图书标签: 金融数学 金融 数学 stochastic finance quant calculus quantitative
发表于2024-12-22
Stochastic Calculus for Finance II pdf epub mobi txt 电子书 下载 2024
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乃奇人也!数学证明非常elegant,深入浅出。
评分学数学......
评分易读是 big plus
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。
评分有脑子 就可以赚钱
在图书馆里偶然看到了它的中译本,翻译的很严肃,很好。 长久以来就有好些想厘清的东西,但大多数同类的书都是互相抄来抄去,没有真正能讲明白,能让不懂的人看懂的。只有它是试图把那些东西放在一起努力给你讲明白,冲作者这份苦心读着就很舒服,感觉就像过了电一样。 ...
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
评分在图书馆里偶然看到了它的中译本,翻译的很严肃,很好。 长久以来就有好些想厘清的东西,但大多数同类的书都是互相抄来抄去,没有真正能讲明白,能让不懂的人看懂的。只有它是试图把那些东西放在一起努力给你讲明白,冲作者这份苦心读着就很舒服,感觉就像过了电一样。 ...
评分非常好的一本书。 前六章可能要花3-4遍去啃下来,知道能仔细理解里面的很多概念与实际的金融市场时间的关系的话。 里面甚至解释了为什么会挑随机微积分中的Ito积分来处理金融问题。 作者还花了好多精力来强调quadratic variation给Ito微积分带来的影响。 Girsanov thm, 和Mart...
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”。
Stochastic Calculus for Finance II pdf epub mobi txt 电子书 下载 2024