《金融数学:金融工程引论》是一本绝佳的金融投资参考书,论述了两个获得诺贝尔经济学奖的理论,涉及的领域广泛,方法浩瀚。《金融数学:金融工程引论》是数理金融大学本科教科书,以债券和股票价格的数学模型为基础,涵盖了对现代金融市场运行有重大影响的数理金融的三个主要领域:
·布莱克—斯科尔斯期权和其他衍生证券定价;
·马科维茨资产组合优化理论和资本资产定价模型;
·利率及利率的期限结构。
《金融数学:金融工程引论》将金融学的动因与数学的风格相结合,仅要求读者掌握概率论和微积分的基础知识。《金融数学:金融工程引论》推理严谨,数学难易程度适合于大学本科二年级或三年级学生。
英文第1版
中文第1版,有书签
求 Mathematics for Finance: An Introduction to Financial Engineering 2ed(Springer Undergraduate Mathematics Series) 电子版!
In this second edition, the material has been thoroughly revised and rearranged. New features include:
• A case study to begin each chapter – a real-life situation motivating the development of theoretical tools;
• A detailed discussion of the case study at the end of each chapter;
• A new chapter on time-continuous models with intuitive outlines of the mathematical arguments and constructions;
• Complete proofs of the two fundamental theorems of mathematical finance in discrete setting.
From the reviews of the first edition:
Book DescriptionPublication Date: November 25, 2010 | ISBN-10: 0857290819 | ISBN-13: 978-0857290816 | Edition: 2nd Edition.
As with the first edition, Mathematics for Finance: An Introduction to Financial Engineering combines financial motivation with mathematical style. Assuming only basic knowledge of probability and calculus, it presents three major areas of mathematical finance, namely Option pricing based on the no-arbitrage principle in discrete and continuous time setting, Markowitz portfolio optimisation and Capital Asset Pricing Model, and basic stochastic interest rate models in discrete setting. From the reviews of the first edition: ”This text is an excellent introduction to Mathematical Finance. Armed with a knowledge of basic calculus and probability a student can use this book to learn about derivatives, interest rates and their term structure and portfolio management.”(Zentralblatt MATH) ”Given these basic tools, it is surprising how high a level of sophistication the authors achieve, covering such topics as arbitrage-free valuation, binomial trees, and risk-neutral valuation.” (
www.riskbook.com) ”The reviewer can only congratulate the authors with successful completion of a difficult task of writing a useful textbook on a traditionally hard topic.” (K. Borovkov, The Australian Mathematical Society Gazette, Vol. 31 (4), 2004)