羅伯特·R.雷伊塔諾,美國布蘭迪斯大學應用金融學教授,麻省理工大學數學博士學位,曾任John Hancock/Manulife公司的執行副總裁及首席投資顧問,在金融及數學方麵具有深厚的學術背景並且有多年的理論實踐經驗。 馬博,中國社會科學院研究生院數量經濟學博士研究生,碩士畢業於中國人民大學經濟學院。主要研究領域是行為與實驗經濟學、微觀計量等。 隆雲滔,就職於中國科學院數學與係統科學研究院。中國社會科學院研究生院數量經濟學博士,聖菲研究所、密歇根大學安娜堡分校、芝加哥大學等訪問學者。主要研究方嚮為行為金融與計算實驗、演化博弈、復雜適應社會係統等。 劉潔,中國社會科學院研究生院數量經濟學博士研究生,逢甲大學訪問學者。主要研究方嚮為經濟模型與經濟預測。
This text offers an accessible yet rigorous development of many of the fields of mathematics necessary for success in investment and quantitative finance, covering topics applicable to portfolio theory, investment banking, option pricing, investment, and insurance risk management. The approach emphasizes the mathematical framework provided by each mathematical discipline, and the application of each framework to the solution of finance problems. It emphasizes the thought process and mathematical approach taken to develop each result instead of the memorization of formulas to be applied (or misapplied) automatically. The objective is to provide a deep level of understanding of the relevant mathematical theory and tools that can then be effectively used in practice, to teach students how to "think in mathematics" rather than simply to do mathematics by rote. Each chapter covers an area of mathematics such as mathematical logic, Euclidean and other spaces, set theory and topology, sequences and series, probability theory, and calculus, in each case presenting only material that is most important and relevant for quantitative finance. Each chapter includes finance applications that demonstrate the relevance of the material presented. Problem sets are offered on both the mathematical theory and the finance applications sections of each chapter. The logical organization of the book and the judicious selection of topics make the text customizable for a number of courses. The development is self-contained and carefully explained to support disciplined independent study as well. A solutions manual for students provides solutions to the book's Practice Exercises; an instructor's manual offers solutions to the Assignment Exercises as well as other materials.
發表於2024-11-27
Introduction to Quantitative Finance 2024 pdf epub mobi 電子書 下載
圖書標籤: 金融學-金融工程 Finance BU推薦書
非常好的參考書,很實用
評分非常好的參考書,很實用
評分非常好的參考書,很實用
評分非常好的參考書,很實用
評分非常好的參考書,很實用
Introduction to Quantitative Finance 2024 pdf epub mobi 電子書 下載