<p>Introduction to Stochastic Calculus Applied to Finance<br/></p><p> </p><p>两个法国人写的，Damien Lamberton和Bernard Lapeyre，已经翻译成了英文，目录见下面。这是期权定价理论的随机积分基础,我们正在用这本做教材。学金工的XDJM，大家都在用什么教材啊？交流一下。</p><p>Introduction</p><p>1. Discrete-time models</p><p>2. optimal stopping problem and American options</p><p>3. Brownian motion and stochastic differential equations</p><p>4. the Black-Scholes model</p><p>5. option pricing and partial differential equations</p><p>6. interest rate models</p><p>7. asset models with jumps</p><p>8. simulation and algorithms for financial models</p>