Options - 45 Years Since the Publication of the Black-Scholes-Merton Model(World Scientific Lecture Notes in Finance)

选项,布莱克—斯科尔斯—默顿(BSM)模型发布45周年:Gershon金融科技中心会议

货币银行学

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作      者
出  版 社
出版时间
2022年12月22日
装      帧
精装
ISBN
9789811255861
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页      码
630 pp
语      种
英文
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库存 30 本
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图书简介
This book contains contributions by the best-known and consequential researchers who, over several decades, shaped the field of financial engineering. It presents a comprehensive and unique perspective on the historical development and the current state of derivatives research. The book covers classical and modern approaches to option pricing, realized and implied volatilities, classical and rough stochastic processes, and contingent claims analysis in corporate finance. The book is invaluable for students, academic researchers, and practitioners working with financial derivatives, market regulation, trading, risk management, and corporate decision-making.Key FeaturesThe contributors to the book are some of the most influential researchers in financial engineering who shaped the field over the recent decadesThe reader can get first-hand information about the key milestones in financial engineering from their respective authorsThe book’s content is extensive and covers the most significant developments in valuation, hedging, and trading of financial derivatives and corporate financeThe book explains modern approaches to volatility in detail and covers local, stochastic, local-stochastic, and rough volatility modelsThe book covers in-depth specialized derivatives markets, including commodities, French, and Chinese markets
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