Introduction to Financial Mathematics: With Computer Applications
暫譯: 金融數學導論：含電腦應用

Chambers, Donald R., Lu, Qin

Introduction to Financial Mathematics: With Computer Applications
  • 出版商: CRC
  • 出版日期: 2021-06-17
  • 售價: $4,270
  • 貴賓價: 9.5 折 $4,057
  • 語言: 英文
  • 頁數: 556
  • 裝訂: Hardcover - also called cloth, retail trade, or trade
  • ISBN: 0367410397
  • ISBN-13: 9780367410391

    • 海外代購書籍(需單獨結帳)

商品描述

This book's primary objective is to educate aspiring finance professionals about mathematics and computation in the context of financial derivatives. The authors offer a balance of traditional coverage and technology to fill the void between highly mathematical books and broad finance books.

The focus of this book is twofold:

  • To partner mathematics with corresponding intuition rather than diving so deeply into the mathematics that the material is inaccessible to many readers.

  • To build reader intuition, understanding and confidence through three types of computer applications that help the reader understand the mathematics of the models.

Unlike many books on financial derivatives requiring stochastic calculus, this book presents the fundamental theories based on only undergraduate probability knowledge.

A key feature of this book is its focus on applying models in three programming languages -R, Mathematica and EXCEL. Each of the three approaches offers unique advantages. The computer applications are carefully introduced and require little prior programming background.

The financial derivative models that are included in this book are virtually identical to those covered in the top financial professional certificate programs in finance. The overlap of financial models between these programs and this book is broad and deep.

商品描述(中文翻譯)

這本書的主要目標是教育有志於金融的專業人士在金融衍生品的背景下理解數學和計算。作者提供了傳統內容與技術的平衡，以填補高度數學化的書籍與廣泛的金融書籍之間的空白。

這本書的重點有兩個：

- 將數學與相應的直覺結合，而不是深入數學以至於使許多讀者無法理解材料。

- 通過三種類型的計算機應用來建立讀者的直覺、理解和信心，幫助讀者理解模型的數學。

與許多需要隨機微積分的金融衍生品書籍不同，這本書僅基於本科概率知識介紹基本理論。

這本書的一個關鍵特點是專注於在三種程式語言中應用模型 - R、Mathematica 和 EXCEL。這三種方法各有獨特的優勢。計算機應用被仔細介紹，並且對先前的程式設計背景要求不高。

本書中包含的金融衍生品模型幾乎與頂尖金融專業證書課程中涵蓋的模型相同。這些課程與本書之間的金融模型重疊範圍廣泛且深入。

作者簡介

Donald R. Chambers served as the Walter E. Hanson KPMG Chair in Finance at Lafayette College in Easton Pennsylvania for 25 years. During that time he worked closely with economics and math-economics undergraduate majors, providing him with an understanding of the needs and abilities of students interested in the intersection of math and finance. Professor Chambers has authored or co-authored approximately 50 research papers in scholarly journals and six books. Professor Chambers served previously as Associate Director of Programs at the CAIA Association, a risk management consultant to the Bank of New York in Manhattan and as a senior portfolio strategist with Karpus Investment Management. He currently serves as a Chief Investment Officer at Biltmore Capital Advisors. These experiences have provided him with a deep and broad knowledge of the practical applications of mathematical finance.

Qin Lu has taught Mathematics at Lafayette College in Easton Pennsylvania for the last 21 years. Trained as an Algebraic Topologist, Professor Lu began her journey in Mathematical Finance in 2003 by taking CFA (Charted Financial Analyst) exams. By passing three rigid tests during three-year period, Professor Lu became CFA charter holder in 2006. There are very few CFA charter holders who are working at colleges/universities, most of them are working in investment industry. During these years at Lafayette, Professor Lu has taught financial mathematics course many times. In addition, she has been NSF REU (Research Experiences for Undergraduates) PI and mentor for multiple years and has guided a lot of undergraduate research through honors thesis and REU program. Professor Chambers and Professor Lu have co-authored 8 papers, one of which was published in a top-three finance journal and it had an undergraduate student coauthor.

作者簡介(中文翻譯)

唐納德·R·錢伯斯在賓夕法尼亞州伊斯頓的拉法葉學院擔任沃爾特·E·漢森KPMG金融講座教授長達25年。在此期間，他與經濟學和數學經濟學的本科生密切合作，使他能夠了解對數學與金融交集感興趣的學生的需求和能力。錢伯斯教授已在學術期刊上撰寫或共同撰寫了約50篇研究論文和六本書籍。錢伯斯教授曾擔任CAIA協會的項目副主任、曼哈頓紐約銀行的風險管理顧問，以及Karpus Investment Management的高級投資組合策略師。他目前擔任Biltmore Capital Advisors的首席投資官。這些經歷使他對數學金融的實際應用有了深刻而廣泛的了解。

秦璐在賓夕法尼亞州伊斯頓的拉法葉學院教授數學已達21年。作為一名代數拓撲學家，秦教授於2003年開始她的數學金融之旅，參加CFA（特許金融分析師）考試。通過在三年內通過三次嚴格的考試，秦教授於2006年成為CFA特許持有人。在大學工作的CFA特許持有人非常少，大多數人都在投資行業工作。在拉法葉學院的這些年中，秦教授多次教授金融數學課程。此外，她還擔任過多年的NSF REU（本科生研究經驗）首席研究員和導師，並通過榮譽論文和REU計劃指導了許多本科生的研究。錢伯斯教授和秦教授共同撰寫了8篇論文，其中一篇發表在三大金融期刊之一，並且有一位本科生共同作者。

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