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本附件包括:
Preface
Acknowledgments
1 Single Period Securities Markets 1
2 Single Period Consumption and Investment 33
3 Multi-period Securities Markets 72
4 Options, Futures, and Other Derivatives 112
5 Optimal Consumption and Investment Problems 149
6 Bonds and Interest Rate Derivatives 200
7 Models with Infinite Sample Spaces 238
Appendix: Linear Programming 250
Bibliography 254
Index 257
Introduction to mathematical FinanceStanley R. PliskaPreface
Acknowledgments
1 Single Period Securities Markets 1
2 Single Period Consumption and Investment 33
3 Multi-period Securities Markets 72
4 Options, Futures, and Other Derivatives 112
5 Optimal Consumption and Investment Problems 149
6 Bonds and Interest Rate Derivatives 200
7 Models with Infinite Sample Spaces 238
Appendix: Linear Programming 250
Bibliography 254
Index 257
[此贴子已经被angelboy于2008-7-24 11:02:54编辑过]


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