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

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Martingale Methods in Financial Modelling pdf epub mobi 圖書描述

This comprehensive and self-contained treatment of the theory and practice of option pricing describes the role of martingale methods in financial modelling. The emphasis is on using arbitrage-free models already accepted by the market as well as on building new ones but in a way that makes them consistent with the finance industry's derivatives pricing practice. Standard calls and puts, together with numerous examples of exotic options such as barriers and quantos, for example on stocks, indices, currencies and interest rates, are analysed. The importance of choosing a convenient numeraire in price calculations is explained. Mathematical and financial language is used so as to bring mathematicians closer to practical problems of finance and to present to the industry useful mathematical tools.

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

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Martingale Methods in Financial Modelling pdf epub mobi 圖書目錄

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發表於2024-06-29

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

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圖書標籤: 金融  martingale  經濟學  quant   

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

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