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Stochastic Finance : An Introduction with Examples. 確率ファイナンス
・ISBN 978-1-316-51125-1 hard GB£ 99.00
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お気に入り
★★★
・ISBN 978-1-009-04894-1 paper GB£ 42.00
￥13,305.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
お気に入り
★★★
| 著者・編者 | Turner, Amanda / Zeindler, Dirk, |
|---|---|
| 出版社 | (Cambridge U. Pr., UK) |
| 出版年月 | 2023.02 |
| ページ数 | 252 pp. |
| 言語 | ENG |
| ニュース番号 | ＜696-187 696-213＞ |
解説
Stochastic Finance provides an introduction to mathematical finance that is unparalleled in its accessibility. Through classroom testing, the authors have identified common pain points for students, and their approach takes great care to help the reader to overcome these difficulties and to foster understanding where comparable texts often do not. Written for advanced undergraduate students, and making use of numerous detailed examples to illustrate key concepts, this text provides all the mathematical foundations necessary to model transactions in the world of finance. A first course in probability is the only necessary background. The book begins with the discrete binomial model and the finite market model, followed by the continuous Black-Scholes model. It studies the pricing of European options by combining financial concepts such as arbitrage and self-financing trading strategies with probabilistic tools such as sigma algebras, martingales and stochastic integration. All these concepts are introduced in a relaxed and user-friendly fashion.