Stochastic Calculus for Finance II

出版者:Springer

作者:Steven E. Shreve

页数:550

出版时间:2008-6-19

价格:GBP 49.99

装帧:Hardcover

isbn号码:9780387401010

丛书系列:springer finance

图书标签:金融数学金融数学stochasticfinancequantcalculusquantitative

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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.

读后感

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。 ...  

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  

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”。  

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  

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”。  

用户评价

写得超级无敌好！！终于觉得自己学懂了啊

很明白的书，9，10章略难

Shreve乃奇人也！数学证明非常elegant，深入浅出。

只懂了一半......

金融数学领域最好的教材之一