结果:找到“G-continuous”相关内容438个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
基于Richard Beals Advanced Mathematical Analysis教学讲义:香港科技大学
2 个回复 - 436 次查看 基于Richard Beals Advanced Mathematical Analysis教学讲义:香港科技大学=Richard Beals Advanced Mathematical Analysis Richard Beals Advanced Mathematical Analysis Periodic Functions and Distribut ...2023-3-21 09:24 - 2023Hua - 现金交易版
基于Jos W. R. Twisk应用纵向数据分析:香港中文大学教学讲义
1 个回复 - 304 次查看 基于Jos W. R. Twisk应用纵向数据分析:香港中文大学教学讲义,Handout material是可编辑的pdf文档 =Applied Longitudinal Data Analysis for Epidemiology,2e A Practical Guide Lecture 1 Intruction.pdf ...2022-12-21 10:01 - lotus_sss - 现金交易版
基于Eleanor chu离散和连续前沿变换:分析、应用和算法教学讲义
1 个回复 - 622 次查看 基于Eleanor chu离散和连续前沿变换:分析、应用和算法教学讲义.pdf,香港科技大学学习资料=Discrete and continuous Fourier transforms_ analysis, applications and fast algorithms 基于Eleanor chu离散和 ...2022-10-18 14:22 - Lala-20200 - 现金交易版
continuous time finance
1 个回复 - 1888 次查看 金融PHD 必读书~2010-4-11 23:26 - frank3620165 - 金融学(理论版)
Creating Continuous Flow
5 个回复 - 1616 次查看 Creating Continuous Flow,压箱底的书,奉献给诸位同学啊,呵呵。2013-11-15 19:01 - iti_yang - 运营管理(物流与供应链管理)
Arbitrage Theory in Continuous Time - PDF, Solution Manual+新增第三版3rd
206 个回复 - 73978 次查看 附件内含: 1. Tomas Björk: Arbitrage Theory in Continuous Time, 2004, 2nd edition, Oxford UP 这本书的清晰扫描版,不是论坛上比较流行的那个带黑边版,我加好了书签。虽然说是扫描的,但是很清楚,而 ...2009-12-22 19:21 - nicame09 - 金融工程(数量金融)与金融衍生品
Arbitrage Theory in Continuous Time-Bjoerk
1 个回复 - 549 次查看 附件含:Arbitrage Theory in Continuous Time-Bjoerk第二版2023-2-21 03:22 - Black - 金融工程(数量金融)与金融衍生品
在对序列建立MA or ARCH模型时显示requires a continuous sample
6 个回复 - 4454 次查看 求助各位高人,在对一个收益率序列建立MA或者ARCH模型的时候,跳出来对话框显示requires a continuous sample,但检查过序列并不存在NA的值,把收益率序列所有值改成正数之后依然这样提示,就没有成功建立起模型。请 ...2012-3-17 15:53 - simple_dai - EViews专版
qiBatching and scheduling in a continuous-discrete hybrid flowshop: Lagrangian r
2 个回复 - 214 次查看 请帮忙下载:Batching and scheduling in a continuous-discrete hybrid flowshop: Lagrangian relaxation-based heuristic algorithms 文献链接: Batching and scheduling in a continuous-discrete hybrid ...2023-2-9 19:41 - faq764880 - 求助成功区
Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance
2 个回复 - 1416 次查看 【作者(必填)】Ziegler A. 【文题(必填)】Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance 【年份(必填)】2003 【全文链接或数据库名称(选填)】http://www.amazon.com/Incom ...2012-12-27 00:12 - baolenmeng - 求助成功区
Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance
5 个回复 - 2020 次查看 After a brief review of the existing incomplete information literature, the effect of incomplete information on investors' exptected utility, risky asset prices, and interest rates is described. It is ...2015-4-21 15:42 - lasgpope - 量化投资
Team Adaptation to Discontinuous Task Change: Equity and Equality as Facilitator
5 个回复 - 193 次查看 【作者(必填)】Alex Ning Li[/backcolor] [/backcolor] , Elad N. Sherf[/backcolor] [/backcolor] , Subrahmaniam Tangirala[/backcolor] 【文题(必填)】Team Adaptation to Discontinuous Task Change: Equ ...2023-1-23 11:13 - yuan.ying - 求助成功区
Problems from the Discrete to the Continuous(Universitext系列)
16 个回复 - 2491 次查看 The primary intent of the book is to introduce an array of beautiful problems in a variety of subjects quickly, pithily and completely rigorously to graduate students and advanced undergraduates. The ...2015-5-18 04:03 - lasgpope - 量化投资
ML求助-could not calculate numerical derivatives -- flat or discontinuous region
16 个回复 - 15647 次查看 各位,我使用stata的ML写了一个极大使然程序,但是在运行过程中出现 initial: log likelihood = - (could not be evaluated) feasible: log likelihood = -3110.9551 rescale: log likel ...2013-9-21 18:12 - Brdic - Stata专版
arch estimation requires a continuous sample??这个怎么解决...
12 个回复 - 11915 次查看 本人用GARCH模型考察上证和深证收益率与成交量之间的关系。结果...上证的收益率与成交量可以得到结果,但是深证的就出现了arch estimation requires a continuous sample这个东东,不能运行。不知哪位大虾知道,指点 ...2010-3-28 19:56 - annaalla - EViews专版
arch estimation requires a continuous sample?????这是怎么回事。
4 个回复 - 10857 次查看 本人用GARCH模型考察上证和深证收益率与成交量之间的关系。结果...上证的收益率与成交量可以得到结果,但是深证的就出现了arch estimation requires a continuous sample这个东东,不能运行。不知哪位大虾知道,指点 ...2010-3-28 19:54 - annaalla - EViews专版
Continuous Time Finance (Merton)
2 个回复 - 2306 次查看 Continuous Time Finance (Merton)2010-10-3 03:38 - slw8d - 金融学(理论版)
2013新书-Continuous-Time Markov Chains and Applications
10 个回复 - 3010 次查看 Continuous-Time Markov Chains and Applications: A Two-Time-Scale Approach (Stochastic Modelling and Applied Probability) | G. George Yin, "Continuous-Time Markov Chains and Applications: A Two-Tim ...2013-5-2 15:19 - rmatrix - 金融工程(数量金融)与金融衍生品
Stochastic Optimization in Continuous Time
3 个回复 - 2591 次查看 Stochastic Optimization in Continuous Time~ Fwu-Ranq Chang Review"Chang discusses various solution techniques, including the inverse optimum methodology." - University of Chicago Magazine ...2010-4-25 11:36 - martinnyj - 金融学(理论版)
Mathematical Finance: Introduction to continuous time Financial Market models
5 个回复 - 1876 次查看 Mathematical Finance: Introduction to continuous time Financial Market models Dr. Christian-Oliver Ewald School of Economics and Finance, University of St.Andrews Abstract These are my Lect ...2014-4-15 20:37 - jeozu - 金融学(理论版)
NYU Continuous Time Finance Lecture Notes--Robert V. Kohn
2 个回复 - 2668 次查看 Continuous Finance Lecture Notes, MS Program in Mathematical Finance Professor Bob Kohn2014-5-7 00:35 - dulang10 - 金融工程(数量金融)与金融衍生品
Arbitrage Theory in Continuous Time & Stochastic Calculus for Finance I II
4 个回复 - 2156 次查看 1. Arbitrage Theory in Continuous Time “The third edition of this popular introduction to the classical underpinnings of the mathematics behind finance continues to combine sound mathematical prin ...2015-2-4 01:21 - 欧阳扬 - 金融学(理论版)
Arbitrage Theory in Continuous Time (Bjork)
2 个回复 - 1567 次查看 Arbitrage Theory in Continuous Time (Bjork)2017-1-17 17:49 - jinengming - 数据分析与数据挖掘
Contract Theory in Continuous-Time Models
11 个回复 - 3004 次查看 In recent years there has been a significant increase of interest in continuous-time Principal-Agent models, or contract theory, and their applications. Continuous-time models provide a powerful and e ...2015-4-16 18:54 - lasgpope - 量化投资
[连续马尔科夫链]Continuous-Time Markov Chains and Applications
104 个回复 - 11620 次查看 This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial engineering. It present ...2015-4-18 22:34 - lasgpope - 量化投资
Continuous-Time Models in Corporate Finance, Banking, and Insurance
31 个回复 - 2170 次查看 Princeton University | English | 2018 | ISBN-10: 0691176523 | 176 pages | PDF Continuous-Time Models in Corporate Finance synthesizes four decades of research to show how stochastic calculus ca ...2018-3-3 21:44 - igs816 - 经管书评
Financial markets in continuous time
3 个回复 - 1384 次查看 In modern financial practice, asset prices are modelled by means of stochastic processes. Continuous-time stochastic calculus thus plays a central role in financial modelling. The approach has i ...2019-5-22 22:45 - dongdong1010 - 经济金融数学专区
The Economics of Continuous-Time Finance (MIT Press)
6 个回复 - 2497 次查看 The Economics of Continuous-Time Finance (MIT Press) October 27, 2017 An introduction to economic applications of the theory of continuous-time finance that strikes a balance between mathe ...2018-1-24 10:39 - nelsoncwlee - 金融学(理论版)
Arbitrage Theory in Continuous Time 4th edition
4 个回复 - 3909 次查看 2020-2-10 02:14 - leosong - 国内外文献账号区
Continuous-Time Asset Pricing Theory A Martingale-Based Approach
3 个回复 - 1724 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-Time Markov Decision Processes - Theory and Applications
3 个回复 - 1835 次查看 马氏决策过程理论最新教材(springer)高清晰非扫描版2010-6-25 13:16 - shiningwang1980 - 经济金融数学专区
Continuous-Time Markov Decision Processes - Theory and Applications
5 个回复 - 2603 次查看 马氏决策过程理论最新教材(springer)2009-11-24 16:18 - mathmli - 经济金融数学专区
Stochastic Calculus for Discontinuous Processes
3 个回复 - 1319 次查看 Stochastic Calculus for Discontinuous Processes Richard F. Bass (讲义)20页2015-4-15 16:04 - liuyuchun-cumt - 经济金融数学专区
【独家发布】【2015】 Continuous Process Dynamics, Stability, Control and Automation
34 个回复 - 3271 次查看 如果您喜欢我的帖,就请加“+关注”哦 马上抢沙发 希望您喜欢我的免费发布 支持我 加我 关注我 http://bbs.pinggu.org/z_guanzhu.php?action=add&fuid=3727866 【2015】 Continuous Process Dynamics, Stab ...2015-12-18 14:51 - kychan - 管理科学
【Springer 数学】 Banach Spaces of Continuous Functions as Dual Spaces (2017)
16 个回复 - 2498 次查看 Banach Spaces of Continuous Functions as Dual Spaces Authors: H. G. Dales, F.K. Dashiell, Jr., A.T.-M. Lau, D. Strauss Includes a balance of well-known theorems and applications as well as n ...2016-12-28 12:13 - cmwei333 - 经济金融数学专区
Continuous martingales and Brownian motion第三版,高清
7 个回复 - 2595 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 - 2170 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 - 6507 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)
【PDF下载】Numerical methods for stochastic control problems in continuous time
33 个回复 - 9513 次查看 英文原版 Author: Harold J. Kushner, Paul Dupuis Year: 1992 Publisher: Springer References: p.423 Size: 20.8MB2013-5-23 04:57 - Shaolin1 - 经济金融数学专区
免費 An Introduction to Continuous-Time Stochastic Processes 2nd ed
8 个回复 - 1365 次查看 An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine (Modeling and Simulation in Science, Engineering and Technology)Vincenzo ...2012-12-1 13:04 - martinnyj - 金融学(理论版)
An introduction to continuous-time stochastic processes (Birkhauser, 2005)
1 个回复 - 1101 次查看 An introduction to continuous-time stochastic processes (Birkhauser, 2005)2014-10-29 08:12 - dongdong1010 - 计量经济学与统计软件
Continuous Stochastic Calculus with Applications to Finance
3 个回复 - 2092 次查看 一本关于随机微积分在金融衍生品定价的书,希望对读者有所帮助。 目录如下: Chapter I Martingale Theory Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1. Convergence of ...2015-1-13 16:17 - chao.ma - 金融工程(数量金融)与金融衍生品
Continuous-time Stochastic Control and Optimization with Financial Applications
32 个回复 - 9962 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 - 1668 次查看 Continuous-time Stochastic Control and Optimization with Financial Applications2010-3-12 23:48 - bbsfrom - 经管考研
【下载】Continuous Stochastic Calculus with applications to finance(清晰)
6 个回复 - 3410 次查看 这本书我找了很久,但论坛上的都比较贵。现在把它贴出来,收取一点点辛苦费,希望大家谅解。书的内容不用讲了,十分经典,学金融数学,金融工程的必读书目,并且此PDF内容十分清晰!!!2010-4-2 17:36 - onlytony - 金融工程(数量金融)与金融衍生品
教材 A Brief Introduction to Continuous Evolutionary Optimization
9 个回复 - 1344 次查看 springer 的书, 和做量化的同学分享 https://www.amazon.com/Introduction-Continuous-Evolutionary-Optimization-SpringerBriefs-ebook/dp/B00H3ZGYEG/ref=sr_1_1?s=digital-text&ie=UTF8&qid=1469720910&sr=1- ...2016-7-28 23:57 - yangyutu - 金融学(理论版)
Continuous Lattices and Domains
3 个回复 - 599 次查看 Continuous Lattices and Domains 作者: G. Gierz / K. H. Hofmann / K. Keimel 出版社: Cambridge University Press 出版年: 2003-4-21 页数: 207 定价: $73.22 装帧: Hardcover 丛书: Encyclopedia of Ma ...2022-12-24 15:46 - wxwpxh - 经济金融数学专区
The Economic Consequences of Discrete Recognition and Continuous Measurement
3 个回复 - 959 次查看 The Economic Consequences of Discrete Recognition and Continuous Measurement2021-5-21 20:43 - Pawn-CC - Forum
Continuous API Management: Making the Right Decisions in an Evolving Landscap
5 个回复 - 550 次查看 Continuous API Management: Making the Right Decisions in an Evolving Landscape By 作者: Mehdi Medjaoui – Erik Wilde – Ronnie Mitra – Mike Amundsen ISBN-10 书号: 1492043559 ISBN-13 书号: 97814920 ...2018-12-13 23:54 - 13950050756 - 经管书评
An Introduction to Dynamical Systems: Continuous and Discrete 2nd edition
12 个回复 - 3543 次查看 This book gives a mathematical treatment of the introduction to qualitative differential equations and discrete dynamical systems. The treatment includes theoretical proofs, methods of calculation, ...2016-11-29 16:09 - nop - 经济金融数学专区
【经典教材系列】An Introduction to Continuous-Time Stochastic Processes (第三版)
81 个回复 - 10042 次查看 经典教材2015年第三版降价出售期已过!想要随时跟踪最新降价好书,请点击头像下方“加关注”。关注成功后,查看这里即可:三步走把千本好书“一网打尽”!。 [相关阅读] 【经典教材系列】(资料汇总帖,附链接 ...2015-7-20 06:18 - wwqqer - 量化投资
Continuous Delivery in Java
15 个回复 - 1000 次查看 English | 2019 | ISBN: 1491986026 | 450 Pages | PDF With the release of Java 8 and the availability of web/microservice frameworks such as Spring Boot, there's never been a better time to design ...2018-11-11 17:30 - igs816 - 经管书评
Project Management Lessons Learned A Continuous Process Improvement Framewor
23 个回复 - 1213 次查看 CRC Press | 2018 | ISBN 978-1-4987-4777-6 | 236 pages | PDF **** 本内容被作者隐藏 ****2018-7-23 09:41 - igs816 - 经管书评
DevOps: Continuous Delivery, Integration, and Deployment with DevOps
6 个回复 - 715 次查看 DevOps: Continuous Delivery, Integration, and Deployment with DevOps: Dive into the core DevOps strategiesBy 作者: Sricharan VadapalliISBN-10 书号: 1789132991 ISBN-13 书号: 9781789132991 出版日期: 2 ...2018-12-15 17:57 - 13950050756 - 经管书评
Stochastic Calculus for Finance II Continuous-Time Models
5 个回复 - 946 次查看 Steven E. Shreve (2004)pdf版,很清晰2022-8-8 20:30 - qq1271298379 - 金融工程(数量金融)与金融衍生品
Optimum consumption and portfolio rules in a continuous-time model
9 个回复 - 985 次查看 【作者(必填)】Robert C Merton 【文题(必填)】Optimum consumption and portfolio rules in a continuous-time model 【年份(必填)】1971 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/ ...2021-3-14 21:52 - Jer0me - 求助成功区
GPU-Accelerated Implementation of Continuous Constant pH Molecular Dynamics in A
7 个回复 - 2672 次查看 【作者(必填)】Robert C Harris[/backcolor] 1[/backcolor], Jana Shen[/backcolor] 1[/backcolor] 【文题(必填)】GPU-Accelerated Implementation of Continuous Constant pH Molecular Dynamics in A 【年份 ...2022-9-22 03:34 - bbslover - 求助成功区
Arbitrage Theory in Continuous Time (Oxford Finance) (2009)电子书
1 个回复 - 1510 次查看 Tomas Bjork-Arbitrage Theory in Continuous Time (Oxford Finance) (2009)2022-6-5 15:56 - aaayiming2011 - 经管考博
[Matlab源码] Continuous Updating GMM
3 个回复 - 3925 次查看 There are 3 files in this directory. DATA file: el.txt M file: cugmm.m and Readme.txt. Make sure they are in the working directory of Matlab and run the program, the results will be saved ...2010-7-8 00:40 - ybdt - MATLAB等数学软件专版
Continuous Martingale and Brownian Motion
39 个回复 - 13215 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
Stochastic Control In Discrete And Continuous Time
4 个回复 - 2564 次查看 Stochastic Control In Discrete And Continuous Time This book contains an introduction to three topics in stochastic control: discrete time stochastic control, i.e., stochastic dynamic programming, pi ...2020-11-22 17:13 - 8286_1605888594 - 新手入门区
Continuous-time Stochastic Control and Optimization with Financial Applications
7 个回复 - 4965 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
ROC Curves for Continuous Data
7 个回复 - 3468 次查看 【作者(必填)】Wojtek J. Krzanowski[/backcolor],David J. Hand[/backcolor] 【文题(必填)】ROC Curves for Continuous Data[/backcolor] 【年份(必填)】2009 【全文链接或数据库名称(选填)】 [*]Chapman ...2022-5-12 22:33 - andy162639 - 求助成功区
Nonsmooth-Vector-Functions-and-Continuous-Optimization
5 个回复 - 4007 次查看 A recent significant innovation in mathematical sciences has been the progressive use of nonsmooth calculus, an extension of the differential calculus, as a key tool of modern analysis in many areas o ...2018-2-16 00:00 - nivastuli - 博弈论
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
Continuous Martingales and Brownian Motion 3rd Edition
3 个回复 - 1828 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
[下载]Continuous martingales and Brownian motion 连续鞅和布朗运动
29 个回复 - 18812 次查看 <br/>连续鞅和布朗运动2008-3-7 00:51 - zhangbing1225 - 博弈论
Dependence functions for continuous bivariate densities. Communications in Stati
5 个回复 - 1237 次查看 【作者(必填)】 23 【文题(必填)】 Dependence functions for continuous bivariatedensities. Communications in Statistic 【年份(必填)】 23 【全文链接或数据库名称(选填)】 https://www.tand ...2022-3-21 12:45 - internet.hzx - 求助成功区
Gemba Kaizen: A Commonsense Approach to a Continuous Improvement Strategy
5 个回复 - 2982 次查看 Book 图书名称:Gemba Kaizen: A Commonsense Approach to a Continuous Improvement Strategy Author 作者:Masaaki Imai(今井正明) Publisher 出版社:McGraw-Hill Education Page 页数:448 Publishing ...2020-2-20 10:50 - Martin1108 - 运营管理(物流与供应链管理)
(1元)Tomas Bjork 2009-Arbitrage Theory in Continuous Time,Third Edition
31 个回复 - 11296 次查看 绝对高清最新2009第三版!奉献给需要的朋友! CONTENTS 1 Introduction 1 1.1 Problem Formulation 1 2 The Binomial Model 5 2.1 The One Period Model 5 2.1.1 Model Description 5 2.1.2 Portfolios and A ...2010-4-20 19:14 - aijc - 经济金融数学专区
【资源】《Arbitrage Theory in Continuous Time》第三版PDF
3 个回复 - 1245 次查看 和有志的网友们共享资源。2021-2-22 19:17 - 大斗花生 - 新手入门区
PDF版 Continuous martingales and Brownian motion 连续鞅和布朗运动
21 个回复 - 12379 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
5 个回复 - 4750 次查看 This monograph is an introduction to some aspects of stochastic analysis in the framework of normal martingales, in both discrete and continuous time. The text is mostly self-contained, except for Sec ...2015-7-5 21:46 - nelsoncwlee - 金融学(理论版)
【免费分享】Continuous Martingales and Brownian Motion
54 个回复 - 14725 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 - 3362 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 - 7557 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)
Continuous-Time Finance:Robert C.Merton
25 个回复 - 8123 次查看 莫顿大师的经典名作,值得拜读。高清非扫描,PDF版 PS:第一次发帖,象征性收一枚论坛币。期待与各位朋友交流。2010-9-4 16:00 - 蓝天上的白云 - 金融工程(数量金融)与金融衍生品
stata运行时出现“flat or discontinuous region encountered遇到平坦或不连续区域”
5 个回复 - 4457 次查看 在运行stata做最大似然估计时,迭代过程中突然出现could not calculate numerical derivatives --flat or discontinuous region encountered的警告,请问大家这种情况要如何处理,是数据有什么问题吗?谢谢大噶了!! ...2019-5-25 16:23 - lightningqing - Stata专版
discrete-continuous choice model
0 个回复 - 273 次查看 请问有哪个大神用过discrete-continuous choice model这个模型吗?我现在有个选择实验需要用到这个方法,请大神们给指导指导2021-12-20 21:39 - 小磊哥哥 - Stata专版
在stata里面如何实现Discrete Continuous choice model ?
5 个回复 - 1950 次查看 有熟悉这个模型的同学吗? 在stata里面如何实现Discrete Continuous choice model ? 谢谢! 还有就是如何在statalist里面求助呢?谢谢!2013-9-10 16:00 - Brdic - Stata专版