Mathematical Financial Economics: A Basic Introduction (Springer Texts in Business and Economics)

This textbook is an elementary introduction to the key topics in mathematical finance and financial economics - two realms of ideas that substantially overlap but are often treated separately from each other. Our goal is to present the highlights in the field, with the emphasis on the financial and economic content of the models, concepts and results. The book provides a novel, unified treatment of the subject by deriving each topic from common fundamental principles and showing the interrelations between the key themes. Although the presentation is fully rigorous, with some rare and clearly marked exceptions, the book restricts itself to the use of only elementary mathematical concepts and techniques. No advanced mathematics (such as stochastic calculus) is used.

這本教科書是對數學金融和金融經濟學的關鍵主題進行初步介紹的入門書籍。這兩個領域的思想有很大的重疊，但通常被分開獨立地處理。我們的目標是呈現該領域的重點內容，並強調模型、概念和結果的金融和經濟內容。本書通過從共同的基本原則中推導每個主題，並展示關鍵主題之間的相互關係，提供了一種新穎的統一處理方式。儘管介紹是完全嚴謹的，但除了一些罕見且明確標記的例外情況外，本書僅限於使用基本的數學概念和技巧。不使用高級數學（如隨機微積分）。