发表于2024-12-22
The Concepts and Practice of Mathematical Finance 2024 pdf epub mobi 电子书
图书标签: quant 金融数学 金融/金融工程 金融 金融工程 finance Finance Options,
An ideal introduction for those starting out as practitioners of mathematical finance, this book provides a clear understanding of the intuition behind derivatives pricing, how models are implemented, and how they are used and adapted in practice. Strengths and weaknesses of different models, e.g. Black-Scholes, stochastic volatility, jump-diffusion and variance gamma, are examined. Both the theory and the implementation of the industry-standard LIBOR market model are considered in detail. Each pricing problem is approached using multiple techniques including the well-known PDE and martingale approaches. This second edition contains many more worked examples and over 200 exercises with detailed solutions. Extensive appendices provide a guide to jargon, a recap of the elements of probability theory, and a collection of computer projects. The author brings to this book a blend of practical experience and rigorous mathematical background and supplies here the working knowledge needed to become a good quantitative analyst.
It's good, but not that good...
评分我来考古,这书几百年没看过了,不是这专业谁看这种书啊,还有刷题的怀疑人生
评分It's good, but not that good...
评分我来考古,这书几百年没看过了,不是这专业谁看这种书啊,还有刷题的怀疑人生
评分我来考古,这书几百年没看过了,不是这专业谁看这种书啊,还有刷题的怀疑人生
The Concepts and Practice of Mathematical Finance 2024 pdf epub mobi 电子书