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[资产定价] [MAREK CAPINSKI & EKKEHARD KOPP]The Black–Scholes Model [推广有奖]

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againstlaw 发表于 2019-1-7 22:28:41 |显示全部楼层 |坛友微信交流群
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Mastering Mathematical Finance is a series of short books that cover all core topics and the most common electives offered in Master’s programmes in mathematical or quantitative finance. The books are closely coordinated and largely self-contained, and can be used efficiently in combination but also individually.


The Black–Scholes option pricing model is the first and by far the best-known continuous-time mathematical model used in mathematical finance. Here, it provides a sufficiently complex, yet tractable, testbed for exploring the basic methodology of option pricing. The discussion of extended markets, the careful attention paid to the requirements for admissible trading strategies, the development of pricing formulae for many widely traded instruments and the additional complications offered by multi-stock models will appeal to a wide class of instructors. Students, practitioners and researchers alike will benefit from the book's rigorous, but unfussy, approach to technical issues. It highlights potential pitfalls, gives clear motivation for results and techniques and includes carefully chosen examples and exercises, all of which make it suitable for self-study.



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关键词:Ekkehard Capinski SCHOLES choles model 金融数学

The Black-Scholes Model (2012).zip

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The Black–Scholes Model

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