Pricing the Future 在线电子书 图书标签: 经济学 英文 原版 Derivatives
发表于2024-11-28
Pricing the Future 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024
BSM前的三百年
评分BSM前的三百年
评分BSM前的三百年
评分价格朝所有价格概率扩散的过程还和布朗运动热流有关系??看到这里我就脑子不行了 果然上升的一切进入物理物理进入数学数学进入哲学神学
评分价格朝所有价格概率扩散的过程还和布朗运动热流有关系??看到这里我就脑子不行了 果然上升的一切进入物理物理进入数学数学进入哲学神学
George G. Szpiro is a mathematician, financial economist, and journalist. He is the Israel correspondent of the Swiss daily Neue Zürcher Zeitung and has published in Science, Nature, and the Jerusalem Report. He is the author of Kepler’s Conjecture, The Secret Life of Numbers, Poincaré’s Prize, and Numbers Rule. He lives in Switzerland.
Options have been traded for hundreds of years, but investment decisions were based on gut feelings until the Nobel Prize–winning discovery of the Black-Scholes options pricing model in 1973 ushered in the era of the “quants.” Wall Street would never be the same.
In Pricing the Future, financial economist George G. Szpiro tells the fascinating stories of the pioneers of mathematical finance who conducted the search for the elusive options pricing formula. From the broker’s assistant who published the first mathematical explanation of financial markets to Albert Einstein and other scientists who looked for a way to explain the movement of atoms and molecules, Pricing the Future retraces the historical and intellectual developments that ultimately led to the widespread use of mathematical models to drive investment strategies on Wall Street.
要想找到实际操作指南的我失望了,但是对于了解探索期权定价的思维脉络以及获得一些启发是很有益处的。返回来再看《投资思想史》,有相当新的体会。特别是期权定价的公式与布朗运动、热力学方程联系在一起。给了我们很多启发。数学与自然是有对应的,很多时候,只是我们没有发...
评分 评分 评分从第六章开始渐入佳境。怎么没有人用这样的方式讲我的大学课程呢?将人物八卦,和他们的成果,还有几代人的逐渐的智力演化、智力交锋、智力传承融合在一起。画龙点睛的说出每一个重要的智力成果在最后的应用。这样写,更突出了文献检索的重要性。没有这些东西,怎么能看出...
评分Pricing the Future 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024