Stochastic Calculus for Finance II

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

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.

具体描述

读后感

评分

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”。  

评分

Duffie写了一篇长文推荐该书,论述严谨,见解深刻,行文又尽力使人容易理解,可谓难得。缺少了最优投资组合、市场均衡等内容,经济学味道淡些,但这也说明那些内容对业界不是那么重要,从金融危机的情况看,这类经济学传统理论基本上不管用。  

评分

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”。  

评分

Duffie写了一篇长文推荐该书,论述严谨,见解深刻,行文又尽力使人容易理解,可谓难得。缺少了最优投资组合、市场均衡等内容,经济学味道淡些,但这也说明那些内容对业界不是那么重要,从金融危机的情况看,这类经济学传统理论基本上不管用。  

评分

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  

用户评价

评分

专业书,痛苦的看

评分

写得超级无敌好!!终于觉得自己学懂了啊

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只懂了一半......

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It's the bible for math finance people, but not enough if you are really serious about math finance.

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读第二遍感觉醍醐灌顶。真是好书。把角角落落不清楚的搞了个清清楚楚。

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