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Arbitrage Theory in Continuous Time 2eBjörk, Tomas , Professor of Mathematical Finance at the Stockholm School of Economics

1: Introduction
2: The Binomial Model
3: A More General One Period Model
4: Stochastic Integrals
5: Differential Equations
6: Portfolio Dynamics
7: Arbitrage Pricing
8: Completeness and Hedging
9: Parity Relations and Delta Hedging
10: The Martingale Approach to Arbitrage Theory (For advanced readers)
11: The Mathematics of the Martingale Approach (For advanced readers)
12: Black-Scholes from a Martingale Point of View (For advanced readers)
13: Multidimensional Models: Classical Approach
14: Multidimensional Approach: Martingale Approach (For advanced readers)
15: Incomplete Markets
16: Dividends
17: Currency Derivatives
18: Barrier Options
19: Stochastic Optimal Control
20: Bonds and Interest Rates
21: Short Rate Models
22: Martingale Models for the Short Rate
23: Forward Rate Models
24: Change of Numeraire (For advanced readers)
25: LIBOR and Swap Market Models
26: Forwards and Futures
Appendix A: Measure and Integration (For advanced readers)
Appendix B: Probability Theory (For advanced readers)
Appendix C: Martingales and Stopping Times (For advanced readers)
References
Index

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关键词：Continuous Arbitrage Theory Theo time continuous readers General

文件1 是供大家参考的样本，这本书自认为和 HULL的书珠联璧合。

文件1是供大家参考的样本，自认为是和HULL的Options，Futures and Derivatives珠联璧合

这个比你发的什么书签版强

这个比你发的什么书签版强

谢了。如果有单页版就好了

有便宜的，就在论坛里

现在有第三版的高清版了，这个有点过时了，大家去搜搜第三版。

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