When I downloaded it, it is titled "financial engineering with mathemtica". But it is not a book.
Instead, they are 6 papers explaining in details how to use mathematica to model
(1) Binomial Term Structure Model
(2) Black-Scholes and Exotic Option Models
(3) Dynamic Hedging Strategies
(4) Term Structure of Interest Rate Models
(5) Binomial Option Pricing Models
(6) Value at Risk
21878.rar
大小:(1.54 MB)
只需: 5 个论坛币
马上下载
本附件包括:
- Binomialtermstructuremodels.pdf
- Black-Scholesandexoticoptions.pdf
- Dynamichedgingstrategies.pdf
- Termstructureofinterestrates.pdf
- Thebinomialoptionpricingmodel.pdf
- Value-at-Risk.pdf