Shreve S.E. Stochastic calculus for finance II.Continuous-time models

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"Stochastic Calculus for Finance" evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has 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 refine through classroom experience with this material are provided. 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. 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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• Shreve S.E. Stochastic calculus for finance II.. Continuous-time models(Springer, 2004)(ISBN 0387401016)(K)(600dpi)(T)(570s)_MVspf_.djvu

2008-9-16 20:39:00 上传

ntroduction to STOCHASTIC CALCULUS FOR Shreve S.E. Stochastic calculus for finance II.Con
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&nbsp;好文章&nbsp;2008-9-17 8:51:12

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关键词：Continuous Stochastic Calculus Stochast Finance Finance models Calculus Stochastic shreve

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Thanks for your share

大赞啊！！！很好的书！！！多谢楼主了，要好好学金融数学了