Wiley Finance——QuantitativeMethodsinDerivatives Pricing 6 个回复 - 3170 次查看
CHAPTER 1
Arbitrage and Pricing 1
The Pricing Problem 1
Arbitrage 2
State Prices 2
Present Value as an Expectation of Future Values 4
CHAPTER 2
Fundamentals of Stochastic Calculus 9
Basic Defi ...2009-12-17 13:19 - icapm - 金融学(理论版)
QuantitativeMethodsin derivatives pricing 3 个回复 - 1914 次查看
英文版,304页,国际主流金融工程教材。作者 Domingo Tavella, John Wiley & Sons出版。
The book is divided into seven chapters covering an introduction to
stochastic calculus, a summary of asset ...2010-6-28 15:35 - qinyanstar - 金融工程(数量金融)与金融衍生品