| 書目名稱 | Lectures on Financial Mathematics |
| 副標題 | Discrete Asset Prici |
| 編輯 | Greg Anderson,Alec N. Kercheval |
| 視頻video | http://file.papertrans.cn/584/583506/583506.mp4 |
| 叢書名稱 | Synthesis Lectures on Mathematics & Statistics |
| 圖書封面 |  |
| 描述 | This is a short book on the fundamental concepts of the no-arbitrage theory of pricing financial derivatives. Its scope is limited to the general discrete setting of models for which the set of possible states is finite and so is the set of possible trading times--this includes the popular binomial tree model. This setting has the advantage of being fairly general while not requiring a sophisticated understanding of analysis at the graduate level. Topics include understanding the several variants of "arbitrage", the fundamental theorems of asset pricing in terms of martingale measures, and applications to forwards and futures. The authors‘ motivation is to present the material in a way that clarifies as much as possible why the often confusing basic facts are true. Therefore the ideas are organized from a mathematical point of view with the emphasis on understanding exactly what is under the hood and how it works. Every effort is made to include complete explanations and proofs, and the reader is encouraged to work through the exercises throughout the book. The intended audience is students and other readers who have an undergraduate background in mathematics, including exposure to |
| 出版日期 | Book 2010 |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-031-02399-6 |
| isbn_softcover | 978-3-031-01271-6 |
| isbn_ebook | 978-3-031-02399-6Series ISSN 1938-1743 Series E-ISSN 1938-1751 |
| issn_series | 1938-1743 |
| copyright | Springer Nature Switzerland AG 2010 |
|Archiver|手機版|小黑屋|
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