Point Processes and Jump Diffusions: An Introduction with Finance Applications
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POINT PROCESSES AND JUMP DIFFUSIONS: AN INTRODUCTION WITH FINANCE APPLICATIONS 2021 (H)
ISBN： 9781316518670
類別： 財務金融Financial Management
出版社： CAMBRIDGE UNIVERSITY PRESS
作者： BJORK
年份： 2021
裝訂別： 精裝
頁數： 320頁
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Arbitrage Theory in Continuous Time (4版)
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ARBITRAGE THEORY IN CONTINUOUS TIME 4E 2021 (H)
ISBN： 9780198851615
類別： 財務金融Financial Management
出版社： OXFORD UNIVERSITY PRESS
作者： BJORK
年份： 2020
裝訂別： 精裝
頁數： 592頁
Table of Contents
1:Introduction
I. Discrete Time Models
2:The Binomial Model
3:A More General One period Model
II. Stochastic Calculus
4:Stochastic Integrals
5:Stochastic Differential Equations
III. Arbitrage Theory
6:Portfolio Dynamics
7:Arbitrage Pricing
8:Completeness and Hedging
9:A Primer on Incomplete Markets
10:Parity Relations and Delta Hedging
11:The Martingale Approach to Arbitrage Theory
12:The Mathematics of the Martingale Approach
13:Black-Scholes from a Martingale Point of View
14:Multidimensional Models: Martingale Approach
15:Change of Numeraire
16:Dividends
17:Forward and Futures Contracts
18:Currency Derivatives
19:Bonds and Interest Rates
20:Short Rate Models
21:Martingale Models for the Short Rate
22:Forward Rate Models
23:LIBOR Market Models
24:Potentials and Positive Interest
IV. Optimal Control and Investment Theory
25:Stochastic Optimal Control
26:Optimal Consumption and Investment
27:The Martingale Approach to Optimal Investment
28:Optimal Stopping Theory and American Options
V. Incomplete Markets
29:Incomplete Markets
30:The Esscher Transform and the Minimal Martingale Measure
31:Minimizing f-divergence
32:Portfolio Optimization in Incomplete Markets
33:Utility Indifference Pricing and Other Topics
34:Good Deal Bounds
VI. Dynamic Equilibrium Theory
35:Equilibrium Theory: A Simple Production Model
36:The Cox-Ingersoll-Ross Factor Model
37:The Cox-Ingersoll-Ross Interest Rate Model
38:Endowment Equilibrium: Unit Net Supply
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Probability and Random Processes (4版)
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Probability and Random Processes 4/e
+作者：Grimmett
+年份：2020 年4 版
+ISBN：9780198847595
+書號：PS0492PC
+規格：平裝/彩色
+頁數：688
+出版商：Oxford
●To provide a thorough but straightforward account of basic probability theory, giving the reader a natural feel for the subject unburdened by oppressive technicalities.
●To discuss important random processes in depth with many examples.
●To cover a range of topics that are significant and interesting but less routine.
●To impart to the beginner some flavour of advanced work.
目錄
1:Events and their probabilities
2:Random variables and their distributions
3:Discrete random variables
4:Continuous random variables
5:Generating functions and their applications
6:Markov chains
7:Convergence of random variables
8:Random processes
9:Stationary processes
10:Renewals
11:Queues
12:Martingales
13:Diffusion processes
原價:
1680
售價:
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現省:
118元
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電子書 Portfolio Management: Theory and Practice Stewart 9781119397410 2019 <JW>
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Investment Analysis & Portfolio Management (12版)
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【簡介】
Used extensively by professionals, organizations and schools across the country, Reilly/Brown/Leeds' INVESTMENT ANALYSIS AND PORTFOLIO MANAGEMENT, CENGAGE INTERNATIONAL EDITION, 12th Edition, combines solid theory with practical applications to help students learn how to manage their money to maximize earning potential. Streamlined into a succinct 18 chapters, the text has been thoroughly revised to present content that is vital to a thorough understanding of investment management in the most effective way. It uses real-world illustrations and hands-on exercises to bring investment concepts to life for students. The 12th edition continues its tradition of unparalleled international coverage. It also offers expanded discussions of the impact of changes in both technology, regulations and ESG mandates on the functioning and organization of global security markets and devotes three chapters to derivatives securities.
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Investment Analysis and Portfolio Management 11/E 2019 <Cengage> (11版)
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