Stochastic Calculus for Finance II pdf epub mobi txt 电子书下载 2024

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Steven E. Shreve

Springer

2008-6-19

550

GBP 49.99

Hardcover

springer finance

9780387401010

图书标签: 金融数学金融数学 stochastic finance quant calculus quantitative

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发表于2024-11-21

Stochastic Calculus for Finance II epub 下载 mobi 下载 pdf 下载 txt 电子书下载 2024

Stochastic Calculus for Finance II pdf epub mobi txt 电子书下载 2024

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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.

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

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

想要找书就要到小哈图书下载中心

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立刻按 ctrl+D收藏本页

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用户评价

评分☆☆☆☆☆

金融数学领域最好的教材之一

评分☆☆☆☆☆

我发现黄蓝封面的书好有学术感脚，等我以后有钱了我要收一套。。。

评分☆☆☆☆☆

只能说好的 math finance 入门书实在不多。这本书的符号用的很累赘，特别是涉及 foreign currency 那章的符号可以用 terrible 来形容了。数学推导大篇幅是无关紧要的细节，对于整体思路的解释却不那么清晰；关于金融思想的解释就更是模糊了，比如对 risk-neutral pricing 的阐释总感觉没有到点子上，虽然其他大部分书也没有解释得令人满意。优点是这本书算是合理选择了入门金融数学的基本内容，能以此找其他资料补充展开

评分☆☆☆☆☆

金融数学领域最好的教材之一

评分☆☆☆☆☆

很明白的书，9，10章略难

读后感

评分☆☆☆☆☆

非常好的一本书。前六章可能要花3-4遍去啃下来，知道能仔细理解里面的很多概念与实际的金融市场时间的关系的话。里面甚至解释了为什么会挑随机微积分中的Ito积分来处理金融问题。作者还花了好多精力来强调quadratic variation给Ito微积分带来的影响。 Girsanov thm, 和Mart...

评分☆☆☆☆☆

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。

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

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”。

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Stochastic Calculus for Finance II pdf epub mobi txt 电子书下载 2024