The second 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 measure theory, probability theory, Girsanov transformations, LIBOR and swap market models, and martingale representations, providing two full treatments of arbitrage pricing: the classical delta-hedging and the modern martingales. More advanced areas of study are clearly marked to help students and teachers use the book as it suits their needs.
發表於2025-04-25
Arbitrage Theory in Continuous Time (Oxford Finance Series) 2025 pdf epub mobi 電子書 下載
看的是第三版,douban還沒更新信息,隻有第二版的。個人是很喜歡這本書,整本書全是啓發式寫法,技術都很簡單當然也不夠嚴格,目的是讓初學者建立套利的觀念,作為一本入門級的教材,無疑是非常成功的。如果隻想學套利定價的部分,隨機最優控製的那章沒必要看,不知道作者寫到...
評分如果將寫作的清晰程度看作一段直綫,Bjok和Duffie無疑分彆列於這段綫的兩個端點。這本書容易讀到什麼程度?你甚至不需要想什麼,光是看著文字自然就明白瞭。但不要以為這是本幼兒園讀物,它是以測度論為基本語言的,我不知道Bjok是如何做到這一點的,嘆服中。
評分這本是我金數方麵的書籍讀的第一本入門書籍。也是上課的老師推薦的。 怎麼說呢,真是幸運,有這本書來入門。 作者寫的非常的深入淺齣,通俗易懂。可以說隻要能看懂英文,就能看懂這本書?(^_^)當然咯,最起碼的數學基礎還是要有的。從單期二叉樹模型引入,一步一步描述的非...
評分這本是我金數方麵的書籍讀的第一本入門書籍。也是上課的老師推薦的。 怎麼說呢,真是幸運,有這本書來入門。 作者寫的非常的深入淺齣,通俗易懂。可以說隻要能看懂英文,就能看懂這本書?(^_^)當然咯,最起碼的數學基礎還是要有的。從單期二叉樹模型引入,一步一步描述的非...
評分這本是我金數方麵的書籍讀的第一本入門書籍。也是上課的老師推薦的。 怎麼說呢,真是幸運,有這本書來入門。 作者寫的非常的深入淺齣,通俗易懂。可以說隻要能看懂英文,就能看懂這本書?(^_^)當然咯,最起碼的數學基礎還是要有的。從單期二叉樹模型引入,一步一步描述的非...
圖書標籤: finance 金融 quant 金融工程 數學 math 經濟學 quantitative
適閤數學/物理背景的人讀,注重數學理論的培養
評分內容比較平衡的入門教材。
評分內容比較平衡的入門教材。
評分I have used this book, it is very user friendly and easy to go through even without maths background
評分I have used this book, it is very user friendly and easy to go through even without maths background
Arbitrage Theory in Continuous Time (Oxford Finance Series) 2025 pdf epub mobi 電子書 下載