語系:
繁體中文
English
說明(常見問題)
回圖書館首頁
手機版館藏查詢
登入
回首頁
切換:
標籤
|
MARC模式
|
ISBD
Stochastic models of financial mathe...
~
Mackevičius, Vigirdas,
FindBook
Google Book
Amazon
博客來
Stochastic models of financial mathematics
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
Stochastic models of financial mathematics/ Vigirdas Mackevičius.
作者:
Mackevičius, Vigirdas,
出版者:
London :ISTE Press, : 2016.,
面頁冊數:
1 online resource (132 p.)
內容註:
Front Cover ; Stochastic Models of Financial Mathematics; Copyright ; Contents; Preface; Notations; Chapter 1. Overview of the Basics of Stochastic Analysis; 1.1. Brownian motion; 1.2. Stochastic integrals; 1.3. Martingales, Itô processes and general Itô's formula; 1.4. Stochastic differential equations; 1.5. Change of probability: the Girsanov theorem; Chapter 2. The Black-Scholes Model; 2.1. Introduction: what is an option?; 2.2. Self-financing strategies; 2.3. Option pricing problem: the Black-Scholes model; 2.4. The Black-Scholes formula.
內容註:
2.5. Risk-neutral probabilities: alternative derivation of the Black-Scholes formula2.6. American options in the Black-Scholes model; 2.7. Exotic options; Chapter 3. Models of Interest Rates; 3.1. Modeling principles; 3.2. The Vašíček model; 3.3. The Cox-Ingersoll-Ross model; 3.4. The Heath-Jarrow-Morton model; Bibliography; Index; Back Cover.
標題:
Finance - Mathematical models. -
電子資源:
https://www.sciencedirect.com/science/book/9781785481987
ISBN:
9780081020869 (electronic bk.)
Stochastic models of financial mathematics
Mackevičius, Vigirdas,
Stochastic models of financial mathematics
[electronic resource] /Vigirdas Mackevičius. - London :ISTE Press,2016. - 1 online resource (132 p.) - Optimization in insurance and finance set. - Optimization in insurance and finance set..
Includes bibliographical references and index.
Front Cover ; Stochastic Models of Financial Mathematics; Copyright ; Contents; Preface; Notations; Chapter 1. Overview of the Basics of Stochastic Analysis; 1.1. Brownian motion; 1.2. Stochastic integrals; 1.3. Martingales, Itô processes and general Itô's formula; 1.4. Stochastic differential equations; 1.5. Change of probability: the Girsanov theorem; Chapter 2. The Black-Scholes Model; 2.1. Introduction: what is an option?; 2.2. Self-financing strategies; 2.3. Option pricing problem: the Black-Scholes model; 2.4. The Black-Scholes formula.
ISBN: 9780081020869 (electronic bk.)Subjects--Topical Terms:
578740
Finance
--Mathematical models.Index Terms--Genre/Form:
542853
Electronic books.
LC Class. No.: HG176.5
Dewey Class. No.: 330.1/5195
Stochastic models of financial mathematics
LDR
:01900cmm a2200277 a 4500
001
2245865
006
m o d
007
cr |n|||||||||
008
211223s2016 enka gob 001 0 eng d
020
$a
9780081020869 (electronic bk.)
020
$a
0081020864 (electronic bk.)
020
$a
9781785481987
020
$a
1785481983
035
$a
(OCoLC)963677013
035
$a
ocn963677013
040
$a
IDEBK
$b
eng
$c
IDEBK
$d
N$T
$d
NLE
$d
OCLCO
$d
OCLCQ
$d
N$T
$d
EBLCP
$d
YDX
$d
OPELS
$d
OCLCQ
$d
MERUC
$d
OCLCF
$d
IDEBK
$d
OCLCQ
$d
U3W
$d
EZ9
$d
WYU
$d
OCLCQ
$d
OL$
$d
OCLCQ
$d
S2H
$d
OCLCO
041
0
$a
eng
050
4
$a
HG176.5
082
0 4
$a
330.1/5195
$2
23
100
1
$a
Mackevičius, Vigirdas,
$e
author.
$3
3508562
245
1 0
$a
Stochastic models of financial mathematics
$h
[electronic resource] /
$c
Vigirdas Mackevičius.
260
$a
London :
$b
ISTE Press,
$c
2016.
300
$a
1 online resource (132 p.)
490
1
$a
Optimization in insurance and finance set
504
$a
Includes bibliographical references and index.
505
0
$a
Front Cover ; Stochastic Models of Financial Mathematics; Copyright ; Contents; Preface; Notations; Chapter 1. Overview of the Basics of Stochastic Analysis; 1.1. Brownian motion; 1.2. Stochastic integrals; 1.3. Martingales, Itô processes and general Itô's formula; 1.4. Stochastic differential equations; 1.5. Change of probability: the Girsanov theorem; Chapter 2. The Black-Scholes Model; 2.1. Introduction: what is an option?; 2.2. Self-financing strategies; 2.3. Option pricing problem: the Black-Scholes model; 2.4. The Black-Scholes formula.
505
8
$a
2.5. Risk-neutral probabilities: alternative derivation of the Black-Scholes formula2.6. American options in the Black-Scholes model; 2.7. Exotic options; Chapter 3. Models of Interest Rates; 3.1. Modeling principles; 3.2. The Vašíček model; 3.3. The Cox-Ingersoll-Ross model; 3.4. The Heath-Jarrow-Morton model; Bibliography; Index; Back Cover.
650
0
$a
Finance
$x
Mathematical models.
$3
578740
650
0
$a
Stochastic processes.
$3
520663
650
0
$a
Investments
$x
Mathematics.
$3
647342
650
7
$a
BUSINESS & ECONOMICS
$x
Finance.
$2
bisacsh
$3
1375363
650
7
$a
BUSINESS & ECONOMICS
$x
Economics
$x
General.
$2
bisacsh
$3
1973677
650
7
$a
BUSINESS & ECONOMICS
$x
Reference.
$2
bisacsh
$3
1973678
655
0
$a
Electronic books.
$2
lcsh
$3
542853
830
0
$a
Optimization in insurance and finance set.
$3
3389849
856
4 0
$u
https://www.sciencedirect.com/science/book/9781785481987
筆 0 讀者評論
館藏地:
全部
電子資源
出版年:
卷號:
館藏
1 筆 • 頁數 1 •
1
條碼號
典藏地名稱
館藏流通類別
資料類型
索書號
使用類型
借閱狀態
預約狀態
備註欄
附件
W9406360
電子資源
11.線上閱覽_V
電子書
EB HG176.5
一般使用(Normal)
在架
0
1 筆 • 頁數 1 •
1
多媒體
評論
新增評論
分享你的心得
Export
取書館
處理中
...
變更密碼
登入