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

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[法] 詹布蘭科（Jeanblanc J.） 著

圖書標籤:

• Mathematical Finance
• Quantitative Finance
• Financial Modeling
• Stochastic Calculus
• Time Series Analysis
• Optimization
• Numerical Methods
• Derivatives Pricing
• Risk Management
• Financial Mathematics

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

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

評分☆☆☆☆☆

實際上我們無時無刻不在接觸著金融.學好金融最重要的就是細心觀察,思考,提問,尋根,觀察身邊的小事,思考産生的影響,提齣自己的假設和問題,查找資料尋求問題的根源.比如今天去商場想買條項鏈,發現價格比前一段漲瞭不少,由此思考:是什麼原因導緻金價上漲,是通貨膨脹的問題,還是原料短缺的問題,然後通過各種渠道瞭解事實,深入剖析,並進一步尋找問題的根源,及對其它領域産生的影響. 隻要擁有勤學好問的精神,沒有什麼難得倒你. 祝你好運!

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