金融数学中的随机变分法 在线电子书 图书标签: 金融工程 随机变分法 金融数学 数学应用 变分 数学 变分法7 springer
发表于2024-12-24
金融数学中的随机变分法 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024
可以有.
评分可以有.
评分可以有.
评分又拿出这本书,一言难尽
评分可以有.
《金融数学中的随机变分法(英文版)》主要内容:stochaLstic Calculus of Variations(or Malliavin Calculus)consists,in brief,in constructing and exploiting natural differentiable structures on abstract Drobability spaces;in other words,Stochastic Calculus of Variations proceeds from a merging of differential calculus and probability theory.As optimization under a random environment iS at the heart of mathemat’ical finance,and as differential calculus iS of paramount importance for the search of extrema,it is not surprising that Stochastic Calculus of Variations appears in mathematical finance.The computation of price sensitivities(orGreeksl obviously belongs to the realm of differential calculus.
Nevertheless,Stochastic Calculus of Variations Was introduced relatively late in the mathematical finance literature:first in 1991 with the Ocone-Karatzas hedging formula,and soon after that,many other applications alDeared in various other branches of mathematical finance;in 1999 a new irapetus came from the works of P.L.Lions and his associates.
评分
评分
评分
评分
金融数学中的随机变分法 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024