Stochastic Calculus for Finance II 在线电子书 图书标签: 金融数学 金融 数学 stochastic finance quant calculus quantitative
发表于2024-11-24
Stochastic Calculus for Finance II 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024
专业书,痛苦的看
评分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。
评分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。
评分学数学......
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。
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.
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 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024