BOOK
Shisan No Kakaku Zuke to Sokudo Henkan (Series Kinyu Kogaku No Shinchoryu)
Kishima Masaki Tanaka Keichi
3800yen
(4180yen Tax incl. in Japan)
| Points You Earn | 1% (38p) |
|---|---|
| Release Date | June 28, 2007 |
| Availability | In Stock at Supplier:Usually ships in 2-4 days |
Product Details
| Catalog No. | NEOBK-423541 |
|---|---|
| JAN/ISBN | 9784254296013 |
| Product Type | BOOK |
| Pages | 204 |
|---|
Books are basically written in Japanese except for bilingual books or ones indicated as not written only in Japanese.
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Translate Description
*As it is a machine translation, the result may not provide an accurate description. Please use it only as a reference. *Not available within the China mainland region.
Description in Japanese
資産の価格付けと測度変換 (シリーズ金融工学の新潮流) / 木島正明 田中敬一
証券価格の価格付けと測度変換の入門書。金融工学において最も重要な価格付け理論を測度変換という切口から詳細に解説した。簡単な事例を使って、その本質を理解できるように例や問題を組み合わせている。キーワードはマルチンゲール、伊藤の公式、基準財の3つである。
Related Offer & Feature
Tracklisting
| 1 |
1 価格付け理論の概要
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| 2 |
2 正の確率変数による測度変換
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| 3 |
3 正の確率過程による測度変換
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| 4 |
4 測度変換の価格付けへの応用
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| 5 |
5 基準財と価格付け測度
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| 6 |
6 金利モデル
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| 7 |
7 デフォルトリスクモデル
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| 8 |
A 確率と確率過程の基礎
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