Financial Calculus 2024 pdf epub mobi 电子书

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发表于2024-12-22

Financial Calculus 2024 pdf epub mobi 电子书

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Financial Calculus 电子书读后感

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123 123 123 123 主要基于Ito积分，从二叉树开始一直到通用模型，进行了广泛研究和讨论。作为教材来说水平很高。如果把作者制定的扩展读物修完，那么基础还是打得比较牢固的。

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这本书，确实只是如封面写的，an introduction。在书中，作者大部分是用intuitive explanation代替了rigorous mathematics。所以，如果要完全理解Baxter and Rennie的Ideas和details，那需要读不少mathematics……

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出版者:Cambridge University Press

作者:Martin Baxter

出品人:

页数:233

译者:

出版时间:1996-9-28

价格:USD 92.00

装帧:Hardcover

isbn号码:9780521552899

丛书系列:

图书标签: 金融 Finance quant 金融工程 calculus 数学金融数学 financial

Financial Calculus 2024 pdf epub mobi 电子书图书描述

The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skills to make well-judged investment decisions. Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model are described with mathematical precision in a style tailored for market practitioners. Starting from discrete-time hedging on binary trees, continuous-time stock models (including Black-Scholes) are developed. Practicalities are stressed, including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. A full glossary of probabilistic and financial terms is provided. This unique, modern and up-to-date book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders, whether existing or trainees, in investment banks in the major financial centres throughout the world.

Financial Calculus 2024 pdf epub mobi 电子书

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Financial Calculus 2024 pdf epub mobi 用户评价

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The book does not utilize a lot of stochastic calculus but explains things quite deeply. I believe Martin Baxter is still working in Normura on its prop quant system.

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read and study

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The book does not utilize a lot of stochastic calculus but explains things quite deeply. I believe Martin Baxter is still working in Normura on its prop quant system.

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基本的金融数学（随机微积分）参考书 Baxter和Rennie合著原版 first book 和Hull的那本书齐名

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Another foundation

Financial Calculus 2024 pdf epub mobi 电子书