Arbitrage Theory in Continuous Time 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Tomas Björk 作者

Oxford University Press

译者

2009-10-4 出版日期

560 页数

USD 85.00 价格

Hardcover

丛书系列

9780199574742 图书编码

Arbitrage Theory in Continuous Time 在线电子书图书标签: 金融数学金融数学 quant Finance 金融工程 Quant 投资

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Arbitrage Theory in Continuous Time 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Arbitrage Theory in Continuous Time 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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教材

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读过大部分章节，写的不错，挺清晰的，也不太难，除了个别地方突然会出现比较深的数学，比如FTAP的证明用弱*拓扑

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IOE552 很艰难

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continuous time finance的推荐教材

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phd level

Arbitrage Theory in Continuous Time 在线电子书著者简介

Arbitrage Theory in Continuous Time 在线电子书图书目录

Arbitrage Theory in Continuous Time 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Arbitrage Theory in Continuous Time 在线电子书图书描述

The third edition of this popular introduction to the classical underpinnings of the mathematics behind finance continues to combine sound mathematical principles with economic applications. Concentrating on the probabilistic theory of continuous arbitrage pricing of financial derivatives, including stochastic optimal control theory and Merton's fund separation theory, the book is designed for graduate students and combines necessary mathematical background with a solid economic focus. It includes a solved example for every new technique presented, contains numerous exercises, and suggests further reading in each chapter. In this substantially extended new edition Bjork has added separate and complete chapters on the martingale approach to optimal investment problems, optimal stopping theory with applications to American options, and positive interest models and their connection to potential theory and stochastic discount factors. More advanced areas of study are clearly marked to help students and teachers use the book as it suits their needs.

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