Introductory mathematics and statistics for Islamic finance / Abbas Mirakhor, Noureddine Krichene.
Material type:![Text](/opac-tmpl/lib/famfamfam/BK.png)
- 9781118779699
- 23 300 MIR
Item type | Current library | Collection | Call number | Vol info | Status | Date due | Barcode | Item holds |
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Central Library First floor | Academic Bookshop | 300 MIR (Browse shelf(Opens below)) | 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.
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