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自己研究过程中读过的期权书籍,来自多种来源,某些书籍有多个版本,不定期更新。
MALLIARIS-STOCHASTIC METHODS IN ECONOMICS AND FINANCE
Huyên Pham-Continuous-time Stochastic Control and Optimization with Financial Applications
Piotr Jaworski, Fabrizio Durante& Wolfgang Karl Hardle -Copulae in Mathematical and Quantitative Finance
Rama Cont, Peter Tankov-Financial Modelling With Jump Processes(强烈推荐)
Jacod J., Shiryaev A. N. - Limit Theorems For Stochastic Processes (2003)
Ken iti Sato-Levy Processes and Infinitely Divisible Distributions
Martin Baxter, Andrew Rennie Financial Calculus - An Introduction to Derivative Pricing
J. Michael Steele - Stochastic Calculus and Financial Applications 2001(强烈推荐)
Protter-stochastic integration and differential equations
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