| 书目名称 | Mathematical Methods for Financial Markets | | 编辑 | Monique Jeanblanc,Marc Yor,Marc Chesney | | 视频video | | | 概述 | Unlike other texts available in the field, this book is written to be accessible to both mathematicians and practitioners.Rather than provide full proofs throughout, the authors give the essence of th | | 丛书名称 | Springer Finance | | 图书封面 |  | | 描述 | .Mathematical finance has grown into a huge area of research which requires a large number of sophisticated mathematical tools. This book simultaneously introduces the financial methodology and the relevant mathematical tools in a style that is mathematically rigorous and yet accessible to practitioners and mathematicians alike. It interlaces financial concepts such as arbitrage opportunities, admissible strategies, contingent claims, option pricing and default risk with the mathematical theory of Brownian motion, diffusion processes, and Lévy processes. The first half of the book is devoted to continuous path processes whereas the second half deals with discontinuous processes.. . .The extensive bibliography comprises a wealth of important references and the author index enables readers quickly to locate where the reference is cited within the book, making this volume an invaluable tool both for students and for those at the forefront of research and practice.. | | 出版日期 | Textbook 2009 | | 关键词 | Bessel processes; Finance; Financial Market; Financial Markets; Jump-diffusion Processes; Mathematical Fi | | 版次 | 1 | | doi | https://doi.org/10.1007/978-1-84628-737-4 | | isbn_softcover | 978-1-4471-2524-2 | | isbn_ebook | 978-1-84628-737-4Series ISSN 1616-0533 Series E-ISSN 2195-0687 | | issn_series | 1616-0533 | | copyright | Springer-Verlag London Ltd. 2009 |
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发表于 2025-3-21 16:06:15
