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2015-06-22
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This text provides information for those dealing with stochastic calculus and pricing in the models of financial markets operating under uncertainty. It introduces the reader to the main concepts, notions and results of stochastic financial mathematics, and develops applications of these results to various kinds of calculations required in financial engineering. It also answers the requests of teachers of financial mathematics and engineering by making a bias towards probabilistic and stastical ideas and the methods of stochastic calculus in the analysis of market risks.

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Editorial ReviewsReview"The author's choice of material is outstanding and well worth the time and effort it will require to get through.." -- Journal of Applied Mathematics and Stochastic Analysis, 2000

"written in a very lively style, in which the author effortlessly jumps from abstract mathematical frameworks to interesting historical remarks" -- Mathematical Reviews

...as an encyclopedia of results and methods for financial analysis it's very impressive and certainly very useful as well. --Mathematics Abstracts, 2002

Product Details
  • Series: Advanced Series on Statistical Science and Applied Probability
  • Hardcover: 834 pages
  • Publisher: World Scientific Pub Co Inc; 1st edition (April 15, 1999)
  • Language: English
  • ISBN-10: 9810236050
  • ISBN-13: 978-9810236052







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2015-6-22 14:25:33
该不会又是重复上传已有资源吧?这种搞法奖励不会高的。连续被人举报多次,还是应该收敛一些。
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2015-6-22 16:43:28
lasgpope 发表于 2015-6-22 14:25
该不会又是重复上传已有资源吧?这种搞法奖励不会高的。连续被人举报多次,还是应该收敛一些。
版本可能不一样
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2015-6-22 17:03:00
fantuanxiaot 发表于 2015-6-22 16:43
版本可能不一样
也许吧,无心为之可以原谅,被人举报多次还继续这样实在不应该。
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2015-6-22 19:24:32
谢谢楼主分享~
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2015-6-22 19:48:32
lasgpope 发表于 2015-6-22 17:03
也许吧,无心为之可以原谅,被人举报多次还继续这样实在不应该。
举报太多次确实
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