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.
發表於2025-01-09
The Mathematics of Financial Derivatives 2025 pdf epub mobi 電子書 下載
圖書標籤: 金融 finance quantitative 金融數學 Mathematics Finance-Mathematics Finance math
這門考過瞭,雖然我沒讀完整本書,我已經把它扔地上瞭
評分PDE approach。
評分教材 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
評分a cambridge guy wrote it before 1995
評分教材 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
The Mathematics of Financial Derivatives 2025 pdf epub mobi 電子書 下載