金融市場のための数学的手法
Mathematical Methods for Financial Markets
Springer Finance
Jeanblanc, Monique
Yor, Marc
Chesney, M.
- 出版社：Springer
- 出版年月：2009年 11月
- ISBN：9781852333768
- 装丁：HRD
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装丁について
- 言語：ENG
- 巻数・ページ数：732 p.
- 内容紹介：
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Stochastic processes of common use in mathematical finance are presented throughout this book, which consists of eleven chapters, interlacing on the one hand financial concepts and instruments, such as arbitrage opportunities, admissible strategies, contingent claims, option pricing, default risk, ruin, and on the other hand, Brownian motion, diffusion processes, and more.