作者: Tomas Bjrk
出版商: Oxford University Press, USA

最低价: $35.00  (¥243.25)

类型: Hardcover
版本: 3
物品数目: 1
页数: 512
商品重量 (磅): 2.1
尺寸 (英寸): 9.2 x 6.2 x 1.5
ISBN: 019957474X
出版日期: 2009-10-4

Product Description
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.

这个论坛上有了吧，我早就下过了。LZ可以查一下。而且很便宜。

呵呵，我买了，看看密码！

damn it, why charge $9?!!