Stochastic Financial Models

Stochastic Financial Models pdf epub mobi txt 電子書 下載2025

出版者:Chapman and Hall/CRC
作者:Douglas Kennedy
出品人:
頁數:264
译者:
出版時間:2010-1-15
價格:USD 69.95
裝幀:Hardcover
isbn號碼:9781420093452
叢書系列:
圖書標籤:
  • 金融 
  • 數學 
  • 教材 
  •  
想要找書就要到 圖書目錄大全
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

Filling the void between surveys of the field with relatively light mathematical content and books with a rigorous, formal approach to stochastic integration and probabilistic ideas, Stochastic Financial Models provides a sound introduction to mathematical finance. The author takes a classical applied mathematical approach, focusing on calculations rather than seeking the greatest generality. Developed from the esteemed author's advanced undergraduate and graduate courses at the University of Cambridge, the text begins with the classical topics of utility and the mean-variance approach to portfolio choice. The remainder of the book deals with derivative pricing. The author fully explains the binomial model since it is central to understanding the pricing of derivatives by self-financing hedging portfolios. He then discusses the general discrete-time model, Brownian motion and the Black-Scholes model. The book concludes with a look at various interest-rate models. Concepts from measure-theoretic probability and solutions to the end-of-chapter exercises are provided in the appendices. By exploring the important and exciting application area of mathematical finance, this text encourages students to learn more about probability, martingales and stochastic integration. It shows how mathematical concepts, such as the Black-Scholes and Gaussian random-field models, are used in financial situations.

具體描述

讀後感

評分

評分

評分

評分

評分

用戶評價

评分

金融計量學教材,二叉樹、布朗運動、B-S模型,資本資産定價模型。

评分

金融計量學教材,二叉樹、布朗運動、B-S模型,資本資産定價模型。

评分

金融計量學教材,二叉樹、布朗運動、B-S模型,資本資産定價模型。

评分

金融計量學教材,二叉樹、布朗運動、B-S模型,資本資産定價模型。

评分

金融計量學教材,二叉樹、布朗運動、B-S模型,資本資産定價模型。

本站所有內容均為互聯網搜索引擎提供的公開搜索信息,本站不存儲任何數據與內容,任何內容與數據均與本站無關,如有需要請聯繫相關搜索引擎包括但不限於百度google,bing,sogou

© 2025 qciss.net All Rights Reserved. 小哈圖書下載中心 版权所有