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  • Continuous Time Processes for Finance.rar
       金融连续时间处理

    本附件包括：
    • CH 11 A Fractional Dupire Equation for Jump-Diffusions.pdf
    • CH 1 Switching Models- Properties and Estimation.pdf
    • CH 2 Estimation of Continuous Time Processes by Markov Chain.pdf
    • CH 3 Particle Filtering and Estimation.pdf
    • CH 4 Modeling of Spillover Effects in Stock Markets.pdf
    • CH 5 Non-Markov Models for Contagion and Spillover.pdf
    • CH 6 Fractional Brownian Motion.pdf
    • CH 7 Gaussian Fields for Asset Prices.pdf
    • CH 8 Lévy Interest Rate Models with a Long Memory.pdf
    • CH 9 Affine Volterra Processes and Rough Models.pdf
    • CH 10 Sub-diffusion for Illiquid Markets.pdf
  • 10.1 MB
  • 2023-6-25

  • Random Walk Brownian Motion and Martingales-Springer Nature Switzerland (2021).rar
       建议楼主以后便宜点，这书外网一丢丢。

    本附件包括：
    • Random Walk Brownian Motion and Martingales-Springer Nature Switzerland (2021).pdf
  • 2.91 MB
  • 2023-2-27

  • Brownian Motion-A Guide to Random Processes and Stochastic Calculus.zip

    本附件包括：
    • Brownian Motion-A Guide to Random Processes and Stochastic Calculus.pdf
  • 4.1 MB
  • 2022-6-7

  • (Memoirs AMS 825) Yaozhong Hu - Integral Transformations and Anticipative Calcul.rar

    本附件包括：
    • (Memoirs AMS 825) Yaozhong Hu - Integral Transformations and Anticipative Calculus for Fractional Brownian Motions-Amer Mathematical Society.djvu
  • 963.76 KB
  • 2019-8-8

  • (2001)Exponential Functionals of Brownian Motion and Related Processes_ Marc Yor.rar

    本附件包括：
    • (2001)Exponential Functionals of Brownian Motion and Related Processes_ Marc Yor.pdf
  • 4.27 MB
  • 2018-11-1

  • Stochastic Analysis 2.zip

    本附件包括：
    • Brownian Motion and Stochastic Calculus Karatzas and Shreve.pdf
    • Brownian Motion, Martingales, and Stochastic Calculus.pdf
    • Diffusions,Markov Processes and Martingales Volume 1.pdf
    • Diffusions,Markov Processes and Martingales Volume 2.pdf
  • 81.7 MB
  • 2018-5-27

  • Stochastic Analysis 1.zip

    本附件包括：
    • Continuous Martingales and Brownian Motion Revuz.pdf
    • Introduction to Stochastic Calculus with Applications.pdf
    • Lévy Processes and Stochastic Calculus.pdf
    • PDE and Martingale Methods in Option Pricing.pdf
    • Shreve Solutions.pdf
    • Stochastic Calculus for Finance I＆II.rar
    • Stochastic Differential Equations Oksendal.pdf
  • 70.79 MB
  • 2018-5-27

  • 金融数学 吴庆堂.zip

    本附件包括：
    • Appendix A、Limits of Sequences of Numbers.pdf
    • Appendix B、Convergence of Sequences of Functions Stochastic Processes I.pdf
    • Appendix C、Distribution Functions.pdf
    • Appendix D、Convergence of Sequence of Functions Stochastic Processes II.pdf
    • Appendix E、Riemann-Stieltjes Integrals.pdf
    • Appendix F 、Characteristic Functions.pdf
    • Appendix G、Differntial Equations.pdf
    • Appendix H 、Convex Analysis.pdf
    • Chapter 0 Introduction.pdf
    • Chapter 1 Probability Theory.pdf
    • Chapter 10 Stochastic Differential Equations.pdf
    • Chapter 11 Some Basic Models.pdf
    • Chapter 12 Hedging.pdf
    • Chapter 13 Volatility.pdf
    • Chapter 2 Discrete-Time Martingales.pdf
    • Chapter 3 One-Period Model.pdf
    • Chapter 4 Multi-Period Model.pdf
    • Chapter 5 American Contingent Claim.pdf
    • Chapter 6 Measures of Risk.pdf
    • Chapter 7 Continuous-time Martingales.pdf
    • Chapter 8 Brownian Motions.pdf
    • Chapter 9 Stochastic Integrals.pdf
    • Financial Math.pdf
  • 42.86 MB
  • 2017-11-19

  • Stochastic Modelling and Applied Probability(11-20缺少18).rar

    本附件包括：
    • (Applications of Mathematics 20) Stabilization of Control Systems(1987).pdf
    • (Applications of Mathematics 11) Brownian Motion(1980).pdf
    • (Applications of Mathematics 12) Conjugate Direction Methods in Optimization(1980).pdf
    • (Applications of Mathematics 13) Stochastic Filtering Theory(1980).pdf
    • (Applications of Mathematics 14) Controlled Diffusion Processes(1980).djvu
    • (Applications of Mathematics 15) Stochastic Storage Processes_ Queues, Insurance Risk and Dams(1980).pdf
    • (Applications of Mathematics 15) Stochastic Storage Processes_ Queues, Insurance Risk, Dams, and Data Communication(1998).pdf
    • (Applications of mathematics 16) Statistical Estimation. Asymptotic Theory. Applications of Mathematics(1981).djvu
    • (Applications of Mathematics 17) Optimization-Theory and Applications_ Problems with Ordinary Differential Equations(1983).pdf
    • (Applications of Mathematics 19) Difference Methods and Their Extrapolations(1983).pdf
  • 69.24 MB
  • 2017-9-13

  • Lecture Notes in Statistics 211-217(缺少215).rar

    本附件包括：
    • (Lecture Notes in Statistics 217) Modeling and Stochastic Learning for Forecasting in High Dimensions-Springer International Publishing (20.pdf
    • (Lecture Notes in Statistics 211) ISS-2012 Proceedings Volume On Longitudinal Data Analysis Subject to Measurement Errors, Missing Values,.pdf
    • (Lecture Notes in Statistics 212) Design of Experiments in Nonlinear Models_ Asymptotic Normality, Optimality Criteria and Small-Sample Properties-Springer-Verlag N.pdf
    • (Lecture Notes in Statistics 213) Copulae in Mathematical and Quantitative Finance_ Proceedings of.pdf
    • (Lecture Notes in Statistics 214) Marat Ibragimov, Rustam Ibragimov, Johan Walden-Heavy-Tailed Distributions and Robustness in Economics and Finance-Springer International Publishing (2015).pdf
    • (Lecture Notes in Statistics 216) Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion-Springer Inter.pdf
  • 19.57 MB
  • 2017-9-9

  • Lecture Notes in Statistics 31-40.rar

    本附件包括：
    • (Lecture Notes in Statistics 40) Hans Rudolf Lerche (auth.)-Boundary Crossing of Brownian Motion_ Its Relation to the Law of the Iterated Logarithm and to Sequential Analysis-Springer-Verlag New York .pdf
    • (Lecture Notes in Statistics 31) Johann Pfanzagl, W. Wefelmeyer-Asymptotic expansions for general statistical models-Springer (1985).djvu
    • (Lecture Notes in Statistics 32) Robert Gilchrist (auth.), Robert Gilchrist, Brian Francis, Joe Whittaker (eds.)-Generalized Linear Models_ Proceedings of the GLIM 85 Conference held at Lancaster, UK,.pdf
    • (Lecture Notes in Statistics 33) Miklós Csorgo, Sándor Csorgo, Lajos Horváth (auth.)-An Asymptotic Theory for Empirical Reliability and Concentration Processes-Springer-Verlag New York (1986).pdf
    • (Lecture Notes in Statistics 34) Douglas E. Critchlow (auth.)-Metric Methods for Analyzing Partially Ranked Data-Springer-Verlag New York (1985).pdf
    • (Lecture Notes in Statistics 35) H. Caussinus, J. Vaillant (auth.), T. Caliński, W. Klonecki (eds.)-Linear Statistical Inference_ Proceedings of the International Conference held at Poznań, Poland, Ju.pdf
    • (Lecture Notes in Statistics 36) Bertil Matérn (auth.)-Spatial Variation-Springer New York (1986).pdf
    • (Lecture Notes in Statistics 37) Richard Dykstra, Tim Robertson (auth.), Richard Dykstra, Tim Robertson, Farroll T. Wright (eds.)-Advances in Order Restricted Statistical Inference_ Proceedings of the.pdf
    • (Lecture Notes in Statistics 38) Robert F. Boruch, Robert W. Pearson (auth.), Robert W. Pearson, Robert F. Boruch (eds.)-Survey Research Designs_ Towards a Better Understanding of Their Costs and Bene.pdf
    • (Lecture Notes in Statistics 39) James D. Malley (auth.)-Optimal Unbiased Estimation of Variance Components-Springer-Verlag New York (1986).pdf
  • 41.08 MB
  • 2017-9-9

  • Handbook of Brownian Motion — Facts and Formulae.rar

    本附件包括：
    • Handbook of Brownian Motion — Facts and Formulae.pdf
  • 11.73 MB
  • 2017-9-6

  • Stochastic calculus for fractional Brownian motion and applications.rar

    本附件包括：
    • Stochastic calculus for fractional Brownian motion and applications.pdf
  • 2 MB
  • 2017-9-6

  • Vol28.Random Walks, Brownian Motion, and Interacting Particle Systems.rar

    本附件包括：
    • Vol28.Random Walks, Brownian Motion, and Interacting Particle Systems.djvu
  • 4.75 MB
  • 2017-8-10

  • Gaussian Processes on Trees_From Spin Glasses to Branching Brownian Motion.zip

    本附件包括：
    • Gaussian Processes on Trees_From Spin Glasses to Branching Brownian Motion.pdf
  • 1.79 MB
  • 2017-1-12

  • Brownian Motion, Obstacles and Random Media.zip

    本附件包括：
    • Brownian Motion, Obstacles and Random Media.djvu
  • 4 MB
  • 2016-12-31

  • BM.zip

    本附件包括：
    • Brownian Motion, Obstacles and Random Media.pdf
    • Brownian Motion, Obstacles and Random Media.djvu
  • 19.22 MB
  • 2016-12-31

  • 9783642084003.rar
       Continuous Martingales and Brownian Motion 3rd Edition

    本附件包括：
    • Continuous Martingales and Brownian Motion 3rd Edition by D. Revuz and M. Yor.pdf
  • 41.27 MB
  • 2015-9-6

  • Exponential Functionals of Brownian Motion and Related Processes.zip

    本附件包括：
    • Exponential Functionals of Brownian Motion and Related Processes.pdf
  • 8.11 MB
  • 2015-8-21

  • 分析中的布朗运动与鞅（英文版—Richard Durrett）.rar
       Brownian Motion and Martingales in Analysis

    本附件包括：
    • 分析中的布朗运动与鞅（英文版—Richard Durrett）.pdf
  • 13.63 MB
  • 2015-5-12

  • Brownian Motion(Schilling).zip

    本附件包括：
    • Brownian Motion(Schilling).pdf
  • 3.01 MB
  • 2014-11-19

  • Fractional Brownian Motion Modelling in Finance(12papers).zip

    本附件包括：
    • 3 Arbitrage in fractional Brownian motion.pdf
    • 5 Fractional Brownian motion stochastic calculus.pdf
    • 11 Fractional Brownian motion Simulation Code and Method.pdf
    • 12 fractional_Brownian_motion based on Wavelets.pdf
    • 1 Fractional Brownian Motion and applications to fnancial Modelling.pdf
    • 2 Parameter estimation of geometrically sampled fractionalBrownian traffic.pdf
    • 4 Inherent_Exclusion_of_Arbitrage FBM.pdf
    • 6 Option_Pricing_in_a_Fractional_Brownian_Motion.pdf
    • 7 A_random_walk_approximation_to_fractional_Brownian_motion.pdf
    • 8 FRACTIONAL BROWNIAN MOTION theory and application.pdf
    • 9 FBM in Finance.pdf
    • 10 Stochastic Differential Equations Driven by FBM and SBM.pdf
  • 2.01 MB
  • 2014-8-31

  • Brownian Motion And Stochastic Calculus(Karatzas).rar

    本附件包括：
    • Brownian Motion And Stochastic Calculus(Karatzas).pdf
  • 15.09 MB
  • 2014-2-12

  • 《Dynamic Theories of Brownian Motion》by Nelson.rar

    本附件包括：
    • 《Dynamic Theories of Brownian Motion》by Nelson.pdf
  • 648.79 KB
  • 2013-10-19

  • Shreve经典著作合集.rar
       Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance) (v. 2)

    本附件包括：
    • Shreve S.E. Stochastic calculus for finance I.djvu
    • Shreve S.E. Stochastic calculus for finance II.djvu
    • Methods of Mathematical Finance.pdf
    • GTM113.Brownian.Motion.and.Stochastic.Calculus,.Ioannis.Karatzas,.Steven.Shreve（布朗运动和随机计算）.djvu
    • Brownian Motion and Stochastic Calculus.pdf
  • 23.59 MB
  • 2010-10-3

  • Continuous Martingales and Brownian Motion-3rd.rar

    本附件包括：
    • Continuous Martingales and Brownian Motion-3rd.djvu
  • 5.64 MB
  • 2010-9-10

  • gtm113 Karatzas I., Shreve S. Brownian motion and stochastic calculus.rar

    本附件包括：
    • gtm113 Karatzas I., Shreve S. Brownian motion and stochastic calculus (Springer, 1988)(ISBN 0387965351)(496s).djvu
  • 5 MB
  • 2010-7-17

  • lecture notes.rar

    本附件包括：
    • Chapter1 Probability.pdf
    • Chapter 0 A Review on Interest Rates.pdf
    • Chapter 2 Continuous Random Variables, Normal Distribution & Lognormal Distribution.pdf
    • Chapter 2 (supplementary).pdf
    • Chapter 3 Brownian Motion.pdf
    • Chapter 5 Options Pricing.pdf
    • Chapter 6 (supplementary).pdf
    • Chapter 6 Binomial Model.pdf
    • Chapter 7 The Black-Scholes Formula.pdf
    • Chapter 8 Wiener Process.pdf
    • Chapter 9 Ito's Process.pdf
    • Normal Distribution Table.pdf
  • 2.18 MB
  • 2010-4-5

  • Asset Pricing1.rar

    本附件包括：
    • Arbitrage in fractional Brownian motion models.pdf
    • Martingales and Stochastic Integrals in the Theory of Continuous Trading.pdf
    • A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options.pdf
    • A stochastic calculus model of continuous trading.pdf
    • A stochastic calculus model of continuous trading_ complete markets.pdf
    • A Stochastic Calculus Model of Continuous Trading_Optimal Portfolios.pdf
    • A Theory of the Term Structure of Interest Rates.pdf
    • a variational problem arising in financial economics.pdf
    • An equilibrium characterization of the term structure.pdf
    • An intertemporal asset pricing model with stochastic consumption and investment opportunities.pdf
    • an intertemporal capital asset pricing model.pdf
    • Arbitrage with Fractional Brownian Motion.pdf
    • Bond Pricing and the Term Structure of Interest Rates.pdf
    • Bond pricing and the term structure of interest rates_ a discrete time approximation.pdf
    • Bond Pricing and the Term Structure of Interest Rates_A Discrete Time Approximation.pdf
    • Bond Pricing and the Term Structure of Interest Rates_A New Methodology for Contingent Claims Valuation.pdf
    • Capital Asset Prices.pdf
    • Capital Market Equilibrium with Restricted Borrowing.pdf
    • Changes of Numéraire, Changes of Probability Measure and Option Pricing.pdf
    • Comments on the life and mathematical legacy of Wolfgang Doeblin.pdf
    • Common risk factors in the returns on stocks and bonds.pdf
    • Efficient Capital Markets and Martingales.pdf
    • Erratum.pdf
    • Existence of an Equilibrium for a Competitive Economy.pdf
    • Forward contracts and futures contracts.pdf
    • From Discrete- to Continuous-Time Finance.pdf
    • Lifetime portfolio selection under uncertainty_The continuous-time case.pdf
    • Liquitidty Preference as behavior towards risk.pdf
    • Martingales and arbitrage in multiperiod security markets.pdf
  • 34.65 MB
  • 2009-12-13

  • Introduction to Stochastic Integration.rar

    本附件包括：
    • The Ito Formula.pdf
    • An Extension of Stochastic Integrals.pdf
    • Applications of the Ito Formula.pdf
    • back matter.pdf
    • Brownian Motion.pdf
    • Constructions of Brownian Motion.pdf
    • front-matter.pdf
    • Introduction.pdf
    • Multiple Wiener-Ito Integrals.pdf
    • Some Applications and Additional Topics.pdf
    • Stochastic Differential Equations.pdf
    • Stochastic Integrals.pdf
    • Stochastic Integrals for Martingales.pdf
  • 2.6 MB
  • 2009-9-30

  • 311292.rar
       [下载]Brownian Motion Calculus

    本附件包括：
    • 0470021705.pdf
  • 1.97 MB
  • 2009-4-3

  • 260725.rar
       [下载]Stochastic Calculus for Fractional Brownian Motion and Applications

  • 5.26 MB
  • 2008-10-28

  • 250348.pdf
       Stochastic Calculus for Fractional Brownian motion and related process(2)

  • 922.64 KB
  • 2008-9-25

  • 250347.pdf
       Stochastic Calculus for Fractional Brownian motion and related process(2)

  • 642.29 KB
  • 2008-9-25

  • 250346.pdf
       Stochastic Calculus for Fractional Brownian motion and related process(2)

  • 750.19 KB
  • 2008-9-25

  • 250345.pdf
       Stochastic Calculus for Fractional Brownian motion and related process(2)

  • 311.42 KB
  • 2008-9-25

  • 250342.pdf
       [分享]Stochastic Calculus for Fractional Brownian motion and related process(1)

  • 358.16 KB
  • 2008-9-25

  • 250341.pdf
       [分享]Stochastic Calculus for Fractional Brownian motion and related process(1)

  • 197.32 KB
  • 2008-9-25

  • 250340.pdf
       [分享]Stochastic Calculus for Fractional Brownian motion and related process(1)

  • 292.5 KB
  • 2008-9-25

  • 250339.pdf
       [分享]Stochastic Calculus for Fractional Brownian motion and related process(1)

  • 184.82 KB
  • 2008-9-25

  • 250338.pdf
       [分享]Stochastic Calculus for Fractional Brownian motion and related process(1)

  • 311.42 KB
  • 2008-9-25

  • 250293.pdf
       [分享]Dynamical Theories of Brownian Motion second edition by Edward Nelson

  • 464.89 KB
  • 2008-9-25

  • 211172.pdf
       Brownian Motion and Stochastic Flow Systems摘要

  • 42.66 KB
  • 2008-5-7

  • 196204.rar
       [下载]Continuous martingales and Brownian motion

  • 6.07 MB
  • 2008-3-7

  • 193441.zip
       [下载]Brownian Motion and Stochastic Calculus

    本附件包括：
    • Karatzas_I.,_Shreve_S._Brownian_motion_and_stochastic_calculus_(GTM_113,_Springer,_1988)(ISBN_0387965351)(496s).djvu
  • 4.97 MB
  • 2008-2-20

  • 179028.rar
       [下载]情奉献本人最近收集的Risk Management实证文献100篇！

    本附件包括：
    • From Brownian motion to operational risk - Statistical physics and financial markets.pdf
    • Hedging using simulation - a least squares approach.pdf
    • Exploration of the role of expectations in foreign exchange risk management.pdf
    • Extent of hedging in the US lodging industry.pdf
    • Family ownership, dual-class shares, and risk management.pdf
    • Financial versus operative hedging of currency risk.pdf
    • Foreign currency debt in emerging markets - firm-level evidence from Mexico.pdf
    • Foreign exchange exposure of exporting and importing firms.pdf
    • Foreign exchange exposure, risk management, and quarterly earnings announcements.pdf
    • Foreign exchange rate exposure of US multinational corporations - a firm-specific approach.pdf
    • Foreign exchange risk management by Swedish and Korean nonfinancial firms - A comparative survey.pdf
    • Foreign-denominated debt and foreign currency derivatives - complements or substitutes in hedging foreign currency risk.pdf
    • Forward contracts and market power in an electricity market.pdf
    • Hedgers, speculators and forward markets - Evidence from currency markets.pdf
    • Hedging behavior in small and medium-sized enterprises - The role of unobserved heterogeneity.pdf
    • Hedging Carbon Risk - Protecting Customers and Shareholders from the Financial Risk Associated with Carbon Dioxide Emissions.pdf
    • Hedging downside risk - futures vs. options.pdf
    • Hedging Exposure to Volatile Retail Electricity Prices.pdf
    • Hedging grain price risk in the SADC - Case studies of Malawi and Zambia.pdf
    • Hedging Price Risks of Farmers by Commodity Boards - A Simulation Applied to the Indian Natural Rubber Market.pdf
  • 3.63 MB
  • 2007-12-3

  • 142983.rar
       Markov Processes, Brownian Motion, and Time Symmetry

  • 2.53 MB
  • 2007-8-1

  • 116181.pdf
       Continuous Martingale and Brownian Motion

  • 23.31 MB
  • 2007-5-12

  • 72505.pdf
       金融数学经典著作-Brownian Motion in Economics

  • 1.99 MB
  • 2006-11-15

  • 63448.rar
       随机微积分讲义（在金融方面的应用）

    本附件包括：
    • Continuous-time processes, Brownian motion, martingales.pdf
    • assign1.pdf
    • Assign2.pdf
    • exam98.pdf
    • exam99.pdf
    • FiniteDif(1).xls
    • Gamma(1).xls
    • Introduction; the Cox-Ross-Rubinstein model.pdf
    • midterm98.pdf
    • midterm99.pdf
    • Probability theory, conditional expectations, martingales.pdf
    • sol2.pdf
    • sol3.pdf
    • sol45.pdf
    • SolExam98.pdf
    • SolExam99.pdf
    • Solmidterm98.pdf
    • Solmidterm99.pdf
    • StCalc4——.pdf
    • StCalc5——.pdf
    • StCalc7——.pdf
    • StCalc8——.pdf
    • StCalc9——.pdf
    • StCalc10——.pdf
  • 892.7 KB
  • 2006-9-9

  • 54769.pdf
       [下载]Dynamical Theories of Brownian Motion(2nd edition, pdf)

  • 464.89 KB
  • 2006-6-6

  • 21946.rar
       [下载]一篇文章：Arbitrage in fractional Brownian motion models

    本附件包括：
    • Arbitrage in fractional Brownian motion models.pdf
  • 204.58 KB
  • 2005-8-5

  • 13606.rar
       [下载] 经典教材 Continuous Martingale and Brownian Motion

  • 19.92 MB
  • 2005-5-1
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