Introducing financial mathematics : theory, binomial models, and applications / [electronic resource]
- 作者： Wickerhauser, Mladen Victor, author.
- 出版： Boca Raton : CRC Press
- 版本：First edition.
- 叢書名： Chapman & Hall/CRC financial mathematics series
- 主題： Finance--Mathematical models. , Finances--Modeles mathematiques. , MATHEMATICS / Probability & Statistics / General , Finance--Mathematical models
- ISBN： 9781003329695 (electronic bk.) 、 1003329691 (electronic bk.) 、 9781000778830 (electronic bk.) 、 1000778835 (electronic bk.) 、 9781000778816 (electronic bk.) 、 1000778819 (electronic bk.)
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FIND@SFXID:
CGU
- 資料類型: 電子書
- 內容註: Includes bibliographical references and index.
- 摘要註: "This book seeks to replace existing books with a more rigorous stand-alone text that covers fewer examples but with more proofs, and also provides example computer programs, mainly in Octave/Matlab but also as spreadsheets and Macsyma scripts, with which students may experiment on real data"--
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讀者標籤：
- 系統號： 005529747 | 機讀編目格式
館藏資訊
Introducing Financial Mathematics: Theory, Binomial Models, and Applications seeks to replace existing books with a rigorous stand-alone text that covers fewer examples in greater detail with more proofs. The book uses the fundamental theorem of asset pricing as an introduction to linear algebra and convex analysis. It also provides example computer programs, mainly Octave/MATLAB functions but also spreadsheets and Macsyma scripts, with which students may experiment on real data.The text's unique coverage is in its contemporary combination of discrete and continuous models to compute implied volatility and fit models to market data. The goal is to bridge the large gaps among nonmathematical finance texts, purely theoretical economics texts, and specific software-focused engineering texts.