Contents 1.Apology....................................................1 2.RobertBrown...............................................5 3.TheperiodbeforeEinstein..................................9 4.AlbertEinstein...............................
front-matter CH1 Introduction CH2 Linear equations CH3 Method of optimal control CH4 Four step scheme CH5 Linear, degenerate backward stochastic partial differential equations CH6 Method of continuation CH7 Forward-backward SDEs with refle...
1Data and Instruments of the Term Structure of Interest Rates 2.Term Structure Factor Models 3.Infinite Dimensional Integration Theory 4.Stochastic Analysis in Infinite Dimensions 5.The Malliavin Calculus 6.General Models 7.Specific Models...
Key advantages of modeling security returns with time-changed Lvy processes: Generality: Lvy processes can generate pretty much any return innovation distribution. Applying stochastic time changes on Lvy processes randomizes the return inn...
Advanced StochasticModels, RiskAssessment, andPortfolio Optimization TheIdealRisk,Uncertainty, andPerformanceMeasures SVETLOZART.RACHEV STOYANV.STOYANOV FRANKJ.FABOZZI JohnWileySons,Inc.共有403页。 Contents Preface xiii Acknowledgments xv...
Optimal Portfolio Modeling：Models to Maximize Returns and Control Risk in Excel and R Author：Philip McDonnell Publisher: Wiley; Publishing date：February 8, 2008) Language: English ISBN-10: 0470117664 Hardcover: 297 pages （原版高清） Pu...
Winning with Options: The Smart Way to Manage Portfolio Risk and Maximize Profit Author：Michael C. Thomsett Publisher: AMACOM Publishing date: 2008-02-27 ISBN: 0814400337 Pages: 256 pages (原版高清） Book Description Options are an integr...
Hardcover: 456 pages Publisher: Chapman Hall/CRC; 1 edition (May 7, 2007) Language: English Book Description In answer to the intense development of new financial products and the increasing complexity of portfolio management theory, Portf...
The Complete Arbitrage Deskbook (Hardcover) by Stephane Reverre (Author) PDF Hardcover: 508 pages Publisher: McGraw-Hill; 1 edition (April 4, 2001) Language: English ISBN-10: 0071359958 ISBN-13: 978-0071359955 Book Description The Complete...
John Wiley'Sons Finance Series 5 - A Currency Options Primer Amazon link: http://www.amazon.co.uk/Currency-Options-Primer-Wiley-Finance/dp/0470870362 Product details Hardcover: 210 pages Publisher: John Wiley Sons (27 Jan 2004) Language En...
