Quá trình Lévy trong Rn và ứng dụng trong tài chính :

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Quá trình Lévy trong Rn và ứng dụng trong tài chính : Luận văn thạc sĩ toán học. Chuyên ngành lý thuyết xác suất và thống kê toán học

Luận văn trình bày một cách tóm tắt các cơ sở lý thuyết cơ bản của lý thuyết xác suất và các quá trình ngẫu nhiên. Trình bày quá trình Lévy và mô hình Lévy mũ, các mô hình nhiều chiều, mô hình trung bình,......

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Sonraí Bibleagrafaíochta
Príomhúdar:	Trần, Thi Tâm
Formáid:	Leabhar
Teanga:	Undetermined
Foilsithe:	Cần Thơ Trường Đại học Cần Thơ 2010
Ábhair:	Stochastic partial differential equations,Options (Finance),Phương trình vi phân đơn giản ngẫu nhiên,Quyền chọn mua bán,Lévy processes Mathematical models,Mô hình toán
Clibeanna:	Cuir Clib Leis Gan Chlibeanna, Bí ar an gcéad duine leis an taifead seo a chlibeáil!

Thư viện lưu trữ:	Trung tâm Học liệu Trường Đại học Cần Thơ

Míreanna Comhchosúla

Quá trình mũ và quá trình Itô - Lévy :
le: Huỳnh, Tố Uyên
Foilsithe: (2010)

Phương trình vi phân ngẫu nhiên áp dụng trong tài chính mô hình Black-Scholes :
le: Lê, Hồ Ngọc Toản
Foilsithe: (2010)

Phương trình vi phân ngẫu nhiên áp dụng trong tài chính một số mô hình trái phiếu và lãi suất :
le: Cao, Bảo Đằng
Foilsithe: (2010)

Tích phân và phương trình vi phân ngẫu nhiên cho các quá trình liện tục và bước nhảy :
le: Hồ, Tấn Hùng
Foilsithe: (2009)

Tích phân và phương trình vi phân ngẫu nhiên cho các quá trình liện tục và bước nhảy :
le: Nguyễn, Thanh Thúy
Foilsithe: (2010)

Lévy Matters IV
le: Belomestny, D, et al.
Foilsithe: (2015)

Stochastic Partial Differential Equations. 1st ed. 2017
le: Lototsky, Sergey V., et al.
Foilsithe: (2020)

Quá trình dừng và ứng dụng:
le: Trần, Quốc Dũng
Foilsithe: (2010)

Quá trình khuếch tán Itô :
le: Phạm, Thanh Tâm
Foilsithe: (2010)

Stochastic partial differential equations and applications - VII
le: Prato, Giuseppe Da
Foilsithe: (2006)

Vấn đề định giá phái sinh trong tài chính và ứng dụng :
le: Lê, Văn Duẩn
Foilsithe: (2010)

Một số kết quả liên quan quá trình khuếch tán :
le: Võ, Hoàng Giang
Foilsithe: (2018)

Một số kết quả liên quan bước đi ngẫu nhiên :
le: Võ, Hiếu Trọng
Foilsithe: (2018)

Phương trình vi phân ngẫu nhiên cho các quá trình khuếch tán :
le: Lâm, Minh Công
Foilsithe: (2013)

Tính rủi ro danh mục đầu tư và tối ưu ngẫu nhiên danh mục đầu tư tiếp cận bằng phương pháp Copula :
le: Bùi, Thiên Hòa
Foilsithe: (2018)

Quá trình khuếch tán và ứng dụng :
le: Ngô, Thuận Dủ
Foilsithe: (2018)

Phương pháp mô hình hóa với phương trình vi phân ngẫu nhiên Itô :
le: Trần, Thị Thủy Tiên
Foilsithe: (2013)

Tính toán ngẫu nhiên và ứng dụng :
le: Nguyễn, Ngọc Hạnh
Foilsithe: (2010)

Quá trình Itô-Lêvy và ứng dụng :
le: Trần, Quang Hoàng
Foilsithe: (2015)

Phương trình vi phân ngẫu nhiên trong định giá quyển chọn :
le: Phan, Thị Ngọc Hà
Foilsithe: (2013)

Relations between cone-parameter Levy processes and convolution semigroups /
le: Pedersen, Jan.

Định giá quyền chọn với mô hình độ biến động Heston :
le: Nguyễn, Thị Trúc Phương
Foilsithe: (2013)

Geometric methods in bio-medical image processing /
Foilsithe: (2002)

Waves in Continuous Media. 1st ed. 2017
le: Gavrilyuk, S. L., et al.
Foilsithe: (2020)

Homogenization for stochastic partial differential equations derived from nonlinear filterings with feedback /
le: Ichihara, Naoyuki.

Phương pháp mô hình phân tích rủi ro tín dụng :
le: Nguyễn, Thanh Sang
Foilsithe: (2009)

Phương pháp mô phỏng monte carlo để giải phương trình vi phân :
le: Trần, Minh Tâm
Foilsithe: (2010)

Stochastic Equations: Theory and Applications in Acoustics, Hydrodynamics, Magnetohydrodynamics, and Radiophysics, Volume 1:Basic Concepts, Exact Results, and Asymptotic Approximations
le: Klyatskin, Valery I.
Foilsithe: (2015)

Stochastic Equations: Theory and Applications in Acoustics, Hydrodynamics, Magnetohydrodynamics, and Radiophysics, Volume 2:Coherent Phenomena in Stochastic Dynamic Systems
le: Klyatskin, Valery I
Foilsithe: (2015)

Phương trình đạo hàm riêng trong vật lý
le: Vũ, Văn Thanh
Foilsithe: (2000)

Linear partial differential operators /
le: Hörmander, Lars.
Foilsithe: (1969)

Analytic, Algebraic and Geometric Aspects of Differential Equations. 1st ed. 2017
le: Filipuk, Galina, et al.
Foilsithe: (2020)

Phương trình vi phân ngẫu nhiên áp dụng trong tài chính một số mô hình trong phân tích rủi ro tài chính:
le: Nguyễn, Lý Kiều Chinh
Foilsithe: (2010)

Introduction to patrial diffrential equations with applications
le: Dale W Thoe
Foilsithe: (1986)

Phương trình vi phân đạo hàm riêng
le: Trần Đức Vân
Foilsithe: (2003)

Partial differential equations (with 42 illustrations)
le: Jeffrey Rauch
Foilsithe: (1991)

Partial differential equations (with 25 figures)
le: Fritz John (1910-
Foilsithe: (1981)

Partial differential equations
le: F. John

Partial differential equations of applied mathematics
le: Zauderer, Erich
Foilsithe: (2006)

Applied partial differential equations
Foilsithe: (1999)