Mathematical Models of Financial Derivatives 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Yue-Kuen Kwok 作者

Springer

译者

2008-7-9 出版日期

386 页数

USD 99.00 价格

Hardcover

springer finance 丛书系列

9783540422884 图书编码

Mathematical Models of Financial Derivatives 在线电子书图书标签: Finance

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Mathematical Models of Financial Derivatives 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Mathematical Models of Financial Derivatives 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Mathematical Models of Financial Derivatives 在线电子书著者简介

Mathematical Models of Financial Derivatives 在线电子书图书目录

Mathematical Models of Financial Derivatives 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Mathematical Models of Financial Derivatives 在线电子书图书描述

This second edition of Mathematical Models of Financial Derivatives, now featuring new material, focuses on the valuation principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the equity and fixed income markets are analysed, emphasising aspects of pricing, hedging and practical usage. It presents a self-contained treatment of risk-neutral valuation theory, martingale measure, and tools in stochastic calculus required for the understanding of option pricing theory. Derivative pricing models are solved using various approaches, by martingale pricing theory and partial differential equation methods. This text is targeted to students in mathematical finance. It also serves as a good reference for quantitative analysts and derivative traders in investment banks. The most recent research results and methodologies are made accessible to the reader through the extensive set of exercises at the end of each chapter.

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