【独家发布】Quantitative Finance [推广有奖]

3关注
11粉丝

已卖：4306份资源

讲师

62%

还不是VIP/贵宾

TA的文库 其他...

高质量英文书籍

威望: 0 级
论坛币: 184185 个
通用积分: 103.2649
学术水平: 1 点
热心指数: 1 点
信用等级: 0 点
经验: 17354 点
帖子: 294
精华: 0
在线时间: 320 小时
注册时间: 2014-5-31
最后登录: 2021-6-21

楼主

hhasoka

发表于 2019-12-29 17:39:37 |AI写论文

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

Quantitative Finance

Author(s): Maria C. Mariani; Ionut Florescu
Series: Wiley Series in Statistics in Practice
Publisher: Wiley, Year: 2020
ISBN: 1118629957,9781118629956

Description:
The book is complete with different coding techniques in R and MATLAB and generic pseudo-algorithms to modern finance. Starting with the theoretical backdrop needed from probability and stochastic processes and the description of financial instruments priced throughout the book, the classical Black-Scholes-Merton model is, then, presented in a uniquely accessible and understandable way. Implied volatility, local volatility surfaces, and general methods of inverting partial differential equations (PDE's) are, then, discussed.