衍生证券教程:理论和实践

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作者：贝克(KerryBack)

出版社：世界图书出版公司

本类榜单：管理

分类：管理 > 金融/投资 > 投资融资

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ISBN：9787510027260
装帧：一般胶版纸
册数：暂无
重量：暂无
开本：24开
页数：355
出版时间：2010-09-01
条形码：9787510027260 ; 978-7-5100-2726-0

本书特色

《衍生证券教程:理论和计算》由世界图书出版公司出版。

内容简介

this book is an outgrowth of notes compiled by the author while teaching courses for undergraduate and masters/mba finance students at washing-ton university in st. louis and the institut ffir hshere studien in vienna. at one time, a course in options and futures was considered an advanced finance elective, but now such a course is nearly mandatory for any finance major and is an elective chosen by many non-finance majors as well. moreover, students are exposed to derivative securities in courses on investments, international finance, risk management, investment banking, fixed income, etc. this ex-pansion of education in derivative securities mirrors the increased importance of derivative securities in corporate finance and investment management.

part i introduction to option pricing
1 asset pricing basics
1.1 fundamental concepts
1.2 state prices in a one-period binomial model
1.3 probabilities and numeraires
1.4 asset pricing with a continuum of states
1.5 introduction to option pricing
1.6 an incomplete markets example
problems
2 continuous-time models
2.1 simulating a brownian motion
2.2 quadratic variation
2.3 it6 processes
2.4 it6's formula
2.5 multiple it5 processes

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《衍生证券教程:理论和计算》内容简介：This book is an outgrowth of notes compiled by the author while teachingcourses for undergraduate and masters/MBA finance students at Washing-ton University in St. Louis and the Institut ffir HShere Studien in Vienna. Atone time, a course in Options and Futures was considered an advanced financeelective, but now such a course is nearly mandatory for any finance major andis an elective chosen by many non-finance majors as well. Moreover, studentsare exposed to derivative securities in courses on Investments, InternationalFinance, Risk Management, Investment Banking, Fixed Income, etc. This ex-pansion of education in derivative securities mirrors the increased importanceof derivative securities in corporate finance and investment management.

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