Martingale Methods in Financial Modelling 2024 pdf epub mobi 電子書 下載


Martingale Methods in Financial Modelling

簡體網頁||繁體網頁

Martingale Methods in Financial Modelling pdf epub mobi 著者簡介


Martingale Methods in Financial Modelling pdf epub mobi 圖書描述

In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility. In the 3rd printing of the 2nd edition, the second Chapter on discrete-time markets has been extensively revised. Proofs of several results are simplified and completely new sections on optimal stopping problems and Dynkin games are added. Applications to the valuation and hedging of American-style and game options are presented in some detail. The theme of stochastic volatility also reappears systematically in the second part of the book, which has been revised fundamentally, presenting much more detailed analyses of the various interest-rate models available: the authors' perspective throughout is that the choice of a model should be based on the reality of how a particular sector of the financial market functions, never neglecting to examine liquid primary and derivative assets and identifying the sources of trading risk associated. This long-awaited new edition of an outstandingly successful, well-established book, concentrating on the most pertinent and widely accepted modelling approaches, provides the reader with a text focused on practical rather than theoretical aspects of financial modelling.

Martingale Methods in Financial Modelling 2024 pdf epub mobi 電子書 下載

Martingale Methods in Financial Modelling pdf epub mobi 圖書目錄




點擊這裡下載
    


想要找書就要到 本本書屋
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

發表於2024-12-23

Martingale Methods in Financial Modelling 2024 pdf epub mobi 電子書 下載

Martingale Methods in Financial Modelling 2024 pdf epub mobi 電子書 下載

Martingale Methods in Financial Modelling 2024 pdf epub mobi 電子書 下載



喜欢 Martingale Methods in Financial Modelling 電子書 的读者还喜欢


Martingale Methods in Financial Modelling pdf epub mobi 讀後感

評分

評分

評分

評分

評分

類似圖書 點擊查看全場最低價
出版者:Springer
作者:Marek Musiela
出品人:
頁數:636
譯者:
出版時間:2004-11-25
價格:USD 95.00
裝幀:Hardcover
isbn號碼:9783540209669
叢書系列:Stochastic Modelling and Applied Probability

圖書標籤: quant  金融  金融工程  數學  finance  金融數學  Modelling  統計學   


Martingale Methods in Financial Modelling 2024 pdf epub mobi 電子書 下載
想要找書就要到 本本書屋
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

Martingale Methods in Financial Modelling pdf epub mobi 用戶評價

評分

無疑的academic必備參考書之一

評分

無疑的academic必備參考書之一

評分

翻過一下,這些書真心大同小異。

評分

無疑的academic必備參考書之一

評分

挑著讀的,不過可以看齣是很不錯的書。

Martingale Methods in Financial Modelling 2024 pdf epub mobi 電子書 下載


分享鏈接





相關圖書




本站所有內容均為互聯網搜索引擎提供的公開搜索信息,本站不存儲任何數據與內容,任何內容與數據均與本站無關,如有需要請聯繫相關搜索引擎包括但不限於百度google,bing,sogou

友情鏈接

© 2024 onlinetoolsland.com All Rights Reserved. 本本書屋 版權所有