剧情简介:The long-awaited sequel to the "Concepts and Practice of Mathematical Finance" has now arrived. Taking up where the first volume left off, a range of topics is covered in depth. Extensive sections include portfolio credit derivatives, quasi-Monte Carlo, the calibration and implementation of the LIBOR market model, the acceleration of binomial trees, the Fourier transform in opt...(展开全部)
外文名:more mathematical finance
作者:Mark S·Joshi
出版社:Pilot Whale Press
ISBN:9780987122803