Arbitrage Theory in Continuous Time 2025 pdf epub mobi 电子书

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发表于2025-02-02

Arbitrage Theory in Continuous Time 2025 pdf epub mobi 电子书

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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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出版者:Oxford University Press

作者:Tomas Björk

出品人:

页数:560

译者:

出版时间:2009-10-4

价格:USD 85.00

装帧:Hardcover

isbn号码:9780199574742

丛书系列:

图书标签: 金融数学金融数学 quant Finance 金融工程 Quant 投资

Arbitrage Theory in Continuous Time 2025 pdf epub mobi 电子书图书描述

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.

Arbitrage Theory in Continuous Time 2025 pdf epub mobi 电子书

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