剧情简介：This introductory text provides a clear understanding of the intuition behind derivatives pricing, how models are implemented, and how they are used and adapted in practice. M. Joshi covers the strengths and weaknesses of such models as stochastic volatility, jump diffusion, and variance gamma, as well as the Black-Scholes. Examples and exercises, with answers, as well as compu...(展开全部)
作者：Mark S·Joshi
出版社：Cambridge University Press
ISBN：9780521823555
