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財務數學

隨機過程與衍生性金融商品評價

By 陳達新

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| Paperback | 9789866672507

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Book Description

選擇權評價理論為財務學的核心,其概念幾乎影響到財務學術理論與金融實務交易的各個層面。實質選擇權的觀念更可以應用到企業策略管理的經營層面上,其所衍生出的財務工程學(或計量財務學),則成為當今結合社會科學與自然科學的顯學。

  本書以最淺顯的文字,讓僅有簡單統計與數學訓練背景的學生與社會人士,都能對衍生性商品評價的財務數學有深入了解,並能掌握進入財務工程領域所需要的數學知識,為探索更進階的「財務程式設計」與「財務數值方法」奠定基礎;在評價方法上,也會推導出多種衍生性商品的評價公式與列出電腦程式。

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Book Details

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  • 繁體書
  • Paperback 352 Pages
  • ISBN-10: 9866672506
  • ISBN-13: 9789866672507
  • Publisher: 雙葉書廊
  • Pub date: Dec 24, 2009
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