A Course in Financial Calculus 在線電子書 圖書標籤: 金融數學 金融 數學 經濟 Finance-Mathematics 統計學 kyo 11
發表於2024-12-23
A Course in Financial Calculus 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024
這本書整體還是不錯的,有一點就是該書正部函數符號寫在右下角看著實在彆扭。 該書是隨機分析入門書籍難度和sherve stochastic calculus Ⅱ 大緻相當,並更具嚴謹性與規範性。
評分這本書整體還是不錯的,有一點就是該書正部函數符號寫在右下角看著實在彆扭。 該書是隨機分析入門書籍難度和sherve stochastic calculus Ⅱ 大緻相當,並更具嚴謹性與規範性。
評分被stochastic虐齣屎
評分RMSC4005
評分RMSC4005
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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A Course in Financial Calculus 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024