책 이미지
eBook 미리보기
책 정보
· 제목 : An Introduction to Mathematical Finance with Applications: Understanding and Building Financial Intuition (Hardcover, 2016)
· 분류 : 외국도서 > 과학/수학/생태 > 수학 > 응용수학
· ISBN : 9781493937813
· 쪽수 : 483쪽
· 출판일 : 2016-06-18
· 분류 : 외국도서 > 과학/수학/생태 > 수학 > 응용수학
· ISBN : 9781493937813
· 쪽수 : 483쪽
· 출판일 : 2016-06-18
목차
Preface.- 1. Preliminaries and Financial Markets.- 2. The Time Value of Money.- 3. Markowitz Portfolio Theory.- 4. Capital Market Theory and Portfolio Risk Measures.- 5. Binomial Trees and Security Pricing Modeling.- 6. Stochastic Calculus and Geometric Brownian Motion Model.- 7. Derivatives: Forwards, Futures, Swaps and Options.- 8. The BSM Model and European Option Pricing.- Index.
