圖書標籤: 金融 金融數學 波動率
发表于2024-12-27
隨機波動金融市場衍生品 pdf epub mobi txt 電子書 下載 2024
This book, first published in 2000, addresses problems in financial mathematics of pricing and hedging derivative securities in an environment of uncertain and changing market volatility. These problems are important to investors from large trading institutions to pension funds. It presents mathematical and statistical tools that exploit the bursty nature of market volatility. The mathematics is introduced through examples and illustrated with simulations and the modeling approach that is described is validated and tested on market data. The material is suitable for a one semester course for graduate students who have had exposure to methods of stochastic modeling and arbitrage pricing theory in finance. It is easily accessible to derivatives practitioners in the financial engineering industry.
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隨機波動金融市場衍生品 pdf epub mobi txt 電子書 下載 2024