结果:找到“Stochastic financial”相关内容54个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
Financial Modeling - A Backward Stochastic Differential Equations Perspective
4 个回复 - 1870 次查看 Financial Modeling - A Backward Stochastic Differential Equations Perspectiveby Stéphane Crépey 2013 Edition This is a book on financial modeling that emphasizes computational aspects. I ...2014-3-15 23:46 - martinnyj - 金融学(理论版)
Stochastic Optimal Control and the U.S. Financial Debt Crisis
3 个回复 - 1137 次查看 Stochastic Optimal Control and the U.S. Financial Debt CrisisJerome L. Stein Publication Date: March 30, 2012 | ISBN-10: 146143078X | ISBN-13: 978-1461430780 | Edition: 2012 Stochastic O ...2012-10-21 12:48 - martinnyj - 金融学(理论版)
Stochastic Optimal Control and the U.S. Financial Debt Crisis
2 个回复 - 2329 次查看 Stochastic Optimal Control (SOC)—a mathematical theory concerned with minimizing a cost (or maximizing a payout) pertaining to a controlled dynamic process under uncertainty—has proven incredibly he ...2015-7-3 19:44 - nelsoncwlee - 量化投资
Backward stochastic differential equations actuarial and financial applications
2 个回复 - 1510 次查看 Backward stochastic differential equations with jumps and their actuarial and financial applications 此书讲的是随机微分方程在金融学中的应用,对优化投资组合,精算方向,金融数学的人有用。 Backward st ...2014-10-10 12:38 - danhan1991 - 经济金融数学专区
Financial Modeling A Backward Stochastic Differential Equations Perspective
3 个回复 - 1168 次查看 A good book that use martingale approach.2014-11-30 14:39 - luie1168e - 金融学(理论版)
Financial Modeling A Backward Stochastic Differential Equations Perspective
3 个回复 - 2656 次查看 Financial Modeling A Backward Stochastic Differential Equations Perspective Authors: Crépey, Stéphane Backward stochastic differential equations (BSDEs) provide a general mathematical framewo ...2015-6-7 00:31 - SleepyTom - 金融工程(数量金融)与金融衍生品
Financial Modeling A Backward Stochastic Differential Equations Perspective(Crep
3 个回复 - 1414 次查看 Financial Modeling A Backward Stochastic Differential Equations Perspective(Crepey)2015-4-11 22:41 - liuyuchun-cumt - 经济金融数学专区
Continuous-time Stochastic Control and Optimization with Financial Applications
32 个回复 - 10043 次查看 <p></p><p>外部下载链接:</p><p><a href="http://rapidshare.com/files/239888587/Continuous-time_Stochastic_Control_and_Optimization_with_Financial_Applications.rar">http://ra ...2009-6-2 16:33 - wesker1999 - 经济金融数学专区
Continuous-time Stochastic Control and Optimization with Financial Applications
1 个回复 - 1670 次查看 Continuous-time Stochastic Control and Optimization with Financial Applications2010-3-12 23:48 - bbsfrom - 经管考研
【经典教材系列】Stochastic Financial Models
137 个回复 - 12024 次查看 经典教材降价出售期已过!想要随时跟踪最新好书,请点击头像下方“加关注”。关注成功后,查看这里即可:关注的帖子。 [相关阅读] 【经典教材系列】(资料汇总帖,附链接,持续添加中)2015-4-29 08:16 - wwqqer - 量化投资
Continuous-time Stochastic Control and Optimization with Financial Applications
7 个回复 - 4983 次查看 Huyên Pham Continuous-time Stochastic Control and Optimization with Financial Applications2014-10-24 21:47 - li_mao - 经济金融数学专区
Stochastic Analysis with Financial Applications
8 个回复 - 4192 次查看 Stochastic Analysis with Financial Applications By Arturo Kohatsu-Higa, Nicolas Privault, Shuenn-Jyi Sheu Publisher: Springer Basel Language: English ISBN-10: 3034800967 ISBN-13 ...2011-7-27 18:28 - verinn - 经济金融数学专区
Derivatives in Financial Markets with Stochastic Volatility
11 个回复 - 8960 次查看 Derivatives in Financial Markets with Stochastic Volatility Authors:Jean-Pierre Fouque, George PapanicolaouK. Ronnie S Publisher: Cambridge University Press Keywords: volatility, stochastic, market ...2011-4-3 09:48 - martinnyj - 金融学(理论版)
Steele M.J. Stochastic Calculus and Financial Applications【1论坛币下载】
44 个回复 - 14605 次查看 沃顿商学院 金融随机分析课程 1. Random walks and first step analysis 2. First martingale steps 3. Brownian motion 4. Martingales: The next steps 5. Richness of paths 6. It&ocirc; integration 7 ...2010-3-1 04:28 - warren_619 - 金融工程(数量金融)与金融衍生品
Stochastic Calculus and Financial Applications (steele)--Solution
10 个回复 - 9417 次查看 Stochastic Calculus and Financial Applications (steele)--Solution 又一本经典金融随机分析的答案. 讲解较为详细. 非常值得参考学习.2010-9-21 04:39 - luolanxiang - 金融工程(数量金融)与金融衍生品
Steele M.J. Stochastic Calculus and Financial Applications
18 个回复 - 10204 次查看 Table of Contents 沃顿商学院 金融随机分析课程 1. Random walks and first step analysis 2. First martingale steps 3. Brownian motion 4. Martingales: The next steps 5. Richness of paths 6. Itô ...2009-9-22 00:09 - icapm - 金融工程(数量金融)与金融衍生品
Theory of Stochastic Processes - with Applications to Financial Mathematics
5 个回复 - 6979 次查看 Theory of Stochastic ProcessesWith Applications to Financial Mathematics and Risk Theory Series: Problem Books in Mathematics Gusak, D., Kukush, A., Kulik, A., Mishura, Y., Pilipenko, A. 201 ...2010-10-3 12:43 - martinnyj - 金融学(理论版)
Stochastic Calculus and Financial Applications
19 个回复 - 7611 次查看 Stochastic Calculus and Financial Applications The Wharton School course on which the book is based is designed for energetic students who have had some experience with probability and statis ...2010-9-8 16:35 - zyqsh - 经济金融数学专区
[推荐]好书一本:Stochastic Calculus and Financial Applications
5 个回复 - 4032 次查看 书名:Stochastic Calculus and Financial Applications作者:J. Michael Steele 出版社:Springer | 2003-06-03 | ISBN: 0387950168 | 344 pages | Djvu | 1,3 MB  说明:The Wharton School course on whic ...2009-3-6 21:27 - Qhdyanda - 经济金融数学专区
[下载]沃顿教材 - Stochastic Calculus and Financial Applications (Springer,2001) by J.
24 个回复 - 12243 次查看 适合自学的随机过程的书,是宾夕法尼亚大学沃顿商学院的教材,传上来赚一点点钱。课程网址〉〉http://www-stat.wharton.upenn.edu/~steele/Courses/955/955index.html注意:文件时dvju模式,大家搜一下就可以找到浏览 ...2007-9-25 19:58 - galilee - 计量经济学与统计软件
Stochastic Calculus and Financial Applications
8 个回复 - 2130 次查看 【作者(必填)】J. Michael Steele 【文题(必填)】Stochastic Calculus and Financial Applications 【年份(必填)】2001 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.1007%2F978-1-46 ...2014-12-11 14:19 - violinangel - 求助成功区
(书)Continuous-time Stochastic Control and Optimization with Financial Applica
4 个回复 - 1148 次查看 【作者(必填)】 【文题(必填)】Continuous-time Stochastic Control and Optimization with Financial Applications 【年份(必填)】 【全文链接或数据库名称(选填)】2016-12-14 13:55 - ssylzz - 求助成功区
[下载]Continuous-time Stochastic Control and Optimization with Financial Applicati
4 个回复 - 5818 次查看 Continuous-time Stochastic Control and Optimization with Financial ApplicationsSeries: Stochastic Modelling and Applied Probability , Vol. 61 Pham, Huyên Original French edition published as vol ...2009-6-3 16:36 - martinnyj - 金融学(理论版)
【独家发布】【kindle】Stochastics of Environmental and Financial Economics
13 个回复 - 1801 次查看 如果喜欢该文档,欢迎订阅【kindle电子书】文库,http://bbs.pinggu.org/forum.php?mod=collection&action=view&ctid=3186 [/backcolor]图书名称:Stochastics of Environmental and Financial Economics[/backco ...2016-8-12 20:21 - 牛尾巴 - 金融学(理论版)
2013 Springer Finance 系列免费新书:Financial Modeling- A Backward Stochastic
130 个回复 - 16527 次查看 Financial Modeling A Backward Stochastic Differential Equations Perspective Series: Springer Finance Subseries: Springer Finance Textbooks Crépey, Stéphane 2013, XIX, 459 p. 13 illus. in col ...2013-11-3 19:28 - rmatrix - 金融工程(数量金融)与金融衍生品
Stochastics of Environmental and Financial Economics: Centre of Advanced Study
10 个回复 - 2626 次查看 Stochastics of Environmental and Financial Economics: Centre of Advanced Study, 2014-2015 These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost int ...2015-12-3 00:37 - exuan1991 - 经济金融数学专区
Books for Stochastic Control and financial application
1 个回复 - 2129 次查看 Stochastic Controls Hamiltonian Systems and HJB Equations Authors: Yong, Jiongmin, Zhou, Xun Yu As is well known, Pontryagin's maximum principle and Bellman's dynamic programming are the two princi ...2015-10-4 04:08 - SleepyTom - 金融工程(数量金融)与金融衍生品
Heavy-tailed-distributed threshold stochastic volatility models in financial
1 个回复 - 901 次查看 【作者(必填)】Chen, C.W.S., Liu, F.C., So, M.K.P. 【文题(必填)】Heavy-tailed-distributed threshold stochastic volatility models in financial time series 【年份(必填)】2008 【全文链接或数据库名 ...2015-9-26 16:42 - 我来了 - 求助成功区
求:Stochastic Financial Models
1 个回复 - 1169 次查看 ~ Douglas Kennedy (作者), M.A.H. Dempster (丛书主编), Dilip B. Madan (丛书主编), Rama Cont (丛书主编) [*]出版社: Chapman & Hall/CRC (2010年1月20日) [*]丛书名: Chapman & Hall/CRC Financial Math ...2014-3-28 14:39 - 唐宋元清 - 悬赏大厅
SpringerBook:Stochastic Volatility in Financial Markets
3 个回复 - 989 次查看 【作者(必填)】 Authors: [*]Fabio Fornari, [*]Antonio Mele 【文题(必填)】 Stochastic Volatility in Financial MarketsCrossing the Bridge to Continuous Time【年份(必填)】 2000 【全文链接或数据库名 ...2014-12-6 21:38 - qijiongli - 求助成功区
Heavy-Tailed-Distributed Threshold Stochastic Volatility Models in Financial Tim
1 个回复 - 1017 次查看 【作者(必填)】Cathy W. S. Chen†,*, F. C. Liu† and Mike K. P. So‡ 【文题(必填)】Heavy-Tailed-Distributed Threshold Stochastic Volatility Models in Financial Time Series 【年份(必 ...2014-7-15 22:14 - lipj - 求助成功区
Modeling and Pricing Of Swaps For Financial and Energy Markets with Stochastic V
18 个回复 - 2848 次查看 Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities is devoted to the modeling and pricing of various kinds of swaps, such as those for variance, volatility, co ...2014-7-1 05:47 - 大家开心 - 计量经济学与统计软件
Fluctuation behaviors of financial time series by a stochastic Ising system on a
1 个回复 - 762 次查看 【作者(必填)】 jun wang 【文题(必填)】 Fluctuation behaviors of financial time series by a stochastic Ising system on a Sierpinski carpet lattice【年份(必填)】 2013 【全文链接或数据库名称(选填)】 ...2014-2-8 23:29 - qijiongli - 求助成功区
Fluctuation behaviors of financial time series by a stochastic Ising system on a
1 个回复 - 1375 次查看 【作者(必填)】 Wen Fanga, b, c, Jun Wanga, b, , , 【文题(必填)】 Fluctuation behaviors of financial time series by a stochastic Ising system on a Sierpinski carpet lattice【年份(必填)】 2013 【全 ...2013-7-2 21:06 - qijiongli - 求助成功区
随机波动金融衍生品(Derivatives in Financial Markets with Stochastic Volatitlity)
4 个回复 - 1487 次查看 Jean-Pierre Fouque, George Papanicolaou, K.Ronnie Sircar Derivatives in Financial Markets with Stochastic Volatitlity2012-4-27 19:11 - luyi_6161 - 经管书评
stochastic nature of financial market
0 个回复 - 2100 次查看 这是一本较好的有关随机金融的书。其第一部分为:Mathematical description of financial markets,第二部分为:Analytical Results: Viscosity solutions for nonlinear integro-differential equations,第三部分为 ...2006-11-15 13:32 - samuel_lys - 金融学(理论版)
Financial Engineering with Stochastic Calculus
41 个回复 - 7560 次查看 Jeremy Staum School of Operations Research and Industrial Engineering Cornell University Ithaca, New York Contents Chapter 1. Introduction 1 1.1. Overview 1 1.2. Portfolio Theory 2 1.3. Funda ...2005-6-7 14:18 - gtjafl - 计量经济学与统计软件
悬赏120论坛币Derivatives in Financial Markets with Stochastic Volatility
4 个回复 - 2034 次查看 JP Fouque, G Papanicolaou, KR Sircar 的Derivatives in Financial Markets with Stochastic Volatility http://books.google.com/books?hl=en&lr=&id=ScRexjDQxHgC&oi=fnd&pg=PR11&dq=Derivatives+in+F ...2010-6-20 21:27 - cheng770 - 经济金融数学专区
悬赏120论坛币Derivatives in Financial Markets with Stochastic Volatility
3 个回复 - 1193 次查看 JP Fouque, G Papanicolaou, KR Sircar 的Derivatives in Financial Markets with Stochastic Volatility http://books.google.com/books?hl=en&lr=&id=ScRexjDQxHgC&oi=fnd&pg=PR11&dq=Derivatives+in+ ...2010-6-20 21:35 - cheng770 - 计量经济学与统计软件
求书:derivatives in financial markets with stochastic volatility
1 个回复 - 1493 次查看 求书:derivatives in financial markets with stochastic volatility2010-7-14 17:07 - liuhztang - 金融工程(数量金融)与金融衍生品
Continuous-time Stochastic Control and Optimization with Financial Applications
1 个回复 - 1061 次查看 Continuous-time Stochastic Control and Optimization with Financial Applications2010-3-12 23:41 - bbsfrom - 经管考研
An Application of Stochastic Control Theory to Financial Economics
0 个回复 - 1276 次查看 An Application of Stochastic Control Theory to Financial Economics2010-1-7 23:08 - zengyan1984 - 论文版
免費 Stochastic Volatility and the Pricing of Financial Derivatives
6 个回复 - 2496 次查看 Stochastic Volatility and the Pricing of Financial Derivatives by Antoine Petrus Cornelius van der Ploeg 357 pages Contents - I - Stochastic Volatility and the Pricing of Financial Derivati ...2009-10-12 01:05 - martinnyj - 金融学(理论版)
Financial Engineering with stochastic calculus.by Staum
0 个回复 - 1079 次查看 欢迎大家下载2009-12-13 19:47 - jjfox - 金融学(理论版)