Chapter1 Introduction Chapter3 A brief overview of the classical linear regression model Chapter4 Further issues with the classcal linear regression model Chapter5 Univariate time series modelling and forecasting Chapter6Multivariate model...
Stochastic Optimization Methods Marti, Kurt 2005, XIII, 314 p., 14 illus., Hardcover ISBN: 978-3-540-22272-9 About this book Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutio...
Contents Preface A Question of Terminology A Guide to Notation 0.A Branching-Process Example Part A .Foundations 1.Measure Spaces 2.Events 3.Random Variables 4.Independence 5.Integration 6.Expectation 7.An Easy Strong Law 8.Product Measure...
contents 1.Brownian Motion 2.Stochastic Integration 3.Brownian Motion II 4.Partial Difference Equations 5.Stochastic Differential Equations 6.One Dimensional Diffusions 7.Diffusions as Markov Processes 8.Weak Convergence Solutions to Exerc...
1. Introduction 1 1.1 Stochastic Analogs of Classical Differential Equations 1 1.2 Filtering Problems 2 1.3 Stochastic Approach to Deterministic Boundary Value Prob- Problems 2 1.4 Optimal Stopping 3 1.5 Stochastic Control 4 1.6 Mathematic...
CONTENTS i Contents List of Tables iii List of Figures v PREFACE vii What Is Economics? . . . . . . . . . . . . . . . . . . . . . . . . . . . vii What Is Mathematics? . . . . . . . . . . . . . . . . . . . . . . . . . . . viii NOTATION ix I...
Chapter 1 Introduction Chapter 2 The mathematics behind Monte Carlo methods Chapter 3Stochastic dynamics Chapter 4 Process driven sampling Chapter 5 Correlation and co-movement Chapter 6 Salvaging a linear correlation matrix Chapter 7 Pseu...
Chapter 1 Introduction Chapter 2 The mathematics behind Monte Carlo methods Chapter 3Stochastic dynamics Chapter 4 Process driven sampling Chapter 5 Correlation and co-movement Chapter 6 Salvaging a linear correlation matrix Chapter 7 Pseu...
金融衍生工具－定价、应用与数学 Financial Derivatives - Pricing, Applications, and Mathematics (美)巴兹(Baz,J.),查科(Chacko,G.)著 本书对金融衍生工具定价的基本原理做了简单论述。第一章向读者展示了基本的随机微积分，并就不确定性与时间、随机游走...
Interest Rate Modelling by Simona Svoboda Palgrave Macmillan 2004 (288 pages) Table of Contents Interest Rate Modelling Introduction Part I - Interest Rate Models Chapter 1 - The Vasicek Model Chapter 2 - The Cox, Ingersoll and Ross Model...
