金融市場用的數學方法（英文） [Mathematical Methods for Financial Markets] epub pdf mobi txt 電子書 下載 2024

金融市場用的數學方法（英文） [Mathematical Methods for Financial Markets] epub pdf mobi txt 電子書 下載 2024

☆☆☆☆☆
簡體網頁||繁體網頁



點擊這裡下載

金融市場用的數學方法（英文） [Mathematical Methods for Financial Markets] epub pdf mobi txt 電子書 下載 2024

类似图書 點擊查看全場最低價

---

內容簡介

　　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.

內頁插圖

目錄

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

金融市場用的數學方法（英文） [Mathematical Methods for Financial Markets] epub pdf mobi txt 電子書 下載 2024

金融市場用的數學方法（英文） [Mathematical Methods for Financial Markets] 下載 epub mobi pdf txt 電子書

評分☆☆☆☆☆

送貨很快，打摺買很實惠

評分☆☆☆☆☆

的話就可以瞭吧颱胞磷膽堿的學生瞭

評分☆☆☆☆☆

經典書籍，收藏瞭。...

評分☆☆☆☆☆

對你們的服務很不滿意，我的訂單號19169666900，價*，已通過在綫服務申請郵寄發票，可是至今都還沒有收到發票。再次嚮你們提齣申請郵寄發票：550025 貴州省貴陽市花溪區貴州大學北校區理學院，鬍支軍收，聯係電話13984330192.發票抬頭單位：貴州大學.

評分☆☆☆☆☆

好書

評分☆☆☆☆☆

基礎知識積纍，買瞭好多書，英文版隻能慢慢看瞭

評分☆☆☆☆☆

係統全麵，深入淺齣。

評分☆☆☆☆☆

還不錯還不錯還不錯還不錯還不錯還不錯還不錯還不錯

評分☆☆☆☆☆

世圖的經典書籍，做參考書用的

类似图書 點擊查看全場最低價