ISBN 9787111561507. Trade Paperback. First edition thus. Introduction in Chinese; text in English. TIGHT SOUND READING COPY ONLY DUE TO heavy wear to pages.

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Bibliographic Details

Title

Linear Algebra With Applications- Ninth Ed. Chinese

Publisher

Pearson

Publication Date

2017

ISBN 10

7111561503

ISBN 13

9787111561507

Binding

Paperback

Edition

First Edition.

Condition

Fair

Dust Jacket Condition

No Dustjacket

Signed

No Signature

Seller catalogs

Mathematics

About this title

Synopsis

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。

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