Continuous stochastic calculuswith applications to finance 1 个回复 - 1367 次查看
The current, prolonged boom in the US and European stock markets has increased
interest in the mathematics of security markets most notably the theory of stochastic
integration. Existing books o ...2019-5-22 21:48 - dongdong1010 - 经济金融数学专区
Stochasticcalculuswith infinitesimals (高清 6 个回复 - 1308 次查看Stochastic analysis is not only a thriving area of pure mathematics with intriguing connections to partial differential equations and differential geometry. It also has numerous applications in the na ...2014-10-10 12:09 - danhan1991 - MATLAB等数学软件专版
Financial Engineering withStochastic 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