Introduction to Quantitative Finance

《Introduction to Quantitative Finance》由会员上传分享，免费在线阅读，更多相关内容在学术论文-天天文库。

1、RobertR.ReitanoINTRODUCTIONTOQUANTITATIVEFINANCEAMATHTOOLKITReitano_JKT.indd11/12/1010:00AMIntroductiontoQuantitativeFinanceIntroductiontoQuantitativeFinanceAMathToolKitRobertR.ReitanoTheMITPressCambridge,MassachusettsLondon,England62010MassachusettsInstituteofTechnolo

2、gyAllrightsreserved.Nopartofthisbookmaybereproducedinanyformbyanyelectronicormechanicalmeans(includingphotocopying,recording,orinformationstorageandretrieval)withoutpermissioninwritingfromthepublisher.MITPressbooksmaybepurchasedatspecialquantitydiscountsforbusinessorsa

3、lespromotionaluse.Forinformation,pleaseemailspecial_sales@mitpress.mit.eduorwritetoSpecialSalesDepartment,TheMITPress,55HaywardStreet,Cambridge,MA02142.ThisbookwassetinTimesNewRomanon3B2byAscoTypesetters,HongKongandwasprintedandboundintheUnitedStatesofAmerica.Libraryof

4、CongressCataloging-in-PublicationDataReitano,RobertR.,1950–Introductiontoquantitativefinance:amathtoolkit/RobertR.Reitano.p.cm.Includesindex.ISBN978-0-262-01369-7(hardcover:alk.paper)1.Finance—Mathematicalmodels.I.Title.HG106.R452010332.0105195—dc22200902221410987654321

5、toLisaContentsListofFiguresandTablesxixIntroductionxxi1MathematicalLogic11.1Introduction11.2AxiomaticTheory41.3Inferences61.4Paradoxes71.5PropositionalLogic101.5.1TruthTables101.5.2FrameworkofaProof151.5.3MethodsofProof17TheDirectProof19ProofbyContradiction19ProofbyInd

6、uction21*1.6MathematicalLogic231.7ApplicationstoFinance24Exercises272NumberSystemsandFunctions312.1Numbers:PropertiesandStructures312.1.1Introduction312.1.2NaturalNumbers322.1.3Integers372.1.4RationalNumbers382.1.5RealNumbers41*2.1.6ComplexNumbers442.2Functions492.3App

7、licationstoFinance512.3.1NumberSystems512.3.2Functions54PresentValueFunctions54AccumulatedValueFunctions55NominalInterestRateConversionFunctions56Bond-PricingFunctions57viiiContentsMortgage-andLoan-PricingFunctions59PreferredStock-PricingFunctions59CommonStock-PricingF

8、unctions60PortfolioReturnFunctions61Forward-PricingFunctions62Exercises643EuclideanandOtherSpaces713.1EuclideanSpace7