求推荐一些关于鞅测度的书籍

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最近老师让我研究鞅测度在衍生品种的使用      我对鞅测度完全是个外行，也不知道它有哪些应用，各位大神能推荐一些关于它的经典论文或者书籍吗？

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关键词：求推荐 经典论文 不知道 衍生品 书籍

https://bbs.pinggu.org/thread-734409-1-1.html
a very nice book satisfying your demand including many applications. But it is more useful for those sophisticators not new learners. So it is a little pitying. Anyway it is a very good book discuss on this topic.

For beginners you should first learn about general theory of change of measure and change of numeraire. I recommand chapter 1,5,9 of Shreve's book:
https://bbs.pinggu.org/forum.php? ... lus%2Bfor%2Bfinance

I don't feel optimistic for you because it is really a little hard for somebody to study this area. However, since it is your tutor's advice, you can take a look and at least learn about this method. It's useful.
Good luck~

Chemist_MZ 发表于 2013-1-11 22:17
https://bbs.pinggu.org/thread-734409-1-1.html
a very nice book satisfying your demand including many ...

谢谢老大，我也觉得有点难，非常的生涩，虽然我本身也算是学金融工程的，感觉也有点啃不动的样子，   我先读读你推荐的文章吧，如果有其它的也可以推荐给我，  我也算有一点点基础的，只是没接触过这个领域