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- 156.69 KB
- 2019-4-29
- 26.07 KB
- 2019-4-29
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本附件包括：
- FM-15 Matrix caculus.pdf
- FM-7 Stochastic control and Bellman's principle.pdf
- FM-8-11 Probability space, conditional expection and stochastic calculus.pdf
- MF-12 Volatility modeling.pdf
- FM 13 Interest rate modeling.pdf
- FM-1 Syllabus of Mathematical Finance.pdf
- FM-2 No arbitrage principle.pdf
- FM-3 Binary tree pricing principle.pdf
- FM-4 Brown motion.pdf
- FM-5 Black-Scholes-Merton's option pricing model.pdf
- FM-6 Feymann-Kac principle and PDE in Finance.pdf
- 4.07 MB
- 2018-11-11
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Courant, R., & John, F. (1965). Introduction to Caculus and Analysis (Volume O.pdf
- 32.29 MB
- 2012-5-14
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325678.pdf
Levy process and stochastic caculus - 4.51 MB
- 2009-5-14
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244577.rar
Stochastic Caculus for Finance II - 862.41 KB
- 2008-9-7
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244576.rar
Stochastic Caculus for Finance II - 976.56 KB
- 2008-9-7
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244575.rar
Stochastic Caculus for Finance II - 976.56 KB
- 2008-9-7
-
244574.rar
Stochastic Caculus for Finance II - 976.56 KB
- 2008-9-7
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