Stochastic calculus and Finance,很不错的衍生品定价书籍，高清晰PDF

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Stochastic calculus and Finance,Author:Steven Shreven. Contents:

1. Introduction to Probability Theory

2. Conditional Expectation

3.Arbitrage Pricing

4. The Markov Property

5.Stopping time and American options

6.Properties of American Derivative Securities

7.Jensen’s Inequality

8.RandomWalks

9.Pricing in terms ofMarket Probabilities: The Radon-Nikodym Theorem.

10. Capital Asset Pricing

11.General Random Variables

12.Semi-Continuous Models

13.BrownianMotion..

...

34 Brace-Gatarek-Musiela model

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2008-10-16 17:38:00 上传

Stochastic calculus and Finance,很不错的衍生品定价书籍，高清晰PDF
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关键词：Stochastic Calculus Stochast Finance Financ Finance PDF Calculus Stochastic

作者啊，版本啊，都没有介绍，能否 search 等

介绍详细一点吧，以免重复下载，论坛上重复贴太多了