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雷达卡
Chenxu Li Guanghua School of Management, Peking University
Course material Course material downloadable from: http://course. pku. edu. cn/webapps/login/
Recommended text book: S. E. Shreve. Stochastic Calculus for Finance, Volume I, II. Springer Finance. Springer-Verlag, New York, 2004
The book can be ordered from http://www. amazon. cn
(You can probably also find a Chinese translated version; but I recommend the original English version.)
Other Reference and Supplementary Material Excellent reading material, e.g., supplementary material uploaded together with lecture notes Other reference books, e.g., Thomas Mikosch, Elementary Stochastic Calculus With Finance in View, World Scientific, 2009
Tomas Bjork, Arbitrage theory in continuous-time, Oxford University Press, 3rd Edition, 2009
Darrel Duffie, Dynamic Asset Pricing Theory, Princeton University Press, 3rd Edition, 2001
P. Glasserman, Monte Carlo Methods in Financial Engineering, Springer; 2003
2. Supplementary notes MMF L5-L9.pdf
3. MMF_HW_Fall_2018.pdf
1. Mathematical_Methods_in_Finance_Slides_Fall_2019.pdf
Mathematical methods in finance (2019fall).rar
(10.61 MB, 需要: RMB 39 元)
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