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  • [John_D._Graham,_Jonathan_Baert_Wiener,_Cass_R._Su.rar

    本附件包括:
    • [John_D._Graham,_Jonathan_Baert_Wiener,_Cass_R._Su.pdf
  • 12.02 MB
  • 2018-5-3
  • WIENER CHAOS A NEW APPROACH TO OPTION HEDGING.rar

    本附件包括:
    • WIENER CHAOS A NEW APPROACH TO OPTION HEDGING.pdf
  • 685.62 KB
  • 2014-8-20
  • 金融数学引论教材及课件.zip
       金融数学教材及课件

    本附件包括:
    • 0.课程介绍.ppt
    • 10:期权定价---PDE方法.ppt
    • 11:平衡概率测度.ppt
    • 1:金融衍生市场介绍.ppt
    • 2:无套利定价初步.ppt
    • 3:衍生产品定价--模型与概念.ppt
    • 4.概率知识回顾.ppt
    • 5:鞅及鞅表示定理.ppt
    • 6:随机微分.ppt
    • 7:Wiener过程和Poisson过程.ppt
    • 8:Ito积分.ppt
    • 9:Ito引理.ppt
  • 3.49 MB
  • 2014-5-5
  • Wiener Chaos Moments,Cumulants and Diagrams.rar

    本附件包括:
    • front-matter.pdf
    • The lattice of partitions of a finite set.pdf
    • Combinatorial expressions of cumulants and moments.pdf
    • Diagrams and multigraphs.pdf
    • Wiener It integrals and Wiener chaos.pdf
    • Multiplication formulae.pdf
    • Diagram formulae.pdf
    • From Gaussian measures to isonormal Gaussian processes.pdf
    • Hermitian random measures and spectral representations.pdf
    • Some facts about Charlier polynomials.pdf
    • Limit theorems on the Gaussian Wiener chaos.pdf
    • CLTs in the Poisson case the case of double integrals.pdf
    • back-matter.pdf
    • Introduction.pdf
  • 2.52 MB
  • 2012-10-8
  • The New Palgrave Dictionary of Economics W.rar

    本附件包括:
    • women's work and wages The New Palgrave Dictionary of Economics.mht
    • Wood, Stuart (1853–1914) The New Palgrave Dictionary of Economics.mht
    • worker participation and profit sharing The New Palgrave Dictionary of Economics.mht
    • World Bank The New Palgrave Dictionary of Economics.mht
    • World Trade Organization The New Palgrave Dictionary of Economics.mht
    • World Wars, economics of The New Palgrave Dictionary of Economics.mht
    • Wade, John (1788–1875) The New Palgrave Dictionary of Economics.mht
    • wage curve The New Palgrave Dictionary of Economics.mht
    • wage indexation The New Palgrave Dictionary of Economics.mht
    • wage inequality, changes in The New Palgrave Dictionary of Economics.mht
    • wages fund The New Palgrave Dictionary of Economics.mht
    • Wakefield, Edward Gibbon (1796–1862) The New Palgrave Dictionary of Economics.mht
    • Wald, Abraham (1902–1950) The New Palgrave Dictionary of Economics.mht
    • Walker, Francis Amasa (1840–1897) The New Palgrave Dictionary of Economics.mht
    • Walras, Antoine Auguste (1801–1866) The New Palgrave Dictionary of Economics.mht
    • Walras, Léon (1834–1910) The New Palgrave Dictionary of Economics.mht
    • Walras's Law The New Palgrave Dictionary of Economics.mht
    • war and economics The New Palgrave Dictionary of Economics.mht
    • Warburton, Clark (1896–1979) The New Palgrave Dictionary of Economics.mht
    • Warming, Jens (1873–1939) The New Palgrave Dictionary of Economics.mht
    • Washington Consensus The New Palgrave Dictionary of Economics.mht
    • wavelets The New Palgrave Dictionary of Economics.mht
    • wealth The New Palgrave Dictionary of Economics.mht
    • Weber, Alfred (1868–1958) The New Palgrave Dictionary of Economics.mht
    • Weber, Max (1864–1920) The New Palgrave Dictionary of Economics.mht
    • Weintraub, Sidney (1914–1983) The New Palgrave Dictionary of Economics.mht
    • welfare costs of business cycles The New Palgrave Dictionary of Economics.mht
    • welfare economics The New Palgrave Dictionary of Economics.mht
    • welfare state The New Palgrave Dictionary of Economics.mht
    • Wells, David Ames (1828–1898) The New Palgrave Dictionary of Economics.mht
    • West, Edward (1782–1828) The New Palgrave Dictionary of Economics.mht
    • Wheatley, John (1772–1830) The New Palgrave Dictionary of Economics.mht
    • Whewell, William (1799–1866) The New Palgrave Dictionary of Economics.mht
    • White, Harry Dexter (1892–1948) The New Palgrave Dictionary of Economics.mht
    • Wicksell effects The New Palgrave Dictionary of Economics.mht
    • Wicksell, Johan Gustav Knut (1851–1926) The New Palgrave Dictionary of Economics.mht
    • Wicksteed, Philip Henry (1844–1927) The New Palgrave Dictionary of Economics.mht
    • Wiener process The New Palgrave Dictionary of Economics.mht
    • Wieser, Friedrich Freiherr, (Baron) von (1851–1926) The New Palgrave Dictionary of Economics.mht
    • Wilson, Edwin Bidwell (1879–1964) The New Palgrave Dictionary of Economics.mht
    • Witte, Edwin Emil (1887–1960) The New Palgrave Dictionary of Economics.mht
    • Wold, Herman O_A_ (1908) The New Palgrave Dictionary of Economics.mht
  • 3.75 MB
  • 2012-5-13
  • 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
  • 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
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