Introduction to stochastic calculus with applications /随机微积分在金融的应用

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国外《随机分析在量化金融中的应用》课程教材。内容偏向基础，但也需要有一定的概率论和统计功底，这样学习起来不会太吃力。 Introduction to stochastic calculus with applications.zip (2.11 MB, 需要: 3 个论坛币) 本附件包括：

• Introduction to stochastic calculus with applications.pdf

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关键词：stochastic calculus applications Introduction application stochastic 量化金融 随机微积分 量化交易

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actuarykeng 发表于 2018-5-20 21:52
这是第几版的？

The second edition is revised, expanded and enhanced. This is now a more
complete text in Stochastic Calculus, from both a theoretical and an appli-
cations point of view. Changes came about, as a result of using this book
for teaching courses in Stochastic Calculus and Financial Mathematics over a
number of years. Many topics are expanded with more worked out examples
and exercises. Solutions to selected exercises are included. A new chapter
on bonds and interest rates contains derivations of the main pricing mod-
els, including currently used market models (BGM)

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