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.
發表於2024-11-12
An Introduction to Financial Option Valuation 2024 pdf epub mobi 電子書 下載
先說好處吧,先第一句話,絕大部分的securities本質上就是option,或者更理論來說都是pure security,嗬嗬,這背後理論倒是很深,除此之外的就是fixed income瞭。所以呢這書其實幫你解決瞭一大堆産品的valuation,這包括barieer option, asian option, accumulator等等好玩的東...
評分先說好處吧,先第一句話,絕大部分的securities本質上就是option,或者更理論來說都是pure security,嗬嗬,這背後理論倒是很深,除此之外的就是fixed income瞭。所以呢這書其實幫你解決瞭一大堆産品的valuation,這包括barieer option, asian option, accumulator等等好玩的東...
評分先說好處吧,先第一句話,絕大部分的securities本質上就是option,或者更理論來說都是pure security,嗬嗬,這背後理論倒是很深,除此之外的就是fixed income瞭。所以呢這書其實幫你解決瞭一大堆産品的valuation,這包括barieer option, asian option, accumulator等等好玩的東...
評分先說好處吧,先第一句話,絕大部分的securities本質上就是option,或者更理論來說都是pure security,嗬嗬,這背後理論倒是很深,除此之外的就是fixed income瞭。所以呢這書其實幫你解決瞭一大堆産品的valuation,這包括barieer option, asian option, accumulator等等好玩的東...
評分先說好處吧,先第一句話,絕大部分的securities本質上就是option,或者更理論來說都是pure security,嗬嗬,這背後理論倒是很深,除此之外的就是fixed income瞭。所以呢這書其實幫你解決瞭一大堆産品的valuation,這包括barieer option, asian option, accumulator等等好玩的東...
圖書標籤: Finance-Mathematics 金融工程 金融 Valuation Option ? 期權 數量金融
比那本option簡單~ 而且和老師課件對應~ 數學渣錶示如果習題有解答就更好瞭
評分這纔是好書好嘛!簡單粗暴有效,邏輯清晰層層遞進環環相扣。最主要的是紙張太精美很有設計感。
評分這纔是好書好嘛!簡單粗暴有效,邏輯清晰層層遞進環環相扣。最主要的是紙張太精美很有設計感。
評分比那本option簡單~ 而且和老師課件對應~ 數學渣錶示如果習題有解答就更好瞭
評分比那本option簡單~ 而且和老師課件對應~ 數學渣錶示如果習題有解答就更好瞭
An Introduction to Financial Option Valuation 2024 pdf epub mobi 電子書 下載