金融數學中的隨機變分法 在線電子書 圖書標籤: 金融工程 隨機變分法 金融數學 數學應用 變分 數學 變分法7 springer
發表於2024-11-23
金融數學中的隨機變分法 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024
又拿齣這本書,一言難盡
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評分又拿齣這本書,一言難盡
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評分又拿齣這本書,一言難盡
《金融數學中的隨機變分法(英文版)》主要內容: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.
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金融數學中的隨機變分法 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024