| 书目名称 | Mathematical Models of Financial Derivatives |
| 编辑 | Yue-Kuen Kwok |
| 视频video | |
| 概述 | Was one of the earliest introductory textbooks in mathematical finance.Good reputation established by the 1st edition.Includes supplementary material: |
| 丛书名称 | Springer Finance |
| 图书封面 |  |
| 描述 | Objectives and Audience In the past three decades, we have witnessed the phenomenal growth in the trading of financial derivatives and structured products in the financial markets around the globe and the surge in research on derivative pricing theory. Leading financial ins- tutions are hiring graduates with a science background who can use advanced analytical and numerical techniques to price financial derivatives and manage portfolio risks, a phenomenon coined as Rocket Science on Wall Street. There are now more than a hundred Master level degree programs in Financial Engineering/Quantitative Finance/Computational Finance on different continents. This book is written as an introductory textbook on derivative pricing theory for students enrolled in these degree programs. Another audience of the book may include practitioners in quantitative teams in financial institutions who would like to acquire the knowledge of option pricing techniques and explore the new development in pricing models of exotic structured derivatives. The level of mathematics in this book is tailored to readers with preparation at the advanced undergraduate level of science and engineering majors, in particul |
| 出版日期 | Textbook 2008Latest edition |
| 关键词 | Credit Derivatives; Finance; Financial derivatives; Hedging; Investment; JEL: G12, G13; Stochastic calculu |
| 版次 | 2 |
| doi | https://doi.org/10.1007/978-3-540-68688-0 |
| isbn_softcover | 978-3-642-44793-8 |
| isbn_ebook | 978-3-540-68688-0Series ISSN 1616-0533 Series E-ISSN 2195-0687 |
| issn_series | 1616-0533 |
| copyright | Springer-Verlag Berlin Heidelberg 2008 |
发表于 2025-3-21 18:02:31
