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关键词：
Stochastic Finance
书目信息
ISBN：
9781009059275
本馆索书号：
中图分类号：
F83
中文译名：
随机金融学：概论及示例
作者：
Amanda Turner
编者：
语种：
英语
出版信息
出版社：
Cambridge University Press
出版地：
出版年：
2023
版本：
1
版本类型：
原版
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摘要：
内容简介：
Stochastic Finance provides an introduction to mathematical finance that is unparalleled in its accessibility. Through classroom testing, the authors have identified common pain points for students, and their approach takes great care to help the reader to overcome these difficulties and to foster understanding where comparable texts often do not. Written for advanced undergraduate students, and making use of numerous detailed examples to illustrate key concepts, this text provides all the mathematical foundations necessary to model transactions in the world of finance. A first course in probability is the only necessary background. The book begins with the discrete binomial model and the finite market model, followed by the continuous Black–Scholes model. It studies the pricing of European options by combining financial concepts such as arbitrage and self-financing trading strategies with probabilistic tools such as sigma algebras, martingales and stochastic integration. All these concepts are introduced in a relaxed and user-friendly fashion.
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