圖書標籤: 金融數學 金融工程 stochastic quant Derivatives
发表于2024-11-26
Pricing and Hedging of Derivative Securities pdf epub mobi txt 電子書 下載 2024
The theory of pricing and hedging of derivative securities is mathematically sophisticated. This book is an introduction to the use of advanced probability theory in financial economics, presenting the necessary mathematics in a precise and rigorous manner. Professor Nielsen concentrates on three main areas: the theory of continuous-time stochastic processes, a notorious barrier to the understanding of probability theory in finance; the general theory of trading, pricing, and hedging in continuous time, using the martingale approach; and a detailed look at the BlackScholes and the Gaussian one-factor models of the term structure of interest rates. His book enables the reader to read the journal literature with confidence, apply the methods to new problems, or to do original research in the field.
個人感覺這本書在rigorous&intuitive之間平衡的不錯,雖然是15年前的書瞭,LIBOR Market Model, SABR什麼的都沒有,但涉及的內容都寫的比較明白,適閤stochastic process和pde都是混混的人。總之是很好的啓濛讀物……這話略裝b瞭
評分個人感覺這本書在rigorous&intuitive之間平衡的不錯,雖然是15年前的書瞭,LIBOR Market Model, SABR什麼的都沒有,但涉及的內容都寫的比較明白,適閤stochastic process和pde都是混混的人。總之是很好的啓濛讀物……這話略裝b瞭
評分個人感覺這本書在rigorous&intuitive之間平衡的不錯,雖然是15年前的書瞭,LIBOR Market Model, SABR什麼的都沒有,但涉及的內容都寫的比較明白,適閤stochastic process和pde都是混混的人。總之是很好的啓濛讀物……這話略裝b瞭
評分個人感覺這本書在rigorous&intuitive之間平衡的不錯,雖然是15年前的書瞭,LIBOR Market Model, SABR什麼的都沒有,但涉及的內容都寫的比較明白,適閤stochastic process和pde都是混混的人。總之是很好的啓濛讀物……這話略裝b瞭
評分個人感覺這本書在rigorous&intuitive之間平衡的不錯,雖然是15年前的書瞭,LIBOR Market Model, SABR什麼的都沒有,但涉及的內容都寫的比較明白,適閤stochastic process和pde都是混混的人。總之是很好的啓濛讀物……這話略裝b瞭
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Pricing and Hedging of Derivative Securities pdf epub mobi txt 電子書 下載 2024