The Mathematics of Financial Derivatives pdf epub mobi txt 电子书 下载 2025
- 金融
- finance
- quantitative
- 金融数学
- Mathematics
- Finance-Mathematics
- Finance
- math
Finance is one of the fastest growing areas in the modern banking and corporate world. This, together with the sophistication of modern financial products, provides a rapidly growing impetus for new mathematical models and modern mathematical methods; the area is an expanding source for novel and relevant 'real-world' mathematics. In this book the authors describe the modelling of financial derivative products from an applied mathematician's viewpoint, from modelling through analysis to elementary computation. A unified approach to modelling derivative products as partial differential equations is presented, using numerical solutions where appropriate. Some mathematics is assumed, but clear explanations are provided for material beyond elementary calculus, probability, and algebra. Over 140 exercises are included. This volume will become the standard introduction to this exciting new field for advanced undergraduate students.
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这门考过了，虽然我没读完整本书，我已经把它扔地上了
评分教材 怎么港 这本书我个人觉得还是太单薄了 但是要点还是讲得还可以
评分a cambridge guy wrote it before 1995
评分PDE approach。
评分a cambridge guy wrote it before 1995
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