结果:找到“Martin”相关内容386个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
央行货币政策报告,央行沟通情感与可读性
4 个回复 - 794 次查看 将01-20年央行货币政策报告PDF转为txt之后,进行分词和分句以及积极情感词汇计算。 情感指标为积极情感词汇/总词汇数量,积极情感词汇参考论文:Fuwei Jiang, Joshua Lee, Xiumin Martin, and Guofu Zhou.“Manag ...2022-8-26 16:44 - leeejy - 现金交易版
省市县空气污染与地级市逆温数据集(2000-2022)
1 个回复 - 1730 次查看 数据维度1:不同空气质量衡量指标的地级市层面数据时间跨度: 2015/01/01- 2022/03/31时间频率:每⽇区域范围:全国334个城市 主要指标:PM2.5,PM10, So2, No2, Co, O3, AQI 数据维度2:雾霾PM2.5省市县级 ...2022-7-27 18:22 - casonisbrave - 现金交易版
Bruce Hansen Econometrics+ Econometric Modeling with Time Series Martin: 北大
10 个回复 - 4765 次查看 Bruce Hansen Econometrics+ Econometric Modeling with Time Series Martin: 北大学习资料整理 1. 下载前,请参考下面的截图说明和教学大纲为准!! 展开上面的文件包中的内容如下: 高计(上)课件 ...2022-6-1 09:03 - Lamarr-202110 - 现金交易版
博弈论人门,2012美马丁奥斯本:课后习题详解,martin J. Osborne
2 个回复 - 1595 次查看 博弈论人门,2012美马丁奥斯本:课后习题详解 Solution manual for A Course in Game Theory by martin J. Osborne and Ariel rubinstein 博弈论人门,2012美马丁奥斯本:课后习题详解 Solution manual for A ...2020-10-21 15:58 - Fu-pear - 现金交易版
斯蒂芬·马丁高级产业经济学(第2版(Stephen Martin)教学讲义(中文)
8 个回复 - 2054 次查看 斯蒂芬·马丁高级产业经济学(第2版(Stephen Martin)教学讲义(中文) 斯蒂芬·马丁高级产业经济学(第2版(Stephen Martin)教学讲义(中文) 斯蒂芬·马丁高级产业经济学(第2版(Stephen Martin)教 ...2022-5-1 20:55 - Kathy-202109 - 现金交易版
奥斯本Martin J. Osborne博弈论An Introduction to Game Theory;a course in game the
17 个回复 - 10916 次查看 奥斯本 Martin J. Osborne博弈论经典教材 1、An introduction to Game Theory 高清pdf 2、A course in Game Theory2016-3-15 10:38 - 冲刺again - 博弈论
Lecture Notes on ADVANCED INDUSTRIAL ECONOMICS 2th Stephen Martin
1 个回复 - 1222 次查看 Lecture Notes on ADVANCED INDUSTRIAL ECONOMICS 2th Stephen Martin =ADVANCED INDUSTRIAL ECONOMICS 2th Stephen Martin Lecture Notes on ADVANCED INDUSTRIAL ECONOMICS 2th Stephen Martin Lec ...2022-5-1 20:26 - Kathy-202109 - 现金交易版
【独家发布】【2016新书】Brownian Motion, Martingales, and Stochastic Calculus
51 个回复 - 10225 次查看 如果喜欢该文档,欢迎订阅【2016新书】文库,http://bbs.pinggu.org/forum.php?mod=collection&action=view&ctid=3187 图书名称:Brownian Motion, Martingales, and Stochastic Calculus[/backcolor][/backcolor ...2016-8-5 09:19 - 牛尾巴 - winbugs及其他软件专版
Model-free Hedging: A Martingale Optimal Transport Viewpoint
45 个回复 - 5509 次查看 English | 2017 | ISBN: 1138062235 | 204 pages | PDF | 3.3 MB Model-free Hedging: A Martingale Optimal Transport Viewpoint focuses on the computation of model-independent bounds for exotic options c ...2017-6-11 17:50 - igs816 - 量化投资
Measures, Integrals and Martingales, 2nd Edition by René L. Schilling
5 个回复 - 2810 次查看 A concise yet elementary introduction to measure and integration theory, which are vital in many areas of mathematics, including analysis, probability, mathematical physics and finance. In this highly ...2020-10-1 16:58 - nivastuli - 博弈论
免费赠送Stephen Martin的Advanced Industrial Economics
26 个回复 - 9602 次查看 我刚刚花了论坛币买的,这本书对于学习或对IO感兴趣的同学来说十分有用。送给大家共同分享。2010-7-4 07:08 - youluo - 国民经济管理
求分享Open Economy Macroeconomics by Martin Uribe,要普林斯顿大学出版社2017正式版
10 个回复 - 4975 次查看 Open Economy Macroeconomics by Martin Uribe2017-6-15 07:54 - nickyxfgsm - 宏观经济学
【学习笔记】求open economy macroeconomics (作者:Martin Uribe)的课后习 ...
4 个回复 - 2088 次查看 求open economy macroeconomics (作者:Martin Uribe)的课后习题答案2020-4-24 10:21 - zysails - Forum
Advanced Industrial Economics-Stephen Martin(高级产业经济学)
595 个回复 - 58948 次查看 Advanced Industrial Economics-Stephen Martin 文件大小将近50M,在网盘里,免费的。需要的可以下载 回复本帖,链接即可见 **** 本内容被作者隐藏 ****2015-9-12 15:14 - 三世相思2013 - 产业经济学
Peacocks and Associated Martingales, with Explicit Constructions
9 个回复 - 1671 次查看 We call peacock an integrable process which is increasing in the convex order; such a notion plays an important role in Mathematical Finance. A deep theorem due to Kellerer states that a process is a ...2015-6-12 20:36 - lasgpope - 量化投资
Peacocks and Associated Martingales, with Explicit Constructions
1 个回复 - 1306 次查看 Peacocks and Associated Martingales, with Explicit Constructions (Bocconi & Springer Series)Francis Hirsch (Author), Christophe Profeta (Author), Bernard Roynette (Author), Marc Yor (A ...2011-10-1 23:08 - martinnyj - 金融学(理论版)
【论坛首发】Associated Sequences, Demimartingales and Nonparametric Inference
9 个回复 - 1217 次查看 Associated Sequences, Demimartingales and Nonparametric Inference 2012年版,作者: B.L.S. Prakasa Rao 共241页 **** 本内容被作者隐藏 ****2015-1-27 10:15 - wh7064rg - 经济金融数学专区
Continuous-Time Asset Pricing Theory A Martingale-Based Approach
3 个回复 - 1721 次查看 Continuous-Time Asset Pricing Theory A Martingale-Based Approach (Springer Finance),Robert A. Jarrow,2018 Editorial ReviewsFrom the Back CoverYielding new insights into important market phenomena l ...2018-6-12 18:10 - grotious - Forum
Continuous martingales and Brownian motion第三版,高清
7 个回复 - 2594 次查看 金融数学的经典教材, 连续鞅和布朗运动,第三版,高清。自带阅读器。2012-10-26 21:12 - mybbbear - 经济金融数学专区
Continuous Martingales and Brownian Motion
2 个回复 - 2167 次查看 Continuous Martingales and Brownian Motion 3rd Edition by D. Revuz and M. Yor This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabi ...2015-9-6 09:28 - SleepyTom - 金融工程(数量金融)与金融衍生品
连续鞅与布朗运动(Continuous Martingales and Brownian Motion英文原版)
7 个回复 - 6506 次查看 Daniel Revuz Marc Yor Continuous Martingales and Brownian Motion third edition with 8 figures2015-4-12 15:32 - dlm1992 - 金融学(理论版)
Probability Theory_Independence, Interchangeability, Martingales
14 个回复 - 6749 次查看 Probability Theory_Independence, Interchangeability, Martingales , Third Edition, Yuan Shih Chow Henry Teicher其他的不多说了,只要是想要这本书的人,看到这些就都知道了。2016-9-17 10:18 - fayouwang - 数据分析与数据挖掘
Probability with martingales(williams)
1 个回复 - 66 次查看 Probability with martingales by David Williams2018-10-11 09:53 - yuanying566 - 庄元颖-南阳理工学院数学与统计学-应用随机过程
独家发布老书:Probability Theory Independence, Interchangeability, Martingales
13 个回复 - 5474 次查看 这本书论坛上有的,但有两个缺点: 1,扫描不清楚; 2,缺80多页。 我现在独家发布的是完整高清版! Probability Theory: Independence, Interchangeability, Martingales [平装] ...2013-12-9 17:43 - rmatrix - 金融工程(数量金融)与金融衍生品
Probability with Martingales
8 个回复 - 6181 次查看 很基础的概率入门教材,适合初学者读,英文版。非扫描版, 很清晰。 Probability with Martingales (Cambridge Mathematical Textbooks) [/backcolor] 作者: David Williams[/backcolor] 出版社: Cam ...2015-1-30 12:04 - Clara!@# - 金融学(理论版)
Brownian Motion and Martingales in Analysis by Richard Durrett
37 个回复 - 4478 次查看 Brownian Motion and Martingales in Analysis 分析中的布朗运动与鞅 英文版 —Richard Durrett **** 本内容被作者隐藏 ****2015-5-12 12:52 - hylpy1 - 经济金融数学专区
Modern_Portfolio_Theory_and_Investment_Analysis_Edwin;Martin,Stephen,William 9th
5 个回复 - 1061 次查看 Modern_Portfolio_Theory_and_Investment_Analysis_Edwin;Martin,Stephen,William 9th2017-7-26 11:18 - Barry0922 - 经管书评
Brownian Motion, Martingales, and Stochastic Calculus
2 个回复 - 626 次查看 Brownian Motion, Martingales, and Stochastic Calculus [*]出版者 ‏ : ‎ Springer; 1st ed. 2016版 (9 五月 2016) [*]語言 ‏ : ‎ English [*]Hardcover ‏ : ‎ 286 頁 ...2022-7-2 11:49 - jcww918 - Forum
Brownian Motion, Martingales, and Stochastic Calculus
12 个回复 - 3822 次查看 Brownian Motion, Martingales, and Stochastic Calculus (Mouvement brownien, martingales et calcul stochastique) Authors: Jean-François Le Gall Springer Graduate Texts in Mathematics, ...2017-1-22 02:08 - SleepyTom - 金融工程(数量金融)与金融衍生品
技术分析首选:《Technical Analysis Explained》4th Ed by Martin J. Pring
20 个回复 - 8492 次查看 根据越南流出的图片和文字模糊不清的扫描版,用两年时间整理而成的文本版pdf. 所有的插图都重新用PS整理过了,力争还原原版的可读性。希望对感兴趣的人有帮助。 马丁-普林格,是当代美国非常出色的证券技术分析大 ...2013-6-27 12:50 - baiyxm - 投资人(实务版)
technical-analysis-explained-martin-j-pring-2014
7 个回复 - 2308 次查看 technical-analysis-explained-martin-j-pring-2014 马丁普林的书,纯PDF版的2017-5-21 07:44 - cqiao - 金融学(理论版)
【学习笔记】求产业组织理论英文第二版!Paul Belleflamme and Martin Peitz ...
10 个回复 - 1685 次查看 求产业组织理论英文第二版!Paul Belleflamme and Martin Peitz (2015): \"Industrial Organization: Markets and Strategies\" (second edition). Cambridge University Press (ISBN 978-1-107-68789-9).2020-2-3 18:22 - 8330_1580724710 - Forum
Continuous Martingale and Brownian Motion
39 个回复 - 13214 次查看 Springer ebookContinuous Martingales and Brownian MotionSeries: Grundlehren der mathematischen Wissenschaften , Vol. 293 Revuz, Daniel, Yor, Marc 3rd ed. 1999. Corr. 3rd printing, 2005, XI, 606 p., 8 ...2007-5-12 17:39 - ccpoo - 计量经济学与统计软件
金融建模的鞅方法Martingale Methods in Financial Modelling-Musiela第二版
2 个回复 - 2498 次查看 金融建模的鞅方法第二版 Martingale Methods in Financial Modelling-Musiela.pdf 资产定价:BSM模型,二叉树模型,鞅方法。 这个就是介绍鞅方法的,好书懂的人自然懂,不多说。2019-1-2 15:46 - gregmankiw - 金融工程(数量金融)与金融衍生品
Martingale Methods in Financial Modeling
2 个回复 - 2020 次查看 Martingale Methods in Financial Modeling2014-10-29 09:23 - dongdong1010 - 金融工程(数量金融)与金融衍生品
基于Martin 技术分析习题集及答案 第4版
0 个回复 - 1514 次查看 基于Martin 技术分析习题集及答案 第4版 基于Martin 技术分析习题集及答案 第4版 基于Martin 技术分析习题集及答案 第4版 基于Martin 技术分析习题集及答案 第4版 基于Martin 技术分析习题集及答案 第 ...2021-12-3 11:31 - Kathy-202109 - 现金交易版
A goodness-of-fit test for copulas based on martingale transformation
4 个回复 - 852 次查看 【作者(必填)】 Author links open overlay panelXiaohuiLu[/backcolor] 【文题(必填)】 A goodness-of-fit test for copulas based on martingale transformation【年份(必填)】 2019 【全文链接或数据库名称( ...2019-12-8 23:46 - internet.hzx - 求助成功区
Continuous exponential martingales and BMO
4 个回复 - 901 次查看 【作者(必填)】Kazamaki, Norihiko 【文题(必填)】Continuous exponential martingales and BMO 【年份(必填)】1994 【全文链接或数据库名称(选填)】http://www.springer.com/us/book/97835405804232016-11-3 14:18 - wangt_1997 - 求助成功区
【随机过程,金融数学】 Martingales and Markov Chains by Baldi, Mazliak, Priouret
28 个回复 - 7430 次查看 Martingales and Markov Chains: Solved Exercises and Elements of Theory Paolo Baldi, Laurent Mazliak, Pierre Priouret A thorough grounding in Markov chains and martingales is essential in dea ...2016-12-21 12:47 - cmwei333 - 金融学(理论版)
Continuous Martingales and Brownian Motion 3rd Edition
3 个回复 - 1825 次查看 【作者(必填)】Daniel Revuz and Marc Yor 【文题(必填)】Continuous Martingales and Brownian Motion 3rd Edition 【年份(必填)】1999 【全文链接或数据库名称(选填)】http://link.springer.com/book/10. ...2016-6-11 03:58 - violinangel - 求助成功区
A note on recursive smoothers for semimartingales
3 个回复 - 762 次查看 【作者(必填)】 A. Thavaneswaran[/backcolor], M. Samanta[/backcolor]& N. Qrdoukhani[/backcolor] 【文题(必填)】 A note on recursive smoothers for semimartingales【年份(必填)】 1991 【全文链接或数 ...2017-3-11 12:05 - randompattern - 求助成功区
A Convergence Theorem for Non Negative Almost Supermartingales
1 个回复 - 897 次查看 【作者(必填)】H. Robbins, D. Siegmund 【文题(必填)】A Convergence Theorem for Non Negative Almost Supermartingales and Some Applications 【年份(必填)】1985 【全文链接或数据库名称(选填)】https ...2017-4-30 23:05 - wangt_1997 - 求助成功区
A CONVERGENCE THEOREM FOR NON NEGATIVE ALMOST SUPERMARTINGALES
1 个回复 - 985 次查看 【作者(必填)】H. Robbins, D. Siegmund 【文题(必填)】A CONVERGENCE THEOREM FOR NON NEGATIVE ALMOST SUPERMARTINGALES AND SOME APPLICATIONS 【年份(必填)】1971 【全文链接或数据库名称(选填)】http: ...2017-4-30 23:00 - wangt_1997 - 求助成功区
Measures, Integrals and Martingales Solution Manual
4 个回复 - 1621 次查看 Measures, Integrals and Martingales Solution Manual2018-9-14 09:05 - kawazhang - 管理科学
Wavelet estimation in nonparametric model under martingale difference errors
1 个回复 - 648 次查看 【作者(必填)】 [*]Liang Hanying [*]Zhang Dongxia [*]Lu Baoxian 【文题(必填)】 Wavelet estimation in nonparametric model under martingale difference errors【年份(必填)】 2004 【全文链接或数 ...2019-3-24 00:16 - leosong - 求助成功区
Efficient Capital Markets and Martingales
1 个回复 - 711 次查看 【作者(必填)】 Stephen F. LeRoy 【文题(必填)】 Efficient Capital Markets and Martingales【年份(必填)】 ournal of Economic Literature Vol. 27, No. 4 (Dec., 1989), pp. 1583-1621 【全文链接或数据库 ...2019-3-30 00:42 - leosong - 求助成功区
Fads, Martingales, and Market Efficiency
1 个回复 - 608 次查看 【作者(必填)】 Bruce N. Lehmann 【文题(必填)】 Fads, Martingales, and Market Efficiency【年份(必填)】 The Quarterly Journal of Economics Vol. 105, No. 1 (Feb., 1990), pp. 1-28 【全文链接或数据 ...2019-4-3 01:24 - leosong - 求助成功区
Probability with martingales (Williams D. Cambridge, 1991)
5 个回复 - 4502 次查看 Probability theory is nowadays applied in a huge variety of fields including physics, engineering, biology, economics and the social sciences. This book is a modern, lively and rigorous account whic ...2012-11-14 20:30 - a41004252 - 金融学(理论版)
Williams D. Probability with martingales (pdf)
7 个回复 - 5378 次查看 剑桥大学出版社出版,经典著作2011-11-23 16:24 - mathmli - 经济金融数学专区
[下载]Continuous martingales and Brownian motion 连续鞅和布朗运动
29 个回复 - 18806 次查看 <br/>连续鞅和布朗运动2008-3-7 00:51 - zhangbing1225 - 博弈论
Probability with Martingales by David Williams(可复制)
50 个回复 - 18474 次查看 Probability with Martingales (Cambridge Mathematical Textbooks) by David Williams 注意:两文件皆为清晰版pdf,文件较大的文字可复制,文件较小的文字不可复制,请按需下载! **** 本内容被作者隐藏 **** ...2013-6-10 14:05 - alfa07 - 金融学(理论版)
Fads, Martingales, and Market Efficiency
1 个回复 - 974 次查看 【作者(必填)】Bruce N. Lehmann 【文题(必填)】Fads, Martingales, and Market Efficiency 【年份(必填)】The Quarterly Journal of Economics,Vol. 105, No. 1 (Feb., 1990), pp. 1-28 【全文链接或数据 ...2019-7-16 00:23 - yishuiyuan2604 - 求助成功区
From Martingales to ANOVA : implied and realized volatility
7 个回复 - 1103 次查看 【作者(必填)】Zhang lan 【文题(必填)】From Martingales to ANOVA : implied and realized volatility[/backcolor] 【年份(必填)】2001 【全文链接或数据库名称(选填)】PHD Thesis -University of Chicag ...2019-6-1 16:16 - jiandong4388 - 求助成功区
A goodness-of-fit test for copulas based on martingale transformation
1 个回复 - 998 次查看 【作者(必填)】 23 【文题(必填)】 A goodness-of-fit test for copulas based on martingale transformation【年份(必填)】 23 【全文链接或数据库名称(选填)】 https://www.sciencedirect.com/science/artic ...2019-10-31 18:02 - internet.hzx - 求助成功区
Martingale and duality methods for optimal investment and reinsurance problem
4 个回复 - 826 次查看 【作者(必填)】Xu Chen[/backcolor] &WenYan Zhuo[/backcolor] 【文题(必填)】Martingale and duality methods for optimal investment and reinsurance problem in a Lévy model 【年份(必填)】 Received 0 ...2019-11-28 11:43 - 地下爆菊 - 求助成功区
On stochastic equations with respect to semimartingales
4 个回复 - 2101 次查看 【作者(必填)】 【文题(必填)】On stochastic equations with respect to semimartingales 【年份(必填)】Stochastics Volume 4, Issue 1, 1980 【全文链接或数据库名称(选填)】http://www.tandfonline.co ...2014-4-24 19:31 - ssylzz - 求助成功区
Point Processes and Queues: Martingale Dynamics Bremaud, Pierre、 Bremaud, P Spr
8 个回复 - 7063 次查看 Introduction.- Special Notations.- Martingales.- Point Processes, Queues, and Intensities.- Integral Representation of Point-Process Martingales.- Filtering.- Flows in Markovian Networks of Queues.- L ...2013-1-24 13:49 - hnu123 - CAA、SOA精算师等考证版
鞅极限理论及其应用(martingale limit theory and its applications)
12 个回复 - 6660 次查看 鞅极限理论及其应用(martingale limit theory and its applications) 作者:P. Hall, C. C. Heyde 非常好的一本书,但是人大经济论坛买的太贵了,我造福大家哈2013-7-18 18:58 - guguda - 计量经济学与统计软件
Martin Weitzman论文按年份整理合集
1 个回复 - 898 次查看 Martin Weitzman韦茨曼是环境经济学公认世界三位顶级学者之一,于2019年逝世。自1989年起,Weitzman一直在哈佛大学担任经济学教授。此前,他曾在麻省理工学院和耶鲁大学任教。韦茨曼为计量经济学学会和美国艺术与科学 ...2020-8-17 10:33 - 喵不不 - 爱问频道
Measures, Integrals and Martingales
11 个回复 - 10395 次查看 Measures, Integrals and Martingales (Hardcover)by René L. Schilling Editorial ReviewsReview "I believe this to be a great book for self-study as well as for course use. The book is idea ...2009-7-16 22:53 - martinnyj - 金融学(理论版)
[下载]Rogers, Williams. Diffusion, Markov processes and martingales. Vol.2. Ito ca
29 个回复 - 11742 次查看 另外不知哪位高人有他们的vol 1. 希望共享一下。squarekiss  金钱 +30  奖励 2008-8-29 9:15:202008-8-29 08:56 - bpodq - 计量经济学与统计软件
Diffusion,Markov Processes and Martingales Vol.1
4 个回复 - 1460 次查看 【作者(必填)】Rogers 【文题(必填)】Diffusion,Markov Processes and Martingales Vol.1 【年份(必填)】 【全文链接或数据库名称(选填)】2019-3-21 23:22 - jspchem - 求助成功区
Discrete Parameter Martingales--Jasques Neveu
8 个回复 - 4406 次查看 Discrete Parameter Martingales ----Jasques Neveu Product Details [*]Textbook Binding[*]Publisher: Elsevier Science (June 1975)[*]ISBN-10: 0444107088[ ...2009-12-10 13:05 - showerxiaoer - 经济金融数学专区
financial calculus by Martin Baxter, Andrew Rennie (Cambridge university press)
4 个回复 - 3709 次查看 here is some books financial calculus Cambridge university press Martin Baxter, Andrew Rennie2014-8-3 23:08 - shawnxiangyu - 经济金融数学专区
PDF版 Continuous martingales and Brownian motion 连续鞅和布朗运动
21 个回复 - 12376 次查看 pdf的Continuous martingales and Brownian motion 连续鞅和布朗运动 Stochastic calculus for finance2015-1-5 07:38 - yihailan1987 - 经济金融数学专区
Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales
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Martingales and Stochastic Analysis
5 个回复 - 1129 次查看 【作者(必填)】J Yeh 【文题(必填)】Martingales and Stochastic Analysis 【年份(必填)】1995 【全文链接或数据库名称(选填)】http://www.worldscientific.com/worldscibooks/10.1142/2948#t=toc2016-12-26 00:00 - ljzx - 求助成功区
martingale methods in financial modelling Corr. 3rd printing 2009
31 个回复 - 9143 次查看 Marek Musiela Marek Rutkowski Martingale Methods in Financial Modelling Second Edition 2nd ed. 2005. Corr. 3rd printing 2009 这是本书的清晰完整版,坛子上曾经有类似的资源,但是缺少第一章 Co ...2010-3-11 18:40 - james-fang - 金融工程(数量金融)与金融衍生品
金融建模中的鞅方法 Martingale Methods in Financial Modelling
43 个回复 - 12211 次查看 Martingale Methods in Financial Modelling. Stochastic Modelling and Applied Probability 稀有书,金融建模中的鞅方法 第二版 (经典)2011-2-2 08:04 - levoer - 金融工程(数量金融)与金融衍生品
Martingale Methods in Financial Modelling Marek Musiela Marek Rutkowski
4 个回复 - 3237 次查看 Martingale Methods in Financial ModellingMarek Musiela Marek Rutkowski Stochastic Mechanics Random Media Signal Processing and Image Synthesis Mathematical Economics and Finance Stochastic ...2014-8-2 00:36 - shawnxiangyu - 经济金融数学专区
Martingales and stochastic analysis
2 个回复 - 2100 次查看 J.Yeh的另一部大作,相信看过Yeh另一本书real analysis: theory of measure and integration的肯定对作者印象深刻,简直是self study的绝佳教材,每一个证明细节都不放过,不会有“显然”等令人头疼的词汇出现。这本 ...2019-7-10 21:52 - apucng - 经济金融数学专区
[下载]Martingale Methods in Financial Modelling 2nd edition - Marek Musiela , Mar
47 个回复 - 19129 次查看 Martingale Methods in Financial ModellingSeries: Stochastic Modelling and Applied Probability , Vol. 36 Musiela, Marek, Rutkowski, Marek 2nd ed. 2005. Corr. 2nd printing, 2007, XIX, 680 p., HardcoverI ...2007-9-28 07:55 - galilee - 计量经济学与统计软件
PDE and Martingale Methods in Option Pricing
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【免费分享】Continuous Martingales and Brownian Motion
54 个回复 - 14706 次查看 Continuous Martingales and Brownian Motion Series Grundlehren der mathematischen Wissenschaften , Vol. 293 Revuz, Daniel, Yor, Marc About this book From the reviews This is a magnificent book ...2010-1-25 23:18 - nch2005 - 金融工程(数量金融)与金融衍生品
Continuous-Time Asset Pricing Theory A Martingale-Based Approach
13 个回复 - 3361 次查看 Yielding new insights into important market phenomena like asset price bubbles and trading constraints, this is the first textbook to present asset pricing theory using the martingale approach (and al ...2018-6-5 10:50 - nivastuli - 博弈论
资产定价好料Continuous-Time Asset Pricing Theory A Martingale-Based Approach 2e
10 个回复 - 7552 次查看 2021年出版,467页 目录: Part I Arbitrage Pricing Theory 1 Stochastic Processes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...2021-8-16 17:31 - shyyw - 金融学(理论版)
Martingale模型中期权价格的正向方程
0 个回复 - 118 次查看 摘要翻译: 本文导出了一个期权价格的正向偏积分微分方程,在此模型中,标的资产在定价度量下的动态变化由a-可能不连续-半鞅描述。给出了该方程解的唯一性定理。这一结果将Dupire正向方程推广到一大类带跳的非马尔可 ...2022-3-5 17:58 - mingdashike22 - Forum
不完全投资与随机禀赋下的最优消费 半Martingale市场
0 个回复 - 280 次查看 摘要翻译: 考虑了具有随机禀赋过程的约束不完全半鞅市场中的期望消费效用最大化问题,利用凸对偶的技巧建立了一般的存在唯一性结果。将Kramkov和Schachermayer的渐近弹性概念推广到含时情形。通过在时间论证中不对效 ...2022-3-1 11:50 - nandehutu2022 - Forum