金融数学方法 pdf epub mobi txt 电子书 下载 2025

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Ioannis Karatzas，Steven E.Shreve 著

出版社： 世界图书出版公司

ISBN：9787506266116

版次：1

商品编码：10096022

包装：平装

开本：24开

出版时间：2004-04-01

用纸：胶版纸

页数：415

正文语种：英文

内容简介

This book is intended for readers who are quite familiar with probability and stochastic processes but know little or nothing about finance. It is written in the definition/theorem/proof style of modern mathematics and attempts to explain as much of the finance motivation and terminology as possible.

目录

Preface
1 A Brownian Model of Financial Markets
1.1 Stocks and a Money Market
1.2 Portfolio and Gains Processes
1.3 Income and Wealth Processes
1.4 Arbitrage and Market Viability
1.5 Standard Financial Markets
1.6 Completeness of Financial Markets
1.7 Financial Markets with an Infinite Planning Horizon
1.8 Notes

2 Contingent Claim Valuation in a Complete Market
2.1 Introduction
2.2 European Contingent Claims
2.3 Forward and Futures Contracts
2.4 European Options in a Constant-Coefficient Market
2.5 American Contingent Claims
2.6 The American Call Option
2.7 The American Put Option
2.8 Notes
3 Single-Agent Consumption and Investment
3.1 Introduction
3.2 The Financial Market
3.3 Consumption and Portfolio Processes
3.4 Utility Functions
3.5 The Optimization Problems
3.6 Utility from Consumption and Terminal Wealth
3.7 Utility from Consumption or Terminal Wealth
3.8 Deterministic Coefficients
3.9 Consumption and Investment on an Infinite Horizon
3.10 Maximization of the Growth Rate of Wealth
3.11 Notes

4 Equilibrium in a Complete Market
4.1 Introduction
4.2 Agents, Endowments, and Utility Functions
4.3 The Financial Market: Consumption and Portfolio Processes
4.4 The Individual Optimization Problems
4.5 Equilibrium and the Representative Agent
4.6 Existence and Uniqueness of Equilibrium
4.7 Examples
4.8 Notes

5 Contingent Claims in Incomplete Markets
5.1 Introduction
5.2 The Model
5.3 Upper Hedging Price
5.4 Convex Sets and Support Functions
5.5 A Family of Auxiliary Markets
5.6 The Main Hedging Result
5.7 Upper Hedging with Constant Coefficients
5.8 Optimal Dual Processes
5.9 Lower Hedging Price
5.10 Lower Hedging with Constant Coefficients
5.11 Notes

6 Constrained Consumption and Investment
6.1 Introduction
6.2 Utility Maximization with Constraints
6.3 A Family of Unconstrained Problems
6.4 Equivalent Optimality Conditions
6.5 Duality and Existence
6.6 Deterministic Coefficients, Cone Constraints
6.7 Incomplete Markets
6.8 Higher Interest Rate for Borrowing Than for Investing
6.9 Notes
Appendix A. Essential Supremum of a Family of Random Variables
Appendix B. On the Model of Section 1.1
Appendix C. On Theorem 6.4.1
Appendix D. Optimal Stopping for Continuons-Parameter Processes
Appendix E. The Clark Formula
References
Symbol Index
Index

前言/序言

评分☆☆☆☆☆

金融数学

评分☆☆☆☆☆

半价的时候买的，很值，送货速度很快。

评分☆☆☆☆☆

在国内不

评分☆☆☆☆☆

金融数学

评分☆☆☆☆☆

金融数

评分☆☆☆☆☆

书就其内容本身来说是本好书，京东的服务也没得说！我只想说说这本书的出版者世界图书出版公司。世图影印出版了一系列的这种国外著名的教材，从其书后所列的“购权影印科技图书”系列就将近400种。但是就这次所购买的四本这个系列的图书来看，共同的印象就是装祯简单；影印质量差，很多分子式和图形中的横线虚到断断续续，看不清楚；定价奇高，一本415页的、几乎不需要世图公司做任何编辑工作的、将国外A4大小开本缩小成24K本的影印书定价59元。我清楚地记得从上个世纪80年代起世图公司就大量地盗版影印各种国外图书，影印质量糟糕得一塌糊涂。现在跟以前相比，看来除了不再敢盗印了之外，其他方面进步不大嘛。

评分☆☆☆☆☆

本专业不是金融数学方向，买着慢慢看

评分☆☆☆☆☆

好

评分☆☆☆☆☆

在国内不