SO(3) rotations to detect and analyze market trend symmetries.Develop precise interest rate models with sl(2,R) Lie algebra insights.Predict market changes by understanding the infinitesimal generators of market dynamics.Create invariant hedging strategies with group invariant analysis for robust market performance.Model asset distribution and market flows using the Lie-Poisson equation.Solve the Black-Scholes equation using cutting-edge Lie symmetry methods.Enhance volatility models by exploring underlying symmetries in diffusion equations.Classify financial models using Cartan’s method of equivalence to discover efficient trading strategies.Utilize Hamiltonian systems and symplectic geometry to refine economic modeling.Predict market movements better by applying Lie derivatives along flow fields.Adapt trading algorithms with continuous transformation groups in dynamic markets.Decode financial time series data with integrable systems for precise forecasting.Maintain risk assessment consistency through Bianchi identities from geometry.Simplify financial PDEs with symmetry group techniques for streamlined solutions.Use co-adjoint orbits to model price equilibria and assess market price distributions.Translate symmetry groups into optimal asset allocation with coset spaces.Capture nonlinear dynamics in high-frequency trading with Lie algebraic methods.Enhance time series analysis through the dynamics of Lie group flows.Balance risk models with graded Lie algebras, ensuring comprehensive risk assessments.Apply classical Lie algebras for informed modeling of commodity market fluctuations.
ASIN : B0DLV117W3
Accessibility : Learn more
Publication date : November 2, 2024
Language : English
File size : 3.7 MB
Enhanced typesetting : Not Enabled
X-Ray : Not Enabled
Word Wise : Not Enabled
Print length : 363 pages
Format : Print Replica
Page Flip : Not Enabled
Part of series : Richman Computational Economics
Best Sellers Rank: #1,295,118 in Kindle Store (See Top 100 in Kindle Store) #29 in Abstract Algebra (Kindle Store) #179 in Abstract Algebra (Books) #992 in Stock Market Investing (Kindle Store)
Customer Reviews: 3.5 3.5 out of 5 stars (3) var dpAcrHasRegisteredArcLinkClickAction; P.when(‘A’, ‘ready’).execute(function(A) { if (dpAcrHasRegisteredArcLinkClickAction !== true) { dpAcrHasRegisteredArcLinkClickAction = true; A.declarative( ‘acrLink-click-metrics’, ‘click’, { “allowLinkDefault”: true }, function (event) { if (window.ue) { ue.count(“acrLinkClickCount”, (ue.count(“acrLinkClickCount”) || 0) + 1); } } ); } }); P.when(‘A’, ‘cf’).execute(function(A) { A.declarative(‘acrStarsLink-click-metrics’, ‘click’, { “allowLinkDefault” : true }, function(event){ if(window.ue) { ue.count(“acrStarsLinkWithPopoverClickCount”, (ue.count(“acrStarsLinkWithPopoverClickCount”) || 0) + 1); } }); });
