发帖
雷达卡
Cambridge University Press | 2004 | ISBN: 0521823552 | 492 pages | PDF | 2,7 MB
This introductory text provides a clear understanding of the intuitionbehind derivatives pricing, how models are implemented, and how theyare used and adapted in practice. M. Joshi covers the strengths andweaknesses of such models as stochastic volatility, jump diffusion, andvariance gamma, as well as the Black-Scholes. Examples and exercises,with answers, as well as computer projects, challenge the mind andencourage learning how to become a good quantitative analyst.
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