Stochastic Methods in Asset Pricing 2024 pdf epub mobi 电子书


Stochastic Methods in Asset Pricing

简体网页||繁体网页

Stochastic Methods in Asset Pricing 2024 pdf epub mobi 电子书 著者简介

Andrew Lyasoff is affiliated with the Mathematical Finance Program at Boston University's Questrom School of Business.


Stochastic Methods in Asset Pricing 电子书 图书目录




点击这里下载
    


想要找书就要到 本本书屋
立刻按 ctrl+D收藏本页
你会得到大惊喜!!

发表于2024-11-09

Stochastic Methods in Asset Pricing 2024 pdf epub mobi 电子书

Stochastic Methods in Asset Pricing 2024 pdf epub mobi 电子书

Stochastic Methods in Asset Pricing 2024 pdf epub mobi 电子书



喜欢 Stochastic Methods in Asset Pricing 电子书 的读者还喜欢


Stochastic Methods in Asset Pricing 电子书 读后感

评分

评分

评分

评分

评分

类似图书 点击查看全场最低价
出版者:The MIT Press
作者:Andrew Lyasoff
出品人:
页数:632
译者:
出版时间:2017-8-25
价格:USD 75.00
装帧:Hardcover
isbn号码:9780262036559
丛书系列:

图书标签: 金融  数学  金融工程  资产定价  经济,政治和历史  数学和计算机  pricing  Asset   


Stochastic Methods in Asset Pricing 2024 pdf epub mobi 电子书 图书描述

This book presents a self-contained, comprehensive, and yet concise and condensed overview of the theory and methods of probability, integration, stochastic processes, optimal control, and their connections to the principles of asset pricing. The book is broader in scope than other introductory-level graduate texts on the subject, requires fewer prerequisites, and covers the relevant material at greater depth, mainly without rigorous technical proofs. The book brings to an introductory level certain concepts and topics that are usually found in advanced research monographs on stochastic processes and asset pricing, and it attempts to establish greater clarity on the connections between these two fields.

The book begins with measure-theoretic probability and integration, and then develops the classical tools of stochastic calculus, including stochastic calculus with jumps and Lévy processes. For asset pricing, the book begins with a brief overview of risk preferences and general equilibrium in incomplete finite endowment economies, followed by the classical asset pricing setup in continuous time. The goal is to present a coherent single overview. For example, the text introduces discrete-time martingales as a consequence of market equilibrium considerations and connects them to the stochastic discount factors before offering a general definition. It covers concrete option pricing models (including stochastic volatility, exchange options, and the exercise of American options), Merton's investment--consumption problem, and several other applications. The book includes more than 450 exercises (with detailed hints). Appendixes cover analysis and topology and computer code related to the practical applications discussed in the text.

Stochastic Methods in Asset Pricing 2024 pdf epub mobi 电子书

Stochastic Methods in Asset Pricing 2024 pdf epub mobi 电子书
想要找书就要到 本本书屋
立刻按 ctrl+D收藏本页
你会得到大惊喜!!

Stochastic Methods in Asset Pricing 2024 pdf epub mobi 用户评价

评分

教材

评分

这本书俺读的头发都快没了

评分

教材

评分

可能是本人水平不够加没用心吧 雷老师还是那个很负责的雷老师

评分

可能是本人水平不够加没用心吧 雷老师还是那个很负责的雷老师

Stochastic Methods in Asset Pricing 2024 pdf epub mobi 电子书


分享链接









相关图书




本站所有内容均为互联网搜索引擎提供的公开搜索信息,本站不存储任何数据与内容,任何内容与数据均与本站无关,如有需要请联系相关搜索引擎包括但不限于百度google,bing,sogou

友情链接

© 2024 onlinetoolsland.com All Rights Reserved. 本本书屋 版权所有