Measure and Integral: An Introduction to Real Analysis (2版)

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書名：Measure and Integral: An Introduction to Real Analysis 2/e 作者：Richard L. Wheeden 出版社：CRC Press ISBN：9781498702898

High-Dimensional Statistics

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書名：High-Dimensional Statistics: A Non-Asymptotic Viewpoint 作者：Wainwright 出版社：CAMBRIDGE 出版日期：2019/04/00 ISBN：9781108498029

Point Processes and Jump Diffusions: An Introduction with Finance Applications

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POINT PROCESSES AND JUMP DIFFUSIONS: AN INTRODUCTION WITH FINANCE APPLICATIONS 2021 (H) ISBN： 9781316518670 類別： 財務金融Financial Management 出版社： CAMBRIDGE UNIVERSITY PRESS 作者： BJORK 年份： 2021 裝訂別： 精裝 頁數： 320頁

Arbitrage Theory in Continuous Time (4版)

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ARBITRAGE THEORY IN CONTINUOUS TIME 4E 2021 (H) ISBN： 9780198851615 類別： 財務金融Financial Management 出版社： OXFORD UNIVERSITY PRESS 作者： BJORK 年份： 2020 裝訂別： 精裝 頁數： 592頁 Table of Contents 1:Introduction I. Discrete Time Models 2:The Binomial Model 3:A More General One period Model II. Stochastic Calculus 4:Stochastic Integrals 5:Stochastic Differential Equations III. Arbitrage Theory 6:Portfolio Dynamics 7:Arbitrage Pricing 8:Completeness and Hedging 9:A Primer on Incomplete Markets 10:Parity Relations and Delta Hedging 11:The Martingale Approach to Arbitrage Theory 12:The Mathematics of the Martingale Approach 13:Black-Scholes from a Martingale Point of View 14:Multidimensional Models: Martingale Approach 15:Change of Numeraire 16:Dividends 17:Forward and Futures Contracts 18:Currency Derivatives 19:Bonds and Interest Rates 20:Short Rate Models 21:Martingale Models for the Short Rate 22:Forward Rate Models 23:LIBOR Market Models 24:Potentials and Positive Interest IV. Optimal Control and Investment Theory 25:Stochastic Optimal Control 26:Optimal Consumption and Investment 27:The Martingale Approach to Optimal Investment 28:Optimal Stopping Theory and American Options V. Incomplete Markets 29:Incomplete Markets 30:The Esscher Transform and the Minimal Martingale Measure 31:Minimizing f-divergence 32:Portfolio Optimization in Incomplete Markets 33:Utility Indifference Pricing and Other Topics 34:Good Deal Bounds VI. Dynamic Equilibrium Theory 35:Equilibrium Theory: A Simple Production Model 36:The Cox-Ingersoll-Ross Factor Model 37:The Cox-Ingersoll-Ross Interest Rate Model 38:Endowment Equilibrium: Unit Net Supply

Probability and Random Processes (4版)

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Probability and Random Processes 4/e +作者：Grimmett +年份：2020 年4 版 +ISBN：9780198847595 +書號：PS0492PC +規格：平裝/彩色 +頁數：688 +出版商：Oxford ●To provide a thorough but straightforward account of basic probability theory, giving the reader a natural feel for the subject unburdened by oppressive technicalities. ●To discuss important random processes in depth with many examples. ●To cover a range of topics that are significant and interesting but less routine. ●To impart to the beginner some flavour of advanced work. 目錄 1:Events and their probabilities 2:Random variables and their distributions 3:Discrete random variables 4:Continuous random variables 5:Generating functions and their applications 6:Markov chains 7:Convergence of random variables 8:Random processes 9:Stationary processes 10:Renewals 11:Queues 12:Martingales 13:Diffusion processes