| 书目名称 | The Art of Quantitative Finance Vol.2 |
| 副标题 | Volatilities, Stocha |
| 编辑 | Gerhard Larcher |
| 视频video | |
| 概述 | Illustrates mathematical methods to analyse volatilities.Introduces the reader to stochastic analysis in the context of valuation.Presents extended applications of the Black-Scholes theory |
| 丛书名称 | Springer Texts in Business and Economics |
| 图书封面 |  |
| 描述 | .This textbook provides the necessary techniques from financial mathematics and stochastic analysis for the valuation of more complex financial products and strategies. The author discusses how to make use of mathematical methods to analyse volatilities in capital markets. Furthermore, he illustrates how to apply and extend the Black-Scholes theory to several fields in finance. In the final section of the book, the author introduces the readers to the fundamentals of stochastic analysis and presents examples of applications. This book builds on the previous volume of the author’s trilogy on quantitative finance. The aim of the second volume is to present and discuss more complex and advanced techniques of modern financial mathematics in a way that is intuitive and easy to follow. As in the previous volume, the author provides financial mathematicians with insights into practical requirements when applying financial mathematical techniques in the real world... . |
| 出版日期 | Textbook 2023 |
| 关键词 | Trading; Derivatives; Financial Mathematics; Stochastic Analysis; Valuation; Capital Markets; Financial Pr |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-031-23870-3 |
| isbn_ebook | 978-3-031-23870-3Series ISSN 2192-4333 Series E-ISSN 2192-4341 |
| issn_series | 2192-4333 |
| copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |
发表于 2025-3-21 18:54:40
