Pricing Derivative Securities 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Epps, Thomas W. 作者

World Scientific Pub Co Inc

译者

出版日期

627 页数

$ 107.35 价格

HRD

丛书系列

9789812700339 图书编码

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发表于2024-11-24

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Pricing Derivative Securities 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Pricing Derivative Securities 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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This book presets techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools from analysis, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also coveres pricing theory, with emphasis on martingale methods. The chapters are organized around the assumptions made about the dynamics of underlying price processes. Readers begin with simple, discrete-time models that require little mathematical sophistication, proceed to the basic Black-Scholes theory, and then advance to continuous-time models with multiple risk sources. The second edition takes account of the major developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing options by inverting characteristic functions, and models that allow jumps in volatility and Markov-driven changes in regime. The new chapter on interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk.

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