購物比價找書網找車網
FindBook
排序:
 
 有 1 項符合

J.M. Schumacher

的圖書
圖書介紹 - 資料來源:樂天KOBO   評分:
圖書名稱:The Interval Market Model in Mathematical Finance

Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance. These theories did away with the standard stochastic geometric diffusion “Samuelson” market model (also known as the Black-Scholes model because it is used in that most famous theory), instead opting for models that allowed minimax approaches to complement or replace stochastic methods. Among the most fruitful models were those utilizing game-theoretic tools and the so-called interval market model. Over time, these models have slowly but steadily gained influence in the financial community, providing a useful alternative to classical methods.

A self-contained monograph, The Interval Market Model in Mathematical Finance: Game-Theoretic Methods assembles some of the most important results, old and new, in this area of research. Written by seven of the most prominent pioneers of the interval market model and game-theoretic finance, the work provides a detailed account of several closely related modeling techniques for an array of problems in mathematical economics. The book is divided into five parts, which successively address topics including:

·         probability-free Black-Scholes theory;

·         fair-price interval of an option;

·         representation formulas and fast algorithms for option pricing;

·         rainbow options;

·         tychastic approach of mathematical finance based upon viability theory.

This book provides a welcome addition to the literature, complementing myriad titles on the market that take a classical approach to mathematical finance. It is a worthwhile resource for researchers in applied mathematics and quantitative finance, and has also been written in a manner accessible to financially-inclined readers with a limited technical background.

贊助商廣告
 
 
Taaze 讀冊生活 - 暢銷排行榜
城與不確定的牆(平裝)
作者:村上春樹
出版社:時報文化出版企業股份有限公司
出版日期:2024-11-26
$ 537 
博客來 - 暢銷排行榜
原子習慣:細微改變帶來巨大成就的實證法則
作者:詹姆斯‧克利爾 (James Clear)
出版社:方智
出版日期:2019-06-01
$ 260 
博客來 - 暢銷排行榜
叛逆玩家 01 博客來獨家作者親簽版
$ 252 
博客來 - 暢銷排行榜
童話裡的心理學
作者:鐘穎
出版社:楓樹林出版社
出版日期:2024-11-01
$ 331 
 
博客來 - 新書排行榜
人生成為:突破自我設限的成就力
作者:郝旭烈
出版社:幸福文化
出版日期:2024-09-04
$ 339 
博客來 - 新書排行榜
神奇柑仔店18:紅子與錢天堂的起點
作者:廣嶋玲子
出版社:親子天下
出版日期:2024-10-31
$ 284 
金石堂 - 新書排行榜
世界上最透明的故事(日本出版界話題作,只有紙本書可以體驗的感動)
作者:杉井光
出版社:皇冠文化出版有限公司
出版日期:2024-09-30
$ 284 
金石堂 - 新書排行榜
新說狼與辛香料 狼與羊皮紙(10)
作者:支倉凍砂
出版社:台灣角川股份有限公司
出版日期:2024-11-18
$ 190 
 

©2024 FindBook.com.tw -  購物比價  找書網  找車網  服務條款  隱私權政策