Stochastic Processes with Applications to Finance, Second Edition(Chapman and Hall/CRC Financial Mathematics Series)

金融应用中的随机过程,第二版

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作      者
出  版 社
出版时间
2013年04月18日
装      帧
精装
ISBN
9781439884829
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页      码
344
开      本
6-1/8x9-1/4
语      种
英文
版      次
2nd ed.
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图书简介
This accessible text presents the mathematical theory of financial engineering using only basic mathematical tools that are easy to understand even for those with little mathematical expertise. This second edition covers several important developments in the financial industry. Along with many more examples, it includes a new chapter on the change of measures and pricing of insurance products, a new section on the use of copulas, and two new chapters that offer more coverage of interest rate derivatives and credit derivatives.
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