Introducing Financial Mathematics: Theory, Binomial Models, and Applications
暫譯: 金融數學入門:理論、二項模型與應用

Wickerhauser, Mladen Victor

  • 出版商: CRC
  • 出版日期: 2022-11-09
  • 售價: $3,990
  • 貴賓價: 9.5$3,791
  • 語言: 英文
  • 頁數: 292
  • 裝訂: Hardcover - also called cloth, retail trade, or trade
  • ISBN: 1032359854
  • ISBN-13: 9781032359854
  • 海外代購書籍(需單獨結帳)

相關主題

商品描述

Introducing Financial Mathematics: Theory, Binomial Models, and Applications seeks to replace existing books with a rigorous stand-alone text that covers fewer examples in greater detail with more proofs. The book uses the fundamental theorem of asset pricing as an introduction to linear algebra and convex analysis. It also provides example computer programs, mainly Octave/MATLAB functions but also spreadsheets and Macsyma scripts, with which students may experiment on real data.The text's unique coverage is in its contemporary combination of discrete and continuous models to compute implied volatility and fit models to market data. The goal is to bridge the large gaps among nonmathematical finance texts, purely theoretical economics texts, and specific software-focused engineering texts.

商品描述(中文翻譯)

《金融數學導論:理論、二項模型與應用》旨在取代現有的書籍,提供一本嚴謹的獨立文本,涵蓋較少的範例但更詳細,並包含更多的證明。該書以資產定價的基本定理作為線性代數和凸分析的引言。它還提供了示範的電腦程式,主要是 Octave/MATLAB 函數,還有試算表和 Macsyma 腳本,供學生在真實數據上進行實驗。該文本的獨特之處在於其當代結合離散模型和連續模型來計算隱含波動率並將模型擬合到市場數據。其目標是彌補非數學金融文本、純理論經濟學文本和專注於特定軟體的工程文本之間的巨大差距。

作者簡介

Mladen Victor Wickerhauser is professor of mathematics and statistics at Washington University, St. Louis. He holds a PhD from Yale University. ​Professor Wickerhauser's research interests include harmonic analysis, wavelets, and numerical algorithms for data compression. He has six US patents and 118 publications, one of which led to an algorithm used by the FBI to encode fingerprint images.

作者簡介(中文翻譯)

Mladen Victor Wickerhauser 是聖路易斯華盛頓大學的數學與統計學教授。他擁有耶魯大學的博士學位。​Wickerhauser 教授的研究興趣包括調和分析、波形變換以及數據壓縮的數值算法。他擁有六項美國專利和118篇出版物,其中一篇導致了一種被FBI用於編碼指紋圖像的算法。