连续时间金融:入门指南

Finance in Continuous Time: A Primer.

Journal of Finance · 1992
被引 46
人大 A+FT50UTD24ABS 4*

中文导读

这篇入门指南为不专攻连续时间方法的金融教师、博士生和专业人士提供基础,涵盖资产估值、衍生品定价和最优决策策略。

Abstract

This brief primer is intended to provide the foundations for the study of more rigorous and lengthy texts. It is designed principally for the finance faculty which does not specialize in continuous time methods, PhD students in finance and finance professionals. Chapters cover: a paradigm for primary asset valuation; complications of the basic paradigm; the valuation of derivative securities; optimal decision strategies and valuation.

连续时间金融资产定价衍生品估值最优决策