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【原版教材】Stochastic Calculus for Finance I & II (with Solution) [推广有奖]

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singlemice 发表于 2019-10-9 17:40:08 |显示全部楼层 |坛友微信交流群
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《金融随机分析》这是一套随机分析在定量经济学领域中应用方面的教材,作者在该领域享有盛誉,全书共分2卷。第1卷主要包括随机分析的基础性知识和离散时间模型;第2卷主要包括连续时间模型和该模型经济学中的应用。就其内容而言,第2卷有较为实际的可操作性的定量经济学内容,同时也包含了较为完整的随机微分方程理论。




Synopsis

"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. The first volume presents the binomial asset-pricing model primarily as a vehicle for introducing in the simple setting the concepts needed for the continuous-time theory in the second volume. Chapter summaries and detailed illustrations are included. Classroom tested exercises conclude every chapter.

Some of these extend the theory and others are drawn from practical problems in quantitative finance. Advanced undergraduates and Masters level students in mathematical finance and financial engineering will find this book useful. Steven E. Shreve is Co-Founder of the Carnegie Mellon MS Program in Computational Finance and winner of the Carnegie Mellon Doherty Prize for sustained contributions to education.

From the Back Cover

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 stchastic 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. The first volume presents the binomial asset-pricing model primarily as a vehicle for introducing in the simple setting the concepts needed for the continuous-time theory in the second volume.

Chapter summaries and detailed illustrations are included. Classroom tested exercises conclude every chapter. Some of these extend the theory and others are drawn from practical problems in quantitative finance.

Advanced undergraduates and Masters level students in mathematical finance and financial engineering will find this book useful.

Steven E. Shreve is Co-Founder of the Carnegie Mellon MS Program in Computational Finance and winner of the Carnegie Mellon Doherty Prize for sustained contributions to education.


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Shreve Stochastic Calculus for Finance I & II (2004).zip

14.46 MB

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非常好的金融随机分析教材

本附件包括:

  • Steve_ShreveStochastic_Calculus_for_Finance_II.pdf
  • Steve_Shreve_Stochastic_Calculus_for_Finance_I.pdf

singlemice 发表于 2019-10-10 14:51:06 来自手机 |显示全部楼层 |坛友微信交流群
singlemice 发表于 2019-10-9 17:40
《金融随机分析》这是一套随机分析在定量经济学领域中应用方面的教材,作者在该领域享有盛誉,全书共分2卷。 ...
附件漏传了,稍后补传

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jeffyangsir 发表于 2019-12-19 20:34:39 |显示全部楼层 |坛友微信交流群

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wangyong8935 在职认证  发表于 2019-12-22 20:33:26 |显示全部楼层 |坛友微信交流群
谢谢分享

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SunnysideYeo 发表于 2019-12-31 21:57:41 |显示全部楼层 |坛友微信交流群
文件被删除了~~哭哭,好心人可不可以再传一份(⁎⁍̴̛ᴗ⁍̴̛⁎)

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singlemice 发表于 2020-1-2 16:17:23 |显示全部楼层 |坛友微信交流群
SunnysideYeo 发表于 2019-12-31 21:57
文件被删除了~~哭哭,好心人可不可以再传一份(⁎⁍̴̛ᴗ⁍̴̛&#8 ...
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singlemice 发表于 2020-1-2 16:17
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我已经找到了,谢谢你!

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wilson1202 发表于 2020-1-9 01:09:10 来自手机 |显示全部楼层 |坛友微信交流群
singlemice 发表于 2019-10-9 17:40
《金融随机分析》这是一套随机分析在定量经济学领域中应用方面的教材,作者在该领域享有盛誉,全书共分2卷。 ...
大佬,能发给我一份吗,十分感谢!<br>
邮箱wangzixuan1202@163.com

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文件被删除了楼楼能发我一份吗?
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万分感谢!

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LI_杨 发表于 2020-5-8 11:00:34 |显示全部楼层 |坛友微信交流群
楼主可以发我一份吗 万分感谢,邮箱yangli59591@163.com

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