購物比價找書網找車網
FindBook
排序:
 
 有 1 項符合

Jean-Pierre Aubin

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
 
金石堂 - 今日66折
大家來學韓國語40音(含練習冊+線上音檔):附40音拉頁海報,全圖解秒懂韓文造字原理及發音規則,第一次學就記住!
作者:Key Publications
出版社:國際學村出版社
出版日期:2023-09-14
66折: $ 238 
金石堂 - 今日66折
只是投資失利,又不是世界末日心理學家因投資失敗,而在跳海前所領悟到「重設人生」終結虧損的法則
作者:金炯俊
出版社:蘋果屋出版社
出版日期:2023-03-30
66折: $ 263 
金石堂 - 今日66折
迷妹的韓文自學法:零基礎也能無痛養成韓文腦
作者:LJ
出版社:如何出版社
出版日期:2023-01-01
66折: $ 211 
金石堂 - 今日66折
新世代新人種!手機智人Phono-Sapiens:你準備好成為消費者至上時代被需要的人才並掌握必備的商業戰略了嗎?
作者:崔在鵬
出版社:財經傳訊
出版日期:2020-07-16
66折: $ 277 
 
金石堂 - 暢銷排行榜
平凡職業造就世界最強 (首刷限定版) 14
作者:白米良
出版社:東立出版社
出版日期:2025-04-24
$ 295 
博客來 - 暢銷排行榜
阿甘投資法:不看盤、不選股、不挑買點也能穩穩賺
作者:闕又上
出版社:天下文化
出版日期:2020-05-27
$ 331 
Taaze 讀冊生活 - 暢銷排行榜
卡內基 人性的弱點
作者:戴爾.卡內基
出版社:海鷹文化
出版日期:2020-12-30
$ 210 
Taaze 讀冊生活 - 暢銷排行榜
行銷5.0︰科技與人性完美融合時代的全方位戰略,運用MarTech,設計顧客旅程,開啟數位消費新商機
作者:菲利浦.科特勒、 陳就學、伊萬.塞提亞宛
出版社:天下雜誌股份有限公司
出版日期:2021-07-01
$ 396 
 
Taaze 讀冊生活 - 新書排行榜
馴神獸的女孩【畫境傳說】(1)
作者:常怡
出版社:晴好出版
出版日期:2025-04-16
$ 245 
Taaze 讀冊生活 - 新書排行榜
我們內心的衝突:愛恨、憂鬱、絕望、瘋狂……,解析內心矛盾、自我療癒的心靈自由解藥
作者:卡倫.荷妮
出版社:方舟文化
出版日期:2025-04-16
$ 322 
金石堂 - 新書排行榜
自稱惡役千金的未婚妻觀察紀錄。-05
作者:蓮見ナツメ
出版社:長鴻出版社股份有限公司
出版日期:2025-05-02
$ 103 
 

©2025 FindBook.com.tw -  購物比價  找書網  找車網  服務條款  隱私權政策