数理金融初步

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Bibliographic Details
Main Authors: 美 罗斯 S.M Ross,Sheldon M. ((美)Sheldon M.Ross著)
Group Author: 陈典发 (译)
Published: 机械工业出版社
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