【下载】好书：Shreve S.E. Stochastic calculus for finance I

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Stochastic Calculus for Finance I
Springer | 2004-04-21 | ISBN: 0387401008 | 250 pages | DjVu | 2,4 MB

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.

286149.pdf (12.18 MB, 需要: 5 个论坛币)

2009-1-15 08:11:00 上传

Shreve S.E. Stochastic calculus for finance I
需要: 5 个论坛币  [购买]

Shreve S.E. Stochastic calculus for finance I

[此贴子已经被作者于2009-1-17 14:20:56编辑过]

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关键词：Stochastic Stochast Calculus Finance shreve Finance 好书 Calculus Stochastic shreve

Stochastic Calculus for Finance II: Continuous-Time Models
550 pages | Springer; 1st ed. 2004. Corr. 2nd printing edition (April 25, 2008) | ISBN: 0387401016 | PDF | 6 Mb
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.

286150.pdf (36.22 MB, 需要: 5 个论坛币)

2009-1-15 08:15:00 上传

Shreve S.E. Stochastic calculus for finance I
需要: 5 个论坛币  [购买]

[此贴子已经被作者于2009-1-17 14:21:41编辑过]