The Concepts and Practice of Mathematical Finance pdf epub mobi txt 电子书 下载 2025
- quant
- 金融数学
- 金融/金融工程
- 金融
- 金融工程
- finance
- Finance
- Options,
An ideal introduction for those starting out as practitioners of mathematical finance, this book provides a clear understanding of the intuition behind derivatives pricing, how models are implemented, and how they are used and adapted in practice. Strengths and weaknesses of different models, e.g. Black-Scholes, stochastic volatility, jump-diffusion and variance gamma, are examined. Both the theory and the implementation of the industry-standard LIBOR market model are considered in detail. Each pricing problem is approached using multiple techniques including the well-known PDE and martingale approaches. This second edition contains many more worked examples and over 200 exercises with detailed solutions. Extensive appendices provide a guide to jargon, a recap of the elements of probability theory, and a collection of computer projects. The author brings to this book a blend of practical experience and rigorous mathematical background and supplies here the working knowledge needed to become a good quantitative analyst.
具体描述
读后感
评分
评分
评分
评分
用户评价
A unique way for the mathematician to avenge the boredom of society.
评分适合和红皮书题集一起刷 能看出Joshi的个人思路一脉相承!
评分It's good, but not that good...
评分A unique way for the mathematician to avenge the boredom of society.
评分适合和红皮书题集一起刷 能看出Joshi的个人思路一脉相承!
相关图书
本站所有内容均为互联网搜索引擎提供的公开搜索信息，本站不存储任何数据与内容，任何内容与数据均与本站无关，如有需要请联系相关搜索引擎包括但不限于百度，google,bing,sogou 等
© 2025 book.wenda123.org All Rights Reserved. 图书目录大全 版权所有