结果：找到“PDE pricing”相关内容7个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
PDE and Martingale Methods in Option Pricing
12 个回复 - 5777 次查看 如题，发新书。非扫描清晰版。此书会成为新的经典。免费！请管理员把原来的帖子删掉。2011-5-5 11:41 - magicjunwu - 经济金融数学专区
12 个回复 - 5777 次查看 如题，发新书。非扫描清晰版。此书会成为新的经典。免费！请管理员把原来的帖子删掉。2011-5-5 11:41 - magicjunwu - 经济金融数学专区
Option Pricing, Implementation using PDE Approach
1 个回复 - 1095 次查看 I am planning on a course project, regarding option pricing. Thus, I am asking for suggested references. The requirements are [*]consider early exercise (American Style) [*]consider path dependent o ...2015-7-17 03:32 - demonpiggy5 - 求助成功区
1 个回复 - 1095 次查看 I am planning on a course project, regarding option pricing. Thus, I am asking for suggested references. The requirements are [*]consider early exercise (American Style) [*]consider path dependent o ...2015-7-17 03:32 - demonpiggy5 - 求助成功区
[期权定价的PDE与鞅方法]PDE and Martingale Methods in Option Pricing
105 个回复 - 11667 次查看 This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. The text is designed for readers with a basic mathematical backgr ...2015-6-12 20:43 - lasgpope - 量化投资
105 个回复 - 11667 次查看 This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. The text is designed for readers with a basic mathematical backgr ...2015-6-12 20:43 - lasgpope - 量化投资
免費 Pricing Equity Derivatives under Stochastic Volatility - a pde approach
2 个回复 - 899 次查看 Pricing Equity Derivatives under Stochastic Volatility :A Partial Differential Equation Approach Roelof Sheppard March 23, 2007 1 Introduction 12 The PDE for Stochastic Volatility Models 5 ...2013-12-22 00:10 - martinnyj - 金融学（理论版）
2 个回复 - 899 次查看 Pricing Equity Derivatives under Stochastic Volatility :A Partial Differential Equation Approach Roelof Sheppard March 23, 2007 1 Introduction 12 The PDE for Stochastic Volatility Models 5 ...2013-12-22 00:10 - martinnyj - 金融学（理论版）
PDE and Martingale Methods in Option Pricing - Pascucci
5 个回复 - 1468 次查看 PDE and Martingale Methods in Option Pricing (Bocconi & Springer Series)Andrea Pascucci (Author) Publication Date: March 9, 2011 | Series: Bocconi & Springer Series (Book 2) This book o ...2012-10-21 12:42 - martinnyj - 金融学（理论版）
5 个回复 - 1468 次查看 PDE and Martingale Methods in Option Pricing (Bocconi & Springer Series)Andrea Pascucci (Author) Publication Date: March 9, 2011 | Series: Bocconi & Springer Series (Book 2) This book o ...2012-10-21 12:42 - martinnyj - 金融学（理论版）
免費 Pricing Equity Derivatives under Stochastic Volatility : A PDE Approach
1 个回复 - 2059 次查看 Pricing Equity Derivatives under Stochastic Volatility : A Partial Differential Equation Approach Roelof Sheppard August 30, 2007 Contents 1 Introduction 1 2 The PDE for Stochastic Volatility ...2009-10-12 15:55 - martinnyj - 金融学（理论版）
1 个回复 - 2059 次查看 Pricing Equity Derivatives under Stochastic Volatility : A Partial Differential Equation Approach Roelof Sheppard August 30, 2007 Contents 1 Introduction 1 2 The PDE for Stochastic Volatility ...2009-10-12 15:55 - martinnyj - 金融学（理论版）
