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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Αποθηκεύτηκε σε:

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας:	Trần, Thi Tâm
Μορφή:	Βιβλίο
Γλώσσα:	Undetermined
Έκδοση:	Cần Thơ Trường Đại học Cần Thơ 2010
Θέματα:	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
Ετικέτες:	Προσθήκη ετικέτας Δεν υπάρχουν, Καταχωρήστε ετικέτα πρώτοι!

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

Παρόμοια τεκμήρια

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

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

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

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

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

Lévy Matters IV
ανά: Belomestny, D, κ.ά.
Έκδοση: (2015)

Stochastic Partial Differential Equations. 1st ed. 2017
ανά: Lototsky, Sergey V., κ.ά.
Έκδοση: (2020)

Quá trình dừng và ứng dụng:
ανά: Trần, Quốc Dũng
Έκδοση: (2010)

Quá trình khuếch tán Itô :
ανά: Phạm, Thanh Tâm
Έκδοση: (2010)

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

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

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

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

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

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

Quá trình khuếch tán và ứng dụng :
ανά: Ngô, Thuận Dủ
Έκδοση: (2018)

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

Tính toán ngẫu nhiên và ứng dụng :
ανά: Nguyễn, Ngọc Hạnh
Έκδοση: (2010)

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

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

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

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

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

Waves in Continuous Media. 1st ed. 2017
ανά: Gavrilyuk, S. L., κ.ά.
Έκδοση: (2020)

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

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

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

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

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

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

Linear partial differential operators /
ανά: Hörmander, Lars.
Έκδοση: (1969)

Analytic, Algebraic and Geometric Aspects of Differential Equations. 1st ed. 2017
ανά: Filipuk, Galina, κ.ά.
Έκδοση: (2020)

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

Introduction to patrial diffrential equations with applications
ανά: Dale W Thoe
Έκδοση: (1986)

Phương trình vi phân đạo hàm riêng
ανά: Trần Đức Vân
Έκδοση: (2003)

Partial differential equations (with 42 illustrations)
ανά: Jeffrey Rauch
Έκδοση: (1991)

Partial differential equations (with 25 figures)
ανά: Fritz John (1910-
Έκδοση: (1981)

Partial differential equations
ανά: F. John

Partial differential equations of applied mathematics
ανά: Zauderer, Erich
Έκδοση: (2006)

Applied partial differential equations
Έκδοση: (1999)