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  • 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

  • discrete stochastic process.rar

    本附件包括：
    • Appendix A&Bibliography.pdf
    • chap01-introduction and review of probability.pdf
    • chap02-POISSON PROCESSES.pdf
    • chap03-FINITE-STATE MARKOV CHAINS.pdf
    • chap04-RENEWAL PROCESSES.pdf
    • chap05-COUNTABLE-STATE MARKOV CHAINS.pdf
    • chap06-MARKOV PROCESSES WITH COUNTABLE STATE SPACES.pdf
    • chap07-RANDOM WALKS, LARGE DEVIATIONS, AND MARTINGALES.pdf
    • Preface-discrete stochastic process.pdf
  • 9.01 MB
  • 2023-1-20

  • Cohen_materials.zip

    本附件包括：
    • Discrete_Martingales_2017.pdf
    • Stats lectures_2017.pdf
    • Probability_2017.pdf
    • OSHA.Rdata
  • 4.06 MB
  • 2019-1-25

  • (1997)Probability Theory_ Independence, Interchangeability, Martingales_Yuan Shi.rar

    本附件包括：
    • (1997)Probability Theory_ Independence, Interchangeability, Martingales_Yuan Shih Chow, Henry Teicher-.pdf
  • 11.05 MB
  • 2018-11-4

  • 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

  • Advanced Probability 2.zip

    本附件包括：
    • A Course in Probability Theory Chung.pdf
    • Probability and Measure 3rd Edition Patrick Billingsley.pdf
    • Probability Theory and Examples Durrett.pdf
    • Probability via Expectation.pdf
    • Probability with Martingales Williams.pdf
    • Real Analysis and Probability Dudley.pdf
  • 85.62 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

  • Springer Texts in Statistics(1997).rar

    本附件包括：
    • 1997.A First Course in Multivariate Statistics 1997.pdf
    • 1997.Applying Generalized Linear Models(1997).pdf
    • 1997.Log-Linear Models and Logistic Regression 2ed(1997).pdf
    • 1997.Probability Theory(3rd 1997).pdf
    • 1997.Probability Theory_ Independence, Interchangeability, Martingales(1997).pdf
  • 82.05 MB
  • 2017-9-13

  • Springer Texts in Statistics(1988-1989).rar

    本附件包括：
    • 1989.The Statistical Analysis of Discrete Data.pdf
    • 1988.Prescriptions for Working Statisticians.pdf
    • 1988.Probability Theory_ Independence, Interchangeability, Martingales(1988).pdf
    • 1989.Fundamentals of Mathematical Statistics.pdf
    • 1989.Probability and Statistics-Theory and Applications(Gunnar Blom,1989).pdf
    • 1989.Statistical Tables and Formulae(1989).pdf
  • 60.84 MB
  • 2017-9-13

  • Martingales and Markov Chains (pdf).zip

    本附件包括：
    • Martingales and Markov Chains_Solved Exercises and Elements of Theory.pdf
  • 2.9 MB
  • 2016-12-21

  • Martingales and Markov Chains (djvu).zip

    本附件包括：
    • Martingales and Markov Chains_Solved Exercises and Elements of Theory.djvu
  • 1.46 MB
  • 2016-12-21

  • Martingales and Markov Chains (pdf djvu).zip

    本附件包括：
    • Martingales and Markov Chains_Solved Exercises and Elements of Theory.pdf
    • Martingales and Markov Chains_Solved Exercises and Elements of Theory.djvu
  • 4.36 MB
  • 2016-12-21

  • Probability With Martingales.rar

    本附件包括：
    • Probability With Martingales.pdf
  • 6.28 MB
  • 2016-7-26

  • 2005 Nonlinear Filtering and Smoothing An Introduction to Martingales, Stochastic.rar

    本附件包括：
    • 2005 Nonlinear Filtering and Smoothing An Introduction to Martingales, Stochastic.epub
  • 16.18 MB
  • 2016-3-14

  • 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

  • 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

  • Probability Theory_ Independence, Interchangeability, Martingales-Springer-Verla.rar

    本附件包括：
    • Probability Theory_ Independence, Interchangeability, Martingales-Springer-Verlag New York (1997).pdf
  • 30.33 MB
  • 2015-5-5

  • (Cambridge Mathematical Textbooks) David Williams-Probability with martingales-C.zip

    本附件包括：
    • (Cambridge Mathematical Textbooks) David Williams-Probability with martingales-CUP (1991).djvu
  • 3.72 MB
  • 2014-9-18

  • The New Palgrave Dictionary of Economics M.rar

    本附件包括：
    • martingales The New Palgrave Dictionary of Economics.mht
    • Myrdal, Gunnar (1898–1987) The New Palgrave Dictionary of Economics.mht
    • Macfie, Alec Lawrence (1898–1980) The New Palgrave Dictionary of Economics.mht
    • machinery question The New Palgrave Dictionary of Economics.mht
    • Machlup, Fritz (1902–1983) The New Palgrave Dictionary of Economics.mht
    • Macleod, Henry Dunning (1821–1902) The New Palgrave Dictionary of Economics.mht
    • macroeconomic effects of international trade The New Palgrave Dictionary of Economics.mht
    • macroeconomic forecasting The New Palgrave Dictionary of Economics.mht
    • macroeconomics, origins and history of The New Palgrave Dictionary of Economics.mht
    • Maddala, G_S_ (1933–1999) The New Palgrave Dictionary of Economics.mht
    • Mahalanobis, Prasanta Chandra (1893–1972) The New Palgrave Dictionary of Economics.mht
    • Makower, Helen (1910–1998) The New Palgrave Dictionary of Economics.mht
    • Malthus, Thomas Robert (1766–1834) The New Palgrave Dictionary of Economics.mht
    • Malthusian economy The New Palgrave Dictionary of Economics.mht
    • Malynes, Gerard de (fl_ 1586–1623) The New Palgrave Dictionary of Economics.mht
    • Manchester School The New Palgrave Dictionary of Economics.mht
    • mandated employer provision of employee benefits The New Palgrave Dictionary of Economics.mht
    • Mandel, Ernest (1923–1995) The New Palgrave Dictionary of Economics.mht
    • Mandeville, Bernard (1670–1733) The New Palgrave Dictionary of Economics.mht
    • Mangoldt, Hans Karl Emil von (1824–1868) The New Palgrave Dictionary of Economics.mht
    • Maoist economics The New Palgrave Dictionary of Economics.mht
    • Marcet, Jane Haldimand (1769–1858) The New Palgrave Dictionary of Economics.mht
    • Marget, Arthur William (1899–1962) The New Palgrave Dictionary of Economics.mht
    • marginal and average cost pricing The New Palgrave Dictionary of Economics.mht
    • marginal productivity theory The New Palgrave Dictionary of Economics.mht
    • marginal revolution The New Palgrave Dictionary of Economics.mht
    • marginal utility of money The New Palgrave Dictionary of Economics.mht
    • market competition and selection The New Palgrave Dictionary of Economics.mht
    • market failure The New Palgrave Dictionary of Economics.mht
    • market institutions The New Palgrave Dictionary of Economics.mht
    • market microstructure The New Palgrave Dictionary of Economics.mht
    • market period The New Palgrave Dictionary of Economics.mht
    • market power and collusion in laboratory markets The New Palgrave Dictionary of Economics.mht
    • market price The New Palgrave Dictionary of Economics.mht
    • market structure The New Palgrave Dictionary of Economics.mht
    • marketing boards The New Palgrave Dictionary of Economics.mht
    • marketplaces The New Palgrave Dictionary of Economics.mht
    • markets The New Palgrave Dictionary of Economics.mht
    • Markov chain Monte Carlo methods The New Palgrave Dictionary of Economics.mht
    • Markov equilibria in macroeconomics The New Palgrave Dictionary of Economics.mht
    • Markov processes The New Palgrave Dictionary of Economics.mht
    • Markowitz, Harry Max (born 1927) The New Palgrave Dictionary of Economics.mht
    • marriage and divorce The New Palgrave Dictionary of Economics.mht
    • marriage markets The New Palgrave Dictionary of Economics.mht
    • Marschak, Jacob (1898–1977) The New Palgrave Dictionary of Economics.mht
    • Marshall Plan The New Palgrave Dictionary of Economics.mht
    • Marshall, Alfred (1842–1924) The New Palgrave Dictionary of Economics.mht
    • Marshall, Mary Paley (1850–1944) The New Palgrave Dictionary of Economics.mht
    • Marshall–Lerner condition The New Palgrave Dictionary of Economics.mht
    • Martineau, Harriet (1802–1876) The New Palgrave Dictionary of Economics.mht
    • Marx, Karl Heinrich (1818–1883) The New Palgrave Dictionary of Economics.mht
    • Marxian transformation problem The New Palgrave Dictionary of Economics.mht
    • Marxian value analysis The New Palgrave Dictionary of Economics.mht
    • Marx's analysis of capitalist production The New Palgrave Dictionary of Economics.mht
    • Mason, Edward Sagendorph (1899–1992) The New Palgrave Dictionary of Economics.mht
    • Massé, Pierre (1898–1987) The New Palgrave Dictionary of Economics.mht
    • matching The New Palgrave Dictionary of Economics.mht
    • matching and market design The New Palgrave Dictionary of Economics.mht
    • matching estimators The New Palgrave Dictionary of Economics.mht
    • material balances The New Palgrave Dictionary of Economics.mht
    • mathematical economics The New Palgrave Dictionary of Economics.mht
    • mathematical methods in political economy The New Palgrave Dictionary of Economics.mht
    • mathematics and economics The New Palgrave Dictionary of Economics.mht
    • mathematics of networks The New Palgrave Dictionary of Economics.mht
    • maximum likelihood The New Palgrave Dictionary of Economics.mht
    • maximum score methods The New Palgrave Dictionary of Economics.mht
    • Mazzola, Ugo (1863–1899) The New Palgrave Dictionary of Economics.mht
    • McCulloch, John Ramsay (1789–1864) The New Palgrave Dictionary of Economics.mht
    • McFadden, Daniel (born 1937) The New Palgrave Dictionary of Economics.mht
    • Meade, James Edward (1907–1995) The New Palgrave Dictionary of Economics.mht
    • meaningfulness and invariance The New Palgrave Dictionary of Economics.mht
    • Means, Gardiner Coit (1896–1988) The New Palgrave Dictionary of Economics.mht
    • mean-variance analysis The New Palgrave Dictionary of Economics.mht
    • measure theory The New Palgrave Dictionary of Economics.mht
    • measurement The New Palgrave Dictionary of Economics.mht
    • measurement error models The New Palgrave Dictionary of Economics.mht
    • measurement, theory of The New Palgrave Dictionary of Economics.mht
    • mechanism design The New Palgrave Dictionary of Economics.mht
    • mechanism design (new developments) The New Palgrave Dictionary of Economics.mht
    • mechanism design experiments The New Palgrave Dictionary of Economics.mht
    • medieval guilds The New Palgrave Dictionary of Economics.mht
    • Menger, Carl (1840–1921) The New Palgrave Dictionary of Economics.mht
    • mercantilism The New Palgrave Dictionary of Economics.mht
    • Mercier De La Rivière, Pierre-Paul (Mercier or Lemercier) (1720–1793-4) The New Palgrave Dictionary of Economics.mht
    • Mercosur The New Palgrave Dictionary of Economics.mht
    • merger analysis (United States) The New Palgrave Dictionary of Economics.mht
    • merger simulations The New Palgrave Dictionary of Economics.mht
    • mergers, endogenous The New Palgrave Dictionary of Economics.mht
    • merit goods The New Palgrave Dictionary of Economics.mht
    • Merton, Robert C_ (born 1944) The New Palgrave Dictionary of Economics.mht
    • Methodenstreit The New Palgrave Dictionary of Economics.mht
    • methodological individualism The New Palgrave Dictionary of Economics.mht
    • methodology of economics The New Palgrave Dictionary of Economics.mht
    • Metzler, Lloyd Appleton (1913–1980) The New Palgrave Dictionary of Economics.mht
    • micro-credit The New Palgrave Dictionary of Economics.mht
    • microfoundations The New Palgrave Dictionary of Economics.mht
    • Mill, James (1773–1836) The New Palgrave Dictionary of Economics.mht
    • Mill, John Stuart (1806–1873) The New Palgrave Dictionary of Economics.mht
    • Millar, John (1735–1801) The New Palgrave Dictionary of Economics.mht
    • Miller, Merton (1923–2000) The New Palgrave Dictionary of Economics.mht
    • Minard, Charles Joseph (1781–1870) The New Palgrave Dictionary of Economics.mht
    • Mincer, Jacob (1922–2006) The New Palgrave Dictionary of Economics.mht
    • minimax The New Palgrave Dictionary of Economics Online.mht
    • minimax regret The New Palgrave Dictionary of Economics Online.mht
    • minimum wages The New Palgrave Dictionary of Economics.mht
    • Mirrlees, James (born 1936) The New Palgrave Dictionary of Economics.mht
    • Mises, Ludwig Edler von (1881–1973) The New Palgrave Dictionary of Economics.mht
    • Misselden, Edward (fl_ 1608–1654) The New Palgrave Dictionary of Economics.mht
    • Mitchell, Wesley Clair (1874–1948) The New Palgrave Dictionary of Economics.mht
    • mixed strategy equilibrium The New Palgrave Dictionary of Economics.mht
    • mixture models The New Palgrave Dictionary of Economics.mht
    • model averaging The New Palgrave Dictionary of Economics.mht
    • model selection The New Palgrave Dictionary of Economics.mht
    • model uncertainty The New Palgrave Dictionary of Economics.mht
    • models The New Palgrave Dictionary of Economics.mht
    • Modigliani, Franco (1918–2003) The New Palgrave Dictionary of Economics.mht
    • Modigliani–Miller theorem The New Palgrave Dictionary of Economics.mht
    • monetarism The New Palgrave Dictionary of Economics.mht
    • monetary aggregation The New Palgrave Dictionary of Economics.mht
    • monetary and fiscal policy overview The New Palgrave Dictionary of Economics.mht
    • monetary approach to the balance of payments The New Palgrave Dictionary of Economics.mht
    • monetary business cycle models (sticky prices and wages) The New Palgrave Dictionary of Economics.mht
    • monetary business cycles (imperfect information) The New Palgrave Dictionary of Economics.mht
    • monetary cranks The New Palgrave Dictionary of Economics.mht
    • monetary economics, history of The New Palgrave Dictionary of Economics.mht
    • monetary overhang The New Palgrave Dictionary of Economics.mht
    • monetary policy, history of The New Palgrave Dictionary of Economics.mht
    • monetary transmission mechanism The New Palgrave Dictionary of Economics.mht
    • money The New Palgrave Dictionary of Economics.mht
    • money and general equilibrium The New Palgrave Dictionary of Economics.mht
    • money illusion The New Palgrave Dictionary of Economics.mht
    • money supply The New Palgrave Dictionary of Economics.mht
    • money supply in the American colonies The New Palgrave Dictionary of Economics Online.mht
    • money, classical theory of The New Palgrave Dictionary of Economics.mht
    • moneylenders in developing countries The New Palgrave Dictionary of Economics.mht
    • monocentric versus polycentric models in urban economics The New Palgrave Dictionary of Economics.mht
    • monopolistic competition The New Palgrave Dictionary of Economics.mht
    • monopoly The New Palgrave Dictionary of Economics.mht
    • monopoly capitalism The New Palgrave Dictionary of Economics.mht
    • monopsony The New Palgrave Dictionary of Economics.mht
    • Moore, Henry Ludwell (1869–1958) The New Palgrave Dictionary of Economics.mht
    • moral hazard The New Palgrave Dictionary of Economics.mht
    • Morgenstern, Oskar (1902–1977) The New Palgrave Dictionary of Economics.mht
    • Morishima, Michio (1923–2004) The New Palgrave Dictionary of Economics.mht
    • mortality The New Palgrave Dictionary of Economics.mht
    • motion pictures, economics of The New Palgrave Dictionary of Economics.mht
    • multilingualism The New Palgrave Dictionary of Economics.mht
    • multiple equilibria in macroeconomics The New Palgrave Dictionary of Economics.mht
    • multiplier analysis The New Palgrave Dictionary of Economics.mht
    • multiplier–accelerator interaction The New Palgrave Dictionary of Economics.mht
    • Mummery, Albert Frederick (1855–1895) The New Palgrave Dictionary of Economics.mht
    • Mun, Thomas (1571–1641) The New Palgrave Dictionary of Economics.mht
    • Mundell, Robert (born 1932) The New Palgrave Dictionary of Economics.mht
    • municipal bonds The New Palgrave Dictionary of Economics.mht
    • Musgrave, Richard Abel (1910–2007) The New Palgrave Dictionary of Economics.mht
    • music markets, economics of The New Palgrave Dictionary of Economics.mht
    • Muth, John F_ (1930–2005) The New Palgrave Dictionary of Economics.mht
  • 12.02 MB
  • 2012-5-13

  • Peacocks and Associated Martingales, with Explicit Constructions.rar

    本附件包括：
    • Peacocks and Associated Martingales, with Explicit Constructions (8847019079).pdf
  • 2.23 MB
  • 2011-10-1

  • abbr_fd38ca477c7b55215e0162dac42f14ac.rar
       rogers_l.c.g._williams_d._diffusion_markov_processes_and_martingales._vol.2._ito_calculus_cup_2000ka

    本附件包括：
    • rogers_l.c.g._williams_d._diffusion_markov_processes_and_martingales._vol.2._ito_calculus_cup_2000kat469s_mvspa_.djvu
  • 3.11 MB
  • 2011-6-7

  • Williams, Probability with martingales.rar

    本附件包括：
    • Williams, Probability with martingales.djvu
  • 4.16 MB
  • 2010-10-11

  • Rogers, Williams Diffusion, Markov processes and martingales.Vol.2.Ito calculus.rar

    本附件包括：
    • Rogers L.C.G., Williams D. Diffusion, Markov processes and martingales. Vol.2. Ito calculus.djvu
  • 3.11 MB
  • 2010-9-10

  • 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

  • williams_probability_with_martingales.rar
       Williams-Probability with Martingales

    本附件包括：
    • williams_probability_with_martingales.djvu
  • 4.16 MB
  • 2010-9-9

  • 1980 to 1989.rar

    本附件包括：
    • 1985 An Intertemporal General Equilibrium Model Of Asset Prices.pdf
    • 1986 Informational Efficiency And Information Subsets.pdf
    • 1986 Noise.pdf
    • 1986 The Efficient Market Hypothesis On Trial.pdf
    • 1988 Permanent And Temporary Components Of Stock Prices.pdf
    • 1989 Efficient Capital Markets And Martingales.pdf
    • 1980 Back On The Track With The Efficient Markets Hypothesis.pdf
    • 1980 Inside Information, Market Information And Efficient Markets.pdf
    • 1980 On The Impossibility Of Informationally Efficient Markets.pdf
    • 1981 An Integrated View Of Tests Of Rationality, Market Efficiency, And The Short-Run Neutrality Of Monetary Policy.pdf
    • 1981 Investing With Ben Graham-An Ex Ante Test Of The Efficient Markets Hypothesis.pdf
    • 1981 Testing The Efficiency Of The Canadian-U.S. Exchange Market Under The Assumption Of No Risk Premium.pdf
    • 1981 The Speculative Efficiency Hypothesis.pdf
    • 1983 A Relationship Between Regression Tests And Volatility Tests Of Market Efficiency.pdf
    • 1983 Arbitrage, Factor Structure, And Mean-Variance Analysis On Large Asset.pdf
    • 1984 Efficient Markets And The Professional Investor.pdf
    • 1984 Stock Market Panics-A Test Of The Efficient Market Hypothesis.pdf
  • 15.79 MB
  • 2010-5-5

  • continuous-time financial.rar

    本附件包括：
    • 1.Life time portfolio selection under uncertainty the continuous time case.pdf
    • A note on robustness in Merton's model of intertemporal consumption and portfolio choice.pdf
    • Distribution of bankruptcy time in a consumptionportfolio problem.pdf
    • Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation.pdf
    • Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income.pdf
    • Lifetime Portfolio Selection By Dynamic Stochastic Programming.pdf
    • Multi-asset investment-consumption model with transaction costs.pdf
    • On the fluctuations in consumption and market returns in the presence of labor and human capital.pdf
    • Optimal consumption choices for a ‘large’ investor.pdf
    • Optimal consumption and portfolio choice for pooled annuity funds.pdf
    • Optimal consumption and portfolio choice with ambiguity and anticipation.pdf
    • Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs.pdf
    • Optimal consumption and portfolio rules with durability and habi.pdf
    • Optimal consumption and portfolio rules with durabilityLocal Substitution.pdf
    • Optimal consumption and portfolio selection problem with downside consumption constraints.pdf
    • Optimal Consumption and Portfolio Selection with Stochastic Differential Utility.pdf
    • Optimal consumption investment policies with undiversifiable income risk and liquidity constraint.pdf
    • Optimal consumption–portfolio choices and retirement planning.pdf
    • Optimal investment decisions when time-horizon is uncertain.pdf
    • Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints.pdf
    • Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences.pdf
    • Portfolio and consumption choice with stochasticinvestment opportunities and habit formation in preferences.pdf
    • Portfolio and consumption decisions with the consumption habit constraints.pdf
    • Utility maximization with partial information.pdf
    • 5.Martingales and stochastic integrals in the theory of continuous trading.txt
    • 6.Optimal consumption and portfolio policies when asset prices follow a.txt
    • 13.Consumption and portfolio policies with incomplete markets and short-sale constraints The infinite dimensional case本文档 (2).txt
    • Consumption and portfolio policies with incomplete markets and short-sale constraints The infinite dimensional case.txt
    • Optimal consumption and portfolio policies when asset prices follow a diffusion process.txt
    • 新建 文本文档.txt
  • 12.04 MB
  • 2010-4-29

  • continuous-time financial.rar

    本附件包括：
    • 1.Life time portfolio selection under uncertainty the continuous time case.pdf
    • A note on robustness in Merton's model of intertemporal consumption and portfolio choice.pdf
    • Distribution of bankruptcy time in a consumptionportfolio problem.pdf
    • Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation.pdf
    • Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income.pdf
    • Lifetime Portfolio Selection By Dynamic Stochastic Programming.pdf
    • Multi-asset investment-consumption model with transaction costs.pdf
    • On the fluctuations in consumption and market returns in the presence of labor and human capital.pdf
    • Optimal consumption choices for a ‘large’ investor.pdf
    • Optimal consumption and portfolio choice for pooled annuity funds.pdf
    • Optimal consumption and portfolio choice with ambiguity and anticipation.pdf
    • Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs.pdf
    • Optimal consumption and portfolio rules with durability and habi.pdf
    • Optimal consumption and portfolio rules with durabilityLocal Substitution.pdf
    • Optimal consumption and portfolio selection problem with downside consumption constraints.pdf
    • Optimal Consumption and Portfolio Selection with Stochastic Differential Utility.pdf
    • Optimal consumption investment policies with undiversifiable income risk and liquidity constraint.pdf
    • Optimal consumption–portfolio choices and retirement planning.pdf
    • Optimal investment decisions when time-horizon is uncertain.pdf
    • Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints.pdf
    • Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences.pdf
    • Portfolio and consumption choice with stochasticinvestment opportunities and habit formation in preferences.pdf
    • Portfolio and consumption decisions with the consumption habit constraints.pdf
    • Utility maximization with partial information.pdf
    • 5.Martingales and stochastic integrals in the theory of continuous trading.txt
    • 6.Optimal consumption and portfolio policies when asset prices follow a.txt
    • 13.Consumption and portfolio policies with incomplete markets and short-sale constraints The infinite dimensional case本文档 (2).txt
    • Consumption and portfolio policies with incomplete markets and short-sale constraints The infinite dimensional case.txt
    • Optimal consumption and portfolio policies when asset prices follow a diffusion process.txt
    • 新建 文本文档.txt
  • 12.04 MB
  • 2010-4-29

  • 1980 to 1989.rar

    本附件包括：
    • 1985 An Intertemporal General Equilibrium Model Of Asset Prices.pdf
    • 1986 Informational Efficiency And Information Subsets.pdf
    • 1986 Noise.pdf
    • 1986 The Efficient Market Hypothesis On Trial.pdf
    • 1988 Permanent And Temporary Components Of Stock Prices.pdf
    • 1989 Efficient Capital Markets And Martingales.pdf
    • 1980 Back On The Track With The Efficient Markets Hypothesis.pdf
    • 1980 Inside Information, Market Information And Efficient Markets.pdf
    • 1980 On The Impossibility Of Informationally Efficient Markets.pdf
    • 1981 An Integrated View Of Tests Of Rationality, Market Efficiency, And The Short-Run Neutrality Of Monetary Policy.pdf
    • 1981 Investing With Ben Graham-An Ex Ante Test Of The Efficient Markets Hypothesis.pdf
    • 1981 Testing The Efficiency Of The Canadian-U.S. Exchange Market Under The Assumption Of No Risk Premium.pdf
    • 1981 The Speculative Efficiency Hypothesis.pdf
    • 1983 A Relationship Between Regression Tests And Volatility Tests Of Market Efficiency.pdf
    • 1983 Arbitrage, Factor Structure, And Mean-Variance Analysis On Large Asset.pdf
    • 1984 Efficient Markets And The Professional Investor.pdf
    • 1984 Stock Market Panics-A Test Of The Efficient Market Hypothesis.pdf
  • 15.79 MB
  • 2010-3-24

  • Probability with Martingales_by D.Williams.rar

    本附件包括：
    • Probability with Martingales_by D.Williams.djvu
  • 2.37 MB
  • 2010-3-16

  • Asset Pricing1.rar

    本附件包括：
    • 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 in fractional Brownian motion models.pdf
    • Arbitrage with Fractional Brownian Motion.pdf
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    • 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
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  • 2009-12-13

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    • Some Applications and Additional Topics.pdf
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    • Stochastic Integrals.pdf
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  • 2009-9-30

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    • Probability with Martingales.DJVU
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  • 2009-8-27

  • 320681.rar
       [分享]Probability with Martingales

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  • 2009-4-30

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    • Williams D. Probability with martingales (Cambridge, 1991)(L)(133s).djvu
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  • 2009-3-20

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  • 2009-1-16

  • 247330.rar
       经典的金融数学书籍 Williams D._Probability with martingales djvu文件

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  • 2008-9-16

  • 241294.rar
       [下载]Rogers, Williams. Diffusion, Markov processes and martingales. Vol.2. Ito calculus

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  • 2008-8-29

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    • A note on robustness in Merton's model of intertemporal consumption and portfolio choice.pdf
    • Distribution of bankruptcy time in a consumptionportfolio problem.pdf
    • Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation.pdf
    • Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income.pdf
    • Lifetime Portfolio Selection By Dynamic Stochastic Programming.pdf
    • Multi-asset investment-consumption model with transaction costs.pdf
    • On the fluctuations in consumption and market returns in the presence of labor and human capital.pdf
    • Optimal consumption choices for a ‘large’ investor.pdf
    • Optimal consumption and portfolio choice for pooled annuity funds.pdf
    • Optimal consumption and portfolio choice with ambiguity and anticipation.pdf
    • Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs.pdf
    • Optimal consumption and portfolio rules with durability and habi.pdf
    • Optimal consumption and portfolio rules with durabilityLocal Substitution.pdf
    • Optimal consumption and portfolio selection problem with downside consumption constraints.pdf
    • Optimal Consumption and Portfolio Selection with Stochastic Differential Utility.pdf
    • Optimal consumption investment policies with undiversifiable income risk and liquidity constraint.pdf
    • Optimal consumption–portfolio choices and retirement planning.pdf
    • Optimal investment decisions when time-horizon is uncertain.pdf
    • Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints.pdf
    • Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences.pdf
    • Portfolio and consumption choice with stochasticinvestment opportunities and habit formation in preferences.pdf
    • Portfolio and consumption decisions with the consumption habit constraints.pdf
    • Utility maximization with partial information.pdf
    • 5.Martingales and stochastic integrals in the theory of continuous trading.txt
    • 6.Optimal consumption and portfolio policies when asset prices follow a.txt
    • 13.Consumption and portfolio policies with incomplete markets and short-sale constraints The infinite dimensional case本文档 (2).txt
    • Consumption and portfolio policies with incomplete markets and short-sale constraints The infinite dimensional case.txt
    • Optimal consumption and portfolio policies when asset prices follow a diffusion process.txt
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  • 2008-6-28

  • 220509.pdf
       [下载]经典论文 Martingales and arbitrage in multiperiod securities markets

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  • 2008-6-17

  • 209476.rar
       Williams D. Probability with martingales (Cambridge, 1991)(L)(133s).rar

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    • Williams D. Probability with martingales (Cambridge, 1991)(L)(133s).djvu
  • 4.16 MB
  • 2008-5-1

  • 209430.rar
       Williams D. Probability with martingales (Cambridge, 1991)(L)(133s).rar

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    • Williams D. Probability with martingales (Cambridge, 1991)(L)(133s).djvu
  • 4.16 MB
  • 2008-4-30

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

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  • 2008-3-7

  • 191678.rar
       MARTINGALES, DIFFUSIONS AND FINANCIAL MATHEMATICS, by A.W. van der Vaart

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  • 2008-2-1

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  • 4.16 MB
  • 2007-10-14

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  • 2006-9-9

  • 55488.rar
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  • 2006-6-13

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  • 2006-5-4

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  • 2006-4-5

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  • 2006-3-14

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