【书名】Stochastic Calculus for Finance I: The Binomial Asset Pricing Model
 Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
【作者】by Steven E. Shreve
【出版社】Springer
【版本】1st Edition
【出版日期】 2004
【文件格式】DJVU
【页数】203 + 570
【ISBN出版号】【资料类别】Probability
【市面定价】39.96 + 55.96美元（Amazon Hardcore）
【扫描版还是影印版】扫描版
【是否缺页】完整
【关键词】Probability
【内容简介】
Volume 1:

This book evolved from the first ten years of the Carnegie Mellon professional Masters program in Computational Finance. The contents of the book have been used successfully with students whose mathematics background consists of calculus 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 refined through classroom experience with this material, are provided throughout the book. Volume I introduces the fundamental concepts in a discrete-time setting and Volume II builds on this foundation to develop stochastic calculus, martingales, risk-neutral pricing, exotic options, and term structure models, all in continuous time.

The book includes a self-contained 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. Classroom-tested exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance. Instructor's manual available.

Volume2:

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.

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