Martingales, diffusions and financial mathematics

Measure theory, discrete time martingales and discrete time option pricing. Continuous time martingales. Stochastic integrals, calculus and differential equations. Option pricing in continuous time. Random measures, stochastic calculus (characteristics).

Подобные документы

  • The uniqueness problem of meromorphic functions having the same pole sharing of a nite set with the aid of weighted sharing of sets we. Meromorphic functions in whole complex plane. Standard notations of the Nevanlinna theory of meromorphic functions.

    статья, добавлен 27.06.2016

  • Linear Principal Components. A linear model formulation. The Principal Curve and Surface models. Theory for principal curves and surfaces. Algorithmic details. Estimation of curves and surfaces. Gold assay pairs. Generalized linear principal components.

    дипломная работа, добавлен 08.02.2013

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