A Course in Financial Calculus 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Alison Etheridge 作者

Cambridge University Press

譯者

2002-09-16 出版日期

206 頁數

USD 110.00 價格

Hardcover

叢書系列

9780521813853 圖書編碼

A Course in Financial Calculus 在線電子書圖書標籤: 過程簡明經濟學最好有較好的概率統計和隨機過程打底子

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發表於2024-11-15

A Course in Financial Calculus 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

A Course in Financial Calculus 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

A Course in Financial Calculus 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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A Course in Financial Calculus 在線電子書著者簡介

A Course in Financial Calculus 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

A Course in Financial Calculus 在線電子書圖書描述

Finance provides a dramatic example of the successful application of advanced mathematical techniques to the practical problem of pricing financial derivatives. This self-contained 2002 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: proofs in the continuous-time world follow naturally. The Black-Scholes pricing formula is first derived in the simplest financial context. The second half of the book is then 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 valuable feature is the large number of exercises and examples, designed to test technique and illustrate how the methods and concepts can be applied to realistic financial questions.

A Course in Financial Calculus 在線電子書下載 mobi epub pdf txt 在線電子書下載

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