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A Course in Financial Calculus 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Alison Etheridge 作者

Cambridge University Press

译者

2002-07-15 出版日期

206 页数

USD 39.99 价格

Paperback

丛书系列

9780521890779 图书编码

A Course in Financial Calculus 在线电子书图书标签: 金融数学金融数学经济 Finance-Mathematics 统计学 kyo 11

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A Course in Financial Calculus 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

A Course in Financial Calculus 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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这本书整体还是不错的，有一点就是该书正部函数符号写在右下角看着实在别扭。该书是随机分析入门书籍难度和sherve stochastic calculus Ⅱ 大致相当，并更具严谨性与规范性。

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A Course in Financial Calculus 在线电子书著者简介

A Course in Financial Calculus 在线电子书图书目录

A Course in Financial Calculus 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

A Course in Financial Calculus 在线电子书图书描述

This text is designed for first courses in financial calculus aimed at students with a good background in mathematics. Key concepts such as martingales and change of measure are introduced in the discrete time framework, allowing an accessible account of Brownian motion and stochastic calculus. The Black-Scholes pricing formula is first derived in the simplest financial context. Subsequent chapters are devoted to increasing the financial sophistication of the models and instruments. The final chapter introduces more advanced topics including stock price models with jumps, and stochastic volatility. A large number of exercises and examples illustrate how the methods and concepts can be applied to realistic financial questions.

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