MARC状态：审校 文献类型：西文图书 浏览次数：14
- 题名/责任者:
- Financial mathematics : from discrete to continuous time / Kevin J. Hastings.
- 出版发行项:
- Boca Raton ; London : CRC Press, Taylor & Francis Group, 2023.
- ISBN:
- 9781498780407
- ISBN:
- 1498780407
- ISBN:
- 9781032403892
- ISBN:
- 1032403896
- 载体形态项:
- xvii, 411 pages : illustrations ; 24 cm.
- 其他载体形态:
- Online version: Hastings, Kevin J., 1955- Financial mathematics. First edition Boca Raton : CRC Press, 2023 9780429113659
- 个人责任者:
- Hastings, Kevin J., 1955- author.
- 论题主题:
- Business mathematics.
- 论题主题:
- Business mathematics.
- 中图法分类号:
- F224
- 书目附注:
- Includes bibliographical references and index.
- 内容附注:
- Review of preliminaries -- Portfolio selection and CAPM theory -- Discrete-time derivatives valuation -- Continuous probability models -- Derivative valuation in continuous time.
- 摘要附注:
- "This book is a study of the mathematical ideas and techniques that are important to the two main arms of the area of Financial Mathematics: portfolio optimization and derivative valuation. The text is authored for courses taken by advanced undergraduates, MBA, or other students in quantitative finance programs"--
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