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.
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A unique way for the mathematician to avenge the boredom of society.
评分我来考古，这书几百年没看过了，不是这专业谁看这种书啊，还有刷题的怀疑人生
评分我来考古，这书几百年没看过了，不是这专业谁看这种书啊，还有刷题的怀疑人生
评分A unique way for the mathematician to avenge the boredom of society.
评分It's good, but not that good...
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