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風險中性定價 版權信息
- ISBN：9787510029707
- 條形碼：9787510029707 ; 978-7-5100-2970-7
- 裝幀：一般膠版紙
- 冊數：暫無
- 重量：暫無
- 所屬分類：>>
風險中性定價 本書特色
賓漢姆的這本《風險中性定價(第2版)》是一部講述風險中性評估理論的金融實踐應用教材。風險中性評估原理起源于十九世紀八十年代引入，已經發展成為研究金融衍生品定價和對沖的重要工具。書中內容自稱體系，講述中性定價背后的概率論知識及其在定價理論和金融衍生品套利中的應用。從概率的角度，離散和連續時間隨機過程都給予充分的考慮。前六章為現代隨機金融的基礎和一般原理奠定了基礎，與**版相比，更加全面和完善。為了將*新的發展結果囊括其中，第七、八章重新安排和擴充講述了不完全市場和利率理論，新添加了第九章講述信用風險模型。
風險中性定價 內容簡介
Books are written for use, and the best compliment that the community in the field could have paid to the first edition of 1998 was to buy out the printrun, and that of the corrected printing, as happened. Meanwhile, the fast-developing field of mathematical finance had moved on, as had our thinking, and it seemed better to recognize this and undertake a thorough-going re-write for the second edition than to tinker with the existing text.
風險中性定價 目錄
preface to the second edition
preface to the first edition
1.derivative background
1.1 financial markets and instruments
1.1.1 derivative instruments
1.1.2 underlying securities
1.1.3 markets
1.1.4 types of traders
1.1.5 modeling assumptions
1.2 arbitrage
1.3 arbitrage relationships
1.3.1 fundamental determinants of option values
1.3.2 arbitrage bounds
1.4 single-period market models
1.4.1 a fundamental example
preface to the first edition
1.derivative background
1.1 financial markets and instruments
1.1.1 derivative instruments
1.1.2 underlying securities
1.1.3 markets
1.1.4 types of traders
1.1.5 modeling assumptions
1.2 arbitrage
1.3 arbitrage relationships
1.3.1 fundamental determinants of option values
1.3.2 arbitrage bounds
1.4 single-period market models
1.4.1 a fundamental example
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