- ISBN:9787510029707
- 装帧:一般胶版纸
- 册数:暂无
- 重量:暂无
- 开本:24
- 页数:18
- 出版时间:2011-01-01
- 条形码:9787510029707 ; 978-7-5100-2970-7
本书特色
宾汉姆的这本《风险中性定价(第2版)》是一部讲述风险中性评估理论的金融实践应用教材。风险中性评估原理起源于十九世纪八十年代引入,已经发展成为研究金融衍生品定价和对冲的重要工具。书中内容自称体系,讲述中性定价背后的概率论知识及其在定价理论和金融衍生品套利中的应用。从概率的角度,离散和连续时间随机过程都给予充分的考虑。前六章为现代随机金融的基础和一般原理奠定了基础,与**版相比,更加全面和完善。为了将*新的发展结果囊括其中,第七、八章重新安排和扩充讲述了不完全市场和利率理论,新添加了第九章讲述信用风险模型。
内容简介
Books are written for use, and the best compliment that the community in the field could have paid to the first edition of 1998 was to buy out the printrun, and that of the corrected printing, as happened. Meanwhile, the fast-developing field of mathematical finance had moved on, as had our thinking, and it seemed better to recognize this and undertake a thorough-going re-write for the second edition than to tinker with the existing text.
目录
preface to the first edition
1.derivative background
1.1 financial markets and instruments
1.1.1 derivative instruments
1.1.2 underlying securities
1.1.3 markets
1.1.4 types of traders
1.1.5 modeling assumptions
1.2 arbitrage
1.3 arbitrage relationships
1.3.1 fundamental determinants of option values
1.3.2 arbitrage bounds
1.4 single-period market models
1.4.1 a fundamental example
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