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  • Stochastic differential equations in infinite dimensional spaces (Gopinath Kalli.zip

    本附件包括:
    • Stochastic differential equations in infinite dimensional spaces (Gopinath Kallianpur, Jie Xiong) (Z-Library).djvu
  • 2.09 MB
  • 2023-7-24
  • Mathematical Finance. Theory Review and Exercises.rar
       Mathematical Finance. Theory Review and Exercises

    本附件包括:
    • CH12 Risk Measures- Value at Risk and Beyond.pdf
    • list.pdf
    • CH01 Short Review of Probability and of Stochastic Processes.pdf
    • CH02 Portfolio Optimization in Discrete-Time Models.pdf
    • CH03 Binomial Model for Option Pricing.pdf
    • CH04 Absence of Arbitrage and Completeness of Market Models.pdf
    • CH05 Formula and Stochastic Differential Equations.pdf
    • CH06 Partial Differential Equations in Finance.pdf
    • CH07 Black-Scholes Model for Option Pricing and Hedging Strategies.pdf
    • CH08 American Options.pdf
    • CH09 Exotic Options.pdf
    • CH10 Interest Rate Models.pdf
    • CH11 Pricing Models Beyond Black-Scholes.pdf
  • 4.11 MB
  • 2023-6-25
  • (2013)Financial Modeling_ A Backward Stochastic Differential Equations Perspecti.rar

    本附件包括:
    • (2013)Financial Modeling_ A Backward Stochastic Differential Equations Perspective_Stéphane Crépey.pdf
  • 3.23 MB
  • 2018-11-1
  • Stochastic Differential Equations.rar

    本附件包括:
    • Stochastic Differential Equations.pdf
  • 2.14 MB
  • 2018-9-15
  • 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
  • Springer Series in Statistics(2007-2008).rar

    本附件包括:
    • 2008.Simulation and inference for stochastic differential equations_ With R examples(2008).pdf
    • 2007.Correlated Data Analysis_ Modeling, Analytics, and Applications(2007).pdf
    • 2007.Indirect Sampling(2007).pdf
    • 2007.Life Distributions_ Structure of Nonparametric, Semiparametric, and Parametric Families(2007).pdf
    • 2007.Linear and Generalized Linear Mixed Models and Their Applications(2007).pdf
    • 2007.Model-based Geostatistics(2007).djvu
    • 2007.Multiscale modeling. A Bayesian perspective(2007).pdf
    • 2007.Permutation Methods A Distance Function Approach(2007).pdf
    • 2007.Reliability, Life Testing and the Prediction of Service Lives_ For Engineers and Scientists(2007).pdf
    • 2007.Stochastic Orders(2007).pdf
    • 2008.Bayesian Reliability(2008).pdf
    • 2008.Forecasting with exponential smoothing _ the state space approach(2008).pdf
    • 2008.Information Criteria and Statistical Modeling(2008).pdf
    • 2008.Introduction to empirical processes and semiparametric inference(2008).pdf
    • 2008.Linear Models and Generalizations_ Least Squares and Alternatives 3rd.pdf
    • 2008.Multiple testing procedures with applications to genomics(2008).pdf
    • 2008.Statistical Decision Theory Estimation, Testing, and Selection(2008).pdf
    • 2008.Statistical learning from a regression perspective(2008).pdf
  • 64.84 MB
  • 2017-9-15
  • Stochastic Modelling and Applied Probability(61-69缺少65).rar

    本附件包括:
    • (Stochastic Modelling and Applied Probability 69) Stochastic Differential Equations, Backward SDEs, Partial Differential Equations.pdf
    • (Stochastic Modelling and Applied Probability 61) Continuous-time Stochastic Control and Optimization with Financial Applications(2009).pdf
    • (Stochastic Modelling and Applied Probability 62) Continuous-Time Markov Decision Processes_ Theory and Applications(20.pdf
    • (Stochastic Modelling and Applied Probability 63) Hybrid Switching Diffusions_ Properties and Applications(2010).pdf
    • (Stochastic Modelling and Applied Probability 64) Numerical Solution of Stochastic Differential Equations with Jumps in Finance().pdf
    • (Stochastic Modelling and Applied Probability 66) Stochastic Stability of Differential Equations(2012).pdf
    • (Stochastic Modelling and Applied Probability 67) Discretization of Processes(2012).pdf
    • (Stochastic Modelling and Applied Probability 68) Stochastic Simulation and Monte Carlo Methods().pdf
  • 31.93 MB
  • 2017-9-13
  • Stochastic Modelling and Applied Probability(21-30).rar

    本附件包括:
    • (Applications of Mathematics 23) Numerical solution of stochastic differential equations(1995).djvu
    • (Applications of Mathematics 30) Discrete-Time Markov Control Processes_ Basic Optimality Criteria-Springer-Verlag New York (1996).pdf
    • (Applications of Mathematics 21) Stochastic Integration and Differential Equations A New Approach(1990).pdf
    • (Applications of Mathematics 21) Stochastic Integration and Differential Equations(2003).pdf
    • (Applications of Mathematics 22) Adaptive Algorithms and Stochastic Approximations(1990).pdf
    • (Applications of Mathematics 24) Numerical Methods for Stochastic Control Problems in Continuous Time(1992).pdf
    • (Applications of Mathematics 24) Numerical Methods for Stochastic Control Problems in Continuous Time(2001).pdf
    • (Applications of mathematics 25) Controlled Markov Processes and Viscosity Solutions-Springer (2006).pdf
    • (Applications of Mathematics 26) Elements of Queueing Theory_ Palm Martingale Calculus and Stochastic Recurrences(2003).pdf
    • (Applications of Mathematics 27) Image Analysis, Random Fields and Dynamic Monte Carlo Methods_ A Mathematical Introduction(1995).djvu
    • (Applications of Mathematics 28) Cycle Representations of Markov Processes(1995).pdf
    • (Applications of Mathematics 28) Cycle Representations of Markov Processes(2010).pdf
    • (Applications of Mathematics 29) Hidden Markov models_ estimation and control(1995).pdf
  • 81.28 MB
  • 2017-9-13
  • (PTSM 79) Yosida Approximations of Stochastic Differential Equations in Infinite.rar

    本附件包括:
    • (PTSM 79) Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications-Springer International Publis.pdf
  • 3.26 MB
  • 2017-9-7
  • AAFSDE (pdf).zip

    本附件包括:
    • Asymptotic Analysis for Functional Stochastic Differential Equations.pdf
  • 1.27 MB
  • 2016-12-31
  • AAFSDE (epub).zip

    本附件包括:
    • Asymptotic Analysis for Functional Stochastic Differential Equations.epub
  • 2.98 MB
  • 2016-12-31
  • AAFSDE (pdf epub).zip

    本附件包括:
    • Asymptotic Analysis for Functional Stochastic Differential Equations.pdf
    • Asymptotic Analysis for Functional Stochastic Differential Equations.epub
  • 4.25 MB
  • 2016-12-31
  • Yosida Approximations of Stochastic Differential Equations in Infinite Dimension.zip

    本附件包括:
    • Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications.pdf
    • Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications.epub
  • 8.75 MB
  • 2016-11-25
  • Stochastic Differential Equations.rar

    本附件包括:
    • Stochastic Differential Equations.pdf
  • 8.95 MB
  • 2016-7-26
  • Financial Modeling A Backward Stochastic Differential Equations Perspective(Crepey).zip

    本附件包括:
    • Financial Modeling A Backward Stochastic Differential Equations Perspective(Crepey).pdf
  • 6.13 MB
  • 2014-11-30
  • Stochastic Differential Equations with Jumps Simulation.rar

    本附件包括:
    • Stochastic Differential Equations with Jumps Simulation.mht
  • 257.82 KB
  • 2014-9-26
  • Fractional Brownian Motion Modelling in Finance(12papers).zip

    本附件包括:
    • 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
    • 3 Arbitrage in fractional Brownian motion.pdf
    • 4 Inherent_Exclusion_of_Arbitrage FBM.pdf
    • 5 Fractional Brownian motion stochastic calculus.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
    • 11 Fractional Brownian motion Simulation Code and Method.pdf
  • 2.01 MB
  • 2014-8-31
  • Stochastic Differential Equations.rar

    本附件包括:
    • SDE12-PS1.pdf
    • SDE12-PS1soln.pdf
    • SDE12-PS2.pdf
    • SDE12-PS2soln.pdf
    • SDE12-PS3.pdf
    • SDE12-PS3soln.pdf
    • SDE12-PS4.pdf
    • SDE12-PS4soln.pdf
    • SDE12-PS5.pdf
    • SDE12-PS5soln.pdf
    • SDE12-PS6.pdf
    • SDE12-PS6soln.pdf
    • SDE12-PS7.pdf
    • SDE12-PS7soln.pdf
    • SDE12-PS8.pdf
    • SDE-background.pdf
    • SDE-LECTURE_NOTES.pdf
  • 1.33 MB
  • 2013-3-15
  • Ch G.zip
       Stochastic Differential Equations

  • 6.73 MB
  • 2012-8-11
  • Stochastic Differential Equations and Diffusion Processes.rar

    本附件包括:
    • 0444861726Stochastic.djvu
  • 9.23 MB
  • 2010-9-22
  • Stochastic differential equations-6ed.rar

    本附件包括:
    • Stochastic differential equations-6ed.djvu
  • 2.67 MB
  • 2010-9-10
  • Numerical Solution of Stochastic Differential Equations .rar

    本附件包括:
    • Numerical Solution of Stochastic Differential Equations .djvu
  • 5.56 MB
  • 2009-12-6
  • Numerical_SDE.rar (5.56 MB) .rar

    本附件包括:
    • Kloeden P.E., Platen E. Numerical solution of stochastic differential equations (Springer, 1992)(ISBN 3540540628)(KA)(600dpi)(T)(668s)_MVspa_.djvu
  • 5.56 MB
  • 2009-11-2
  • 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
  • Stochastic differential equations and applications.rar

    本附件包括:
    • Friedman A. Vol.1. Stochastic differential equations and applications (AP, 1975)(ISBN 0122682017)(KA)(T)(243s).djvu
    • Friedman A. Vol.2. Stochastic differential equations and applications (AP, 1975)(ISBN 0122682017)(KA)(T)(314s).djvu
  • 4.13 MB
  • 2009-8-9
  • 329218.pdf
       经典原版教材:Forward-Backward Stochastic Differential Equations and Their Applications倒

  • 9.94 MB
  • 2009-5-24
  • 329214.pdf
       经典原版教材:Bernt Oksendal.Stochastic Differential Equations.5th ed.Springer.2000

  • 1.26 MB
  • 2009-5-24
  • 322176.rar
       帝国理工金融工程课件(Stochastic Differential Equations and Interest Rate Models)

  • 2.97 MB
  • 2009-5-6
  • 320869.pdf
       [分享] Simulation and Inference for Stochastic Differential Equations: With R Examples

  • 4.21 MB
  • 2009-5-1
  • 290442.pdf
       [下载]STOCHASTIC DIFFERENTIAL EQUATIONS (UC Berkeley)

  • 1.28 MB
  • 2009-2-4
  • 290441.pdf
       [下载]STOCHASTIC DIFFERENTIAL EQUATIONS (UC Berkeley)

  • 1.28 MB
  • 2009-2-4
  • 290440.pdf
       STOCHASTIC DIFFERENTIAL EQUATIONS

  • 1.28 MB
  • 2009-2-4
  • 251051.pdf
       [原创]Evans_Stochastic Differential Equations

  • 1.28 MB
  • 2008-9-27
  • 247078.rar
       经典的金融数学书籍 Stochastic differential equations djvu文件

  • 2.67 MB
  • 2008-9-15
  • 247077.rar
       经典的金融数学书籍 Stochastic differential equations

  • 2.67 MB
  • 2008-9-15
  • 205960.rar
       雍炯敏-Forward-Backward Stochastic Differential Equations and Their Application

  • 9.35 MB
  • 2008-4-16
  • 197569.pdf
       [free]Parameter Estimation in Stochastic Differential Equations

  • 2.6 MB
  • 2008-3-12
  • 195506.pdf
       [free]Parameter Estimation in Stochastic Differential Equations

  • 198 Bytes
  • 2008-3-4
  • 194606.pdf
       (Berkeley) a introduction of stochastic differential equations, 1.2 version

  • 1.02 MB
  • 2008-2-28
  • 192764.rar
       [下载]随机偏微分方程A Concise Course on Stochastic Partial Differential Equations

    本附件包括:
    • Stochastic Differential Equations in Finite Dimensions.pdf
    • Stochastic Integral in Hilbert Spaces.pdf
    • Motivation, Aims and Examples.pdf
    • Front Matter.pdf
    • Back Matter.pdf
    • A Class of Stochastic Differential Equations.pdf
  • 2.21 MB
  • 2008-2-14
  • 180013.pdf
       [下载]Modeling with Ito Stochastic Differential Equations

  • 1.38 MB
  • 2007-12-7
  • 165923.pdf
       Stochastic Differential Equations (Springer-Verlag 5th).pdf免费下载

  • 1.26 MB
  • 2007-10-19
  • 136473.pdf
       Forward-Backward Stochastic Differential Equations and Their Applications

  • 9.94 MB
  • 2007-7-13
  • 136460.pdf
       Introduction to Stochastic Differential Equations

  • 977.26 KB
  • 2007-7-13
  • 85407.pdf
       AN INTRODUCTION TO STOCHASTIC DIFFERENTIAL EQUATIONS

  • 1.28 MB
  • 2007-1-18
  • 66856.rar
       Oksendal: Stochastic Differential Equations, 6th edition

    本附件包括:
    • StochasticDifferentialEquations.djvu
  • 2.67 MB
  • 2006-10-11
  • 56671.rar
       Stochastic Integration with Jumps(金融数学系列1)

    本附件包括:
    • STOCHASTIC INTEGRATION AND STOCHASTIC DIFFERENTIAL EQUATIONS .pdf
  • 3.52 MB
  • 2006-6-29
  • 40387.rar

    本附件包括:
    • Stochastic Differential Equations.pdf
  • 1.06 MB
  • 2006-2-21
  • 40361.rar
       [下载]Stochastic Differential Equations 5th Springer-Verlag Heidelberg New York

    本附件包括:
    • Stochastic Differential Equations.pdf
  • 1.06 MB
  • 2006-2-21
  • 40356.pdf
       Stochastic Differential Equations 5th

  • 1.25 MB
  • 2006-2-21
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