Okay, here is the translation following your instructions: Financial asset pricing theory

Author: Cheng Xijun
Publisher:
Publish Date: 2006-12-01
Features: This book is designed for teaching mathematical finance, divided into nine chapters that introduce asset pricing under discrete models, optimal stopping and American option pricing, Brownian motion and stochastic integrals, differential equations and asset pricing, the Black-Scholes model and option pricing, barrier options and other types of options, optimal control with consumption investment portfolios, pricing of interest rate derivative assets, and pricing of financial assets with jumps. This book can be used as a textbook for graduate students and senior undergraduate students in relevant disciplines at universities and research institutions, as well as a reference material for financial researchers.