金融数学尖端武器-连续时间套利理论 3.0英文版

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收藏 2010-05-09

Arbitrage Theory in Continuous Time
Third Edition
Tomas Bjork
http://ukcatalogue.oup.com/category/academic/series/business/ofs.do]Oxford Finance Series
552 pages | 23 Figures | 234x156mm
978-0-19-957474-2 | Hardback | 06 August 2009
Price: ￡39.99

高清原版电子书，最佳的金融数学参考书。

1: Introduction
2: The Binomial Model
3: A More General One period Model
4: Stochastic Integrals
5: Differential Equations
6: Portfolio Dynamics
7: Arbitrage Pricing
8: Completeness and Hedging
9: Parity Relations and Delta Hedging
10: The Martingale Approach to Arbitrage Theory
11: The Mathematics of the Martingale Approach
12: Black-Scholes from a Martingale Point of View
13: Multidimensional Models: Classical Approach
14: Multidimensional Models: Martingale Approach
15: Incomplete Markets
16: Dividends
17: Currency Derivatives
18: Barrier Options
19: Stochastic Optimal Control
20: The Martingale Approach to Optimal Investment
21: Optimal Stopping Theory and American Options
22: Bonds and Interest Rates
23: Short Rate Models
24: Martingale Models for the Short Rate
25: Forward Rate Models
26: Change of Numeraire
27: LIBOR and Swap Market Models
28: Potentials and Positive Interest
29: Forwards and Futures
A: Measure and Integration
B: Probability Theory
C: Martingales and Stopping Times

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ibanker

2010-5-9 15:44:12

40英镑的价格，特别好的金融数学书，说实话我已经下载过论坛之前的第二版扫描版，而且打印了。

现在我还是要打印最新的第三版，太好的书

大家觉得贵，可以下载第二版看。

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ibanker

2010-5-9 15:44:57

New edition building on the strengths of a successful graduate text
A clear, accessible introduction to a complex field of classical financial mathematics
Includes solved examples for all techniques, exercises, and further reading.
New to this edition

Separate and complete chapters on the martingale approach to optimal investment problems, optimal stopping theory with applications to American options, and positive interest models and their connection to potential theory and stochastic discount factors.
Updated definition of arbitrage in Chapter 3 that has the advantage that martingale measures will be equivalent to the objective measure instead of merely absolutely continuous.
The third edition of this popular introduction to the classical underpinnings of the mathematics behind finance continues to combine sound mathematical principles with economic applications.

Concentrating on the probabilistic theory of continuous arbitrage pricing of financial derivatives, including stochastic optimal control theory and Merton's fund separation theory, the book is designed for graduate students and combines necessary mathematical background with a solid economic focus. It includes a solved example for every new technique presented, contains numerous exercises, and suggests further reading in each chapter.

In this substantially extended new edition Bjork has added separate and complete chapters on the martingale approach to optimal investment problems, optimal stopping theory with applications to American options, and positive interest models and their connection to potential theory and stochastic discount factors.

More advanced areas of study are clearly marked to help students and teachers use the book as it suits their needs.

Readership: Graduate students and advanced undergraduates studying finance. Mathematicians looking for an introduction to mathematical finance. Professionals in financial markets