1 / 570
文档名称:

Shreve - Stochastic Calculus for Finance II - Continuous-Time Models.pdf

格式:pdf   页数:570
下载后只包含 1 个 PDF 格式的文档,没有任何的图纸或源代码,查看文件列表

如果您已付费下载过本站文档,您可以点这里二次下载

Shreve - Stochastic Calculus for Finance II - Continuous-Time Models.pdf

上传人:kuo08091 2013/12/25 文件大小:0 KB

下载得到文件列表

Shreve - Stochastic Calculus for Finance II - Continuous-Time Models.pdf

文档介绍

文档介绍:-,academics,,notonlymathematicalaimsfinancebutforeignexchanges,termstructure,riskmanagement,portfoliotheory,equityderivatives,,CreditRiskValuation:Methods,Models,andApplications(2001):Equilibrium,EfficiencyandInformation(2003)-NeutralValuation:,2ndEdition(2004):Modeling,ValuationandHedging(2001)MBrigoamdMercurio,InterestRateModels:TheoryandPracbce(),UncertainVolatilityModels-TheoryandApplication(2002)R.-,FinancialMarketsinContinuousTime(2003)MDeboeckandKohonen(Editors),VisualExplorationsinFinancewithSelf­(1998)(1999)Gemon,Madan,(Editors),MathematicalFinance­(2001)GundlachLehrbass(Editors),CreditRlsk+intheBankingIndustry(2004),MathematicalModelsofFinancialDerivatives(1998)Y.-,IrrationalExuberanceReconsidered:TheCrossSectionofStockReturns,(2004)(2000)J.-LPrigent,WeakConvergenceofFinancialMarkets(2003):TheoryandPractice,2ndEdition(2004),alculusforFinanceTheBinomialAssetPricingModel(2004)1:,alculusforFinanceII:Continuous-TimeModels(2004)Yor,ExponentialFuncbonalsofBrownianMotionandRelatedProcesses(2001),lnterest-RateManagement(2002)ZaZhuandChern,DerivativeSecuritiesandDifferenceMethods(2004)Y.--,pletelnfonnabonandHeterogeneousBeliefsinContinuous-TimeFinance(2003),AGameTheoryAnalysisofOptions:CorporateFinanceandFinancialInter