对金融期权估价介绍：数学，随机指数及计算

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This is a lively textbook providing a solid introduction to financial option valuation for undergraduate students armed with a working knowledge of a first year calculus. Written in a series of short chapters, its self-contained treatment gives equal weight to applied mathematics, stochastics and computational algorithms. No prior background in probability, statistics or numerical analysis is required. Detailed derivations of both the basic asset price model and the Black-Scholes equation are provided along with a presentation of appropriate computational techniques including binomial, finite differences and in particular, variance reduction techniques for the Monte Carlo method. Each chapter comes complete with accompanying stand-alone MATLAB code listing to illustrate a key idea. Furthermore, the author has made heavy use of figures and examples, and has included computations based on real stock market data. Solutions to exercises are available from solutions@cambridge.org.


This is a lively textbook providing a solid introduction to financial option valuation for undergraduate students armed with a working knowledge of a first year calculus. Written in a series of short chapters, its self-contained treatment gives equal weight to applied mathematics, stochastics and computational algorithms. No prior background in probability, statistics or numerical analysis is required. Detailed derivations of both the basic asset price model and the Black-Scholes equation are provided along with a presentation of appropriate computational techniques including binomial, finite differences and in particular, variance reduction techniques for the Monte Carlo method. Each chapter comes complete with accompanying stand-alone MATLAB code listing to illustrate a key idea. Furthermore, the author has made heavy use of figures and examples, and has included computations based on real stock market data. Solutions to exercises are available from solutions@cambridge.org.


这是一个生动教材 ， 提供了坚实的介绍与一个微积分工作的第一年学士学位课程的学生的知识武装金融期权的价值。在一系列的短章写，其独立的待遇给予同样的重视应用数学，随机指标和计算算法。没有概率，统计或数值分析前的背景是必需的。详细推导双方的基本资产价格模型和Black - Scholes方程与提供 ， 其中包括二项，有限的分歧，尤其是在蒙特卡罗方法方差减少技术的适当计算技术介绍。每章陪同来完成独立的MATLAB代码清单来说明一个重要的想法。此外，提交了数字和实例 ， 大量使用，并已加入了真正的股票市场数据为基础计算。演习的解决方案可以从solutions@cambridge.org。


这是一个生动教材 ， 提供了坚实的介绍与一个微积分工作的第一年学士学位课程的学生的知识武装金融期权的价值。在一系列的短章写，其独立的待遇给予同样的重视应用数学，随机指标和计算算法。没有概率，统计或数值分析前的背景是必需的。详细推导双方的基本资产价格模型和Black - Scholes方程提供连同适当计算吨介绍

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关键词：introduction Presentation computations Accompanying Computation background knowledge providing valuation equation