Problems and Solutions in Mathematical Finance - Stochastic Calculus V1(The Wiley Finance Series)

数学金融问题与解决方案卷 第1卷:随机微积分(丛书)(多卷书,谨防订重)

财政学

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383.00
作      者
出  版 社
出版时间
2014年10月08日
装      帧
精装
ISBN
9781119965831
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页      码
400
语      种
英文
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图书简介
Mathematical finance is one of the most popular courses at universities and the development in this field is getting more and more sophisticated. Although the progress in mathematical finance has been substantial in recent years, the mathematical principles behind it have not changed in any fundamental way.  This book will provide a thorough treatment of stochastic calculus and probability theory that underpin the theory of mathematical finance. The book will take a dual approach - to use stochastic calculus to develop partial differentiation equations for pricing options and also to construct probability measures via martingale theory so that option prices can be expressed as expectations. Each chapter will begin with an introduction of the fundamentals, and the essential definitions and explanations needed to solve the subsequent problems. For students and practitioners, as well as those involved in teaching mathematical finance and financial engineering, this book can be used as a supplementary text or as an independent self-study tool.
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