Arbitrage Theory in Continuous Time pdf epub mobi txt 电子书下载 2025

简体网页||繁体网页

☆☆☆☆☆

出版者:Oxford University Press

作者:Tomas Björk

出品人:

页数:560

译者:

出版时间:2009-10-4

价格:USD 85.00

装帧:Hardcover

isbn号码:9780199574742

丛书系列:

图书标签:

金融
数学
金融数学
quant
Finance
金融工程
Quant
投资

下载链接在页面底部

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

想要找书就要到图书目录大全

book.wenda123.org

立刻按 ctrl+D收藏本页

你会得到大惊喜!!

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.

具体描述

读后感

评分☆☆☆☆☆

看的是第三版，douban还没更新信息，只有第二版的。个人是很喜欢这本书，整本书全是启发式写法，技术都很简单当然也不够严格，目的是让初学者建立套利的观念，作为一本入门级的教材，无疑是非常成功的。如果只想学套利定价的部分，随机最优控制的那章没必要看，不知道作者写到...

评分☆☆☆☆☆

这本是我金数方面的书籍读的第一本入门书籍。也是上课的老师推荐的。怎么说呢，真是幸运，有这本书来入门。作者写的非常的深入浅出，通俗易懂。可以说只要能看懂英文，就能看懂这本书？（^_^）当然咯，最起码的数学基础还是要有的。从单期二叉树模型引入，一步一步描述的非...

评分☆☆☆☆☆

用户评价

评分☆☆☆☆☆

好像懂了些什么做做题又什么都不懂T T

评分☆☆☆☆☆

phd level

评分☆☆☆☆☆

phd level

评分☆☆☆☆☆

比shrev那本写得友善多了，概念讲述得异常清楚又intuitive。Roger Lee讲课估计参考得就是这本，上课时候没明白的概念读到作者得解释觉得醍醐灌顶。我觉得找不到讲定价更好的书了. BTW, solution manuel 可以在这里下 http://www.maths.lth.se/matstat/kurser/fmsn25masm24/ht11/Bjork_sol.pdf

评分☆☆☆☆☆

教材