经典教材降价出售期已过！想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：关注的帖子。


[相关阅读]
【经典教材系列】（资料汇总帖，附链接，持续添加中）


Stochastic Finance: A Numeraire Approach

Unlike much of the existing literature, Stochastic Finance: A Numeraire Approach treats price as a number of units of one asset needed for an acquisition of a unit of another asset instead of expressing prices in dollar terms exclusively. This numeraire approach leads to simpler pricing options for complex products, such as barrier, lookback, quanto, and Asian options. Most of the ideas presented rely on intuition and basic principles, rather than technical computations.
（地址回复可见，高清pdf）

本帖隐藏的内容

stofin.pdf
大小:(2.61 MB)

只需: 100 个论坛币  马上下载

想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：关注的帖子。