衍生证券教程:理论和实践
节选
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《衍生证券教程:理论和计算》内容简介：This book is an outgrowth of notes compiled by the author while teachingcourses for undergraduate and masters/MBA finance students at Washing-ton University in St. Louis and the Institut ffir HShere Studien in Vienna. Atone time, a course in Options and Futures was considered an advanced financeelective, but now such a course is nearly mandatory for any finance major andis an elective chosen by many non-finance majors as well. Moreover, studentsare exposed to derivative securities in courses on Investments, InternationalFinance, Risk Management, Investment Banking, Fixed Income, etc. This ex-pansion of education in derivative securities mirrors the increased importanceof derivative securities in corporate finance and investment management.
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本书特色
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《衍生证券教程:理论和计算》由世界图书出版公司出版。
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内容简介
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this book is an outgrowth of notes compiled by the author while teaching courses for undergraduate and masters/mba finance students at washing-ton university in st. louis and the institut ffir hshere studien in vienna. at one time, a course in options and futures was considered an advanced finance elective, but now such a course is nearly mandatory for any finance major and is an elective chosen by many non-finance majors as well. moreover, students are exposed to derivative securities in courses on investments, international finance, risk management, investment banking, fixed income, etc. this ex-pansion of education in derivative securities mirrors the increased importance of derivative securities in corporate finance and investment management.
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目录
part i introduction to option pricing 1 asset pricing basics 1.1 fundamental concepts 1.2 state prices in a one-period binomial model 1.3 probabilities and numeraires 1.4 asset pricing with a continuum of states 1.5 introduction to option pricing 1.6 an incomplete markets example problems 2 continuous-time models 2.1 simulating a brownian motion 2.2 quadratic variation 2.3 it6 processes 2.4 it6’s formula 2.5 multiple it5 processes
封面
书名:衍生证券教程:理论和实践
作者:贝克(Kerry Back)
页数:355
定价:¥49.0
出版社:世界图书出版公司
出版日期:2010-09-01
ISBN:9787510027260
PDF电子书大小:52MB 高清扫描完整版