盘天下 | 免费精选资源分享

内容简介

在线 阅读 《Stochastic Calculus for Finance II》

Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calc ulus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-cont ai ned treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes. This book is being published in two volumes. This second volume develops stochastic calculus, martingales, risk-neutral pricing, exotic options and term structure models, all in continuous time. Master's level students and researchers in mathematical finance and financial engineering will find this book useful.

下载地址

• 诚通网盘 提取码：8866
• 迅雷网盘 提取码：6ejn

【新用户手机夸克APP转存可以获得1TB免费空间】

夸克网盘「电影」精选合集：https://pan.quark.cn/s/0755e002f4b6

夸克网盘「纪录片」精选合集：https://pan.quark.cn/s/8c76cd47e8be

夸克网盘「短剧」精选合集：https://pan.quark.cn/s/0f27fae4301e

夸克网盘「音乐」精选合集：https://pan.quark.cn/s/c999e39a7f49

夸克网盘「教程」精选合集：https://pan.quark.cn/s/27984fcacdad

夸克网盘「书籍」精选合集：https://pan.quark.cn/s/2532536273dd

转载请注明出处，本文链接：https://www.80srz.com/pantx/68330.html