Pricing and Hedging of Derivative Securities 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Lars Tyge Nielsen 作者

Oxford University Press

譯者

1999-9-23 出版日期

464 頁數

USD 125.00 價格

Hardcover

叢書系列

9780198776192 圖書編碼

Pricing and Hedging of Derivative Securities 在線電子書圖書標籤: 金融數學金融工程 stochastic quant Derivatives

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發表於2024-12-23

Pricing and Hedging of Derivative Securities 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Pricing and Hedging of Derivative Securities 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Pricing and Hedging of Derivative Securities 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

Pricing and Hedging of Derivative Securities 在線電子書用戶評價

評分☆☆☆☆☆

個人感覺這本書在rigorous&intuitive之間平衡的不錯，雖然是15年前的書瞭，LIBOR Market Model， SABR什麼的都沒有，但涉及的內容都寫的比較明白，適閤stochastic process和pde都是混混的人。總之是很好的啓濛讀物……這話略裝b瞭

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Pricing and Hedging of Derivative Securities 在線電子書著者簡介

Pricing and Hedging of Derivative Securities 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Pricing and Hedging of Derivative Securities 在線電子書圖書描述

The theory of pricing and hedging of derivative securities is mathematically sophisticated. This book is an introduction to the use of advanced probability theory in financial economics, presenting the necessary mathematics in a precise and rigorous manner. Professor Nielsen concentrates on three main areas: the theory of continuous-time stochastic processes, a notorious barrier to the understanding of probability theory in finance; the general theory of trading, pricing, and hedging in continuous time, using the martingale approach; and a detailed look at the BlackScholes and the Gaussian one-factor models of the term structure of interest rates. His book enables the reader to read the journal literature with confidence, apply the methods to new problems, or to do original research in the field.

Pricing and Hedging of Derivative Securities 在線電子書下載 mobi epub pdf txt 在線電子書下載

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