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Product Details 基本信息 ISBN-13 书号 9789811096426 Format 版本 平装-胶订 Publisher 出版社 Springer Publication Date 出版日期 2018-06-29 Language 语种 英语
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Product Details 基本信息 ISBN-13 书号 9781032288260 Author 作者 Nicolas Privault Format 版本 精装 Pages Number 页数 664页 Publisher 出版社 Chapman and Hall/CRC Publication Date 出版日期 2022-11-22 Product Dimensions 商品尺寸 254 x 178 mm (7 x 10) Language 语种 其它(含多语) Book Contents 内容简介 Introduction to Stochastic Finance with Market Examples, Second Edition presents an introduction to pricing and hedging in discrete and continuous time financial models, emphasizing both analytical and probabilistic methods. It demonstrates both the power and limitations of mathematical models in finance, covering the basics of stochastic calculus for finance, and details the techniques required to model the time evolution of risky assets. The book discusses a wide range of classical topics including Black–Scholes pricing, American options, derivatives, term structure modelling, and change of nu
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