结果：找到“Continuous-Time”相关内容162个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
金融连续时间处理：转换、自激、部分和其他近期动态Continuous Time Processes for Fi0 个回复 - 215 次查看 金融连续时间处理：转换、自激、分数和其他近期动态教学学习讲义 The Lectures of Continuous Time Processes for Finance：Switching, Self-exciting =Donatien Hainaut - Continuous Time Processes for Finance_ ...2023-6-25 08:22 - 2023Hua - 现金交易版
我的数理金融之个人书单（非推荐）数量金融、量化金融、微观经济学19 个回复 - 1459 次查看 我的数理金融之个人书单（非推荐） P1 有童鞋经常咨询我这样一个问题： 学习数理金融、数量金融、量化金融、微观经济学有什么好的学习书单，在此分享 我的数理金融之个人书单（非推荐） P1 有童鞋经常咨询我 ...2023-5-5 16:44 - Mujahida - 现金交易版
纵向数据; 纵贯数据; 纵断面数据; 纵贯数据的分析：ALDA：Applied Longitudinal Data2 个回复 - 1425 次查看 纵向数据; 纵贯数据; 纵断面数据; 纵贯数据的分析：ALDA：Applied Longitudinal Data Analysis 1）ALDA 概论.ppt 2）ALDA Introducing the Multilevel Model for Change.ppt 3）ALDA Doing data analysis wit ...2020-4-18 13:15 - Lotus_ss - 现金交易版
Arbitrage Theory in Continuous Time - PDF, Solution Manual+新增第三版3rd
206 个回复 - 74107 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
206 个回复 - 74107 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 - 553 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
1 个回复 - 553 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
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
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
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
Continuous Time Finance (Merton)
2 个回复 - 2307 次查看 Continuous Time Finance (Merton)2010-10-3 03:38 - slw8d - 金融学（理论版）
2 个回复 - 2307 次查看 Continuous Time Finance (Merton)2010-10-3 03:38 - slw8d - 金融学（理论版）
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）
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）
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 - 2670 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
2 个回复 - 2670 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
Stochastic optimization in continuous time
0 个回复 - 768 次查看 First published in 2004, this is a rigorous but user-friendly book on the application of stochastic control theory to economics. A distinctive feature of the book is that mathematical concepts are int ...2023-8-15 15:43 - maozaixiong - 站务与外事
0 个回复 - 768 次查看 First published in 2004, this is a rigorous but user-friendly book on the application of stochastic control theory to economics. A distinctive feature of the book is that mathematical concepts are int ...2023-8-15 15:43 - maozaixiong - 站务与外事
2013新书-Continuous-Time Markov Chains and Applications
10 个回复 - 3015 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
10 个回复 - 3015 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
Arbitrage Theory in Continuous Time & Stochastic Calculus for Finance I II
4 个回复 - 2157 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）
4 个回复 - 2157 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 - 1568 次查看 Arbitrage Theory in Continuous Time (Bjork)2017-1-17 17:49 - jinengming - 数据分析与数据挖掘
2 个回复 - 1568 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 - 3008 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
11 个回复 - 3008 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 - 11621 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
104 个回复 - 11621 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 - 2171 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
31 个回复 - 2171 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 - 1385 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
3 个回复 - 1385 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）
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 - 3917 次查看 2020-2-10 02:14 - leosong - 国内外文献账号区
4 个回复 - 3917 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 - 1727 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
3 个回复 - 1727 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 - 1836 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
3 个回复 - 1836 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
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
【PDF下载】Numerical methods for stochastic control problems in continuous time
33 个回复 - 9515 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
33 个回复 - 9515 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）
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 - 1102 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
1 个回复 - 1102 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-time Stochastic Control and Optimization with Financial Applications
32 个回复 - 9963 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
32 个回复 - 9963 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
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
Stochastic Optimization in Continuous Time
3 个回复 - 2019 次查看 2014-10-10 00:00 - 鹏哥xsp - 学术资源/课程/会议/讲座
3 个回复 - 2019 次查看 2014-10-10 00:00 - 鹏哥xsp - 学术资源/课程/会议/讲座
【经典教材系列】An Introduction to Continuous-Time Stochastic Processes (第三版)
81 个回复 - 10044 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
81 个回复 - 10044 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
Stochastic Calculus for Finance II Continuous-Time Models
5 个回复 - 948 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
5 个回复 - 948 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
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
Stochastic Calculus for Finance II:+Continuous-Time Models (金融随机计算II:边疆
5 个回复 - 1732 次查看 RT:求2012-2-3 16:04 - spring000 - 悬赏大厅
5 个回复 - 1732 次查看 RT:求2012-2-3 16:04 - spring000 - 悬赏大厅
Arbitrage Theory in Continuous Time (Oxford Finance) (2009)电子书
1 个回复 - 1512 次查看 Tomas Bjork-Arbitrage Theory in Continuous Time (Oxford Finance) (2009)2022-6-5 15:56 - aaayiming2011 - 经管考博
1 个回复 - 1512 次查看 Tomas Bjork-Arbitrage Theory in Continuous Time (Oxford Finance) (2009)2022-6-5 15:56 - aaayiming2011 - 经管考博
Stochastic Control In Discrete And Continuous Time
4 个回复 - 2566 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
4 个回复 - 2566 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 - 4966 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
7 个回复 - 4966 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
(1元)Tomas Bjork 2009-Arbitrage Theory in Continuous Time,Third Edition
31 个回复 - 11297 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
31 个回复 - 11297 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
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
Continuous-Time Asset Pricing Theory A Martingale-Based Approach
13 个回复 - 3365 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
13 个回复 - 3365 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 - 7558 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）
10 个回复 - 7558 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 - 8130 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
25 个回复 - 8130 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
Merton continuous time finance课件
1 个回复 - 1508 次查看 每章的课件，continuous time finance的提纲2009-12-17 23:45 - wangzzss - 金融学（理论版）
1 个回复 - 1508 次查看 每章的课件，continuous time finance的提纲2009-12-17 23:45 - wangzzss - 金融学（理论版）
Arbitrage Theory in Continuous time
0 个回复 - 763 次查看 Arbitrage Theory in Continuous time Solutions2020-12-1 22:46 - deap2 - 新手入门区
0 个回复 - 763 次查看 Arbitrage Theory in Continuous time Solutions2020-12-1 22:46 - deap2 - 新手入门区
[英文文献]Multivariate LQG Control under Rational Inattention in Continuous Time
1 个回复 - 1122 次查看 Multivariate LQG Control under Rational Inattention in Continuous Time 连续时间合理无意识下的多元LQG控制 摘要： 我提出了一个在连续时间内具有合理注意力的多元线性二次高斯控制框架。我提出了一个三步求 ...2020-1-14 11:03 - [_回忆是梦_]_。 - 微观经济学
1 个回复 - 1122 次查看 Multivariate LQG Control under Rational Inattention in Continuous Time 连续时间合理无意识下的多元LQG控制 摘要： 我提出了一个在连续时间内具有合理注意力的多元线性二次高斯控制框架。我提出了一个三步求 ...2020-1-14 11:03 - [_回忆是梦_]_。 - 微观经济学
协整检验出现问题Continuous time-series are required怎么解决？
2 个回复 - 2142 次查看 . xtwest lnifdi lnstudent lntrade lngdpp lnopen distance Continuous time-series are required Following series contain holes: ---------------------- country | Freq. ----------+-------- ...2018-9-10 23:39 - 15859339971 - Stata专版
2 个回复 - 2142 次查看 . xtwest lnifdi lnstudent lntrade lngdpp lnopen distance Continuous time-series are required Following series contain holes: ---------------------- country | Freq. ----------+-------- ...2018-9-10 23:39 - 15859339971 - Stata专版
Stochastic Calculus for Finance II Continuous-Time Models by Steven E. Shreve
5 个回复 - 3391 次查看 Stochastic Calculus for Finance II Continuous-Time Models by Steven E. Shreve2013-3-11 18:09 - d0tc0mdude - Forum
5 个回复 - 3391 次查看 Stochastic Calculus for Finance II Continuous-Time Models by Steven E. Shreve2013-3-11 18:09 - d0tc0mdude - Forum
Bjork-Arbitrage Theory in Continuous Time +（exercise solution）习题答案！
21 个回复 - 17928 次查看 The second edition of this popular introduction to the classical underpinnings of the mathematics behind finance continues to combine sounds mathematical principles with economic applications. Concent ...2009-12-2 10:35 - tonykk - 金融工程（数量金融）与金融衍生品
21 个回复 - 17928 次查看 The second edition of this popular introduction to the classical underpinnings of the mathematics behind finance continues to combine sounds mathematical principles with economic applications. Concent ...2009-12-2 10:35 - tonykk - 金融工程（数量金融）与金融衍生品
Continuous-time system identification from discrete-time measurements with appli
3 个回复 - 430 次查看 【作者(必填)】Everton St. Patrick Walters 【文题(必填)】Continuous-time systemidentification from discrete-time measurements with application to natural gaspipeline modeling 【年份(必填)】2002 ...2019-9-16 17:08 - 真龙121 - 求助成功区
3 个回复 - 430 次查看 【作者(必填)】Everton St. Patrick Walters 【文题(必填)】Continuous-time systemidentification from discrete-time measurements with application to natural gaspipeline modeling 【年份(必填)】2002 ...2019-9-16 17:08 - 真龙121 - 求助成功区
Numerical Methods for Stochastic Control Problems in Continuous Time【Second 】
6 个回复 - 1198 次查看 【作者(必填)】Harold J. Kushner, Paul Dupuis 【文题(必填)】Numerical Methods for Stochastic Control Problems in Continuous Time 【年份(必填)】2001 【全文链接或数据库名称(选填)】http://link.sp ...2017-6-11 20:30 - shuxue_ch - 求助成功区
6 个回复 - 1198 次查看 【作者(必填)】Harold J. Kushner, Paul Dupuis 【文题(必填)】Numerical Methods for Stochastic Control Problems in Continuous Time 【年份(必填)】2001 【全文链接或数据库名称(选填)】http://link.sp ...2017-6-11 20:30 - shuxue_ch - 求助成功区
【失传已久】Finance in Continuous Time: A Primer by David C. Shimko
24 个回复 - 4362 次查看 这本小册子是连续时间金融的入门读物，1992年出版，我们拿来当配套教材的。 在网上各种找，结果都没有电子版的资源。昨天从图书馆借出来，一页页扫描编辑成PDF文档，上传给大家学习使用。 附上封面和目录2017-2-5 05:41 - BIG钊钊 - 经济金融数学专区
24 个回复 - 4362 次查看 这本小册子是连续时间金融的入门读物，1992年出版，我们拿来当配套教材的。 在网上各种找，结果都没有电子版的资源。昨天从图书馆借出来，一页页扫描编辑成PDF文档，上传给大家学习使用。 附上封面和目录2017-2-5 05:41 - BIG钊钊 - 经济金融数学专区
[论坛首发] 原版高清 Arbitrage Theory in Continuous Time
135 个回复 - 20941 次查看 davidoff6出品，必属精品 回复后见解压密码 **** 本内容被作者隐藏 ****2010-5-9 16:26 - davidoff6 - 金融学（理论版）
135 个回复 - 20941 次查看 davidoff6出品，必属精品 回复后见解压密码 **** 本内容被作者隐藏 ****2010-5-9 16:26 - davidoff6 - 金融学（理论版）
a continuous-time model of forward and futures prices in a multigood economy
2 个回复 - 821 次查看 a continuous-time model of forward and futures prices in a multigood economy2018-12-27 23:22 - akipanya - 金融学（理论版）
2 个回复 - 821 次查看 a continuous-time model of forward and futures prices in a multigood economy2018-12-27 23:22 - akipanya - 金融学（理论版）
Continuous-Time Markov Chains and Applications
12 个回复 - 2777 次查看 【作者(必填)】Yin, G. George, Zhang, Qing 【文题(必填)】Continuous-Time Markov Chains and Applications 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://www.springer.com/mathematics/pro ...2012-12-4 10:30 - 352693585 - 文献求助专区
12 个回复 - 2777 次查看 【作者(必填)】Yin, G. George, Zhang, Qing 【文题(必填)】Continuous-Time Markov Chains and Applications 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://www.springer.com/mathematics/pro ...2012-12-4 10:30 - 352693585 - 文献求助专区
Continuous-time Methods in Economics and Finance
2 个回复 - 1736 次查看 【作者(必填)】 YuliySannikov 【文题(必填)】 MGTECON 626: Continuous-time Methods in Economics and Finance 【年份(必填)】 2018-19 【全文链接或数据库名称(选填)】https://explorecourses.stanford.edu ...2018-11-19 11:40 - wuyu0405 - 文献求助专区
2 个回复 - 1736 次查看 【作者(必填)】 YuliySannikov 【文题(必填)】 MGTECON 626: Continuous-time Methods in Economics and Finance 【年份(必填)】 2018-19 【全文链接或数据库名称(选填)】https://explorecourses.stanford.edu ...2018-11-19 11:40 - wuyu0405 - 文献求助专区
Continuous-time Methods in Economics and Finance
0 个回复 - 516 次查看 Continuous-time Methods in Economics and Finance 有YuliySannikov的这些相关的大纲和讲义吗？ 我可以论坛币买，谢谢呢。2018-5-20 16:29 - wuyu0405 - 爱问频道
0 个回复 - 516 次查看 Continuous-time Methods in Economics and Finance 有YuliySannikov的这些相关的大纲和讲义吗？ 我可以论坛币买，谢谢呢。2018-5-20 16:29 - wuyu0405 - 爱问频道
Bjork - Arbitrage Theory in Continuous Time 第三版前17章的解答
10 个回复 - 6053 次查看 自己做的，做到17章，本来想做完的，typing实在太辛苦，越做越boring，且假期马上到，所以。。。 若发现有任何错，pls feel free to let me know。2011-9-29 14:22 - mgymgy - 金融工程（数量金融）与金融衍生品
10 个回复 - 6053 次查看 自己做的，做到17章，本来想做完的，typing实在太辛苦，越做越boring，且假期马上到，所以。。。 若发现有任何错，pls feel free to let me know。2011-9-29 14:22 - mgymgy - 金融工程（数量金融）与金融衍生品
Stochastic Calculus for Finance II--Continuous-Time Models
30 个回复 - 13951 次查看 Steven E. Shreve 的Stochastic Calculus for Finance II--Continuous-Time Models PDF版书籍，不是扫描版，很清晰2010-9-18 20:46 - zhangqi0113 - 金融工程（数量金融）与金融衍生品
30 个回复 - 13951 次查看 Steven E. Shreve 的Stochastic Calculus for Finance II--Continuous-Time Models PDF版书籍，不是扫描版，很清晰2010-9-18 20:46 - zhangqi0113 - 金融工程（数量金融）与金融衍生品
Neural network approach to continuous-time direct adaptive optimal control ..
0 个回复 - 399 次查看 摘要：In this paper we present in a continuous-time framework an online approach to direct adaptive optimal control with infinite horizon cost for nonlinear syst...http://www.ncbi.nlm.nih.gov/pubmed/1 ...2018-2-5 01:29 - 人工智能-AI - 人工智能论文版
0 个回复 - 399 次查看 摘要：In this paper we present in a continuous-time framework an online approach to direct adaptive optimal control with infinite horizon cost for nonlinear syst...http://www.ncbi.nlm.nih.gov/pubmed/1 ...2018-2-5 01:29 - 人工智能-AI - 人工智能论文版
Continuous-time Stochastic Control and Optimization with Financial Applications
4 个回复 - 2440 次查看 2010-2-20 01:22 - SleepyTom - 金融学（理论版）
4 个回复 - 2440 次查看 2010-2-20 01:22 - SleepyTom - 金融学（理论版）
求文献Superposition of interacting aggregated continuous-time Markov chains
10 个回复 - 632 次查看 【作者(必填)】F Ball, RK Milne, ID Tame, GF Yeo 【文题(必填)】Superposition of interacting aggregated continuous-time Markov chains 【年份(必填)】1997 【全文链接或数据库名称(选填)】Ball, Fra ...2017-11-3 16:32 - macro-quant - 求助成功区
10 个回复 - 632 次查看 【作者(必填)】F Ball, RK Milne, ID Tame, GF Yeo 【文题(必填)】Superposition of interacting aggregated continuous-time Markov chains 【年份(必填)】1997 【全文链接或数据库名称(选填)】Ball, Fra ...2017-11-3 16:32 - macro-quant - 求助成功区
求文献Superposition of spatially interacting aggregated continuous time...
2 个回复 - 464 次查看 【作者(必填)】Frank BallGeoffrey Yeo 【文题(必填)】Superposition of spatially interacting aggregated continuous time Markov chains 【年份(必填)】2000 【全文链接或数据库名称(选填)】Methodology ...2017-11-3 16:46 - macro-quant - 求助成功区
2 个回复 - 464 次查看 【作者(必填)】Frank BallGeoffrey Yeo 【文题(必填)】Superposition of spatially interacting aggregated continuous time Markov chains 【年份(必填)】2000 【全文链接或数据库名称(选填)】Methodology ...2017-11-3 16:46 - macro-quant - 求助成功区
Applications Of Continuous-Time Survival In Latent Variable Models
2 个回复 - 609 次查看 Applications Of Continuous-Time Survival InLatent Variable Models For The Analysis OfOncology Randomized Clinical Trial DataUsing MplusBengt Muthen′Tihomir AsparouhovMark BoyeMichelle HackshawApril N ...2016-5-29 02:25 - Nicolle - winbugs及其他软件专版
2 个回复 - 609 次查看 Applications Of Continuous-Time Survival InLatent Variable Models For The Analysis OfOncology Randomized Clinical Trial DataUsing MplusBengt Muthen′Tihomir AsparouhovMark BoyeMichelle HackshawApril N ...2016-5-29 02:25 - Nicolle - winbugs及其他软件专版
Numerical Methods for Stochastic Control Problems in Continuous Time
6 个回复 - 1976 次查看 【作者(必填)】Harold J. Kushner, Paul Dupuis 【文题(必填)】Numerical Methods for Stochastic Control Problems in Continuous Time 【年份(必填)】2001 【全文链接或数据库名称(选填)】http://link.sp ...2014-9-28 14:03 - violinangel - 求助成功区
6 个回复 - 1976 次查看 【作者(必填)】Harold J. Kushner, Paul Dupuis 【文题(必填)】Numerical Methods for Stochastic Control Problems in Continuous Time 【年份(必填)】2001 【全文链接或数据库名称(选填)】http://link.sp ...2014-9-28 14:03 - violinangel - 求助成功区
Merton continuous time finance课件
3 个回复 - 1892 次查看 continuous time finance的大致内容，每章的课件2009-12-17 23:44 - wangzzss - 金融学（理论版）
3 个回复 - 1892 次查看 continuous time finance的大致内容，每章的课件2009-12-17 23:44 - wangzzss - 金融学（理论版）
Big Data Challenges of High-Dimensional Continuous-Time Mean-Variance Portfolio
1 个回复 - 605 次查看 【作者(必填)】Mei Choi Chiu， Chi Seng Pun， Hoi Ying Wong 【文题(必填)】 Big Data Challenges of High-Dimensional Continuous-Time Mean-Variance Portfolio Selection and a Remedy 【年份(必填)】 ...2017-4-4 11:10 - 一品小猪 - 求助成功区
1 个回复 - 605 次查看 【作者(必填)】Mei Choi Chiu， Chi Seng Pun， Hoi Ying Wong 【文题(必填)】 Big Data Challenges of High-Dimensional Continuous-Time Mean-Variance Portfolio Selection and a Remedy 【年份(必填)】 ...2017-4-4 11:10 - 一品小猪 - 求助成功区
Approximations and boundary conditions for continuous-time threshold autoregress
2 个回复 - 763 次查看 【作者(必填)】 【文题(必填)】Approximations and boundary conditions for continuous-time threshold autoregressive processes 【年份(必填)】 【全文链接或数据库名称(选填)】https://www.cambridge.org ...2016-12-27 09:56 - ssylzz - 求助成功区
2 个回复 - 763 次查看 【作者(必填)】 【文题(必填)】Approximations and boundary conditions for continuous-time threshold autoregressive processes 【年份(必填)】 【全文链接或数据库名称(选填)】https://www.cambridge.org ...2016-12-27 09:56 - ssylzz - 求助成功区
发一本书：Arbitrage Theory in Continuous Time, 3rd
15 个回复 - 4785 次查看 十年的书，算是经典了。 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 Arbitrage 6 2.1.3 Co ...2010-10-23 00:47 - akoug - 经济金融数学专区
15 个回复 - 4785 次查看 十年的书，算是经典了。 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 Arbitrage 6 2.1.3 Co ...2010-10-23 00:47 - akoug - 经济金融数学专区
（书）Continuous-time Stochastic Control and Optimization with Financial Applica
4 个回复 - 1144 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
4 个回复 - 1144 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 - 5810 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）
4 个回复 - 5810 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）
continuous-time principal-agent
5 个回复 - 1002 次查看 【作者(必填)】Kang, Lening 【文题(必填)】Nash equilibria in the continuous-time principal-agent problem with multiple principals 【年份(必填)】 MICHIGAN STATE UNIVERSITY, 2013, 161 pages; 3587 ...2014-6-15 09:06 - 2008feier - 求助成功区
5 个回复 - 1002 次查看 【作者(必填)】Kang, Lening 【文题(必填)】Nash equilibria in the continuous-time principal-agent problem with multiple principals 【年份(必填)】 MICHIGAN STATE UNIVERSITY, 2013, 161 pages; 3587 ...2014-6-15 09:06 - 2008feier - 求助成功区
Contract Theory in Continuous-Time Models
10 个回复 - 2663 次查看 【作者(必填)】Jaksa Cvitanic, Jianfeng Zhang 【文题(必填)】Contract Theory in Continuous-Time Models 【年份(必填)】2011 或 2012 【全文链接或数据库名称(选填)】http://www.amazon.com/Contract-Th ...2012-12-27 00:22 - baolenmeng - 求助成功区
10 个回复 - 2663 次查看 【作者(必填)】Jaksa Cvitanic, Jianfeng Zhang 【文题(必填)】Contract Theory in Continuous-Time Models 【年份(必填)】2011 或 2012 【全文链接或数据库名称(选填)】http://www.amazon.com/Contract-Th ...2012-12-27 00:22 - baolenmeng - 求助成功区
免費 Modelling Stock Market Volatility -Bridging the Gap to Continuous Time
4 个回复 - 1232 次查看 Modelling Stock Market Volatility: Bridging the Gap to Continuous TimePeter H. Rossi (Editor) Publication Date: November 18, 1996 | ISBN-10: 0125982755 | ISBN-13: 978-0125982757 | Editio ...2013-11-12 00:24 - martinnyj - 金融学（理论版）
4 个回复 - 1232 次查看 Modelling Stock Market Volatility: Bridging the Gap to Continuous TimePeter H. Rossi (Editor) Publication Date: November 18, 1996 | ISBN-10: 0125982755 | ISBN-13: 978-0125982757 | Editio ...2013-11-12 00:24 - martinnyj - 金融学（理论版）
bjork book arbitrage theory in continuous time
1 个回复 - 1512 次查看 rt bjork 's textbook2015-10-25 12:24 - hqs811 - 金融学（理论版）
1 个回复 - 1512 次查看 rt bjork 's textbook2015-10-25 12:24 - hqs811 - 金融学（理论版）
Smooth Ambiguity Aversion toward Small Risks and Continuous-Time Recursive U
1 个回复 - 771 次查看 【作者(必填)】Costis Skiadas 【文题(必填)】Smooth Ambiguity Aversion toward Small Risks and Continuous-Time Recursive Utility 【年份(必填)】 2013 【全文链接或数据库名称(选填)】http://www.jsto ...2016-1-26 18:16 - blueskyy - 求助成功区
1 个回复 - 771 次查看 【作者(必填)】Costis Skiadas 【文题(必填)】Smooth Ambiguity Aversion toward Small Risks and Continuous-Time Recursive Utility 【年份(必填)】 2013 【全文链接或数据库名称(选填)】http://www.jsto ...2016-1-26 18:16 - blueskyy - 求助成功区
Financial Markets in Continuous Time
3 个回复 - 2600 次查看 By Rose-Anne Dana, Monique Jeanblanc Publisher: SpringerNumber Of Pages: 336Publication Date: 2007-07Sales Rank: 3575331ISBN / ASIN: 354071149XEAN: 9783540711490Binding: PaperbackMa ...2007-7-4 18:28 - zhushiyou - 计量经济学与统计软件
3 个回复 - 2600 次查看 By Rose-Anne Dana, Monique Jeanblanc Publisher: SpringerNumber Of Pages: 336Publication Date: 2007-07Sales Rank: 3575331ISBN / ASIN: 354071149XEAN: 9783540711490Binding: PaperbackMa ...2007-7-4 18:28 - zhushiyou - 计量经济学与统计软件
arbitrage theory in continuous time免费下载
17 个回复 - 4067 次查看 [local]Arbitrage Theory in Continuous Time (Oxford Finance) (Hardcover) by Tomas Bjork (Author) "The main project in this book consists in studying theoretical pricing models for those financial ass ...2010-12-10 14:45 - jlwangsdu - 计量经济学与统计软件
17 个回复 - 4067 次查看 [local]Arbitrage Theory in Continuous Time (Oxford Finance) (Hardcover) by Tomas Bjork (Author) "The main project in this book consists in studying theoretical pricing models for those financial ass ...2010-12-10 14:45 - jlwangsdu - 计量经济学与统计软件
免费Foundations of Risk Analysis & Financial Markets in Continuous Time
8 个回复 - 2301 次查看 易盘下载: http://www.163pan.com/files/j0d000n04.html 文件名称: Foundations of Risk Analysis.pdf 文件介绍: Author:Terje Aven,John Wiley&Sons,198Pages,PDF ==============================2010-6-19 04:10 - soundleon - 金融学（理论版）
8 个回复 - 2301 次查看 易盘下载: http://www.163pan.com/files/j0d000n04.html 文件名称: Foundations of Risk Analysis.pdf 文件介绍: Author:Terje Aven,John Wiley&Sons,198Pages,PDF ==============================2010-6-19 04:10 - soundleon - 金融学（理论版）
Arbitrage Theory in Continuous Time_Tomas Bjork
2 个回复 - 1766 次查看 Arbitrage Theory in Continuous Time_Tomas Bjork2013-12-1 20:34 - ryomajk - 论文版
2 个回复 - 1766 次查看 Arbitrage Theory in Continuous Time_Tomas Bjork2013-12-1 20:34 - ryomajk - 论文版
Stochastic calculus for finance II.. Continuous-time models
24 个回复 - 12585 次查看 <P>djvu格式</P> <P></P><br> [此贴子已经被作者于2007-6-24 10:04:26编辑过]2007-6-16 11:51 - starinmind - 计量经济学与统计软件
24 个回复 - 12585 次查看 <P>djvu格式</P> <P></P><br> [此贴子已经被作者于2007-6-24 10:04:26编辑过]2007-6-16 11:51 - starinmind - 计量经济学与统计软件
Robert C. Merton Continuous-Time Finance Revised Edition
6 个回复 - 3264 次查看 Robert C. Merton Continuous-Time Finance Revised Edition2009-12-1 16:27 - charlie19872011 - 金融学（理论版）
6 个回复 - 3264 次查看 Robert C. Merton Continuous-Time Finance Revised Edition2009-12-1 16:27 - charlie19872011 - 金融学（理论版）
