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商品の説明
内容説明
As with the first edition, Mathematics for Finance: An Introduction to Financial Engineering combines financial motivation with mathematical style. Assuming only basic knowledge of probability and calculus, it presents three major areas of mathematical finance, namely Option pricing based on the no-arbitrage principle in discrete and continuous time setting, Markowitz portfolio optimisation and Capital Asset Pricing Model, and basic stochastic interest rate models in discrete setting. From the reviews of the first edition: ”This text is an excellent introduction to Mathematical Finance. Armed with a knowledge of basic calculus and probability a student can use this book to learn about derivatives, interest rates and their term structure and portfolio management.”(Zentralblatt MATH) ”Given these basic tools, it is surprising how high a level of sophistication the authors achieve, covering such topics as arbitrage-free valuation, binomial trees, and risk-neutral valuation.” (www.riskbook.com) ”The reviewer can only congratulate the authors with successful completion of a difficult task of writing a useful textbook on a traditionally hard topic.” (K. Borovkov, The Australian Mathematical Society Gazette, Vol. 31 (4), 2004)
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カスタマーレビュー
最も参考になったカスタマーレビュー
5 人中、4人の方が、｢このレビューが参考になった｣と投票しています。
形式:ペーパーバック
金融工学の入門書．
英語の教科書というと難しいというイメージがあるが
数字を使った具体例やグラフ・表が多く，
また，問題には解答が完全な形で載っているので
独習でも理解しやすいと思います．
（ただ解答の数字の間違いが出てくるのがたまに傷．
これはエクセル等で計算させれば問題なし）
英語の教科書というと難しいというイメージがあるが
数字を使った具体例やグラフ・表が多く，
また，問題には解答が完全な形で載っているので
独習でも理解しやすいと思います．
（ただ解答の数字の間違いが出てくるのがたまに傷．
これはエクセル等で計算させれば問題なし）
辞書を片手に読めば結構すらすら読めるのではないかと思います．
Amazon.com で最も参考になったカスタマーレビュー (beta)
Amazon.com:
14件のカスタマーレビュー
38 人中、37人の方が、｢このレビューが参考になった｣と投票しています。
A great introduction to financial engineering
2004/4/9
形式:ペーパーバック
This is a great book at a great price. As an undegraduate student reading for a degree in mathematics with financial management, I've found this textbook to be of great help in the derivative securities and portfolio theory modules I am doing this year. There is a nice balance between examples, theory, and exercises (all complete with solutions). The examples and excercises have been particularly helpful to me - they don't just illustrate and consolidate the various topics, but most importantly prepare the ground for the exciting new ideas to come. Compared to other books recommended for my mudules in mathematical finance, this is by far the most readable. What seems to be daunting mathematical theory full of unnesessary abstractions in the other books I have tried, this one has somehow managed to appear easy, indeedd almost obvious when you come to think of it (just look at pricing American options, for example!).
There are a few typos in various places and it is well worth visiting the book's web page at www.springeronline.com/1-85233-330-8 (and click on the accompanying website) for a list of corrections. At the same place, I have also located some nice Excel files that can be downloaed, with numerical solutions to case studies and excercises in the more advanced chapters - these are neatly designed and are of great help in following the text. I just wish there was even more material covered in similar Excel files.
In all respects, a great book this, and well worth spending under 20 quid.
35 人中、34人の方が、｢このレビューが参考になった｣と投票しています。
Excellent Starting Place for Financial Software Developers
2004/12/30
形式:ペーパーバック
While shy on the mathematics for the would-be-quants, this treatment of mathematical financial is way beyond the mundane coverage typically seen in MBA-level texts, is widely accessible, and very well written.
The other reviewer's comments on Black-Scholes are wrong. Chapter eight is entirely devoted to the Black-Scholes formula and models and Chapter nine is a study in its applications (hedging the greeks, etc...)
Smarter than many of the more high-level math texts (Joshi, Willmott, Neftci, etc...) in that it is both an introduction to the financial topics as well as the mathematics and links the intuitive (and counter-intuitive) observations of how financial instruments should behave with the formal and mathematical discussion of how they really do behave.
Not nearly as good in the math as the others mentioned.
The other reviewer's comments on Black-Scholes are wrong. Chapter eight is entirely devoted to the Black-Scholes formula and models and Chapter nine is a study in its applications (hedging the greeks, etc...)
Smarter than many of the more high-level math texts (Joshi, Willmott, Neftci, etc...) in that it is both an introduction to the financial topics as well as the mathematics and links the intuitive (and counter-intuitive) observations of how financial instruments should behave with the formal and mathematical discussion of how they really do behave.
Not nearly as good in the math as the others mentioned.
40 人中、38人の方が、｢このレビューが参考になった｣と投票しています。
The very best intro. . .Ideal for self-study
2005/6/7
形式:ペーパーバック
Part of my job is executing derivatives trades and doing risk management. This is the best introduction to financial engineering that I have seen. The authors explain their topic clearly. A major strength of the book is the numerous exercises, WITH WORKED SOLUTIONS. If you work through most of the exercises, your understanding of financial engineering will be greatly enhanced.
This book is ideal for self-study. At under $40, it is better than other books at twice the price. I recommend it without reservation.
This book is ideal for self-study. At under $40, it is better than other books at twice the price. I recommend it without reservation.
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