书目详细信息
： Risk neutral pricing and financial mathematics :
书目信息 机读格式(MARC)
| ISBN： | 9780128015346 (pbk.) |
|---|---|
| 编目源： | SJT SJT |
| 个人名称： | Knopf, Peter M., |
| 题名： | Risk neutral pricing and financial mathematics : a primer / Peter M. Knopf, John L. Teall. |
| 索书号： | F830.49/K72E |
| 载体形态： | xii, 334 pages : illustrations ; 23 cm |
| 书目附注： | Includes bibliographical references and index. |
| 格式化内容附注： | Preface -- Preliminaries and review -- Probability and risk -- Discrete time and state models -- Continuous time and state models -- An introduction to stochastic processes and applications -- Fundamentals of stochastic calculus -- Derivatives pricing and applications of stochastic calculus -- Mean-reverting processes and term structure modeling -- Appendix A: the z-table -- Appendix B: exercise solutions -- Appendix C: glossary of symbols -- Glossary of terms -- Index. |