求书：Financial Modelling with Jump Processes, Second Edition

Financial Modelling with Jump Processes, Second Edition

Rama Cont, Columbia University,
New York, USA;
Peter Tankov,
Universite Paris VII, France

Price:  £57.99
Cat. #:  C2191
ISBN:  9781420082197
Publication Date:  July 15, 2012
Binding:  Hardback

Morning, hope it help. 572 pages.series verision.

I tried to upload it for three times, all without luck.

Let me know if you want it.
We can figure it out how to transmit it to you.
Good luck.

我的邮箱874206850@qq.com

同求，能否也发一份，我的邮箱：61937038@qq.com，谢谢

cpamodeler 发表于 2014-3-30 02:17
Morning, hope it help. 572 pages.series verision.

I tried to upload it for three times, all witho ...

你好，能否发给我？邮箱是mytoefl2013@163.com. 谢谢

mytoefl2014 发表于 2014-5-21 03:03
你好，能否发给我？邮箱是. 谢谢

OK, buddy.
Let me try again later.
I hope it works.

同求，能否也发份给我，gmming125@sina.com,谢谢额

请给我一份：yysx2000@sina.com

第二版要2015年才能出版！

Product Details
Series: Chapman & Hall/CRC Financial Mathematics Series (Book 2)

Hardcover: 606 pages
Publisher: Chapman and Hall/CRC; 2 edition (June 15, 2015)
Language: English
ISBN-10: 1420082191

Financial Modelling with Jump Processes
Chapman & Hall/CRC Financial Mathematics Series

© 2004 by CRC Press LLC
527页
Financial Modelling with Jump Processes.zip (16.1 MB, 需要: 100 个论坛币)

2014-6-15 22:21:39 上传

Financial Modelling with Jump Processes
需要: 100 个论坛币  [购买]

文字带详细目录版，如果是你想要的，请下载。并留下邮箱
Contents
1 Financial modellingbeyondBrownianmotion
1.1 Modelsinthelightof empirical facts
1.2 Evidencefromoptionmarkets
1.2.1 Impliedvolatilitysmilesandskews
1.2.2 Short-termoptions
1.3 Hedgingandriskmanagement
1.4 Objectives
I Mathematicaltools
2 Basictools
2.1 Measuretheory
2.1.1 σ-algebrasandmeasures
2.1.2 Measuresmeetfunctions: integration
2.1.3 Absolutecontinuityanddensities
2.2 Randomvariables
2.2.1 Randomvariablesandprobabilityspaces
2.2.2 Whatis(Ω,F,P)anyway?
2.2.3 Characteristicfunctions
2.2.4 Momentgeneratingfunction
2.2.5 Cumulantgeneratingfunction
2.3 Convergenceof randomvariables
2.3.1 Almost-sureconvergence
2.3.2 Convergenceinprobability
2.3.3 Convergenceindistribution
2.4 Stochasticprocesses
2.4.1 Stochasticprocessesasrandomfunctions
2.4.2 Filtrationsandhistories
2.4.3 Randomtimes
2.4.4 Martingales
2.4.5 Predictableprocesses(*)
2.5 ThePoissonprocess
2.5.1 Exponential randomvariables
2.5.2 ThePoissondistribution
2.5.3 ThePoissonprocess: definitionandproperties
2.5.4 CompensatedPoissonprocesses
2.5.5 Countingprocesses
2.6 Randommeasuresandpointprocesses
2.6.1 Poissonrandommeasures
2.6.2 CompensatedPoissonrandommeasure
2.6.3 BuildingjumpprocessesfromPoissonrandommeasures
2.6.4 Markedpointprocesses(*)
3L´evyprocesses: definitionsandproperties
3.1 FromrandomwalkstoL´evyprocesses
3.2 CompoundPoissonprocesses
3.3 Jumpmeasuresof compoundPoissonprocesses
3.4 InfiniteactivityL´evyprocesses
3.5 Pathwisepropertiesof L´evyprocesses
3.6 Distributional properties
3.7 Stablelawsandprocesses
3.8 L´evyprocessesasMarkovprocesses
3.9 L´evyprocessesandmartingales
4 BuildingL´evyprocesses
4.1 Model buildingwithL´evyprocesses
4.1.1 “Jump-diffusions”vs. infiniteactivityL´evyprocesses
4.2 BuildingnewL´evyprocessesfromknownones
4.2.1 Lineartransformations
4.2.2 Subordination
4.2.3 TiltingandtemperingtheL´evymeasure
4.3 Modelsof jump-diffusiontype
4.4 BuildingL´evyprocessesbyBrowniansubordination
4.4.1 General results
4.4.2 Subordinatingprocesses
4.4.3 ModelsbasedonsubordinatedBrownianmotion
4.5 Temperedstableprocess
4.6 Generalizedhyperbolicmodel
5 Multidimensional modelswithjumps
5.1 MultivariatemodellingviaBrowniansubordination
5.2 BuildingmultivariatemodelsfromcommonPoissonshocks
5.3 Copulasforrandomvariables
5.4 DependenceconceptsforL´evyprocesses
5.5 CopulasforL´evyprocesseswithpositivejumps
5.6 Copulasforgeneral L´evyprocesses
5.7 BuildingmultivariatemodelsusingL´evycopulas
5.8 Summary
II Simulationandestimation
6 SimulatingL´evyprocesses
6.1 Simulationof compoundPoissonprocesses
6.2 Exactsimulationof increments
6.3 Approximation of an infinite activity L´evy process by a compoundPoissonprocess
6.4 Approximationof small jumpsbyBrownianmotion
6.5 Seriesrepresentationsof L´evyprocesses(*)
6.6 Simulationof multidimensional L´evyprocesses
7 Modellingfinancial timeserieswithL´evyprocesses
7.1 Empirical propertiesof assetreturns
7.2 Statistical estimationmethodsandtheirpitfalls
7.2.1 Maximumlikelihoodestimation
7.2.2 Generalizedmethodof moments
7.2.3 Discussion
7.3 Thedistributionof returns: ataleof heavytails
7.3.1 Howheavytailedisthedistributionof returns?
7.4 Timeaggregationandscaling
7.4.1 Self-similarity
7.4.2 Arefinancial returnsself-similar?
7.5 Realizedvarianceand“stochasticvolatility”
7.6 Pathwisepropertiesof pricetrajectories(*)
7.6.1 H¨ olderregularityandsingularityspectra
7.6.2 Estimatingsingularityspectra
7.7 Summary: advantagesandshortcomingsof L´evyprocesses
III Optionpricingin modelswithjumps
8 Stochasticcalculusforjumpprocesses
8.1 Tradingstrategiesandstochasticintegrals
8.1.1 Semimartingales
8.1.2 Stochasticintegralsforcagladprocesses
8.1.3 StochasticintegralswithrespecttoBrownianmotion
8.1.4 Stochastic integrals with respect to Poisson random measures
8.2 Quadraticvariation
8.2.1 Realizedvolatilityandquadraticvariation
8.2.2 Quadraticcovariation
8.3 TheItˆoformula
8.3.1 Pathwisecalculusforfiniteactivityjumpprocesses
8.3.2 Itˆ oformulafordiffusionswithjumps
8.3.3 Itˆ oformulaforL´evyprocesses
8.3.4 Itˆ oformulaforsemimartingales
8.4 Stochasticexponentialsvs. ordinaryexponentials
8.4.1 Exponential of aL´evyprocess
.......
9 MeasuretransformationsforL´evyprocesses
...........
10Pricingandhedginginincompletemarkets



提供的这个是 第一版


下面是亚马逊链接是第二版
http://www.amazon.cn/Financial-Modelling-with-Jump-Processes-Cont-Rama/dp/1420082191/ref=sr_1_1?ie=UTF8&qid=1402839135&sr=8-1&keywords=Financial+Modelling+with+Jump+Processes
不知道有没有文字版的。