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- 1.63 MB
- 2015-10-19
-
(Harrison pliska)a stochastic calculus model of continuous trading complete markets.pdf
随机 - 54.62 KB
- 2015-10-19
- 14.08 MB
- 2015-10-19
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定价理论的经典文献2.zip
经典第一部分本附件包括：- (Harrison pliska)a stochastic calculus model of continuous trading complete markets.pdf
- A Continuous Time Arbitrage Pricing Model with Stochastic Volatility and Jumps..pdf
- A Path Integral Approach to Option Pricing with Stochastic Volatility Some Exact Results.pdf
- Bond Pricing and the Term Structure o Interest Rates A New Methodology for Contingent Claims Valuation .pdf
- Changes of Numéraire, Changes of Probability Measure and Option Pricing.pdf
- coherent measures of risk.pdf
- Hedging with Stochastic and Local Volatility.pdf
- Louis Bachelier’s “Theory of Speculation.pdf
- ON CHANGES OF MEASURE IN S TOCHASTIC volatility models.pdf
- Option Pricing Kernels and the ICAPM.PDF
- Option Pricing with Lévy Process .pdf
- Option Valuation with Jumps in Returns and volatility.pdf
- Peter Carr.pdf
- RJarrow%20MarketEfficiency6.pdf
- stcochastic local volatility.pdf
- The Pricing of Commodity Contracts.pdf
- 7.64 MB
- 2012-7-25
- 1.65 MB
- 2010-6-9
- 26.83 MB
- 2010-4-4
- 27.56 MB
- 2010-1-15
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Pliska_Introduction to Mathematical Finance_Discrete Time Model.pdf
- 1.65 MB
- 2009-12-27
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Pliska_Introduction to Mathematical Finance_Discrete Time Model.pdf
- 1.65 MB
- 2009-11-20
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pliska.pdf
非扫描版 - 1.65 MB
- 2009-10-6
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本附件包括：
- Pliska_Introduction to Mathematical Finance.djvu
- windjview-0.4.1.exe
- 3.4 MB
- 2008-9-1
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22699.rar
数理金融学引论——离散时间模型本附件包括：- PliskaChap1.pdf
- 2 MB
- 2005-8-12
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22605.rar
数理金融学引论——离散时间模型本附件包括：- Pliska.pdf
- 13.49 MB
- 2005-8-11
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