An Introduction to the Mathematics of Financial Derivatives(3판)(Paperback)
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출판사 리뷰
출판사 리뷰
목차
목차
List of Symbols and Acronyms
1 Financial Derivatives - A Brief Introduction
2 A Primer on the Arbitrage Theorem
3 Review of Deterministic Calculus
4 Pricing Derivativees : Models and Notation
5 Tools in Probability Theory
6 Martingales and Martingle Representations
7 Differentiation in Stochastic Environments
8 The Wiener Process, Levy Processes, and Rare Events in Financial Markets
9 Integration in Stochastic Environments
10 ITO's Lemma
·
·
[중략]
·
·
20 Classical PDE Analysis for Interest Rate Dervatives
21 Relating Conditional Expectations to PDEs
22 Pricing Derivatives Via Fourier Transform Technique
23 Credit Spread and Crdit Dervatives
4 Stopping Times and American Type Securities
25 Overview of Calibration and Estimation Techniques
1 Financial Derivatives - A Brief Introduction
2 A Primer on the Arbitrage Theorem
3 Review of Deterministic Calculus
4 Pricing Derivativees : Models and Notation
5 Tools in Probability Theory
6 Martingales and Martingle Representations
7 Differentiation in Stochastic Environments
8 The Wiener Process, Levy Processes, and Rare Events in Financial Markets
9 Integration in Stochastic Environments
10 ITO's Lemma
·
·
[중략]
·
·
20 Classical PDE Analysis for Interest Rate Dervatives
21 Relating Conditional Expectations to PDEs
22 Pricing Derivatives Via Fourier Transform Technique
23 Credit Spread and Crdit Dervatives
4 Stopping Times and American Type Securities
25 Overview of Calibration and Estimation Techniques
저자
저자
N. Neftci Salih
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