The Mathematics of Financial Derivatives pdf epub mobi txt 電子書 下載2025
- 金融
- finance
- quantitative
- 金融數學
- Mathematics
- Finance-Mathematics
- Finance
- math
- 金融衍生品
- 數學金融
- 期權定價
- 隨機微積分
- 布朗運動
- 伊藤引理
- 風險管理
- 金融工程
- Black-Scholes模型
- 利率模型
具體描述
Finance is one of the fastest growing areas in the modern banking and corporate world. This, together with the sophistication of modern financial products, provides a rapidly growing impetus for new mathematical models and modern mathematical methods; the area is an expanding source for novel and relevant 'real-world' mathematics. In this book the authors describe the modelling of financial derivative products from an applied mathematician's viewpoint, from modelling through analysis to elementary computation. A unified approach to modelling derivative products as partial differential equations is presented, using numerical solutions where appropriate. Some mathematics is assumed, but clear explanations are provided for material beyond elementary calculus, probability, and algebra. Over 140 exercises are included. This volume will become the standard introduction to this exciting new field for advanced undergraduate students.
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遠遠沒有達到預期，這書好像並不適閤我這時候讀
评分教材 怎麼港 這本書我個人覺得還是太單薄瞭 但是要點還是講得還可以
评分jeffy dewyne，，差點忘記感謝Pro Zhu寬宏大量瞭放我一馬瞭，這兩天又復習瞭下。。。原來不懂的還是不懂，祖師爺果然不賞我這口飯啊
评分jeffy dewyne，，差點忘記感謝Pro Zhu寬宏大量瞭放我一馬瞭，這兩天又復習瞭下。。。原來不懂的還是不懂，祖師爺果然不賞我這口飯啊
评分教材 怎麼港 這本書我個人覺得還是太單薄瞭 但是要點還是講得還可以
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