Martingale Methods in Financial Modelling 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Marek Musiela 作者

Springer

譯者

2004-11-25 出版日期

636 頁數

USD 95.00 價格

Hardcover

Stochastic Modelling and Applied Probability 叢書系列

9783540209669 圖書編碼

Martingale Methods in Financial Modelling 在線電子書圖書標籤: quant 金融金融工程數學 finance 金融數學 Modelling 統計學

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發表於2024-12-25

Martingale Methods in Financial Modelling 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Martingale Methods in Financial Modelling 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Martingale Methods in Financial Modelling 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

Martingale Methods in Financial Modelling 在線電子書用戶評價

評分☆☆☆☆☆

挑著讀的，不過可以看齣是很不錯的書。

評分☆☆☆☆☆

這本書的定位有點尷尬。推導方麵講的並不好而且方法過時所以並不是一本值得精讀的書。好處是這本書涵蓋的範圍真的很廣，如果作者願意精簡一些推導，這本書就會是本很不錯的案頭工具書，否則每章的大部分時間都花在熟悉符號和定義上，但其實讀者也許隻是想查一下自己不熟悉領域的公式。

評分☆☆☆☆☆

無疑的academic必備參考書之一

評分☆☆☆☆☆

翻過一下，這些書真心大同小異。

評分☆☆☆☆☆

翻過一下，這些書真心大同小異。

Martingale Methods in Financial Modelling 在線電子書著者簡介

Martingale Methods in Financial Modelling 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Martingale Methods in Financial Modelling 在線電子書圖書描述

In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility. In the 3rd printing of the 2nd edition, the second Chapter on discrete-time markets has been extensively revised. Proofs of several results are simplified and completely new sections on optimal stopping problems and Dynkin games are added. Applications to the valuation and hedging of American-style and game options are presented in some detail. The theme of stochastic volatility also reappears systematically in the second part of the book, which has been revised fundamentally, presenting much more detailed analyses of the various interest-rate models available: the authors' perspective throughout is that the choice of a model should be based on the reality of how a particular sector of the financial market functions, never neglecting to examine liquid primary and derivative assets and identifying the sources of trading risk associated. This long-awaited new edition of an outstandingly successful, well-established book, concentrating on the most pertinent and widely accepted modelling approaches, provides the reader with a text focused on practical rather than theoretical aspects of financial modelling.

Martingale Methods in Financial Modelling 在線電子書下載 mobi epub pdf txt 在線電子書下載

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