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The Malliavin Calculus and Related Topics
2 个回复 - 2151 次查看 The Malliavin Calculus and Related Topics (Probability and its Applications) (2006)[David Nualart]2014-8-21 00:07 - 天狮 - 计量经济学与统计软件
2 个回复 - 2151 次查看 The Malliavin Calculus and Related Topics (Probability and its Applications) (2006)[David Nualart]2014-8-21 00:07 - 天狮 - 计量经济学与统计软件
Malliavin Calculus in Finance Theory and Practice (2021)
6 个回复 - 1094 次查看 书籍Malliavin Calculus in Finance Theory and Practice (2021) 作者：Elisa Alos，David Garcia Lorite 出版时间：2021年7月 出版社：Chapman and Hall/CRC 内容简介：The objective of this book is ...2021-9-15 00:38 - douer2016007 - 管理科学
6 个回复 - 1094 次查看 书籍Malliavin Calculus in Finance Theory and Practice (2021) 作者：Elisa Alos，David Garcia Lorite 出版时间：2021年7月 出版社：Chapman and Hall/CRC 内容简介：The objective of this book is ...2021-9-15 00:38 - douer2016007 - 管理科学
Introduction to Malliavin Calculus
6 个回复 - 1725 次查看 新书《Introduction to Malliavin Calculus》 [*]Get access [*]David Nualart, University of Kansas , Eulalia Nualart, Universitat Pompeu Fabra, Barcelona [*]Publisher:Cambridge University ...2018-12-29 09:40 - 地下爆菊 - 金融工程（数量金融）与金融衍生品
6 个回复 - 1725 次查看 新书《Introduction to Malliavin Calculus》 [*]Get access [*]David Nualart, University of Kansas , Eulalia Nualart, Universitat Pompeu Fabra, Barcelona [*]Publisher:Cambridge University ...2018-12-29 09:40 - 地下爆菊 - 金融工程（数量金融）与金融衍生品
Malliavin Calculus and Stochastic Analysis
2 个回复 - 1518 次查看 Malliavin Calculus and Stochastic Analysis A Festschrift in Honor of David Nualart Editors: Viens, F., Feng, J., Hu, Y., Nualart , E. (Eds.) Springer US 2013 Its scope spans most uses of the Mal ...2015-11-10 09:14 - SleepyTom - 金融工程（数量金融）与金融衍生品
2 个回复 - 1518 次查看 Malliavin Calculus and Stochastic Analysis A Festschrift in Honor of David Nualart Editors: Viens, F., Feng, J., Hu, Y., Nualart , E. (Eds.) Springer US 2013 Its scope spans most uses of the Mal ...2015-11-10 09:14 - SleepyTom - 金融工程（数量金融）与金融衍生品
Introduction to Stochastic Analysis and Malliavin Calculus
3 个回复 - 1819 次查看 Introduction to Stochastic Analysis and Malliavin Calculus by Giuseppe Da Prato [*]Based on several years teaching experience [*]Revised edition of two previous publications [*]Includes sev ...2015-3-1 04:36 - SleepyTom - 金融工程（数量金融）与金融衍生品
3 个回复 - 1819 次查看 Introduction to Stochastic Analysis and Malliavin Calculus by Giuseppe Da Prato [*]Based on several years teaching experience [*]Revised edition of two previous publications [*]Includes sev ...2015-3-1 04:36 - SleepyTom - 金融工程（数量金融）与金融衍生品
Malliavin Calculus For Levy Processes With Applications To Finance(Nunno)
4 个回复 - 4083 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
4 个回复 - 4083 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
Malliavin Calculus with Applications to SPDE
2 个回复 - 1890 次查看 Marta Sanz-Solé,2005, CRC Press. Contents Introduction .......................................................v Chapter 1 Integration by Parts and Absolute Continuity of Probability Laws 1 C ...2010-4-10 06:26 - ctex777 - 金融工程（数量金融）与金融衍生品
2 个回复 - 1890 次查看 Marta Sanz-Solé,2005, CRC Press. Contents Introduction .......................................................v Chapter 1 Integration by Parts and Absolute Continuity of Probability Laws 1 C ...2010-4-10 06:26 - ctex777 - 金融工程（数量金融）与金融衍生品
Introduction to Stochastic Analysis and Malliavin Calculus
1 个回复 - 2154 次查看 Introduction to Stochastic Analysis and Malliavin Calculus, 2014 Authors: Da Prato, Giuseppe This volume presents an introductory course on differential stochastic equations and Malliavin calcul ...2015-11-10 09:11 - SleepyTom - 金融工程（数量金融）与金融衍生品
1 个回复 - 2154 次查看 Introduction to Stochastic Analysis and Malliavin Calculus, 2014 Authors: Da Prato, Giuseppe This volume presents an introductory course on differential stochastic equations and Malliavin calcul ...2015-11-10 09:11 - SleepyTom - 金融工程（数量金融）与金融衍生品
Malliavin Calculus and Stochastic Analysis
7 个回复 - 1476 次查看 【作者(必填)】Viens, F.; Feng, J.; Hu, Y.; Nualart , E. (Eds.) 【文题(必填)】Malliavin Calculus and Stochastic Analysis (A Festschrift in Honor of David Nualart ) 【年份(必填)】2013, XI, 583 p. ...2013-3-1 21:03 - weilinhy - 求助成功区
7 个回复 - 1476 次查看 【作者(必填)】Viens, F.; Feng, J.; Hu, Y.; Nualart , E. (Eds.) 【文题(必填)】Malliavin Calculus and Stochastic Analysis (A Festschrift in Honor of David Nualart ) 【年份(必填)】2013, XI, 583 p. ...2013-3-1 21:03 - weilinhy - 求助成功区
Introduction to Malliavin Calculus完整版
4 个回复 - 3588 次查看 这书前两天已经有人免费发了大部分（http://bbs.pinggu.org/thread-6848206-1-1.html），余下的小部分我悬赏拿到了（http://bbs.pinggu.org/thread-6852790-1-1.html），完整的整合版放这里象征性收1个论坛币分享给大 ...2019-1-1 17:36 - crossbone254 - 经济金融数学专区
4 个回复 - 3588 次查看 这书前两天已经有人免费发了大部分（http://bbs.pinggu.org/thread-6848206-1-1.html），余下的小部分我悬赏拿到了（http://bbs.pinggu.org/thread-6852790-1-1.html），完整的整合版放这里象征性收1个论坛币分享给大 ...2019-1-1 17:36 - crossbone254 - 经济金融数学专区
【随机分析】 Stochastic Analysis : Ito and Malliavin Calculus in Tandem (2016)
40 个回复 - 14520 次查看 Stochastic Analysis Itô and Malliavin Calculus in Tandem AUTHORS: Hiroyuki Matsumoto, Aoyama Gakuin University, Japan Setsuo Taniguchi, Kyushu University, Japan Thanks to the driving ...2017-1-12 06:54 - cmwei333 - 金融学（理论版）
40 个回复 - 14520 次查看 Stochastic Analysis Itô and Malliavin Calculus in Tandem AUTHORS: Hiroyuki Matsumoto, Aoyama Gakuin University, Japan Setsuo Taniguchi, Kyushu University, Japan Thanks to the driving ...2017-1-12 06:54 - cmwei333 - 金融学（理论版）
Malliavin Calculus for Lévy Processes with Applications to Finance
3 个回复 - 2262 次查看 Malliavin Calculus for Lévy Processes with Applications to Finance Giulia Di Nunno, Bernt Øksendal, Frank Proske While the original works on Malliavin calculus aimed to study the smoothne ...2013-11-14 19:00 - edwardng - 金融工程（数量金融）与金融衍生品
3 个回复 - 2262 次查看 Malliavin Calculus for Lévy Processes with Applications to Finance Giulia Di Nunno, Bernt Øksendal, Frank Proske While the original works on Malliavin calculus aimed to study the smoothne ...2013-11-14 19:00 - edwardng - 金融工程（数量金融）与金融衍生品
Malliavin Calculus for Lévy Processes with Applications to Finance
2 个回复 - 2101 次查看 Malliavin Calculus for Lévy Processes with Applications to Finance by G. D. Nunno, B. Øksendal, and F. Proske [*]Covers Malliavin Calculus for both Brownian noise and Lévy type of no ...2015-3-1 04:34 - SleepyTom - 金融工程（数量金融）与金融衍生品
2 个回复 - 2101 次查看 Malliavin Calculus for Lévy Processes with Applications to Finance by G. D. Nunno, B. Øksendal, and F. Proske [*]Covers Malliavin Calculus for both Brownian noise and Lévy type of no ...2015-3-1 04:34 - SleepyTom - 金融工程（数量金融）与金融衍生品
Malliavin Calculus for Lévy Processes with Applications to Finance
3 个回复 - 2616 次查看 Malliavin Calculus for Lévy Processes with Applications to Finance Authors: Di Nunno, Giulia, Øksendal, Bernt, Proske, Frank Springer-Verlag Berlin Heidelberg 2009 Covers Malliavin Cal ...2015-11-10 09:16 - SleepyTom - 金融工程（数量金融）与金融衍生品
3 个回复 - 2616 次查看 Malliavin Calculus for Lévy Processes with Applications to Finance Authors: Di Nunno, Giulia, Øksendal, Bernt, Proske, Frank Springer-Verlag Berlin Heidelberg 2009 Covers Malliavin Cal ...2015-11-10 09:16 - SleepyTom - 金融工程（数量金融）与金融衍生品
Malliavin Calculus for Lévy Processes with Applications to Finance 清晰版
3 个回复 - 2669 次查看 比较简单的一本Malliavin 书 作者： Di Nunno, Øksendal and Proske 截图：2010-4-11 09:58 - 111222xy - 金融学（理论版）
3 个回复 - 2669 次查看 比较简单的一本Malliavin 书 作者： Di Nunno, Øksendal and Proske 截图：2010-4-11 09:58 - 111222xy - 金融学（理论版）
The Malliavin Calculus and Related Topics 2nd Edition
1 个回复 - 1844 次查看 The Malliavin Calculus and Related Topics 2nd Edition Authors: Nualart, David Springer-Verlag Berlin Heidelberg 2006 There have been ten years since the publication of the ?rst edition of thi ...2015-11-10 09:23 - SleepyTom - 金融工程（数量金融）与金融衍生品
1 个回复 - 1844 次查看 The Malliavin Calculus and Related Topics 2nd Edition Authors: Nualart, David Springer-Verlag Berlin Heidelberg 2006 There have been ten years since the publication of the ?rst edition of thi ...2015-11-10 09:23 - SleepyTom - 金融工程（数量金融）与金融衍生品
Nualart D.Malliavin Calculus and Related Topics
1 个回复 - 1389 次查看 Nualart D.Malliavin Calculus and Related Topics2015-3-16 16:07 - 执子之手@ - 经济金融数学专区
1 个回复 - 1389 次查看 Nualart D.Malliavin Calculus and Related Topics2015-3-16 16:07 - 执子之手@ - 经济金融数学专区
Calculation of the Greeks by Malliavin Calculus
3 个回复 - 1834 次查看 Calculation of the Greeks by Malliavin Calculus 一本很好的关于Greeks的书，但就是太理论了，大家看着玩吧 需要Martingale理论2014-7-3 11:45 - Zephyr15 - 金融学（理论版）
3 个回复 - 1834 次查看 Calculation of the Greeks by Malliavin Calculus 一本很好的关于Greeks的书，但就是太理论了，大家看着玩吧 需要Martingale理论2014-7-3 11:45 - Zephyr15 - 金融学（理论版）
Application of Malliavin calculus to Monte Carlo methods in finance
3 个回复 - 1571 次查看 这篇论文主要讲的是malliavin calculus在金融上的应用，发表之后在该领域被无数次引用，其中一个作者是菲尔兹奖得住。2012-5-12 20:36 - luyi_6161 - 金融工程（数量金融）与金融衍生品
3 个回复 - 1571 次查看 这篇论文主要讲的是malliavin calculus在金融上的应用，发表之后在该领域被无数次引用，其中一个作者是菲尔兹奖得住。2012-5-12 20:36 - luyi_6161 - 金融工程（数量金融）与金融衍生品
Malliavin Calculus for Levy Process
5 个回复 - 2387 次查看 上传一个关于Malliavin计算的书，希望对大家有所帮助2010-5-18 21:22 - 665198 - 经济金融数学专区
5 个回复 - 2387 次查看 上传一个关于Malliavin计算的书，希望对大家有所帮助2010-5-18 21:22 - 665198 - 经济金融数学专区
Denis R; The Malliavin calculus
0 个回复 - 888 次查看 请问谁有这本书的电子版？谢谢！ Bell, Denis R; The Malliavin calculus. Reprint of the 1987 edition. Dover Publications, Inc., Mineola, NY, 2006.2012-5-10 23:20 - lehe - 悬赏大厅
0 个回复 - 888 次查看 请问谁有这本书的电子版？谢谢！ Bell, Denis R; The Malliavin calculus. Reprint of the 1987 edition. Dover Publications, Inc., Mineola, NY, 2006.2012-5-10 23:20 - lehe - 悬赏大厅
malliavin calculus的经典好书
1 个回复 - 1119 次查看 Introduction 1 1 Analysis on the Wiener space 3 2 Regularity of probability laws 85 3 Anticipating stochastic calculus 169 4 Transformations of the Wiener measure 225 5 Fractional Brownian ...2012-4-27 17:22 - luyi_6161 - 经管书评
1 个回复 - 1119 次查看 Introduction 1 1 Analysis on the Wiener space 3 2 Regularity of probability laws 85 3 Anticipating stochastic calculus 169 4 Transformations of the Wiener measure 225 5 Fractional Brownian ...2012-4-27 17:22 - luyi_6161 - 经管书评
Malliavin Calculus in Finance
4 个回复 - 2455 次查看 Malliavin Calculus 在理论数理金融中是非常基本的工具，它和鞅表现定理和Clark－Ocone定理的关系构成了维纳空间中分析的数理基础，不过这个可能技术性比较强。。。 版主行行好，照顾照顾哟2005-5-9 10:11 - zilch - 金融学（理论版）
4 个回复 - 2455 次查看 Malliavin Calculus 在理论数理金融中是非常基本的工具，它和鞅表现定理和Clark－Ocone定理的关系构成了维纳空间中分析的数理基础，不过这个可能技术性比较强。。。 版主行行好，照顾照顾哟2005-5-9 10:11 - zilch - 金融学（理论版）
The Malliavin Calculus and Related Topics
6 个回复 - 5437 次查看 The Malliavin calculus (or stochastic calculus of variations) is an infinite-dimensional differential calculus on a Gaussian space. Originally, it was developed to provide a probabilistic proof to H ...2009-3-13 16:08 - wellhandsome - 经济金融数学专区
6 个回复 - 5437 次查看 The Malliavin calculus (or stochastic calculus of variations) is an infinite-dimensional differential calculus on a Gaussian space. Originally, it was developed to provide a probabilistic proof to H ...2009-3-13 16:08 - wellhandsome - 经济金融数学专区
Malliavin Calculus for Lévy Processes with Applications to Finance
4 个回复 - 2138 次查看 被版主扣了太多分数 所以卖贵点了 见谅 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 Part I The Continuous Case: Brownian Motio ...2010-3-29 05:02 - weilinhy - 经管书评
4 个回复 - 2138 次查看 被版主扣了太多分数 所以卖贵点了 见谅 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 Part I The Continuous Case: Brownian Motio ...2010-3-29 05:02 - weilinhy - 经管书评
Malliavin Calculus in Finance
0 个回复 - 1450 次查看 Malliavin Calculus in Finance Arturo Kohatsu-Higa?and Miquel Montero Department of Economics,Universitat Pompeu Fabra, Ramo′n Trias Fargas 25-27,08005 Barcelona,Spain Departament de F′?sica Fona ...2010-8-31 00:11 - guanyue812 - 金融工程（数量金融）与金融衍生品
0 个回复 - 1450 次查看 Malliavin Calculus in Finance Arturo Kohatsu-Higa?and Miquel Montero Department of Economics,Universitat Pompeu Fabra, Ramo′n Trias Fargas 25-27,08005 Barcelona,Spain Departament de F′?sica Fona ...2010-8-31 00:11 - guanyue812 - 金融工程（数量金融）与金融衍生品
[分享]Malliavin calculus
19 个回复 - 4458 次查看 <br/>经典的随机分析教材，学习金融不可少的但又难得的第一资料。2008-5-20 16:52 - qh19810 - 经济金融数学专区
19 个回复 - 4458 次查看 <br/>经典的随机分析教材，学习金融不可少的但又难得的第一资料。2008-5-20 16:52 - qh19810 - 经济金融数学专区
