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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Prif Awdur:	Trần, Thi Tâm
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Cyhoeddwyd:	Cần Thơ Trường Đại học Cần Thơ 2010
Pynciau:	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
Tagiau:	Ychwanegu Tag Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!

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

Eitemau Tebyg

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

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

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

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

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

Lévy Matters IV
gan: Belomestny, D, et al.
Cyhoeddwyd: (2015)

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

Quá trình dừng và ứng dụng:
gan: Trần, Quốc Dũng
Cyhoeddwyd: (2010)

Quá trình khuếch tán Itô :
gan: Phạm, Thanh Tâm
Cyhoeddwyd: (2010)

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

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

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

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

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

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

Quá trình khuếch tán và ứng dụng :
gan: Ngô, Thuận Dủ
Cyhoeddwyd: (2018)

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

Tính toán ngẫu nhiên và ứng dụng :
gan: Nguyễn, Ngọc Hạnh
Cyhoeddwyd: (2010)

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

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

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

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

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

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

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

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

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

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

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

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

Linear partial differential operators /
gan: Hörmander, Lars.
Cyhoeddwyd: (1969)

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

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

Introduction to patrial diffrential equations with applications
gan: Dale W Thoe
Cyhoeddwyd: (1986)

Phương trình vi phân đạo hàm riêng
gan: Trần Đức Vân
Cyhoeddwyd: (2003)

Partial differential equations (with 42 illustrations)
gan: Jeffrey Rauch
Cyhoeddwyd: (1991)

Partial differential equations (with 25 figures)
gan: Fritz John (1910-
Cyhoeddwyd: (1981)

Partial differential equations
gan: F. John

Partial differential equations of applied mathematics
gan: Zauderer, Erich
Cyhoeddwyd: (2006)

Applied partial differential equations
Cyhoeddwyd: (1999)