数理金融基准分析法（英文版－eckhard platen and david heath）

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1、SpringerFinanceEditorialBoardM.AvellanedaG.Barone-AdesiM.BroadieM.H.A.DavisE.DermanC.KlüppelbergE.KoppW.SchachermayerSpringerFinanceSpringerFinanceisaprogrammeofbooksaimedatstudents,academicsandpractitionersworkingonincreasinglytechnicalapproachestothe

2、analysisoffinancialmarkets.Itaimstocoveravarietyoftopics,notonlymathematicalfinancebutforeignexchanges,termstructure,riskmanagement,portfoliotheory,equityderivatives,andfinancialeconomics.AmmannM.,CreditRiskValuation:Methods,Models,andApplication(2001)Bac

3、kK.,ACourseinDerivativeSecurities:IntroductiontoTheoryandComputation(2005)BarucciE.,FinancialMarketsTheory.Equilibrium,EfficiencyandInformation(2003)BieleckiT.R.andRutkowskiM.,CreditRisk:Modeling,ValuationandHedging(2002)BinghamN.H.andKieselR.,Risk-Neut

4、ralValuation:PricingandHedgingofFinancialDerivatives(1998,2nded.2004)BrigoD.andMercurioF.,InterestRateModels:TheoryandPractice(2001,2nded.2006)BuffR.,UncertainVolatilityModels-TheoryandApplication(2002)CarmonaR.A.andTehranchiM.R.,InterestRateModels:anI

5、nfiniteDimensionalStochasticAnalysisPerspective(2006)DanaR.A.andJeanblancM.,FinancialMarketsinContinuousTime(2002)DeboeckG.andKohonenT.(Editors),VisualExplorationsinFinancewithSelf-OrganizingMaps(1998)DelbaenF.andSchachermayerW.,TheMathematicsofArbitrag

6、e(2005)ElliottR.J.andKoppP.E.,MathematicsofFinancialMarkets(1999,2nded.2005)FenglerM.R.,SemiparametricModelingofImpliedVolatility(2005)GemanH.,MadanD.,PliskaS.R.andVorstT.(Editors),MathematicalFinance–BachelierCongress2000(2001)+GundlachM.,LehrbassF.(E

7、ditors),CreditRiskintheBankingIndustry(2004)KellerhalsB.P.,AssetPricing(2004)KülpmannM.,IrrationalExuberanceReconsidered(2004)KwokY.-K.,MathematicalModelsofFinancialDerivatives(1998)MalliavinP.andThalmaierA.,StochasticCalculusofVariationsinMathematical

8、Finance(2005)MeucciA.,RiskandAssetAllocation(2005)PelsserA.,EfficientMethodsforValuingInterestRateDerivatives(2000)PlatenE.andHeathD.,ABenchmarkApproachtoQuantitativeFinance(2006)PrigentJ.-L.,WeakConvergenceofFinancialMarkets(2003)Schmid