免費 Option Theory - Peter James

相似文件 换一批

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Option.Theory.rar (4.29 MB)

2012-10-23 12:03:41 上传

Option Theory (The Wiley Finance Series)Peter James


Publication Date: January 27, 2003 | Series: The Wiley Finance Series (Book 241)

From the Back CoverOption Theory takes the reader from first principles to the frontiers of modern finance theory. The book is aimed at busy financial engineers at all levels, providing formulas and techniques that can be readily applied to real life problems; yet the theoretical basis of the subject is explored in detail so that the book will also appeal to students and researchers.

Written in a clear and accessible manner, the author covers the various approaches to option pricing: risk neutral expectations by integration, trees, analytical and numerical solutions of partial differential equations and Monte Carlo methods, demonstrating the close relationship between them.

Structured into four parts, the mathematical tools used in the first three parts of the book are intermediate level "engineer's mathematics": differential and integral calculus, elementary statistical theory and simple partial differential equations. In Part Three, the techniques are systematically applied to all the standard exotic options encountered in the equity, foreign exchange and commodity markets. It is shown that the exotics are not a large random collection of unrelated instruments, but a few families which can be simply analysed using the techniques developed in Parts One and Two.

Part Four provides a course in stochastic calculus that is specifically tailored to finance theory and designed for readers with some previous knowledge of options. It provides an active working knowledge of the subject and includes coverage of:

* Martingales.
* Stochastic differential equations.
* Stochastic integration.
* The Feyman Kac theorem.
* Stochastic control.
* Local time.
* Girsanov's theorem.

The axiomatic approach to option theory using stochastic calculus is compared in detail to the simpler and more intuitive approach using classical statistics, which was used in the first three parts of the book. The analysis clearly shows where stochastic calculus provides valuable insights and advances, and where it is mere window dressing.

This is a no-nonsense professional book which demystifies and simplifies the subject, and which will appeal to both practitioners and students.


Hardcover: 388 pages Publisher: Wiley; 1 edition (January 27, 2003) Language: English ISBN-10: 0471492892 ISBN-13: 978-0471492894

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏3 回帖

关键词：Theory Option James Peter Theo Series Peter

不错的资料
谢谢楼主的分享

thanks for sharing !!!

很不错的资料，感谢分享，辛苦了

thanks for your sharing