Derivative Security Pricing:Techniques, Methods and Applications(Dynamic Modeling and Econometrics in Economics and Finance)

衍生证券定价:技术、方法与应用

政治经济学

原   价:
1880
售   价:
1504.00
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平台大促 低至8折优惠
发货周期:预计8-10周发货
作      者
出  版 社
出版时间
2015年04月07日
装      帧
精装
ISBN
9783662459058
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页      码
616
语      种
英文
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图书简介
The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial intuition of the applications rather than the mathematical formalities, the book provides the essential knowledge and understanding of fundamental concepts of stochastic finance, and how to implement them to develop pricing models for derivatives as well as to model spot and forward interest rates. Furthermore an extensive overview of the associated literature is presented and its relevance and applicability are discussed. Most of the key concepts are covered including Ito’s Lemma, martingales, Girsanov’s theorem, Brownian motion, jump processes, stochastic volatility, American feature and binomial trees. The book is beneficial to higher-degree research students, academics and practitioners as it provides the elementary theoretical tools to apply the techniques of stochastic finance in research or industrial problems in the field.
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