Mathematica for Financial Applications Mathematica에 대한 소개와 응용 사례
Mathematica for Financial Applications Mathematica에 대한 소개와 응용 사례 Yu-Sung Chang Wolfram Research, Inc. © 2009 Wolfram Research, Inc. • Terms of Use How Are We: About Wolfram Research Founded by Stephen Wolfram and Theodore Gray Wolfram Research, Inc. Champaign, IL What is Mathematica? 2 Korea2009FinancialPublic_for_PUBLIC.nb What Is Mathematica? Number of Built-in Functions: From 557 to 2500 Features of Mathematica Basic Mathematica Tutorial Korea2009FinancialPublic_for_PUBLIC.nb 3 Basic Arithmetic + 3.27 5.32 ê 3.12 4.97513 1 2 + 3 7 13 21 100 ! 93326215443944152681699238856266700490715968264381621468592963895217599993229915608941463976 156518286253697920827223758251185210916864 000 000 000 000 000 000 000 000 2 2 3 a = 1 + + 7 4 471 196 N@a, 30 D 2.40306122448979591836734693878 Pi π + x y ê z y x + z Linear Algebra 2.0 3.1 −1.1 A = 0.2 −0.29 3.3 −1.5 4.2 4.7 Transpose @AD 882., 0.2, −1.5 <, 83.1, −0.29, 4.2 <, 8−1.1, 3.3, 4.7 << Inverse @AD 880.309722, 0.390433, −0.201646 <, 80.119836, −0.157679, 0.138757 <, 8−0.00824, 0.265511, 0.0244148 << 3.8 0.8 0.1 B = 2.6 3.2 1.7 4 5 4.1 A.B 8811.26, 6.02, 0.96 <, 813.206, 15.732, 13.057 <, 824.02, 35.74, 26.26 << Clear @a, b, c, d, e, f, g, h, i, x, y, zD; a b c A = d e f g h i Transpose @AD êê MatrixForm 4 Korea2009FinancialPublic_for_PUBLIC.nb a d g b e h c f i Inverse @AD êê MatrixForm −f h+e i c h−b i −c e+b f −c e g+b f g+c d h−a f h−b d i+a e i −c e g+b f g+c d h−a f h−b d i+a e i −c e g+b f g+c d h−a f h−b d i+a e i f g−d i −c g+a i c d−a f −c e g+b f g+c d h−a f h−b d i+a e i −c e g+b
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