CQF随书光盘之4——Paul Wilmott on Quantitative Finance 3 Volume Set (2nd Edition)

By Paul Wilmott
Publisher: Wiley
Number Of Pages: 1500
Publication Date: 2006-03-10
ISBN-10 / ASIN: 0470018704
ISBN-13 / EAN: 9780470018705
Binding: Hardcover

【目录信息】

1. Products and Markets.
2. Derivatives.

3. The Random Behavior of Assets.

4. Elementary Stochastic Calculus.

5. The Black-Scholes Model.

6. Partial Differential Equations.

7. The Black-Scholes Formulae and the ‘Greeks’.

8. Simple Generalizations of the Black-Scholes World.

9. Early Exercise and American Options.

10. Probability Density Functions and First Exit Times.
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