Bộ sách luyện thi ETS 2023 LC&RC
199,000₫
299,000₫
Sách keo gáy, bìa mềm
Designed to form the basis of an undergraduate
course in mathematical finance, this book builds on mathematical models
of bond and stock prices and covers three major areas of mathematical
finance that all have an enormous impact on the way modern financial
markets operate, namely: Black-Scholes' arbitrage pricing of options and
other derivative securities; Markowitz portfolio optimization theory
and the Capital Asset Pricing Model; and interest rates and their term
structure. Assuming only a basic knowledge of probability and calculus,
it covers the material in a mathematically rigorous and complete way at a
level accessible to second or third year undergraduate students. The
text is interspersed with a multitude of worked examples and exercises,
so it is ideal for self-study and suitable not only for students of
mathematics, but also students of business management, finance and
economics, and anyone with an interest in finance who needs to
understand the underlying theory.
Categories:Business & Economics - Others
Year:2003
Language:english
Pages:321
