Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) 在線電子書 圖書標籤: 數學 金融數學 Stochastics Mathematics Finance
發表於2024-12-23
Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024
notation 看得不習慣...
評分notation 看得不習慣...
評分notation 看得不習慣...
評分在自學,循序漸進,感覺寫得挺清楚的
評分2天翻瞭一遍。。。
Lévy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics of systems interacting with random noise. David Applebaum connects the two subjects together in this monograph. After an introduction to the general theory of Lévy processes, he accessibly develops the stochastic calculus for Lévy processes. All the tools needed for the stochastic approach to option pricing, including Itô's formula, Girsanov's theorem and the martingale representation theorem, are described.
这是我见过的最浅显易懂的 Levy 过程和随机分析方面的教程,写的非常具体,易于理解。 作为南开的学生,我在第二版的前言看到了下面一段:Changes to the present volume are of two types. On the one hand there was the need to correct errors and typos and also to make...
評分这是我见过的最浅显易懂的 Levy 过程和随机分析方面的教程,写的非常具体,易于理解。 作为南开的学生,我在第二版的前言看到了下面一段:Changes to the present volume are of two types. On the one hand there was the need to correct errors and typos and also to make...
評分这是我见过的最浅显易懂的 Levy 过程和随机分析方面的教程,写的非常具体,易于理解。 作为南开的学生,我在第二版的前言看到了下面一段:Changes to the present volume are of two types. On the one hand there was the need to correct errors and typos and also to make...
評分这是我见过的最浅显易懂的 Levy 过程和随机分析方面的教程,写的非常具体,易于理解。 作为南开的学生,我在第二版的前言看到了下面一段:Changes to the present volume are of two types. On the one hand there was the need to correct errors and typos and also to make...
評分这是我见过的最浅显易懂的 Levy 过程和随机分析方面的教程,写的非常具体,易于理解。 作为南开的学生,我在第二版的前言看到了下面一段:Changes to the present volume are of two types. On the one hand there was the need to correct errors and typos and also to make...
Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024