[金融数学]Mathematics for Finance（1st edition）

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As with the first edition, Mathematics for Finance: An Introduction to Financial Engineering combines financial motivation with mathematical style. Assuming only basic knowledge of probability and calculus, it presents three major areas of mathematical finance, namely Option pricing based on the no-arbitrage principle in discrete and continuous time setting, Markowitz portfolio optimisation and Capital Asset Pricing Model, and basic stochastic interest rate models in discrete setting.

From the reviews of the first edition:

”This text is an excellent introduction to Mathematical Finance. Armed with a knowledge of basic calculus and probability a student can use this book to learn about derivatives, interest rates and their term structure and portfolio management.”(Zentralblatt MATH)

”Given these basic tools, it is surprising how high a level of sophistication the authors achieve, covering such topics as arbitrage-free valuation, binomial trees, and risk-neutral valuation.” (www.riskbook.com)

”The reviewer can only congratulate the authors with successful completion of a difficult task of writing a useful textbook on a traditionally hard topic.” (K. Borovkov, The Australian Mathematical Society Gazette, Vol. 31 (4), 2004)

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2015-4-19 17:55:48 上传

金融数学|有的朋友以为是第二版而误买，所以应当返还11*20=220论坛币，还望您能够理解！
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Product Details

• Series: Springer Undergraduate Mathematics Series
• Paperback: 336 pages
• Publisher: Springer
• Language: English
• ISBN-10: 0857290819
• ISBN-13: 978-0857290816
• Product Dimensions: 6.1 x 0.8 x 9.2 inches
• Shipping Weight: 1.2 pounds (View shipping rates and policies)
• Average Customer Review: 4.2 out of 5 stars See all reviews(10 customer reviews)
• Amazon Best Sellers Rank: #247,826 in Books (See Top 100 in Books)
  

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关键词：mathematics Mathematic Thematic Edition Finance continuous motivation knowledge interest finance

lasgpope 发表于 2015-4-19 18:06
As with the first edition, Mathematics for Finance: An Introduction to Financial Engineering combine ...

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Mathematics for Finance.

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