圖書標籤: 金融數學 金融 數學 stochastic finance quant calculus quantitative
发表于2024-05-14
Stochastic Calculus for Finance II pdf epub mobi txt 電子書 下載 2024
在綫閱讀本書
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.
看完書後思路各種清晰!
評分易讀是 big plus
評分妹的看瞭前幾頁就想吐血。。。。智商捉雞,如何破。。
評分隻能說好的 math finance 入門書實在不多。這本書的符號用的很纍贅,特彆是涉及 foreign currency 那章的符號可以用 terrible 來形容瞭。 數學推導大篇幅是無關緊要的細節,對於整體思路的解釋卻不那麼清晰;關於金融思想的解釋就更是模糊瞭,比如對 risk-neutral pricing 的闡釋總感覺沒有到點子上,雖然其他大部分書也沒有解釋得令人滿意。優點是這本書算是閤理選擇瞭入門金融數學的基本內容,能以此找其他資料補充展開
評分妹的看瞭前幾頁就想吐血。。。。智商捉雞,如何破。。
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”。
評分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。
評分非常好的一本书。 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...
評分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”。
評分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
Stochastic Calculus for Finance II pdf epub mobi txt 電子書 下載 2024