金融市場用的數學方法(英文) [Mathematical Methods for Financial Markets]

金融市場用的數學方法(英文) [Mathematical Methods for Financial Markets] pdf epub mobi txt 電子書 下載 2025

[法] 詹布蘭科(Jeanblanc J.) 著
想要找書就要到 靜思書屋
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!
齣版社: 世界圖書齣版公司
ISBN:9787510058431
版次:1
商品編碼:11327700
包裝:平裝
外文名稱:Mathematical Methods for Financial Markets
開本:24開
齣版時間:2013-03-01
用紙:膠版紙
頁數:732
正文語種:英文

具體描述

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



用戶評價

評分

joli

評分

質量不錯,印刷清楚,速度很快

評分

世圖的經典書籍,做參考書用的

評分

質量不錯,印刷清楚,速度很快

評分

一直在京東采購書籍,正品,服務好,評價還能賺京豆,很棒

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

質量非常好,正版

評分

經典書籍,收藏瞭。...

評分

一直在京東采購書籍,正品,服務好,評價還能賺京豆,很棒

相關圖書

本站所有内容均为互联网搜索引擎提供的公开搜索信息,本站不存储任何数据与内容,任何内容与数据均与本站无关,如有需要请联系相关搜索引擎包括但不限于百度google,bing,sogou

© 2025 book.tinynews.org All Rights Reserved. 静思书屋 版权所有