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금융공학의 이해

금융공학의 이해 (Loan 89 times)

Material type
단행본
Personal Author
Ross, Sheldon M. 이윤동, 역 이군희, 역
Title Statement
금융공학의 이해 / Sheldon M. Ross ; 이윤동, 이군희 공역
Publication, Distribution, etc
파주 :   자유아카데미,   2009   (2010)  
Physical Medium
xvii, 304, 6 p. : 삽화, 도표 ; 23 cm
Varied Title
(An) elementary introduction to mathematical finance : options and other topics (2nd ed.)
ISBN
9788973387700
Bibliography, Etc. Note
참고문헌과 색인수록
Subject Added Entry-Topical Term
Stochastic analysis Securities -- Prices -- Mathematical models Options (Finance) -- Mathematical models Investments -- Mathematics
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035 ▼a (KERIS)BIB000011638497
040 ▼a 241050 ▼c 241050 ▼d 211009
041 1 ▼a kor ▼h eng
082 0 0 ▼a 332.6/01/51 ▼2 23
085 ▼a 332.60151 ▼2 DDCK
090 ▼a 332.60151 ▼b 2009
100 1 ▼a Ross, Sheldon M. ▼0 AUTH(211009)92824
245 1 0 ▼a 금융공학의 이해 / ▼d Sheldon M. Ross ; ▼e 이윤동, ▼e 이군희 공역
246 1 9 ▼a (An) elementary introduction to mathematical finance : ▼b options and other topics ▼g (2nd ed.)
260 ▼a 파주 : ▼b 자유아카데미, ▼c 2009 ▼g (2010)
300 ▼a xvii, 304, 6 p. : ▼b 삽화, 도표 ; ▼c 23 cm
504 ▼a 참고문헌과 색인수록
650 0 ▼a Stochastic analysis
650 0 ▼a Securities ▼x Prices ▼x Mathematical models
650 0 ▼a Options (Finance) ▼x Mathematical models
650 0 ▼a Investments ▼x Mathematics
700 1 ▼a 이윤동, ▼e▼0 AUTH(211009)2770
700 1 ▼a 이군희, ▼e▼0 AUTH(211009)35882
945 ▼a KLPA

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/Monographs(3F)/ Call Number 332.60151 2009 Accession No. 111690057 Availability Available Due Date Make a Reservation Service B M
No. 2 Location Main Library/Monographs(3F)/ Call Number 332.60151 2009 Accession No. 111727582 Availability Available Due Date Make a Reservation Service B M
No. 3 Location Science & Engineering Library/Sci-Info(Stacks1)/ Call Number 332.60151 2009 Accession No. 121197126 Availability Available Due Date Make a Reservation Service B M
No. 4 Location Science & Engineering Library/Sci-Info(Stacks1)/ Call Number 332.60151 2009 Accession No. 121197127 Availability Available Due Date Make a Reservation Service B M
No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/Monographs(3F)/ Call Number 332.60151 2009 Accession No. 111690057 Availability Available Due Date Make a Reservation Service B M
No. 2 Location Main Library/Monographs(3F)/ Call Number 332.60151 2009 Accession No. 111727582 Availability Available Due Date Make a Reservation Service B M
No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Science & Engineering Library/Sci-Info(Stacks1)/ Call Number 332.60151 2009 Accession No. 121197126 Availability Available Due Date Make a Reservation Service B M
No. 2 Location Science & Engineering Library/Sci-Info(Stacks1)/ Call Number 332.60151 2009 Accession No. 121197127 Availability Available Due Date Make a Reservation Service B M

Contents information

Author Introduction

Sheldon M. Ross(지은이)

이윤동(옮긴이)

Information Provided By: : Aladin

Table of Contents

1 확률 
2 정규확률변수 
3 기하브라운운동 
4 이자율과 현가분석 
5 재정을 통한 가격 결정 
6 무재정원리 
7 블랙-숄즈 공식 
8 옵션에 대한 추가적인 사항 
9 기대효용에 의한 가치결정 
10 최적화 모형 
11 이색옵션 
12 기하브라운운동 모형을 넘어서 
13 자기회귀모형과 평균복귀성 

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