隨機波動金融市場衍生品在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Jean-Pierre Fouque 作者

Cambridge University Press

譯者

2000-7-3 出版日期

201 頁數

29.00元價格

叢書系列

9787510005756 圖書編碼

隨機波動金融市場衍生品在線電子書圖書標籤: 金融金融數學波動率

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發表於2024-07-03

隨機波動金融市場衍生品在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

隨機波動金融市場衍生品在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

隨機波動金融市場衍生品在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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隨機波動金融市場衍生品在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

隨機波動金融市場衍生品在線電子書圖書描述

This book, first published in 2000, addresses problems in financial mathematics of pricing and hedging derivative securities in an environment of uncertain and changing market volatility. These problems are important to investors from large trading institutions to pension funds. It presents mathematical and statistical tools that exploit the bursty nature of market volatility. The mathematics is introduced through examples and illustrated with simulations and the modeling approach that is described is validated and tested on market data. The material is suitable for a one semester course for graduate students who have had exposure to methods of stochastic modeling and arbitrage pricing theory in finance. It is easily accessible to derivatives practitioners in the financial engineering industry.

隨機波動金融市場衍生品在線電子書下載 mobi epub pdf txt 在線電子書下載

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