Financial Calculus 在線電子書 圖書標籤: 金融 Finance quant 金融工程 calculus 數學 金融數學 financial
發表於2024-06-02
Financial Calculus 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024
該書是 a course in financial calculus的前身之作,是英國精算師考試指定教材。對於隨機分析的部分講的還是不錯的。隨機分析與金融數學的入門書籍。
評分輔以其學生的講義最好 部分證明不夠詳細
評分基本的金融數學(隨機微積分)參考書 Baxter和Rennie閤著 原版 first book 和Hull的那本書齊名
評分隻上瞭前四章 英文版中文版夾雜在一起讀 很淺顯易懂 沒有學過隨機過程的也可以很快入門
評分The book does not utilize a lot of stochastic calculus but explains things quite deeply. I believe Martin Baxter is still working in Normura on its prop quant system.
The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skills to make well-judged investment decisions. Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model are described with mathematical precision in a style tailored for market practitioners. Starting from discrete-time hedging on binary trees, continuous-time stock models (including Black-Scholes) are developed. Practicalities are stressed, including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. A full glossary of probabilistic and financial terms is provided. This unique, modern and up-to-date book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders, whether existing or trainees, in investment banks in the major financial centres throughout the world.
这本书,确实只是如封面写的,an introduction。 在书中,作者大部分是用intuitive explanation代替了rigorous mathematics。所以,如果要完全理解Baxter and Rennie的Ideas和details,那需要读不少mathematics……
評分123 123 123 123 主要基于Ito积分,从二叉树开始一直到通用模型,进行了广泛研究和讨论。 作为教材来说水平很高。如果把作者制定的扩展读物修完,那么基础还是打得比较牢固的。
評分这本书,确实只是如封面写的,an introduction。 在书中,作者大部分是用intuitive explanation代替了rigorous mathematics。所以,如果要完全理解Baxter and Rennie的Ideas和details,那需要读不少mathematics……
評分123 123 123 123 主要基于Ito积分,从二叉树开始一直到通用模型,进行了广泛研究和讨论。 作为教材来说水平很高。如果把作者制定的扩展读物修完,那么基础还是打得比较牢固的。
評分123 123 123 123 主要基于Ito积分,从二叉树开始一直到通用模型,进行了广泛研究和讨论。 作为教材来说水平很高。如果把作者制定的扩展读物修完,那么基础还是打得比较牢固的。
Financial Calculus 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024