| 查看: 227 | 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
有70后还继续奋斗在职场上的吗？
已经有5人回复
-
遇见不省心的家人很难过
已经有22人回复
-
博士延得我，科研能力直往上蹿
已经有5人回复
-
退学或坚持读
已经有25人回复
-
面上基金申报没有其他的参与者成吗
已经有4人回复
-
多组分精馏求助
已经有6人回复
2楼2007-04-13 21:19:57