Arbitrage Theory in Continuous Time pdf epub mobi txt 電子書下載2025

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出版者:Oxford University Press

作者:Tomas Björk

出品人:

頁數:560

译者:

出版時間:2009-10-4

價格:USD 85.00

裝幀:Hardcover

isbn號碼:9780199574742

叢書系列:

圖書標籤:

金融
數學
金融數學
quant
Finance
金融工程
Quant
投資

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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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如果将写作的清晰程度看作一段直线，Bjok和Duffie无疑分别列于这段线的两个端点。这本书容易读到什么程度？你甚至不需要想什么，光是看着文字自然就明白了。但不要以为这是本幼儿园读物，它是以测度论为基本语言的，我不知道Bjok是如何做到这一点的，叹服中。

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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...

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用戶評價

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純粹是興趣，對研究沒有任何用處

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比shrev那本寫得友善多瞭，概念講述得異常清楚又intuitive。Roger Lee講課估計參考得就是這本，上課時候沒明白的概念讀到作者得解釋覺得醍醐灌頂。我覺得找不到講定價更好的書瞭. BTW, solution manuel 可以在這裏下 http://www.maths.lth.se/matstat/kurser/fmsn25masm24/ht11/Bjork_sol.pdf

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好像懂瞭些什麼做做題又什麼都不懂T T

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衍生品定價理論必讀。

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