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

☆☆☆☆☆
简体网页||繁体网页

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

喜欢 Stochastic Calculus for Finance II 的读者还喜欢

下载链接在页面底部

点击这里下载

facebook linkedin mastodon messenger pinterest reddit telegram twitter viber vkontakte whatsapp 复制链接

想要找书就要到笔趣阁图书下载中心

twxs8.cc

立刻按 ctrl+D收藏本页

你会得到大惊喜!!

发表于2024-06-20

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

图书描述

在线阅读本书

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

著者简介

图书目录

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

想要找书就要到笔趣阁图书下载中心

twxs8.cc

立刻按 ctrl+D收藏本页

你会得到大惊喜!!

用户评价

评分☆☆☆☆☆

陈启红翻译的不错，很仔细。 duffie说这是个入门的bible

评分☆☆☆☆☆

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。

评分☆☆☆☆☆

金融数学领域最好的教材之一

评分☆☆☆☆☆

看完书后思路各种清晰！

评分☆☆☆☆☆

金融数学领域最好的教材之一

读后感

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☆☆☆☆☆

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☆☆☆☆☆

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。

类似图书点击查看全场最低价

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