外匯用的數(shù)學(xué)方法

前言

　　This book is devoted to some mathematical problems encountered by the au-thor in his capacity as a mathematician turned financial engineer at BankersTrust and Deutsche Bank. The exposition is restricted mainly to problemsoccurring in the foreign exchange （forex） context not only due to the fact thatit is the authors current area of responsibility but also because mathematicalmethods of financial engineering can be described more vividly when the expo-sition is centered on a single topic. Studying forex is interesting and importantbecause it is the grease on the wheels of the world economy. Besides， whilethe meaning of some financial instruments is difficult to comprehend withoutprior experience， everyone who has ever travelled abroad has had to exchangecurrencies thus acquiring direct experience of such concepts as spot forex rate，bid-ask spread， transaction costs （in the form of commissions）， etc. At thesame time， the reader who acquires working knowledge of the material pre-sentedin this book should be able to handle efficiently most of the problemsoccurring in equity markets and some of the problems relevant for fixed incomemarkets.　　If one were to choose just one word in order to characterize financial mar-kets， that word would be uncertainty since it is their dominant feature. Someinvestors consider uncertainty a blessing， while others think it a curse， yetboth groups participate in the intricate inner workings of the markets. Thefact that foreign exchange rates （relative prices of different currencies）， as wellas prices of bonds （government or corporate obligations to repay debts） andstocks （claims on future cash flows generated by companies） are random andfinancial investments are risky was realized long ago and has been a sourceof fascination for economists， mathematicians， speculators， philosophers， andmoralists， not to mention laymen.

內(nèi)容概要

本書是一部系統(tǒng)、綜合講述了金融中尤其是外匯運(yùn)用中的數(shù)學(xué)模型，具有很強(qiáng)的實(shí)用性。它揭示了金融工程的各個(gè)相關(guān)方面，包括衍生工具定價(jià)。本書自成體系，介紹了必需的數(shù)學(xué)、經(jīng)濟(jì)以及簡單貿(mào)易背景。除了標(biāo)準(zhǔn)材料的處理，還增加了許多原始結(jié)果。

書籍目錄

PrefaceINTRODUCTIONAPPLICATIONS IN MECHANICSAPPLICAIIONS IN ELASTICITY THEORYAPPLICATIONS IN THERMODYNAMICSAPPLICATIONS IN HYDRODYNAMICSMANIFOLDS AND THEIR APPLICATIONSAppendixReferencesIndex

編輯推薦

　　This book is devoted to some mathematical problems encountered by the au-thor in his capacity as a mathematician turned financial engineer at BankersTrust and Deutsche Bank. The exposition is restricted mainly to problemsoccurring in the foreign exchange （forex） context not only due to the fact thatit is the authors current area of responsibility but also because mathematicalmethods of financial engineering can be described more vividly when the expo-sition is centered on a single topic.

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