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Financial Modeling - A Backward Stochastic Differential Equations Perspective
4 个回复 - 1860 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）

Backward stochastic differential equations with reflection and Dynkin games
2 个回复 - 1800 次查看【作者(必填)】 J Cvitanić, I Karatzas 【文题(必填)】 Backward stochastic differential equations with reflection and Dynkin games 【年份(必填)】 1996 【全文链接或数据库名称(选填)】Annals ...2015-8-12 14:52 - feiyufans - 求助成功区

免费 Financial_Modeling_A_Backward_Stochastic_Differential_Equations_Perspectiv
7 个回复 - 1714 次查看免费分享图书2014-6-8 13:42 - shixuejun216 - 金融学（理论版）

Backward stochastic differential equations actuarial and financial applications
2 个回复 - 1498 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

Simulation and Inference for Stochastic Differential Equations With R Examples
3 个回复 - 1464 次查看 Stefano M. Iacus Simulation and Inference for Stochastic Differential Equations With R Examples2014-10-23 21:22 - li_mao - 计量经济学与统计软件

Financial Modeling A Backward Stochastic Differential Equations Perspective
3 个回复 - 1164 次查看 A good book that use martingale approach.2014-11-30 14:39 - luie1168e - 金融学（理论版）

stochastic differential equations with markovian switching
2 个回复 - 2268 次查看 2014-11-28 11:13 - toumer - 经济金融数学专区

Avner Friedman Stochastic Differential Equations and Applications Vol 2
2 个回复 - 2190 次查看 Avner Friedman Stochastic Differential Equations and Applications Vol 22015-6-4 11:06 - luie1168e - 金融学（理论版）

Backward Stochastic Differential Equations with Jumps and Their Actuarial and Fi
1 个回复 - 1888 次查看 Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications Authors: Delong, Łukasz Backward stochastic differential equations with jumps can be used ...2015-6-7 00:28 - SleepyTom - 金融工程（数量金融）与金融衍生品

Financial Modeling A Backward Stochastic Differential Equations Perspective
3 个回复 - 2610 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

2014新书发布： Stochastic Calculus and Differential Equations for Finance
10 个回复 - 4242 次查看 Stochastic Calculus and Differential Equations for Physics and Finance [Hardcover] Joseph L. McCauley (Author) Be the first to review this item [hr] Book Description Publication ...2013-12-31 17:24 - rmatrix - 金融工程（数量金融）与金融衍生品

Simulation and Inference for Stochastic Differential Equations - With R Examples
4 个回复 - 1864 次查看 Simulation and Inference for Stochastic Differential Equations - With R Examples2016-9-1 12:34 - jinshansi - R语言论坛

Stochastic-Differential-Equations-Simulation-and-Inference_Iacus
8 个回复 - 1833 次查看 Stochastic-Differential-Equations-Simulation-and-Inference_Iacus2016-10-16 13:15 - fymmwyw1 - 金融学（理论版）

Numerical Solution of Stochastic Differential Equations with Jumps in Finance
5 个回复 - 2688 次查看 Numerical Solution of Stochastic Differential Equations with Jumps in Finance Authors: Platen, Eckhard, Bruti-Liberati, Nicola In financial and actuarial modeling and other areas of applic ...2015-6-7 00:53 - SleepyTom - 金融工程（数量金融）与金融衍生品

An Introduction to Stochastic Differential Equations
7 个回复 - 2741 次查看 This short book provides a quick, but very readable introduction to stochastic differential equations, that is, to differential equations subject to additive "white noise" and related random disturban ...2017-6-14 17:34 - nivastuli - 金融学（理论版）

stochastic differential equations_an introduction with applications by Oksendal
6 个回复 - 2327 次查看 stochastic differential equations_an introduction with applications by Oksendal2016-9-27 06:28 - victorialucky - 金融学（理论版）

欧洲精算研究院丛书Backward Stochastic Differential Equations with Jumps and Thei
3 个回复 - 2419 次查看 Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance.Part I of this book presents the theory of BSDEs with Lipschitz generators driven by a ...2015-4-16 19:16 - lasgpope - Forum

Financial Modeling A Backward Stochastic Differential Equations Perspective(Crep
3 个回复 - 1412 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

Numerical Solution of Stochastic Differential Equations with Jumps in Finance
18 个回复 - 5416 次查看 Eckhard Platen, Nicola Bruti-Liberati - Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Stochastic Modelling and Applied Probability) In financial and actuarial m ...2010-11-9 21:33 - terrytong - 经济金融数学专区

Estimation and Control Problems for Stochastic Partial Differential Equations
2 个回复 - 1198 次查看 Pavel S. Knopov • Olena N. Deriyeva Estimation and Control Problems for Stochastic Partial Differential Equations2014-10-24 21:00 - li_mao - 经济金融数学专区

Stochastic Partial Differential Equations and Applications
2 个回复 - 3479 次查看 Editorial ReviewsReviewThe book contains 25 contributions (of about twenty pages each) including new results as well as surveys and reviews of problems in questions so that the reader can get a feelin ...2015-8-20 20:29 - nelsoncwlee - 量化投资

Stochastic Partial Differential Equations: An Introduction
1 个回复 - 2752 次查看 This book provides an introduction to the theory of stochastic partial differential equations (SPDEs) of evolutionary type. SPDEs are one of the main research directions in probability theory with s ...2015-10-11 23:14 - exuan1991 - 计量经济学与统计软件

Stochastic Partial Differential Equations An Introduction (Universitext) 1st ed.
8 个回复 - 3696 次查看 Stochastic Partial Differential Equations An Introduction (Universitext) 1st ed. 2015 Edition {PRG}2016-1-12 11:12 - kexinkeqing - 经济金融数学专区

【2014新书】Analysis of Stochastic Partial Differential Equations
98 个回复 - 14832 次查看【2014新书】Analysis of Stochastic Partial Differential Equations Book 图书名称：Analysis of Stochastic Partial Differential Equations Author 作者：Davar Khoshnevisan Publisher 出版社：American ...2015-6-16 08:28 - kychan - 经济金融数学专区

Stochastic Differential Equations by Gihman and Skorohod
8 个回复 - 3270 次查看【作者(必填)】Iosif I. Gihman & Anatolij V. Skorohod 【文题(必填)】Stochastic Differential Equations 【年份(必填)】1972, Springer 【ISBN(选填)】978-3-642-88266-1 【全文链接或数据库名称(选填 ...2019-3-5 08:18 - SleepyTom - 文献求助专区

Stochastic Integration and Differential Equations
5 个回复 - 9442 次查看【作者(必填)】Philip E. Protter 【文题(必填)】Stochastic Integration and Differential Equations 【年份(必填)】2003 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.1007%2F978-3- ...2014-9-29 04:07 - violinangel - 求助成功区

Stochastic Integration And Differential Equations 2ed Protter P E
14 个回复 - 16087 次查看经过ocr处理的扫描版，挺清楚，无黑边。请看截图：目录： Introduction. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 I Preliminarie ...2010-4-19 11:06 - 111222xy - 经济金融数学专区

Forward-Backward Stochastic Differential Equations and Their Applications
13 个回复 - 4692 次查看 Forward-Backward Stochastic Differential Equations and Their Applications (Lecture Notes in Mathematics) By Jin Ma, Jiongmin Yong, Publisher: SpringerNumber Of Pages: 270Publication Date ...2007-7-13 20:19 - zhushiyou - 计量经济学与统计软件

Stochastic Differential Equations and Diffusion Processes
14 个回复 - 15017 次查看 Nobuyuki Ikeda, Shinzo Watanabe, "Stochastic Differential Equations and Diffusion Processes"Elsevier Science Ltd | 1981 Contents Chapter I. Preliminaries 1 1. Basic notions and notations 1 2. Pro ...2010-9-22 00:26 - ljzx - 金融学（理论版）

Stochastic Integration and Differential Equations
3 个回复 - 43492 次查看 Author: Philip E. Protter [*]Hardcover: 421 pages [*]Publisher: Springer; 2nd ed. 2003. Corr. 3rd printing 2005 edition (March 4 2005) [*]Language: German [*]ISBN-10: 3540003134 [*]ISBN-13: 978 ...2014-2-5 06:51 - zou2655503 - 计量经济学与统计软件

Stochastic Integration and Differential Equations
18 个回复 - 6742 次查看 Stochastic Integration and Differential Equations ISBN: 3540003134Title: Stochastic Integration and Differential EquationsAuthor: Philip E. ProtterPublisher: SpringerPublication Date: 2005-05-24Number ...2007-7-13 20:24 - zhushiyou - 计量经济学与统计软件

Stochastic differential equations and applications(Mao Xuerong)
20 个回复 - 10276 次查看 Stochastic differential equations and applications(Mao Xuerong)第二版清晰版2011-12-24 09:25 - mathmli - 经济金融数学专区

Stochastic integration and differential equations by Philip E. Protter
2 个回复 - 833 次查看 2021-11-19 22:32 - 萌特卡洛 - 新手入门区

Stochastic differential equations_ an introduction with applications
7 个回复 - 4420 次查看金融学英文经典教材It is a serious introduction that starts with fundamental measure-theoretic concepts and ends, coincidentally, with the Black-Scholes formula as one of several examples of applicatio ...2015-2-25 00:53 - 大蒜头真大 - 金融学（理论版）

Bernt Øksendal - Stochastic differential equations_ an introducti
0 个回复 - 1166 次查看 (Universitext) Bernt Øksendal - Stochastic differential equations_ an introduction with applications-Springer (2010)+6th_ed 投资学、期权期货、金融工程等等的专业shi2019-12-30 08:52 - 汗青一木 - 金融学（理论版）

stochastic differential equations with markovian switching评价
2 个回复 - 840 次查看 stochastic differential equations with markovian switching这本书出自大师毛雪荣之手，写得可谓是由浅入深，分析的非常到位，是研究随机方面不可多得的一本好书啊~！！！2015-8-2 11:11 - 小猴大魔王 - 休闲灌水

雍炯敏-Forward-Backward Stochastic Differential Equations and Their Application
33 个回复 - 11244 次查看 这是雍炯敏教授关于倒向随机微分方程的书是英文教材由著名的施普瑞林出版社出版的倒向随机微分应该是现在数理金融一个比较新的方向吧<p ...2008-4-16 11:26 - ypgordon - 经济金融数学专区

Lp solutions of anticipated backward stochastic differential equations under mon
4 个回复 - 1063 次查看【作者(必填)】Feng Hua* & Zengjing Chenb 【文题(必填)】Lp solutions of anticipated backward stochastic differential equations under monotonicity and general increasing conditions 【年份(必填)】V ...2016-2-28 13:44 - wangt_1997 - 求助成功区

Stochastic Partial Differential Equations and Related Fields
26 个回复 - 1118 次查看 English | PDF | 2018 | 565 Pages | ISBN : 3319749285 This Festschrift contains six research surveys and thirty-three shorter contributions by participants of the conference ''Stochastic Partial Dif ...2018-7-9 15:18 - igs816 - 经管书评

[分享] Simulation and Inference for Stochastic Differential Equations: With R Exa
41 个回复 - 14302 次查看 Simulation and Inference for Stochastic Differential Equations: With R ExamplesSimulation and Inference for Stochastic Differential Equations: With R Examples (Springer Series in Statistics)By Stefano ...2009-5-1 15:26 - dwl001 - R语言论坛

Stochastic Integration and Stochastic Differential Equations
11 个回复 - 2419 次查看 Stochastic Integration and Stochastic Differential Equations2016-1-12 11:11 - kexinkeqing - 经济金融数学专区

随机微分方程及其数值方法《Stochastic and partial differential equations with a》
2 个回复 - 1911 次查看《Stochastic and partial differential equations with adapted numerics》作者：Goodman etc. 出版日期：20042011-9-28 01:30 - wpemk - 金融学（理论版）

Simulation and Inference for Stochastic Differential Equations: With R Examples
3 个回复 - 3146 次查看 Simulation and Inference for Stochastic Differential Equations: With R Examples2010-9-12 12:46 - mathliudz - 金融学（理论版）

求书《Backward Stochastic Differential Equations With Jumps And Applications》
1 个回复 - 1715 次查看求书，价格好商量司徒荣的《Backward Stochastic Differential Equations With Jumps And Applications》完整版，网上有一个版本，但是少几页2011-5-29 23:04 - xuruilong100 - 金融工程（数量金融）与金融衍生品

Discretization and simulation of stochastic differential equations
1 个回复 - 719 次查看【作者(必填)】【文题(必填)】Discretization and simulation of stochastic differential equations 【年份(必填)】【全文链接或数据库名称(选填)】http://link.springer.com/article/10.1007%2FBF01438 ...2014-10-22 10:55 - ssylzz - 求助成功区

Simulation and Inference for Stochastic Differential Equations With R Examples
0 个回复 - 893 次查看 Stefano M. Iacus Simulation and Inference for Stochastic Differential Equations With R Examples2014-10-17 21:19 - li_mao - 计量经济学与统计软件

Stochastic Integration and Differential Equations
4 个回复 - 1125 次查看【作者(必填)】Philip E. Protter 【文题(必填)】Stochastic Integration and Differential Equations 【年份(必填)】2003 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.1007%2F978-3- ...2014-9-28 14:01 - violinangel - 求助成功区

Stochastic differential equations with Markovian switching
4 个回复 - 3755 次查看相关词条：switching, Markovian, Stochastic, differential, equations 我也想创建词条赚积分【题名】：Stochastic differential equations with Markovian switching 【作者】：Xuerong Mao,Chenggui ...2010-11-9 14:00 - blueswind - 文献求助专区

Stochastic Integration and Differential Equations
6 个回复 - 2578 次查看绝好的入门书。。。作者原来在普渡，现在康纳尔2009-8-25 14:17 - chengjian1986 - 计量经济学与统计软件

求：Theory of Stochastic Differential Equations with Jumps and Applications
1 个回复 - 1068 次查看全名：Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering ~ Situ Rong (作者) [*]出版社: Springer- ...2014-3-26 14:38 - 唐宋元清 - 求助成功区

Oksendal Stochastic differential equations 5ed 清晰版 and 6ed only for 2个币！！
7 个回复 - 3467 次查看最最简单的随机过程-(or 随机方程?) -研究生程度---入门 (本科生程度的入门,请看 http://www.pinggu.org/bbs/thread-712332-1-1.html ) 5ed不是扫描版哦! 我对比了第六版和第五版, 第六版正文没什 ...2010-2-12 14:27 - 111222xy - 金融学（理论版）

Numerical Solution of Stochastic Differential Equations with Jumps in Finance
1 个回复 - 908 次查看【作者(必填)】【文题(必填)】Numerical Solution of Stochastic Differential Equations with Jumps in Finance 【年份(必填)】 Quantitative Finance. Sep2013, Vol. 13 Issue 9, p1353-1355. 【全文链 ...2013-10-8 12:56 - ssylzz - 求助成功区

Numerical Solution of Stochastic Differential Equations (Stochastic Modelling an
7 个回复 - 3378 次查看【作者(必填)】 Peter E. Kloeden , Eckhard Platen 【文题(必填)】 Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability) 【年份(必填)】2010 ...2013-4-9 06:25 - johnzi0128 - 求助成功区

Stochastic Differential Equations and Processes
5 个回复 - 1000 次查看【作者(必填)】Zili, Mounir; Filatova, Darya V. 【文题(必填)】Stochastic Differential Equations and Processes 【年份(必填)】2010 【全文链接或数据库名称(选填)】http://www.springerlink.com/conte ...2012-10-20 20:09 - 352693585 - 求助成功区

Stochastic_Differential_Equations_and_Diffusion_Processes
4 个回复 - 2066 次查看 Stochastic Differential Equations and Diffusion Processes (North-Holland Mathematical Library) [Hardcover]Nobuyuki Ikeda (Author)2011-4-21 13:52 - pertain - 金融工程（数量金融）与金融衍生品

Stochastic Differential Equations and Applications , Xuerong Mao
1 个回复 - 1007 次查看 Stochastic Differential Equations and Applications Xuerong Mao 0 Reviews Woodhead Publishing, Dec 28, 2007 有大侠能提供下载吗? Thanks2012-10-18 21:09 - lehe - 求助成功区

Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations
0 个回复 - 1016 次查看有大侠能提供下载吗? Thanks Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations S. S. Artemiev, T. A. Averina 0 Reviews VSP, 1997 - 176 pages2012-10-18 21:14 - lehe - 悬赏大厅

Stochastic differential equations with Markovian switching
2 个回复 - 5404 次查看 Stochastic differential equations with Markovian switching 作者：Xuerong Mao,Chenggui Yuan 2006 Imperial College Press2010-11-8 23:53 - blueswind - 金融工程（数量金融）与金融衍生品

University of Oxford: Stochastic Differential Equations by Zhongmin Qian
4 个回复 - 2179 次查看 Stochastic Differential Equations, by Zhongmin Qian, Oxford University2011-12-9 18:57 - lgc_2001 - 经济金融数学专区

(抱歉重复贴），雍炯敏-Forward-Backward Stochastic Differential Equations and The
5 个回复 - 1568 次查看请求版主删除自己的帖子，非常抱歉重复了。我的资料是从其他途径获得，没看到已经有了，幸好没有人购买。2011-12-14 20:22 - active007 - 金融工程（数量金融）与金融衍生品

Oskendal Stochastic Differential Equations Solution Manual
1 个回复 - 1680 次查看请问谁有这本书的答案(Solution Manual), 多谢了。2010-12-2 05:18 - xingcheng60 - 金融学（理论版）

求STOCHASTIC DIFFERENTIAL EQUATIONS WITH MARKOVIAN SWITCHING
0 个回复 - 2887 次查看 STOCHASTIC DIFFERENTIAL EQUATIONS WITH MARKOVIAN SWITCHING by Xuerong Mao (University of Strathclyde, UK) & Chenggui Yuan (University of Wales Swansea, UK)2010-8-4 10:19 - ls1216 - 文献求助专区

公式修正：an introduction of stochastic differential equations,
0 个回复 - 1160 次查看这是一个好的入门英文材料，但发现了其中一处公式有误，已修正。2010-7-21 21:03 - fffa - 微观经济学

[推荐]Stochastic Integration and Stochastic Differential Equations
13 个回复 - 4055 次查看 作者不详，640 pages <a href="http://www.ma.utexas.edu/users/kbi/SDE/C_1.pdf" target="_blank" >http://www.ma.utexas.edu/users/kbi/SDE/C_1.pdf</A> ...2007-5-8 20:58 - ccpoo - 计量经济学与统计软件

[原创]Evans_Stochastic Differential Equations
5 个回复 - 3486 次查看 2008-9-27 14:23 - iu_ing - 经济金融数学专区

[求助]请问谁有Simulation and Inference for Stochastic Differential Equations
8 个回复 - 3180 次查看作者: Stefano M. Iacus日期: 2008ISBN: 978-0-387-75838-1页数: 286语言: English出版社: Springer 2008-8-16 12:25 - ypchen - R语言论坛

【下载】Evans L.C. Introduction to stochastic differential equations
1 个回复 - 2037 次查看 Evans L.C. Introduction to stochastic differential equations2010-1-19 01:05 - mcqsly - 经济金融数学专区

Picard Approximation of Stochastic Differential Equations and Application t...
0 个回复 - 250 次查看 2004-10-31 13:42 - wenO6ZTcp8ct6 - Forum

Ambit processes and stochastic partial differential equations-边界过程和随机偏微分方程
0 个回复 - 406 次查看 2004-10-28 22:55 - 军事战略285 - Forum

Ambit processes and stochastic partial differential equations
0 个回复 - 688 次查看 2004-10-28 00:24 - 民事诉讼法学397 - Forum

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