| 书目名称 | Derivative Security Pricing | | 副标题 | Techniques, Methods | | 编辑 | Carl Chiarella,Xue-Zhong He,Christina Sklibosios N | | 视频video | | | 概述 | Focuses on the financial intuition of key results of derivative security pricing.Helps readers from both academia and industry without formal mathematical training to understand the fundamentals of ma | | 丛书名称 | Dynamic Modeling and Econometrics in Economics and Finance | | 图书封面 |  | | 描述 | 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. | | 出版日期 | Book 2015 | | 关键词 | Derivative security pricing; Forward rate models; Interest rate modelling; Mathematical finance; Spot in | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-662-45906-5 | | isbn_softcover | 978-3-662-51631-7 | | isbn_ebook | 978-3-662-45906-5Series ISSN 1566-0419 Series E-ISSN 2363-8370 | | issn_series | 1566-0419 | | copyright | Springer-Verlag Berlin Heidelberg 2015 |
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发表于 2025-3-21 16:19:21
