Study note
Arbitrage Theory in Continuous Time
Properties
- Type
- Books
- Status
- 想读
- Domain
- Quant
- Category
- 定价理论、随机分析与金融工程
- Source
- book.douban.com
- Vault note
library/books/quant/Arbitrage-Theory-in-Continuous-Time-3f40a83a6a083269.md
Summary
Arbitrage Theory in Continuous Time 聚焦连续时间金融、套利定价、随机过程、测度变换和衍生品定价理论。
Highlights
适合作为金融数学主线教材，帮助理解风险中性定价和随机分析如何支撑量化金融。
Notes
Tomas Björk；2009-10-4。
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