结果:找到“Levy Processes”相关内容34个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
Levy Processes in Lie Groups
0 个回复 - 557 次查看 Levy Processes in Lie Groups 作者: Liao, Ming 出版年: 2004-5 页数: 276 定价: $ 123.17 ISBN: 97805218365312023-7-11 06:05 - wxwpxh - 经济金融数学专区
Levy Processes And Infinitely Divisible Distributions(Sato)
9 个回复 - 3129 次查看 Cambridge University Press!Excellent books.2013-4-6 19:10 - 星月___无涯 - 数据交流中心
Basics of Levy processes
14 个回复 - 2728 次查看 This is a draft Chapter from a book by the authors on “Levy Driven Volatility Models”. **** 本内容被作者隐藏 ****2015-5-23 07:18 - lasgpope - 量化投资
Levy Processes And Infinitely Divisible Distributions
9 个回复 - 4027 次查看 现代金融工程中经常运用带跳跃的过程进行定价,本书是重点参考书之一,能看,但不太清楚,所以略收小费。验证过了,可以下载。2011-4-29 12:20 - christopher - 金融工程(数量金融)与金融衍生品
Levy Processes Jean Bertoin Cambridege University Press
4 个回复 - 2094 次查看 在其他网站找到的,清晰版本,djvu格式,分享给大家,可用windjview打开 Levy Processes 作者: Jean Bertoin; Bertoin Jean; Bela Bollobas; ISBN13: 9780521646321 类型: 平装 出版日期: 1998-10-29 出版 ...2017-11-25 05:29 - zhzhy7711 - 经济金融数学专区
Levy processes and Stochastic Calculus
10 个回复 - 4423 次查看 Levy processes and Stochastic Calculus,David Applebaum作品,经典!!!2009-10-18 16:45 - aping7132 - 计量经济学与统计软件
Levy Processes And Stochastic Calculus(A....pdf
4 个回复 - 2160 次查看 The aim of this book is to provide a straightforward and accessible introduction to stochastic integrals and stochastic differential equations driven by L′evy processes. L′evy processes are ess ...2015-4-15 00:32 - jjjlcx - 经济金融数学专区
Levy processes and Stochastic Calculus(第二版)
8 个回复 - 3460 次查看 Levy processes and Stochastic Calculus,David Applebaum作品,剑桥大学数学系列,经典!!!2010-10-13 17:53 - aping7132 - 计量经济学与统计软件
Introductory Lectures on Fluctuations of Levy Processes with Applications
3 个回复 - 1546 次查看 Introductory Lectures on Fluctuations of Levy Processes with Applications 分享2013-5-4 21:16 - 狂生 - 风险管理
【金融Levy过程系列四】Lévy Processes and Stochastic Calculus
14 个回复 - 13398 次查看 之前已经发过【金融Levy过程系列一~三】: 【金融Levy过程系列一】levy process in finance http://www.pinggu.org/bbs ...2009-7-18 23:41 - wanghuimin - 金融学(理论版)
Malliavin Calculus For Levy Processes With Applications To Finance(Nunno)
4 个回复 - 4095 次查看 Malliavin Calculus For Levy Processes With Applications To Finance(Nunno)2015-4-11 22:13 - liuyuchun-cumt - 经济金融数学专区
Levy Processes in Finance,求购500金
5 个回复 - 2363 次查看 Levy Processes in FinancePricing Financial Derivativesby Wim SchoutensWim Schoutens Course - 25-26 September - LondonAdvanced Equity Models: Pricing, Calibration and Monte Carlo Simulation Day One:&nb ...2008-9-11 08:51 - ihs - 金融学(理论版)
Levy Processes in Finance-Pricing Financial Derivatives
11 个回复 - 3216 次查看 再贡献本好书2009-8-14 22:41 - braveyellowj - CFA、CVA、FRM等金融考证论坛
免費 Levy Processes in Finance: Pricing Financial Derivatives
17 个回复 - 6232 次查看 Levy Processes in Finance: Pricing Financial Derivatives (Wiley Series in Probability and Statistics) ~ Wim Schoutens Product DescriptionFinancial mathematics has recently enjoyed conside ...2010-4-25 11:47 - martinnyj - 金融学(理论版)
Financial Models with Levy Processes and Volatility Clustering
6 个回复 - 2756 次查看 书名:Financial Models with Levy Processes and Volatility Clustering 作者:Svetlozar T. Rachev, Young Shin Kim, Michele L. Bianchi, Frank J. Fabozzi CFA 等 著 出 版 社:Wiley 出版时间:2011-0 ...2013-6-13 20:40 - hiderm - 金融学(理论版)
免費 Levy Processes in Credit Risk and Market Models
2 个回复 - 2440 次查看 Levy Processes in Credit Risk and Market Models Dissertation zur Erlangung des Doktorgrades der Mathematischen Fakultat der Albert-Ludwigs-Universitat Freiburg i. Brsg. vorgelegt von Fehmi O ...2009-8-2 10:55 - martinnyj - 金融学(理论版)
Conditional Distributions of Mandelbrot–van ness Fractional LEVY Processes ~~
0 个回复 - 991 次查看 《Conditional Distributions of Mandelbrot–van ness Fractional LÉVY Processes and Continuous-Time ARMA–GARCH-Type Models with Long Memory》 此篇论文发表在2016年JOURNAL OF TIME SERIES ANALYSIS ...2016-12-13 09:57 - DuShu16 - 经济统计专版
Levy processes-from probability to finance and quantum groups
1 个回复 - 857 次查看 Levy processes-from probability to finance and quantum groups by David Applebaum2016-9-27 06:26 - victorialucky - 金融学(理论版)
[分享}Fluctuation Theory for Levy Processes
3 个回复 - 2756 次查看 Title:  Fluctuation Theory for Levy ProcessesAuthor: Ronald A. DoneyPublisher: SpringerContents: 1 Introduction to L´evy Processes . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11 ...2008-8-4 11:09 - cquzzm - 计量经济学与统计软件
求:Stochastic Differential Equations Driven by Levy Processes
0 个回复 - 750 次查看 ~ Changyong Zhang (作者) [*]出版社: LAP Lambert Academic Publishing (2011年12月5日) [*]平装: 120页 [*]语种: 英语 [*]ISBN: 3847306057 [*]条形码: 97838473060542014-4-4 14:58 - 唐宋元清 - 悬赏大厅
求:Levy Processes
0 个回复 - 967 次查看 ~ Jean Bertoin (作者) [*]出版社: Cambridge University Press (1998年10月29日) [*]丛书名: Cambridge Tracts in Mathematics [*]平装: 278页 [*]语种: 英语 [*]ISBN: 0521646324 [*]条形码: 9780521 ...2014-3-31 14:24 - 唐宋元清 - 悬赏大厅
求:Financial Models with Levy Processes and Volatility Clustering
1 个回复 - 1051 次查看 作者:Svetlozar T. Rachev, Young Shin Kim, Michele L. Bianchi, Frank J. Fabozzi CFA 等 著2013-6-13 16:27 - 鬼斧神工3 - 求助成功区
A Levy generalization of compound Poisson processes in finance Theory and appli
0 个回复 - 1088 次查看 A Levy generalization of compound Poisson processes in finance Theory and applications.pdf2013-3-11 00:28 - huanghelou9 - 金融学(理论版)
Levy Processes-From Probability to Finance
5 个回复 - 3036 次查看 Outline: •Introduction: Probability and Stochastic Processes •The Structure of Levy Processes •Applications to Finance The talk is based on the paper by David Appleba ...2005-4-8 08:28 - sailjeff - 金融学(理论版)
[分享]Levy Processes and Stochastic Calculus
17 个回复 - 4180 次查看  看见有人贴了不能下载的,我这里正好有一本,非常经典的书!<br/><br/>建议先读一下Probability and Measure<br/><br/><br/>     <span style="color: rgb( ...2009-5-28 13:53 - edyyy - 经济金融数学专区
Levy Processes in Credit Risk
3 个回复 - 2921 次查看 Levy Processes in Credit Risk (The Wiley Finance Series)~ Wim Schoutens ISBN: 978-0-470-74306-5 Hardcover 200 pages September 2009 Schoutens and Cariboni are two of a horrifyingly small num ...2010-2-10 00:51 - martinnyj - 金融学(理论版)
[分享]Levy Processes and Stochastic Calculus
10 个回复 - 6392 次查看 Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics)By David ApplebaumPublisher:  Cambridge University Press Number Of Pages:  408 Publication Date:  2004 ...2008-8-1 11:05 - ypchen - 经济金融数学专区
[求助]求Levy Processes in finance Pricing Financial Derivatives一书
0 个回复 - 1676 次查看 不甚感激!!!!!!2008-3-29 23:13 - yyysssmmmjjjyyy - 文献求助专区