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2010-11-30
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A Primer for the Mathematics of Financial Engineering by Dan Stefanica

This book is meant to build the solid mathematical foundation required to understand the quantitative models used financial engineering. The financial applications range from the Put-Call parity, bond duration and convexity, and the Black-Scholes model, to the numerical estimation of the Greeks, implied volatility, and bootstrapping for finding interest rate curves. On the mathematical side, useful but sometimes overlooked topics are presented in detail: differentiating integrals with respect to nonconstant integral limits, numerical approximation of definite integrals, convergence of Taylor series expansions, finite difference approximations, Stirling's formula, Lagrange multipliers, polar coordinates, Newton's method for higher dimensional problems. A Solutions Manual containing complete solutions to every exercise, as well as to over 50 supplemental exercises, is available on amazon.com. International shipping and the Errata are available at www.fepress.org   
  
About the Author    Dan Stefanica has been the Director of the financial engineering Masters Program at Baruch College,  City University of New York, since its inception in 2002. He has a PhD in Applied Mathematics from  New York University and has taught at Massachusetts Institute of Technology   

http://www.amazon.com/Primer-Mathematics-Financial-Engineering/dp/0979757606

很想看这本书,不是要看目录啊。苦于搜索网上很久没有找到该书全文的电子版本。希望坛子里的能人能给予帮助,小弟50论坛币送上(穷人一个。。别嫌太少额)

谢谢各位的支持~

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wuhui1018 查看完整内容

http://www.pinggu.org/bbs/viewthread.php?tid=994229&highlight=A%2BPrimer%2Bfor%2Bthe%2BMathematics%2Bof%2BFinancia 这个地址有,楼主去看一下。
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2010-11-30 14:36:15
http://www.pinggu.org/bbs/viewth ... ics%2Bof%2BFinancia
这个地址有,楼主去看一下。
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2010-12-4 19:49:56
一个人都没有回。。
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2011-10-2 09:52:51
同问啊?谢谢~
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2018-9-27 12:37:29
楼主还有资源可分享吗?谢谢
137065373@qq.com
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2019-1-2 16:57:38
楼主,资源还可分享吗,我也想这本。715253728@qq.com
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