two parts. By Mark Rubinstein, Haas School of Business, University of California Rubinstein, as we say on Wall Street about someone who knows options, can connect the dots - a rare attribute in academia Nassim Taleb The authentic voice of...
TABLE OF CONTENTS Introduction Data mining: In brief ................................................................... 1 Data mining: What it cant do ..................................................... 1 Data mining and data warehousin...
Durat,on a necessary, partnofnealyrsysbso toolkit for analyzing interest rate risk. Most of the duration models currently in use are single-term models, but two- or more-term duration models have been attracting attention recently. Unfortu...
Notes on Ordinary Differential and Difference Equations byJohn J. Seater June, 2002 ORDINARY DIFFERENTIAL EQUATIONS DEFINITIONS Def A differential equation is an equation that involves derivatives of a dependent variable with respect to on...
I MATHEMATICS 1 1 LINEAR ALGEBRA 3 1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 1.2 Systems of Linear Equations and Matrices . . . . . . . . . . . . . 3 1.3 Matrix Operations . . . . . . . . . . . . . . . ....
Contents I Stochastic integration ★ Introduction -*- Brownian motion -*- Lebesgue-Stieltjes integrals -*- Na/ve stochastic integration is impossible -*- Predictable a-algebras and processes . . -*- Processes generate elementary integrals...
目 录 前 言 第一章 随机线性系统的敷学描述 第二章 基本估计方法 第三章 离散线性系统的量佳估计 筻四章 连续线性系统的量隹估计 第五章 最佳估计的稳定性和误差特性 第六章 非线性最佳估计引论...
Bermudan swaptions may be thought of as a basket of European swaptions but with a single exercise A Bermudan Swaption will track the richest European swaption in its basket (the CTD), with an additional premium for the right to choose othe...
Hardcover: 808 pages Publisher: CRC; 1st edition (October 15, 2001) Language: English ISBN: 0824706609 Product Dimensions: 10.3 x 7.4 x 1.6 inches Book News Annotation: Twelve contributions from mathematicians in the U.S., Russia, China, a...
《博弈圣经》是一本神奇光彩的经济学著作，书中隐含着丰富的东西方智慧，显得意义非凡。里面的全部思想，不会有支离破碎的印象，它优美复杂多层的语言结构，决不让人厌倦，它像人类几百首完美的诗叠加而成，处处显示和谐和均衡。《博弈圣经》这本书又像是一...
