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Martingales, diffusions and financial mathematics - подобные работы
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
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