Financial Markets in Continuous Time 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Rose-Anne Dana 作者

Springer

译者

2003-01-17 出版日期

330 页数

USD 89.95 价格

Hardcover

丛书系列

9783540434030 图书编码

Financial Markets in Continuous Time 在线电子书图书标签: Finance Continuous 英文原版未电 in Time Stochastic Markets

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Financial Markets in Continuous Time 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Financial Markets in Continuous Time 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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书与其他经典书籍重复很多，看看电子版就行。

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书与其他经典书籍重复很多，看看电子版就行。

评分☆☆☆☆☆

书与其他经典书籍重复很多，看看电子版就行。

评分☆☆☆☆☆

书与其他经典书籍重复很多，看看电子版就行。

评分☆☆☆☆☆

书与其他经典书籍重复很多，看看电子版就行。

Financial Markets in Continuous Time 在线电子书著者简介

Financial Markets in Continuous Time 在线电子书图书目录

Financial Markets in Continuous Time 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Financial Markets in Continuous Time 在线电子书图书描述

In modern financial practice, asset prices are modelled by means of stochastic processes, and continuous-time stochastic calculus thus plays a central role in financial modelling. This approach has its roots in the foundational work of the Nobel laureates Black, Scholes and Merton. Asset prices are further assumed to be rationalizable, that is, determined by equality of demand and supply on some market. This approach has its roots in the foundational work on General Equilibrium of the Nobel laureates Arrow and Debreu and in the work of McKenzie. This book has four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optimal portfolio and consumption choice, and for obtaining the yield curve and pricing interest rate products. The third part recalls some concepts and results of general equilibrium theory, and applies this in financial markets. The last part is more advanced and tackles market incompleteness and the valuation of exotic options in a complete market.

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