図書

ファイナンスの確率解析入門 新版

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ファイナンスの確率解析入門

新版

Call No. (NDL)
DF111-L74
Bibliographic ID of National Diet Library
028004989
Material type
図書
Author
藤田岳彦 著
Publisher
講談社
Publication date
2017.3
Material Format
Paper
Capacity, size, etc.
185p ; 21cm
NDC
338.01
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Detailed bibliographic record

Summary, etc.:

しっかり学べると評判の1冊をすっきりと再編集。デリバティブ価格理論、ブラック・ショールズの方程式が学生にも身近になる。(Provided by: 出版情報登録センター(JPRO))

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Table of Contents

  • 第1章 デリバティブ(金融派生商品)とは

  • 第2章 離散モデルのデリバティブ価格理論 I

  • 第3章 ランダムウォークとマルチンゲール

  • 第4章 離散モデルのデリバティブ価格理論 II

  • 第5章 ブラウン運動とマルチンゲール

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Paper

Material Type
図書
ISBN
978-4-06-156568-5
Title Transcription
ファイナンス ノ カクリツ カイセキ ニュウモン
Author/Editor
藤田岳彦 著
Edition
新版
Author Heading
藤田, 岳彦, 1955- フジタ, タカヒコ, 1955- ( 00679239 )Authorities
Publication, Distribution, etc.
Publication Date
2017.3
Publication Date (W3CDTF)
2017