| 查看: 241 | 回复: 2 | |||
| 【奖励】 本帖被评价2次，作者copula增加金币 1.5 个 | |||
| 当前主题已经存档。 | |||
[资源]
Introduction to Stochastic Calculus for Finance
|
|||
|
Lecture Notes in Economics and Mathematical Systems SpringerLink Date 2006年12月2日 About this book The large number of already available textbooks on stochastic calculus with specific applications to finance requires a justification for another contribution to this subject. The justifcation is mainly pedagogical. These lecture notes start with an elementary approach to stochastic calculus due to Föllmer, who showed that one can develop Ito's calculus "pathwise" as an exercise in real analysis. The text opens to students interested in finance a quick (but by no means "dirty"  road to the tools required for advanced finance in continuous time, including option pricing by martingale methods, term structure models in a HJM-framework and the Libor market model. The reader is supposed only to be familiar with elementary real analysis (e.g. Taylor's Theorem) and basic probability theory. The text is also useful for mathematicians interested in the methods of modern mathematical finance without prior knowledge of advanced stochastic analysis.Written for: Students Keywords: Fincancial Economics Libor Market Model Local Times Option Pricing Term Structure Models 链接:http://www.springer.com/east/hom ... 0109-22-173662746-0 |
回复此楼» 猜你喜欢
288求调剂
已经有14人回复
-
一志愿厦大生物学332求调剂
已经有7人回复
-
085600，321分求调剂
已经有17人回复
-
一志愿鲁东大学071000生物学学硕初试分数276求调剂
已经有16人回复
-
材料化工总分334求调剂
已经有11人回复
-
288求调剂，一志愿华南理工大学071005
已经有13人回复
-
复试调剂，一志愿郑州大学材料与化工289分
已经有20人回复
-
一志愿中科大070300化学，314分求调剂
已经有4人回复
-
285求调剂
已经有9人回复
-
材料调剂
已经有7人回复
2楼2007-04-13 21:19:57
