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

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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2025-04-12

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

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

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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

qciss.net

立刻按 ctrl+D收藏本页

你会得到大惊喜!!

用户评价

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妹的看了前几页就想吐血。。。。智商捉鸡，如何破。。

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非常非常好的书。不过感觉作者考虑到书的难度，很多证明和推导还是有意识的省略了细节，美式期权的部分写得也不如离散模型那本书思路那么清晰。不过的确是收获颇丰。

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写得超级无敌好！！终于觉得自己学懂了啊

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学数学......

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金融数学领域最好的教材之一

读后感

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在图书馆里偶然看到了它的中译本，翻译的很严肃，很好。长久以来就有好些想厘清的东西，但大多数同类的书都是互相抄来抄去，没有真正能讲明白，能让不懂的人看懂的。只有它是试图把那些东西放在一起努力给你讲明白，冲作者这份苦心读着就很舒服，感觉就像过了电一样。 ...

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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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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。

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