随机分析的期权理论：数学金融导论（True PDF）
Since 1972 and the appearance of the famous Black & Scholes option pric ing formula, derivatives have become an integrated part of everyday life in the financial industry. Options and derivatives are tools to control risk ex posure, and used in the strategies of investors speculating in markets like fixed-income, stocks, currencies, commodities and energy. A combination of mathematical and economical reasoning is used to find the price of a derivatives contract. This book gives an introduction to the theory of mathematical finance, which is the modern approach to analyse options and derivatives. Roughly speaking, we can divide mathematical fi nance into three main directions. In stochastic finance the purpose is to use economic theory with stochastic analysis to derive fair prices for options and derivatives. The results are based on stochastic modelling of financial as sets, which is the field of empirical finance. Numerical approaches for finding prices of options are studied in computational finance. All three directions are presented in this book. Algorithms and code for Visual Basic functions are included in the numerical chapter to inspire the reader to test out the theory in practice. The objective of the book is not to give a complete account of option theory, but rather relax the mathematical rigour to focus on the ideas and techniques.
English | PDF（True）| 2004 | 172页| ISBN:35404502X | 13.4 MB自1972年著名的布莱克和斯科尔斯期权定价公式出现以来，衍生品已成为金融业日常生活中不可或缺的一部分。期权和衍生品是控制风险的工具，用于投资者在固定收益、股票、货币、大宗商品和能源等市场进行投机的策略。数学和经济推理的结合用于确定衍生品合约的价格。这本书介绍了数学金融理论，这是分析期权和衍生品的现代方法。粗略地说，我们可以将数学金融分为三个主要方向。在随机金融中，目的是使用经济理论和随机分析来推导期权和衍生品的公平价格。结果基于金融资产集的随机建模，这是实证金融领域。计算金融学研究了寻找期权价格的数值方法。这三个方向在本书中都有介绍。Visual Basic函数的算法和代码包含在数值章节中，以激励读者在实践中检验理论。这本书的目的不是全面介绍期权理论，而是放松数学严谨性，专注于思想和技术。本站不对文件进行储存，仅提供文件链接，请自行下载，本站不对文件内容负责，请自行判断文件是否安全，如发现文件有侵权行为，请联系管理员删除。
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