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.
具體描述
讀後感
評分
評分
評分
評分
用戶評價
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。
评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。
评分RMSC4005
评分被stochastic虐齣屎
评分...
相關圖書
本站所有內容均為互聯網搜索引擎提供的公開搜索信息，本站不存儲任何數據與內容，任何內容與數據均與本站無關，如有需要請聯繫相關搜索引擎包括但不限於百度，google,bing,sogou 等
© 2025 qciss.net All Rights Reserved. 小哈圖書下載中心 版权所有