图书标签: quant 金融数学 金融/金融工程 金融 金融工程 finance Finance Options,
发表于2024-11-25
The Concepts and Practice of Mathematical Finance pdf epub mobi txt 电子书 下载 2024
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.
适合和红皮书题集一起刷 能看出Joshi的个人思路一脉相承!
评分It's good, but not that good...
评分适合和红皮书题集一起刷 能看出Joshi的个人思路一脉相承!
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...
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The Concepts and Practice of Mathematical Finance pdf epub mobi txt 电子书 下载 2024