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[学术资料] 书单:随机金融 经典教材专著(附带引用次数 按出版年限排序 不断补充)   [推广有奖]

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352693585 发表于 2013-7-17 10:00:37 |AI写论文

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按照出版年限排序1991-2013出版
学习路径:—>实分析与概率论—>随机过程—>随机微积分与随机变分—>随机金融
引用次数每天都会变化,这里的引用次数是发帖时google学术统计的,点击引用次数可以参看引用的文献
随机金融
Karatzas,Shreve,Brownian motion and stochastic calculus,1991 (被引用次数:8131)
Karatzas,Shreve,Methods of mathematical finance,1998 (被引用次数:2110
Mikosch,Elementary Stochastic Calculus With Finance in View,1988 (被引用次数:289)
Shiryaev,Essentials of Stochastic Finance,2000 (被引用次数:857

一共几十本,剩下的回复可见

本帖隐藏的内容

Steele,Stochastic Calculus and Financial Applications,2001 (被引用次数:385)
Boyarchenko,Non-Gaussian Merton-Black-Scholes Theory 2002 (被引用次数:260
Cont, Financial Modelling with Jump Processes 2003 (被引用次数:2291

Schoutens,Levy Processes in Finance Pricing Financial Derivatives.2003  (被引用次数:820

Shreve,Stochastic calculus for finance I: The binomial asset pricing model,2004 (被引用次数:1172)
Shreve,Stochastic Calculus for Finance II, Continuous Time Models,2004 (被引用次数:1172)
Benth,Option theory with stochastic analysis: an introduction to mathematical finance,2004 (被引用次数:49)
Elliott,Mathematics of Financial Markets Second Edition,2005 (被引用次数:472
Malliavin,Stochastic calculus of variations in mathematical finance,2006 (被引用次数:135)

Kyprianou,Exotic Option Pricing and Advanced Levy Models ,2006,(被引用次数:57)

史树中 金融学中的数学  2006
Lin,Introductory Stochastic Analysis for Finance and Insurance,2006 (被引用次数:13)
Sondermann,Introduction to Stochastic Calculus for Finance: A New Didactic Approach,2006 (被引用次数:24The text is also useful for mathematicians interested in the methods of modern mathematical finance without prior knowledge of advanced stochastic analysis)
Lamberton,Introduction to stochastic calculus applied to finance,2008 (被引用次数:904)
Kwok,Mathematical Models of Financial Derivatives Second Edition,2008 (被引用次数:589)
Nunno,Malliavin Calculus for Levy Processes with Applications to Finance 2009 (被引用次数:154Malliavin Calculus 比较简单的书)

Cherubini,Fourier Transform Methods in Finance,2010 (被引用次数:14
Kennedy,Stochastic Financial Models ,2010 (被引用次数:9)

Rachev,. Financial Models with Lévy Processes and Volatility Clustering ,2011 被引用次数:25
Ross,An Elementary introduction to Mathematical Finance 3ed ,2011 (被引用次数:115
Fllmer,Stochastic Finance An Introduction in Discrete Time 3ed,2011 (被引用次数:1235)
Capinski,Mathematics for Finance An Introduction to Financial Engineering 2011 2ed (被引用次数:112 仅仅需要高数和概率统计知识 适合非数学专业)
Večeř ,Stochastic Finance: A Numeraire Approach ,2011 (被引用次数:7)

Platen,Numerical Solution Of Stochastic Differential Equations With Jumps In Finance,2011 (被引用次数:46
严加安 金融数学引论 2012
Capiński, Stochastic Calculus for Finance ,2012

Miyahara ,Option Pricing in Incomplete Markets Modeling Based on Geometric Lévy Processes and Minimal Entropy Martingale Measures ,2012
Janssen, Mathematical Finance: Deterministic and Stochastic Models,2013 (被引用次数:14)
McCauley,Stochastic Calculus and Differential Equations for Physics and Finance,2013
Kijima,Stochastic Processes with Applications to Finance,2013 (被引用次数:106)
Lukasz Delong ,Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps ,2013

Crépey,Financial Modeling A Backward Stochastic Differential Equations Perspective,2013


如果还漏了哪些和随机分析(随机微积分与随机变分)有关的金融的书,请回复补充。
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关键词:经典教材 随机金融 Mathematical introduction Applications 经典

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新浪微博Infinitely divisible(无穷可分)http://weibo.com/1692902863
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沙发
huage013 发表于 2013-7-17 10:08:48
谢谢分享···

藤椅
wengang 发表于 2013-7-17 10:14:24
多谢分享

板凳
fzg19810111 发表于 2013-7-17 10:20:25
谢谢分享

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BJ600WF9916 发表于 2013-7-17 10:22:50
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地板
mcheart 发表于 2013-7-17 10:34:56
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7
zerana 发表于 2013-7-17 15:32:37
没有下载吗?

8
352693585 发表于 2013-7-17 15:49:33
zerana 发表于 2013-7-17 15:32
没有下载吗?
下载 谷歌之 网上都有电子版
新浪微博Infinitely divisible(无穷可分)http://weibo.com/1692902863
科学网博客http://blog.sciencenet.cn/u/a3141592653589

9
0jzhang 发表于 2013-7-17 19:03:06
随机金融 经典教材专著

10
kevin111111 发表于 2013-7-17 23:55:08
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