An Introduction to Mathematical Finance with Applications: Understanding and Building Financial Intuition (Springer Undergraduate Texts in Mathematics and Technology)
暫譯: 數學金融入門與應用:理解與建立金融直覺(施普林格本科數學與技術系列)

Arlie O. Petters, Xiaoying Dong

  • 出版商: Springer
  • 出版日期: 2018-05-31
  • 售價: $2,450
  • 貴賓價: 9.5$2,328
  • 語言: 英文
  • 頁數: 483
  • 裝訂: Paperback
  • ISBN: 1493981374
  • ISBN-13: 9781493981373
  • 海外代購書籍(需單獨結帳)

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商品描述

This textbook aims to fill the gap between those that offer a theoretical treatment without many applications and those that present and apply formulas without appropriately deriving them. The balance achieved will give readers a fundamental understanding of key financial ideas and tools that form the basis for building realistic models, including those that may become proprietary. Numerous carefully chosen examples and exercises reinforce the student's conceptual understanding and facility with applications. The exercises are divided into conceptual, application-based, and theoretical problems, which probe the material deeper.

The book is aimed toward advanced undergraduates and first-year graduate students who are new to finance or want a more rigorous treatment of the mathematical models used within. While no background in finance is assumed, prerequisite math courses include multivariable calculus, probability, and linear algebra. The authors introduce additional mathematical tools as needed. The entire textbook is appropriate for a single year-long course on introductory mathematical finance. The self-contained design of the text allows for instructor flexibility in topics courses and those focusing on financial derivatives. Moreover, the text is useful for mathematicians, physicists, and engineers who want to learn finance via an approach that builds their financial intuition and is explicit about model building, as well as business school students who want a treatment of finance that is deeper but not overly theoretical.

商品描述(中文翻譯)

這本教科書旨在填補那些提供理論處理但缺乏應用的書籍與那些展示並應用公式卻未適當推導的書籍之間的空白。所達成的平衡將使讀者對關鍵金融概念和工具有基本的理解,這些概念和工具構成了建立現實模型的基礎,包括那些可能成為專有的模型。許多精心挑選的範例和練習加強了學生的概念理解和應用能力。這些練習分為概念性、基於應用的和理論問題,深入探討材料。

本書針對高年級本科生和剛入學的研究生,特別是那些對金融領域不熟悉或希望對所使用的數學模型有更嚴謹處理的讀者。雖然不假設有金融背景,但先修的數學課程包括多變量微積分、概率論和線性代數。作者根據需要引入額外的數學工具。整本教科書適合用於一門為期一年的入門數學金融課程。該文本的自足設計使得教師在主題課程和專注於金融衍生品的課程中具有靈活性。此外,這本書對於希望通過建立金融直覺並明確模型構建來學習金融的數學家、物理學家和工程師,以及希望獲得更深入但不過於理論化的金融處理的商學院學生也非常有用。