| 书目名称 | Martingale Methods in Financial Modelling |
| 编辑 | Marek Musiela,Marek Rutkowski |
| 视频video | |
| 概述 | Has sold over 8000 copies since release in 1997.Bridges the mathematical theory and industry practice of option pricing at the ideal level for both audiences.Brand new chapter on volatility risk |
| 丛书名称 | Stochastic Modelling and Applied Probability |
| 图书封面 |  |
| 描述 | The origin of this book can be traced to courses on financial mathemat ics taught by us at the University of New South Wales in Sydney, Warsaw University of Technology (Politechnika Warszawska) and Institut National Polytechnique de Grenoble. Our initial aim was to write a short text around the material used in two one-semester graduate courses attended by students with diverse disciplinary backgrounds (mathematics, physics, computer sci ence, engineering, economics and commerce). The anticipated diversity of potential readers explains the somewhat unusual way in which the book is written. It starts at a very elementary mathematical level and does not as sume any prior knowledge of financial markets. Later, it develops into a text which requires some familiarity with concepts of stochastic calculus (the basic relevant notions and results are collected in the appendix). Over time, what was meant to be a short text acquired a life of its own and started to grow. The final version can be used as a textbook for three one-semester courses one at undergraduate level, the other two as graduate courses. The first part of the book deals with the more classical concepts and results of ar |
| 出版日期 | Book 19971st edition |
| 关键词 | Arbitrage; Black-Scholes; Finance; Martingal; Martingale; Stochastic calculus; derivatives; financial model |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-662-22132-7 |
| isbn_ebook | 978-3-662-22132-7Series ISSN 0172-4568 Series E-ISSN 2197-439X |
| issn_series | 0172-4568 |
| copyright | Springer-Verlag Berlin Heidelberg 1997 |
发表于 2025-3-21 19:53:18
