作者：Thomas
页数：212页
出版社：世界图书出版公司
出版日期：2009
ISBN：9787510005244
电子书格式：pdf/epub/txt
内容简介
Ten years ago I would not have dared to write a book like this： a non-rigorous treatment of a mathematical theory. I admit that I would have been ashamed， and I am afraid that most of my colleagues in mathematics still think like this. However， my experience with students and practitioners convinced me that there is a strong demand for popular mathematics. I started writing this book as lecture notes in 1992 when I prepared a course on stochastic calculus for the students of the Commerce Faculty at Victoria University Wellington （New Zealand）. Since I had failed in giving tutorials on portfolio theory and investment analysis， I was expected to teach something I knew better. At that time， staff members of economics and mathematics departments already discussed the use of the Black and Scholes option pricing formula； courses on stochastic finance were offered at leading institutions such as ETH Zurich， Columbia and Stanford； and there was a general agreement that not only students and staff members of economics and mathematics departments， but also practitioners in financial institutions should know more about this new topic.
作者简介
Thomas Mikosch，荷兰格罗宁根大学(英文：University of Groningen)教授。
