[原创][推荐]金融建模中的鞅方法：Martingale Methods in Financial Modelling（英文版）

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<p><font face="黑体"><strong>《金融建模中的鞅方法》（英文版）</strong><font face="黑体"><strong>《Martingale Methods in Financial Modelling》2nd edition <br/>出版社：Springer | 2008-11-01 | ISBN: 3540209662 | 636 pages | PDF| 31.4 MB|<br/></strong></font>In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility. <p>&nbsp;</p><p></p></font></p><p>&nbsp;</p><p></p><p></p>The theme of stochastic volatility also reappears systematically in the second part of the book, which has been revised fundamentally, presenting much more detailed analyses of the various interest-rate models available: the authors’ perspective throughout is that the choice of a model should be based on the reality of how a particular sector of the financial market functions, never neglecting to examine liquid primary and derivative assets and identifying the sources of trading risk associated. This long-awaited new edition of an outstandingly successful, well-established book, concentrating on the most pertinent and widely accepted modelling approaches, provides the reader with a text focused on practical rather than theoretical aspects of financial modelling。<p></p><p></p><p>&nbsp;</p><p></p><p></p><p><strong>书绝对是好书</strong>，<strong>Springer的，没得说。就是文件大了点，下载会慢点。还有要说明一下，美中不足的是内容是书本的两页扫在一页上的。</strong></p><p><strong>对于真正需要的人来说，这点瑕疵不算什么了！</strong></p><p> 295741.pdf (31.46 MB, 需要: 15 个论坛币)

2009-2-21 15:48:00 上传

[原创][推荐]金融建模中的鞅方法：Martingale Methods in Financial Modelling（英文版）
需要: 15 个论坛币  [购买]

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[此贴子已经被作者于2009-3-24 20:07:22编辑过]

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关键词：Martingale financial Modelling inancial Financia Methods 建模 financial Modelling Martingale

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图书馆有  已到手 呵呵

太贵了！！！！！！！！！！！！！！

就是太大了一点啊，扫描的不晓得效果怎么样呢。

贵！论坛里有最新版的清晰版。。。这个扫描。。。。。。。

好贵，好书，谢谢

有学过这本书的同志吗？说说如何学习这本书，这么厚通读显然不是很现实，我想读这本书，可总是没有行动，请读过的同志指点，谢谢