TOP
0
0
即日起~6/30,暑期閱讀書展,好書7折起
Introduction to Stochastic Calculus Applied to Finance
90折

Introduction to Stochastic Calculus Applied to Finance

商品資訊

定價
:NT$ 3244 元
優惠價
902920
無庫存,下單後進貨(到貨天數約30-45天)
可得紅利積點:87 點
相關商品
商品簡介

商品簡介

Since the publication of the first edition of this book, the area of mathematical finance has grown rapidly, with financial analysts using more sophisticated mathematical concepts, such as stochastic integration, to describe the behavior of markets and to derive computing methods. Maintaining the lucid style of its popular predecessor, Introduction to Stochastic Calculus Applied to Finance, Second Edition incorporates some of these new techniques and concepts to provide an accessible, up-to-date initiation to the field.

New to the Second Edition

  • Complements on discrete models, including Rogers' approach to the fundamental theorem of asset pricing and super-replication in incomplete markets
  • Discussions on local volatility, Dupire's formula, the change of num廨aire techniques, forward measures, and the forward Libor model
  • A new chapter on credit risk modeling
  • An extension of the chapter on simulation with numerical experiments that illustrate variance reduction techniques and hedging strategies
  • Additional exercises and problems

    Providing all of the necessary stochastic calculus theory, the authors cover many key finance topics, including martingales, arbitrage, option pricing, American and European options, the Black-Scholes model, optimal hedging, and the computer simulation of financial models. They succeed in producing a solid introduction to stochastic approaches used in the financial world.

  • 您曾經瀏覽過的商品

    購物須知

    外文書商品之書封,為出版社提供之樣本。實際出貨商品,以出版社所提供之現有版本為主。部份書籍,因出版社供應狀況特殊,匯率將依實際狀況做調整。

    無庫存之商品,在您完成訂單程序之後,將以空運的方式為你下單調貨。為了縮短等待的時間,建議您將外文書與其他商品分開下單,以獲得最快的取貨速度,平均調貨時間為1~2個月。

    為了保護您的權益,「三民網路書店」提供會員七日商品鑑賞期(收到商品為起始日)。

    若要辦理退貨,請在商品鑑賞期內寄回,且商品必須是全新狀態與完整包裝(商品、附件、發票、隨貨贈品等)否則恕不接受退貨。

    優惠價:90 2920
    無庫存,下單後進貨
    (到貨天數約30-45天)

    暢銷榜

    客服中心

    收藏

    會員專區