书籍介绍
Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several years Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance
用户评论
强悍的shreve大神。。。。
二叉树也可以玩出花🤯对American Option的理解深入了很多🤔Volume II开干！
当初觉得难，现在看着太简单。。。不过是好书
我知道这本书狠狠很厉害！但是要我读懂它，臣妾做不到呀！！！不过加这门课的大叔好有味道，酷似赵文瑄成为了地中海的样子，他的老婆一定很性福！！！
很简练好读，去年学的。
读了1-5章的大部分内容，写得很有条理。
Textbook used by Prof Song Yao in his course "Mathematics of Fiance I". Great content, but not in mathematical way, with more focus on model and ambiguous definitions. Better for math student with financial foundation, but not good for pure or applied math students like me. Overall, the quality is good, with plenty details.
当数学书看的（真的不懂为什么会有这些derivatives，可能需要补习一下了
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