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Mirakhor, Abbas.

Introductory mathematics and statistics for Islamic finance / Abbas Mirakhor, Noureddine Krichene. - Singapore : John Wiley & Sons Singapore Pte. Ltd., c.2014. - xiii, 482 p. : ill. ; 26 cm. - Wiley Finance Series .

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.

ISBN: 9781118779699

Nat. Bib. No.: GBB474383 bnb

Nat. Bib. Agency Control No.: 016794509 Uk

Subjects--Topical Terms:
Finance, Public --Islamic countries.
Finance --Statistics.

Subjects--Geographic Terms:

Subjects--Index Terms:

Dewey Class. No.: 300 / MIR