springer finance(共35册), 这套丛书还有 《Mathematical Methods for Financial Markets (Springer Finance)》《Credit Risk Valuation》《Analytically Tractable Stochastic Stock Price Models》《Discrete Time Series, Processes, and Applications in Finance》《Irrational Exuberance Reconsidered》 等。
3、熟悉Stochastic Calculus for FinanceⅡ，包括Ito's lemma、Black-Scholes模型、随机微分方程等。4、熟...
Stochastic Calculus for Finance II, Shreve Textbook金融数学金融工程教材电子版 2 下载积分: 2800 内容提示: 266 6 Connections with Partial Dif f erential Equations formula above for R(T) are nonrandom. Therefore, under the risk-neutral measure IP , R(T) is normally distributed with mean re-ftb...
Stochastic Calculus for Finance: Continuous Time Models 第Ⅱ册课程设计 简介 本课程设计将介绍Stochastic Calculus for Finance的第Ⅱ册内容,涵盖了连续时间模型方面的理论知识和实践技能。通过本课程的学习,学生将掌握Black-Scholes方程、Ito积分和Stochastic Differential Equations等重要理论知识,并了解如何应用它们来解决...
当当网图书频道在线销售正版《Stochastic Calculus for Finance(II)(金融随机分析)(第2卷)》,作者:(美)施瑞伍,出版社:世界图书出版社。最新《Stochastic Calculus for Finance(II)(金融随机分析)(第2卷)》简介、书评、试读、价格、图片等相关信息,尽在DangDang.com,网
《金融随机微积分1-二项式资产定价模型 Stochastic Calculus for Finance I - The Binomial Asset Pricing Model 》Steven E. Shreve (Springer Finance) stochastic_calculus_for_finance,_vi,_vii_solution Stochastic calculus for finance Stochastic Calculus and Finance Continuous-Time Finance Robert C. Merton Con...
Shreve E. - Stochastic calculus for finance II - Continuous-time models (Springer, 2004)(ISBN 0387401016) 星级: 570 页 Shreve E. - Stochastic calculus for finance II - Continuous-time models (Springer, 2004)(ISBN 0387401016) 星级: 570 页 Shreve E. - Stochastic calculus for finance II...
Springer Finance Editoria Boad M. Avellaneda G. Barone-Adesi M. Broadie M.H.A. Davis E. Deran C. Klippelberg E. Kopp W. Schacherayer
第五章讲风险中性测度，Girsanov 定理似乎比ito 公式难理解一些， 不过作为随即积分另一基础定理，面试的...
springer finance(共35册), 这套丛书还有 《Mathematical Models of Financial Derivatives》《Financial Modeling, Actuarial Valuation and Solvency in Insurance》《Irrational Exuberance Reconsidered》《Continuous-Time Asset Pricing Theory》《Mathematics of Financial Markets (Springer Finance)》等。