作者：StevenE.Shreve
出版社：Springer
副标题：Continuous-TimeModels(SpringerFinance)
出版年：2008-6-19
页数：550
定价：GBP49.99
装帧：Hardcover
丛书：springerfinance
ISBN：9780387401010
内容简介
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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.
评论 ······
看完书后思路各种清晰！
写得超级无敌好！！终于觉得自己学懂了啊
It's the bible for math finance people, but not enough if you are really serious about math finance.
金融数学领域最好的教材之一
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