[下载]*1元店*Stochastic Calculus for Finance

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【书名】Stochastic Calculus for Finance I: The Binomial Asset Pricing Model
 Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
【作者】by Steven E. Shreve
【出版社】Springer
【版本】1st Edition
【出版日期】 2004
【文件格式】DJVU
【页数】203 + 570
【ISBN出版号】【资料类别】Probability
【市面定价】39.96 + 55.96美元（Amazon Hardcore）
【扫描版还是影印版】扫描版
【是否缺页】完整
【关键词】Probability
【内容简介】
Volume 1:

This book evolved from the first ten years of the Carnegie Mellon professional Masters program in Computational Finance. The contents of the book have been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs. But more importantly, intuitive explanations, developed and refined through classroom experience with this material, are provided throughout the book. Volume I introduces the fundamental concepts in a discrete-time setting and Volume II builds on this foundation to develop stochastic calculus, martingales, risk-neutral pricing, exotic options, and term structure models, all in continuous time.

The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes. Classroom-tested exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance. Instructor's manual available.

Volume2:

This book is being published in two volumes. This second volume develops stochastic calculus, martingales, risk-neutral pricing, exotic options and term structure models, all in continuous time.

Master's level students and researchers in mathematical finance and financial engineering will find this book useful.

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关键词：Stochastic Calculus Stochast Finance Financ 下载 Finance Calculus Stochastic

xiexie

Thanks a lot

很猛啊，第二卷不错，而且这个书国内引进了影印版

thank

好书，

楼主给的是链接？请楼主介绍一下如何下载。

以下是引用boateg在2008-6-6 10:42:00的发言：
楼主给的是链接？请楼主介绍一下如何下载。

 Please refer to https://bbs.pinggu.org/thread-320485-1-1.html #7, which states:

以下是引用kzen在2008-5-27 8:33:00的发言：
For mihd,

1. Click "Request Ticket" at top left
2. Enter the 3 digit code and click "Request Ticket" at top right
3. Click "Download" at top left

For the other,

1. Click the green button "Free Download"
2. Enter the 4 digit code and click "Continue"
3. Click the green button "Begin Download"

If you failed to download, send me a message with your email address, I will send you the file directly by email.

多谢，已经成功地下载了。