英文原版 Mathematical Techniques in Finance: Tools for Incomplete Markets - Second Edition 金融中的数学技术 不完全市场的工具 第2版 Ales Černý 英文版 进口英语原版书籍
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作者Ales Černý
出版社Princeton University Press
ISBN9780691141213
出版时间2009-07
装帧平装
定价772元
货号YB-28752
上书时间2024-03-16
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内容摘要
《金融中的数学技术》起初出版于2003年，已成为包含重要量化元素的硕士级金融课程的标准教科书，同时也适合于金融博士生。经过全面修订的第二版继续提供精心制作的数字应用和经济学、金融学和数学的理论基础的融合，并为学生提供大量的机会来实践应用数学和前沿金融。Ales Cerny将微积分、线性代数、概率论、数值数学和编程等工具混合在一起，以易懂的方式分析金融经济学中一些引人入胜的问题。这本教科书是对资产定价、Z佳投资组合选择、风险测量和投资评估的实践介绍。新版包括不完全市场和不可对冲风险领域的全新研究，增加了关于有限差分方法的一章，并彻底更新了所有参考文献。 八十个数字、七十多个例子、二十五个简单的可运行的计算机程序和几个电子表格增强了学习体验。所有的计算机代码都是用MATLAB重写的，在线补充材料也已完全更新。* 毕业生金融课程的标准教科书 *介绍资产定价、投资组合选择、风险测量和投资评估 *详细的例子和MATLAB代码贯穿全文 *每章都有练习和主要内容的总结 Originally published in 2003, Mathematical Techniques in Finance has become a standard textbook for master's-level finance courses containing a significant quantitative element while also being suitable for finance PhD students. This fully revised second edition continues to offer a carefully crafted blend of numerical applications and theoretical grounding in economics, finance, and mathematics, and provides plenty of opportunities for students to practice applied mathematics and cutting-edge finance. Ales Cerny mixes tools from calculus, linear algebra, probability theory, numerical mathematics, and programming to analyze in an accessible way some of the most intriguing problems in financial economics. The textbook is the perfect hands-on introduction to asset pricing, optimal portfolio selection, risk measurement, and investment evaluation. The new edition includes the most recent research in the area of incomplete markets and unhedgeable risks, adds a chapter on finite difference methods, and thoroughly updates all bibliographic references. Eighty figures, over seventy examples, twenty-five simple ready-to-run computer programs, and several spreadsheets enhance the learning experience. All computer codes have been rewritten using MATLAB and online supplementary materials have been completely updated. A standard textbook for graduate finance courses Introduction to asset pricing, portfolio selection, risk measurement, and investment evaluation Detailed examples and MATLAB codes integrated throughout the text Exercises and summaries of main points conclude each chapter
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