自三十多年前Black和Scholes的开创性工作出现以来,金融数学这个现代学科无论在理论还是实践方面都经历了巨大发展。《金融数学引论(英文版)》旨在介绍部分基础理论,使得学生和研究人员了解后能够阅读更高级的教科书和研究文章。
《金融数学引论(英文版)》一开始讨论了欧式和美式衍生产品在离散二叉树模型(即离散时间和离散状态)下套期保值和定价的基本思想的发展,然后介绍了一个一般的离散有限市场模型,并在此场合中证明了资产定价的一些基本定理。概率论中的诸如条件期望、滤波、(超)鞅、等价鞅测度、鞅表示等工具,在这个简单的离散框架下被首次用到,从而搭建了通向连续(时间和状态)场合的桥梁,后者需要布朗运动和随机分析的概念。连续场合中*简单的模型是著名的Black-Scholes模型,欧式和美式衍生产品的定价和套期保值因此有所发展。《金融数学引论(英文版)》*后介绍了连续市场模型的一些基本定理,这个模型在多个方面推广了简单Black-Scholes模型。
"synopsis" may belong to another edition of this title.
£ 3.34 shipping within U.S.A.
Destination, rates & speedsSeller: Tacoma Book Center, Tacoma, WA, U.S.A.
Paperback. Condition: Fair. Dust Jacket Condition: No Dustjacket. First Edition. ISBN 9787111561507. Trade Paperback. First edition thus. Introduction in Chinese; text in English. TIGHT SOUND READING COPY ONLY DUE TO heavy wear to pages. No Signature. Seller Inventory # 4217616
Quantity: 1 available
Seller: liu xing, Nanjing, JS, China
paperback. Condition: New. Language:Chinese.Paperback. Pub Date: 2017-03-01 Pages: 498 Publisher: mechanical industry press the linear algebra (English version 9) combining with an instance of a large number of applications and detailed introduce the basic concepts of linear algebra. basic theorem and knowledge. the main contents include: matrix and equations. the determinant. the vector space. linear transformation. orthogonality. characteristic value and numerical linear algebra. Seller Inventory # DO043665
Quantity: 3 available