Study note
The Concepts and Practice of Mathematical Finance
Properties
- Type
- Books
- Status
- 想读
- Domain
- Quant
- Category
- 定价理论、随机分析与金融工程
- Vault note
library/books/quant/The-Concepts-and-Practice-of-Mathematical-Finance-4d8830622002cef6.md
Summary
从金融数学概念和实际定价流程出发，讲无套利、风险中性测度、Black-Scholes、数值方法、Monte Carlo、Greeks 和衍生品建模实践。
Highlights
比纯理论书更重实践判断，适合作为 Hull/Shreve 与真实定价实现之间的桥梁。
Notes
Mark S. Joshi；2003。
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