Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several years Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance
springer finance(共23册),
这套丛书还有
《Implementing Models in Quantitative Finance》《Risk and Asset Allocation》《Irrational Exuberance Reconsidered》《A Course in Derivative Securities》《Financial Markets in Continuous Time (Springer Finance)》
等
。
Textbook used by Prof Song Yao in his course "Mathematics of Fiance I". Great content, but not in mathematical way, with more focus on model and ambiguous definitions. Better for math student with fin...Textbook used by Prof Song Yao in his course "Mathematics of Fiance I". Great content, but not in mathematical way, with more focus on model and ambiguous definitions. Better for math student with financial foundation, but not good for pure or applied math students like me. Overall, the quality is good, with plenty details.(展开)
看到序言第二页就晕了-- 如果一个投资银行提供的衍生产品价格高于“公平”的价格,那么这些产品出价会较低。 回去翻原文: If an investment bank offers a derivative security at a price that is higher than "fair," it may be underbid. 这才明白,不是“这些产品...
(展开)
0 有用 Omega 2022-06-27 18:02:18
当数学书看的(真的不懂为什么会有这些derivatives,可能需要补习一下了
0 有用 Dr.郭啸天 2013-12-18 12:50:51
可以直接看第二本,这本就是discrete case, 个人认为有一定金融或者数学的基础不需要看这本。我只读了前两章
0 有用 薛定谔的猫 2014-01-07 09:30:05
Mathematics of Finance 1的教材
0 有用 脫繮的蛇肉堡 2013-03-28 19:09:37
说起数学,金融将是另一副模样。感觉有点像JOHN HULL+ROSS再精缩。作者在NOTE中列的那些文献可能都是同领域MILESTONES?但没一个看过,名字基本不认识,悲剧……
0 有用 Alec-p 2010-06-27 12:40:14
作为卡内基梅隆的御用版还是很不错的,只是鉴于本人智商太低,数理太差。此书对于我乃天书一本,课后的习题还是很不错的
0 有用 Rex 2022-12-18 04:40:31 美国
Textbook used by Prof Song Yao in his course "Mathematics of Fiance I". Great content, but not in mathematical way, with more focus on model and ambiguous definitions. Better for math student with fin... Textbook used by Prof Song Yao in his course "Mathematics of Fiance I". Great content, but not in mathematical way, with more focus on model and ambiguous definitions. Better for math student with financial foundation, but not good for pure or applied math students like me. Overall, the quality is good, with plenty details. (展开)
0 有用 Omega 2022-06-27 18:02:18
当数学书看的(真的不懂为什么会有这些derivatives,可能需要补习一下了
0 有用 草野 2022-02-09 00:16:43
二叉树也可以玩出花🤯对American Option的理解深入了很多🤔Volume II开干!
0 有用 Eric 2022-01-16 02:47:41
为第二册做准备
0 有用 匿名用户 2021-04-11 15:39:12
必读