这是一套介绍随机分析在定量经济学领域中应用的著名教材，作者在该领域享有盛誉，全书共他2卷。第1卷主要包括随机分析基础性知识和离散时间模型，第2卷主要包括连续时间模型和该模型在经济学中的应用，就其内容而言，第2卷有较为实际的可操作性的定量经济学内容，同时也包含了较为完整的随机微分方程理论，本书各章有习题，适用于掌握微积分基础知识的大学高年级本科生和硕士研究生。

1 The Binomial No-Arbitrage Pricing Model
1.1 One-Period Binomial Model
1.2 Multiperiod Binomial Model
1.3 Computational Considerations
1.4 Summary
1.5 Notes
1.6 Exercises
2 Probability Theory on Coin Toss Space
2.1 Finite Probability Spaces
2.2 Random Variables, Distributions, and Expectations
2.3 Conditional Expectations
2.4 Martingales
2.5 Markov Processes
2.6 Summary
2.7 Notes
2.8 Exercises
3 State Prices
3.1 Change of Measure
3.2 Radon-Nikod~m Derivative Process
3.3 Capital Asset Pricing Model
3.4 Summary
3.5 Notes
3.6 Exercises
4 American Derivative Securities
　4.1 Introduction
　4.2 Non-Path-Dependent American Derivatives
　4.3 Stopping Times
　4.4 General American Derivatives
　4.5 American Call Options
　4.6 Summary
　4.7 Notes
　4.8 Exercises
5 Random Walk
　5.1 Introduction
　5.2 First Passage Times
　5.3 Reflection Principle
　5.4 Perpetual American Put: An Example
　5.5 Summary
　5.6 Notes
　5.7 Exercises
6　Interest-Rate-Dependent Assets
　6.1 Introduction
　6.2 Binomial Model for Interest Rates
　6.3 Fixed-Income Derivatives
　6.4 Forward Measures
　6.5 Futures
　6.6 Summary
　6.7 Notes
　6.8 Exercises
Proof of Fundamental Properties of　Conditional Expectations
References
Index