风险中性定价第2版
全新正版现货
￥ 46.6 7.9折 ￥ 59 全新
仅1件
四川成都
认证卖家担保交易快速发货售后保障
作者（英）宾汉姆 著
出版社世界图书出版公司
ISBN9787510029707
出版时间2011-01
装帧平装
开本24开
纸张胶版纸
定价59元
货号21031369
上书时间2024-07-04
- 在售商品 暂无
- 平均发货时间 15小时
- 好评率 暂无
商品详情
- 品相描述：全新
- 正版全新
- 商品描述
-
【目录】:
Preface to the Second Edition
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
1.4.2 A Single-period Model
1.4.3 A Few Financial-economic Considerations
Exercises
2.Probability Background
2.1 Measure
2.2 Integral
2.3 Probability
2.4 Equivalent Measures and Radon-Nikodym Derivatives.
2.5 Conditional Expectation
2.6 Modes of Convergence
2.7 Convolution and Characteristic Functions
2.8 The Central Limit Theorem
2.9 Asset Return Distributions
2.10 Infinite Divisibility and the Levy-Khintchine Formula
2.11 Elliptically Contoured Distributions
2.12 Hyberbolic Distributions
Exercises
3.Stochastic Processes in Discrete Time
3.1 Information and Filtrations
3.2 Discrete-parameter Stochastic Processes
3.3 Definition and Basic Properties of Martingales
3.4 Martingale Transforms
3.5 Stopping Times and Optional Stopping
3.6 The Snell Envelope and Optimal Stopping
3.7 Spaces of Martingales
3.8 Markov Chains
Exercises
4.Mathematical Finance in Discrete Time
4.1 The Model
4.2 Existence of Equivalent Martingale Measures
4.2.1 The No-arbitrage Condition
4.2.2 Risk-Neutral Pricing
4.3 Complete Markets: Uniqueness of EMMs
4.4 The Fundamental Theorem of Asset Pricing: Risk-Neutral
Valuation
4.5 The Cox-Ross-Rubinstein Model
4.5.1 Model Structure
4.5.2 Risk-neutral Pricing
4.5.3 Hedging
4.6 Binomial Approximations
4.6.1 Model Structure
4.6.2 The Black-Scholes Option Pricing Formula
4.6.3 Further Limiting Models
4.7 American Options
4.7.1 Theory
4.7.2 American Options in the CRR Model
4.8 Further Contingent Claim Valuation in Discrete Time
4.8.1 Barrier Options
4.8.2 Lookback Options
4.8.3 A Three-period Example
4.9 Multifactor Models
4.9.1 Extended Binomial Model
4.9.2 Multinomial Models
Exercises
5.Stochastic Processes in Continuous Time
6.Mathematical Finance in Continuous Time
7.Incomplete Markets
8.Interest Rate Theory
9.Credit Risk
A.Hilbert Space
B.Projections and Conditional Expectations
C.The Separating Hyperplane Theorem
Bibliograpy
Index
— 没有更多了 —
以下为对购买帮助不大的评价