数理金融初步
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Main Authors: | |
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Group Author: | |
Published: |
机械工业出版社
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Publisher Address: | 北京 |
Publication Dates: | 2005 |
Literature type: | Book |
Language: | Chinese |
Series: |
华章数学译丛 |
Subjects: | |
Carrier Form: | 196页: ; 24cm |
ISBN: | 7-111-16120-3 |
Index Number: | F830 |
CLC: |
F830 F224.0 |
Call Number: | F830/6248 |
Contents: | 本书阐述了数理金融学的基本问题,主要包括套利、Black-Scholes期权定价公式以及效用函数、最优资产组合原理、资本资产定价模型等知识。 |
Note: | 书名原文:An Elementary Introduction to Mathematical Finace: Options and Other Topics: Second Edition |