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Derivatives Pricing. デリバティブの価格設定
・ISBN 978-1-009-55462-6 hard GB£ 130.00
￥41,184.- (税込) ※（※）価格はご注文時の参考価格となります。
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お気に入り
★★★
・ISBN 978-1-009-55465-7 paper GB£ 59.99
￥19,004.- (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 | Vrins, Frédéric D., |
|---|---|
| 出版社 | (Cambridge U. Pr., UK) |
| 出版年月 | 2025.03 |
| ページ数 | 494 pp. |
| 言語 | ENG |
| ニュース番号 | ＜744-298＞ |
解説
This is a masters-level overview of the mathematical concepts needed to fully grasp the art of derivatives pricing, and a must-have for anyone considering a career in quantitative finance in industry or academia. Starting from the foundations of probability, this textbook allows students with limited technical background to build a solid knowledge of the most important principles. It offers a unique compromise between intuition and mathematics, even when discussing abstract ideas such as change of measure. Mathematical concepts are introduced initially using toy examples, before moving on to examples of finance cases, both in discrete and continuous time. Throughout, numerical applications and simulations illuminate the analytical results. The end-of-chapter exercises test students' understanding, with solved exercises at the end of each part to aid self-study. Additional resources are available online, including slides, code and an interactive app.