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دانلود کتاب An Introduction to the Mathematics of Financial Derivatives
دانلود کتاب مقدمه ای در ریاضیات مشتقات مالی
مشخصات کتاب
An Introduction to the Mathematics of Financial Derivatives
ویرایش: 3
نویسندگان: Ali Hirsa and Salih N. Neftci (Auth.)
سری:
ISBN (شابک) : 9780123846822
ناشر: Academic Press
سال نشر: 2014
تعداد صفحات: 434
زبان: English
فرمت فایل : PDF (درصورت درخواست کاربر به PDF، EPUB یا AZW3 تبدیل می شود)
حجم فایل: 9 مگابایت
قیمت کتاب (تومان) : 30,000
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توضیحاتی در مورد کتاب مقدمه ای در ریاضیات مشتقات مالی
توضیحاتی درمورد کتاب به خارجی
An Introduction to the Mathematics of Financial Derivatives is a popular, intuitive text that eases the transition between basic summaries of financial engineering to more advanced treatments using stochastic calculus. Requiring only a basic knowledge of calculus and probability, it takes readers on a tour of advanced financial engineering. This classic title has been revised by Ali Hirsa, who accentuates its well-known strengths while introducing new subjects, updating others, and bringing new continuity to the whole. Popular with readers because it emphasizes intuition and common sense, An Introduction to the Mathematics of Financial Derivatives remains the only "introductory" text that can appeal to people outside the mathematics and physics communities as it explains the hows and whys of practical finance problems.
- Facilitates readers' understanding of underlying mathematical and theoretical models by presenting a mixture of theory and applications with hands-on learning
- Presented intuitively, breaking up complex mathematics concepts into easily understood notions
- Encourages use of discrete chapters as complementary readings on different topics, offering flexibility in learning and teaching
فهرست مطالب
Content:
An Introduction to the Mathematics of Financial Derivatives, Page i
An Introduction to the Mathematics of Financial Derivatives, Page iii
Copyright, Page iv
List of Symbols and Acronyms, Page ix
Chapter 1 - Financial Derivatives—A Brief Introduction, Pages 1-11
Chapter 2 - A Primer on the Arbitrage Theorem, Pages 13-32
Chapter 3 - Review of Deterministic Calculus, Pages 33-53
Chapter 4 - Pricing Derivatives: Models and Notation, Pages 55-63
Chapter 5 - Tools in Probability Theory, Pages 65-85
Chapter 6 - Martingales and Martingale Representations, Pages 87-110
Chapter 7 - Differentiation in Stochastic Environments, Pages 111-122
Chapter 8 - The Wiener Process, Lévy Processes, and Rare Events in Financial Markets, Pages 123-143
Chapter 9 - Integration in Stochastic Environments, Pages 145-162
Chapter 10 - Itô’s Lemma, Pages 163-177
Chapter 11 - The Dynamics of Derivative Prices, Pages 179-196
Chapter 12 - Pricing Derivative Products: Partial Differential Equations, Pages 197-213
Chapter 13 - PDEs and PIDEs—An Application, Pages 215-229
Chapter 14 - Pricing Derivative Products: Equivalent Martingale Measures, Pages 231-252
Chapter 15 - Equivalent Martingale Measures, Pages 253-267
Chapter 16 - New Results and Tools for Interest-Sensitive Securities, Pages 269-276
Chapter 17 - Arbitrage Theorem in a New Setting, Pages 277-300
Chapter 18 - Modeling Term Structure and Related Concepts, Pages 301-313
Chapter 19 - Classical and HJM Approach to Fixed Income, Pages 315-331
Chapter 20 - Classical PDE Analysis for Interest Rate Derivatives, Pages 333-344
Chapter 21 - Relating Conditional Expectations to PDEs, Pages 345-359
Chapter 22 - Pricing Derivatives via Fourier Transform Technique, Pages 361-372
Chapter 23 - Credit Spread and Credit Derivatives, Pages 373-399
Chapter 24 - Stopping Times and American-Type Securities, Pages 401-414
Chapter 25 - Overview of Calibration and Estimation Techniques, Pages 415-435
References, Pages 437-438
Index, Pages 439-444
