图书标签: Finance-Mathematics 金融工程 金融 Valuation Option ? 期权 数量金融
发表于2024-12-23
An Introduction to Financial Option Valuation pdf epub mobi txt 电子书 下载 2024
This is a lively textbook providing a solid introduction to financial option valuation for undergraduate students armed with a working knowledge of a first year calculus. Written in a series of short chapters, its self-contained treatment gives equal weight to applied mathematics, stochastics and computational algorithms. No prior background in probability, statistics or numerical analysis is required. Detailed derivations of both the basic asset price model and the Black-Scholes equation are provided along with a presentation of appropriate computational techniques including binomial, finite differences and in particular, variance reduction techniques for the Monte Carlo method. Each chapter comes complete with accompanying stand-alone MATLAB code listing to illustrate a key idea. Furthermore, the author has made heavy use of figures and examples, and has included computations based on real stock market data.
这才是好书好嘛!简单粗暴有效,逻辑清晰层层递进环环相扣。最主要的是纸张太精美很有设计感。
评分这才是好书好嘛!简单粗暴有效,逻辑清晰层层递进环环相扣。最主要的是纸张太精美很有设计感。
评分这才是好书好嘛!简单粗暴有效,逻辑清晰层层递进环环相扣。最主要的是纸张太精美很有设计感。
评分比那本option简单~ 而且和老师课件对应~ 数学渣表示如果习题有解答就更好了
评分这才是好书好嘛!简单粗暴有效,逻辑清晰层层递进环环相扣。最主要的是纸张太精美很有设计感。
先说好处吧,先第一句话,绝大部分的securities本质上就是option,或者更理论来说都是pure security,呵呵,这背后理论倒是很深,除此之外的就是fixed income了。所以呢这书其实帮你解决了一大堆产品的valuation,这包括barieer option, asian option, accumulator等等好玩的东...
评分先说好处吧,先第一句话,绝大部分的securities本质上就是option,或者更理论来说都是pure security,呵呵,这背后理论倒是很深,除此之外的就是fixed income了。所以呢这书其实帮你解决了一大堆产品的valuation,这包括barieer option, asian option, accumulator等等好玩的东...
评分先说好处吧,先第一句话,绝大部分的securities本质上就是option,或者更理论来说都是pure security,呵呵,这背后理论倒是很深,除此之外的就是fixed income了。所以呢这书其实帮你解决了一大堆产品的valuation,这包括barieer option, asian option, accumulator等等好玩的东...
评分先说好处吧,先第一句话,绝大部分的securities本质上就是option,或者更理论来说都是pure security,呵呵,这背后理论倒是很深,除此之外的就是fixed income了。所以呢这书其实帮你解决了一大堆产品的valuation,这包括barieer option, asian option, accumulator等等好玩的东...
评分先说好处吧,先第一句话,绝大部分的securities本质上就是option,或者更理论来说都是pure security,呵呵,这背后理论倒是很深,除此之外的就是fixed income了。所以呢这书其实帮你解决了一大堆产品的valuation,这包括barieer option, asian option, accumulator等等好玩的东...
An Introduction to Financial Option Valuation pdf epub mobi txt 电子书 下载 2024