金融随机分析的经典教材，全书分上下两卷。第一卷主要包括随机分析的基础性知识以及离散时问模型，利用较简单的离散时间二叉树模型给出了无套利期权定价方法；虽只用到简单的数学，但其中涉及的风险中性定价的概念卜分深刻。第二卷主要介绍连续时问模型及其在金融学中的应用；其中包含了较为实际的、具有很强操作性的定量经济学内容，同时也包含了较为完整的随机分析理论。全书各章均有评注和习题。

该书是mathematical finance课程用书Options,futures,and other derivatives的课后习题解答 全英文内容 既可以辅助对教材和习题的理解 又能很好的锻炼英文

Excellent book for beginner who wants to learn the corporate finance from scratch

量化金融R语言高级教程书中源码。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。

课程专用教材,包括最新的资料以及学习应用,课后题答案可以在网上下载，已翻译好的中文版

Stochastic calculus for finance II

Springer经典数学类教材,第三版。

Henry-Liang's-FRM-Guide-I-for-Case-Learning，主要用于FRM考试案列分享，内容很精美，分享给大家，主要用于学习研究目的哈，希望大家考研考出好成绩，考出风格和水平

Henry-Liang's-FRM-Guide-II-for-Case-Learning，主要用于FRM考试案列分享，内容很精美，分享给大家，主要用于学习研究目的哈，希望大家考研考出好成绩，考出风格和水平

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance) (Paperback) by Steven E. Shreve (Author) Book Description Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes. This book is being published in two volumes. The first volume presents the binomial asset-pricing model primarily as a vehicle for introducing in the simple setting the concepts needed for the continuous-time theory in the second volume. Chapter summaries and detailed illustrations are included. Classroom tested exercises conclude every chapter. Some of these extend the theory and others are drawn from practical problems in quantitative finance. Advanced undergraduates and Masters level students in mathematical finance and financial engineering will find this book useful. Steven E. Shreve is Co-Founder of the Carnegie Mellon MS Program in Computational Finance and winner of the Carnegie Mellon Doherty Prize for sustained contributions to education. Publisher: Springer; 1 edition (June 28, 2005) Language: English ISBN-10: 0387249680 ISBN-13: 978-0387249681