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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Portfolio Management: Theory and Practice
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Portfolio Management: Theory and Practice
+作者：Stewart
+年份：2019 年1 版
+ISBN：9781119397410
+書號：FI0178H
+規格：精裝/單色
+頁數：720
+出版商：John Wiley
Chapter 1 Introduction
Chapter 2 Client Objectives for Diversified Portfolios
Chapter 3 Asset Allocation: The Mean - Variance Framework
Chapter 4 Asset Allocation Inputs
Chapter 5 Advanced Topics in Asset Allocation
Chapter 6 The Investment Management Process
Chapter 7 Introduction to Equity Portfolio Investing: The Investor’s View
Chapter 8 Equity Portfolio Construction
Chapter 9 Fixed-Income Management
Chapter 10 Global Investing
Chapter 11 Alternative Investment Classes
Chapter 12 Portfolio Management Through Time: Taxes and Transaction Costs
Chapter 13 Performance Measurement and Attribution
Chapter 14 Incentives, Ethics, and Policy
Chapter 15 Investor and Client Behavior
Chapter 16 Managing Client Relations
Sample Cases
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Measure and Integral: An Introduction to Real Analysis (2版)
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書名：Measure and Integral: An Introduction to Real Analysis 2/e
作者：Richard L. Wheeden
出版社：CRC Press
ISBN：9781498702898
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High-Dimensional Statistics
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書名：High-Dimensional Statistics: A Non-Asymptotic Viewpoint
作者：Wainwright
出版社：CAMBRIDGE
出版日期：2019/04/00
ISBN：9781108498029
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SIMULATION TECHNIQUES IN FINANCIAL RISK MANAGEMENT, SECOND EDITION 2015
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Probability, Statistics, and Random Processes for Engineers (4版)
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書名：Probability, Statistics, & Random Processes for Engineers 4/E(IE) 2012
作者：Henry Stark, John W. Woods
出版社：Pearson
ISBN：9780273752288
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