金融市场用的数学方法（英文） [Mathematical Methods for Financial Markets] epub pdf mobi txt 电子书 下载 2024

金融市场用的数学方法（英文） [Mathematical Methods for Financial Markets] epub pdf mobi txt 电子书 下载 2024

☆☆☆☆☆
简体网页||繁体网页



点击这里下载

金融市场用的数学方法（英文） [Mathematical Methods for Financial Markets] epub pdf mobi txt 电子书 下载 2024

类似图书 点击查看全场最低价

---

内容简介

　　We translate to the domain of mathematical finance what F. Knight wrote， in substance， in the preface of his Essentials of Brownian Motion and Diffusion （1981）: "it takes some temerity for the prospective author to embark on yet another discussion of the concepts and main applications of mathematical finance". Yet， this is what we have tried to do in our own way， after considerable hesitation.

内页插图

目录

Part I Continuous Path Processes
1 Continuous-Path R.andom Processes: Mathematical Prerequisites
1.1 Some Definitions
1.1.1 Measurability
1.1.2 Monotone Class Theorem
1.1.3 Probability Measures
1.1.4 Filtration
1.1.5 Law of a Random Variable, Expectation
1.1.6 Independence
1.1.7 Equivalent Probabilities and Radon-Nikodym Densities
1.1.8 Construction of Simple. Probability Spaces
1.1.9 Conditional Expectation
1.1.10 Stochastic Processes
1.1.11 Convergence
1.1.12 Laplace Transform
1.1.13 Gaussian Processes
1.1.14 Markov Processes
1.1.15 Uniform Integrability
1.2 Martingales
1.2.1 Definition and Main Properties
1.2.2 Spaces of Martingales
1.2.3 Stopping Times
1.2.4 Local Martingales
1.3 Continuous Semi-martingales
1.3.1 Brackets of Continuous Local Martingales
1.3.2 Brackets of Continuous Semi-martingales
1.4 Brownian Motion
1.4.1 One-dimensional Brownian Motion
1.4.2 d-dimensional Brownian Motion
1.4.3 Correlated Brownian Motions
1.5 Stochastic Calculus
1.5.1 Stochastic Integration
1.5.2 Integration by Parts
1.5.3 Ito's Formula: The Fu.ndamental Formula of Stochastic Calculus
1.5.4 Stochastic Differential Equations
1.5.5 Stochastic Differential Equations: The One- dimensional Case
1.5.6 Partial Differential Equations
1.5.7 Doleans-Dade Exponential
1.6 Predictable Representation Property
1.6.1 Brownian Motion Case
1.6.2 Towards a General Definition of the Predictable Representation Property
1.6.3 Dudley's Theorem
1.6.4 Backward Stochastic Differential Equations ,
1.7 Change of Probability and Girsanov's Theorem
1.7.1 Change of Probability
1.7.2 Decomposition of IP-Martingales as Q-semi-martingales
1.7.3 Girsanov's Theorem: The One-dimensional Brownian Motion Case
1.7.4 Multidimensional Case
1.7.5 Absolute Continuity
1.7.6 Condition for Martingale Property of Exponential Local Martingales
1.7.7 Predictable Represen tation Property under a Change of Probability
1.7.8 An Example of Invariance of BM under Change of Measure
2 Basic Concepts and Examples in Finance
2.1 A Semi-martingale Framework
2.1.1 The Financial Market
2.1.2 Arbitrage Opportunities
2.1.3 Equivalent Martingale Measure
2.1.4 Admissible Strategies
2.1.5 Complete Market
2.2 A Diffusion Model
2.2.1 Absence of Arbitrage
2.2.2 Completeness of the Market
2.2.3 PDE Evaluation of Contingent Claims in a Complete Market
2.3 The Black and Scholes Model
2.3.1 The Model
……

Part II Jump Processes

Index of Authors
Index of Symbols
Subject Index

前言/序言

金融市场用的数学方法（英文） [Mathematical Methods for Financial Markets] epub pdf mobi txt 电子书 下载 2024

金融市场用的数学方法（英文） [Mathematical Methods for Financial Markets] 下载 epub mobi pdf txt 电子书 2024

评分☆☆☆☆☆

的话就可以了吧台胞磷胆碱的学生了

评分☆☆☆☆☆

的话就可以了吧台胞磷胆碱的学生了

评分☆☆☆☆☆

好好好好好

评分☆☆☆☆☆

还不错还不错还不错还不错还不错还不错还不错还不错

评分☆☆☆☆☆

质量非常好，正版

评分☆☆☆☆☆

书质量非常好

评分☆☆☆☆☆

做的不错 nice book

评分☆☆☆☆☆

实际上我们无时无刻不在接触着金融.学好金融最重要的就是细心观察,思考,提问,寻根,观察身边的小事,思考产生的影响,提出自己的假设和问题,查找资料寻求问题的根源.比如今天去商场想买条项链,发现价格比前一段涨了不少,由此思考:是什么原因导致金价上涨,是通货膨胀的问题,还是原料短缺的问题,然后通过各种渠道了解事实,深入剖析,并进一步寻找问题的根源,及对其它领域产生的影响. 只要拥有勤学好问的精神,没有什么难得倒你. 祝你好运!

评分☆☆☆☆☆

做的不错 nice book

类似图书 点击查看全场最低价