株式会社極東書店トップ ＞ 商品一覧 ＞ Mathematical Models of Financial Derivatives.
商品詳細
解説
Stressing the mathematical aspects of derivative pricing, this textbook bases its models mainly on the differential equation approach, together with numerical solution techniques when appropriate. It is intended that the text should make research results and concepts accessible to the student through exercises at the end of each chapter.