论坛上看到有同学在800论坛币悬赏, 看来是非常迫切需要这本书, 本着知识共享推动论坛风气的精神, 只收象征性的, 因为这个书也是我买的.
对于金融数学建模非常经典的基础读本, 而且还是2013年最新的PDF电子版, 啥也不说了, 看AMAZON的描述:
Mathematical Methods for Finance: Tools for Asset and Risk Management [Hardcover] by
Sergio M. Focardi,
Frank J. Fabozzi,
Turan G. Bali
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Book DescriptionPublication Date:
September 23, 2013 | ISBN-10:
1118312635 | ISBN-13:
978-1118312636 | Edition:
1
The mathematical and statistical tools needed in the rapidly growing quantitative finance fieldWith the rapid growth in quantitative finance, practitioners must achieve a high level of proficiency in math and statistics.
Mathematical Methods and Statistical Tools for Finance, part of the Frank J. Fabozzi Series, has been created with this in mind. Designed to provide the tools needed to apply finance theory to real world financial markets, this book offers a wealth of insights and guidance in practical applications.
It contains applications that are broader in scope from what is covered in a typical book on mathematical techniques. Most books focus almost exclusively on derivatives pricing, the applications in this book cover not only derivatives and asset pricing but also risk management—including credit risk management—and portfolio management.
- Includes an overview of the essential math and statistical skills required to succeed in quantitative finance
- Offers the basic mathematical concepts that apply to the field of quantitative finance, from sets and distances to functions and variables
- The book also includes information on calculus, matrix algebra, differential equations, stochastic integrals, and much more
- Written by Sergio Focardi, one of the world's leading authors in high-level finance
Drawing on the author's perspectives as a practitioner and academic, each chapter of this book offers a solid foundation in the mathematical tools and techniques need to succeed in today's dynamic world of finance.