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

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Steven E. Shreve 作者

Springer

译者

2008-6-19 出版日期

550 页数

GBP 49.99 价格

Hardcover

springer finance 丛书系列

9780387401010 图书编码

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

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发表于2025-02-03

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

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

Stochastic Calculus for Finance II 在线电子书用户评价

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虽然只是为了应付final看了一遍觉得里面还有很多细节值得再看一遍好好推敲

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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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虽然只是为了应付final看了一遍觉得里面还有很多细节值得再看一遍好好推敲

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陈启红翻译的不错，很仔细。 duffie说这是个入门的bible

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看完书后思路各种清晰！

Stochastic Calculus for Finance II 在线电子书著者简介

Stochastic Calculus for Finance II 在线电子书图书目录

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

Stochastic Calculus for Finance II 在线电子书图书描述

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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 在线电子书下载 mobi epub pdf txt 在线电子书下载

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Stochastic Calculus for Finance II 在线电子书读后感

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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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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。

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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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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 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2025