Stochastic Calculus for Finance II pdf epub mobi txt 电子书下载 2025

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出版者:Springer

作者:Steven E. Shreve

出品人:

页数:550

译者:

出版时间:2008-6-19

价格:GBP 49.99

装帧:Hardcover

isbn号码:9780387401010

丛书系列:springer finance

图书标签:

金融数学
金融
数学
stochastic
finance
quant
calculus
quantitative

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Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes. This book is being published in two volumes. This second volume develops stochastic calculus, martingales, risk-neutral pricing, exotic options and term structure models, all in continuous time. Master's level students and researchers in mathematical finance and financial engineering will find this book useful.

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如果作为入门的话，显然Okesendal的书或者 Arbitrage Theory in Continuous time甚至John Hull的书都更加适合对随机分析进行入门和直观的理解。如果仅有概率论基础的话，读此书很容易陷入各种数学推导和难以直观理解的定义里，建议对随机分析一定直观理解之后再读此书好些。

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a good book on stochastic calculus; really like the way Shreve does/talks math (highly recommend his other prob. books); certain level of math skill/background required

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a good book on stochastic calculus; really like the way Shreve does/talks math (highly recommend his other prob. books); certain level of math skill/background required

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shreve的新作当然值得一看，不过“边疆时间模型”太搞笑了，这么弱智的翻译居然没有改正，而且主标题也应是“金融随机微积分”。

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