Applied Diffusion Processes from Engineering to Finance こちらもおすすめ

Basic Stochastic Processes Basic Stochastic Processes
Basic Stochastic Processes
2015年
Recent Advances in Financial Engineering 2012 Recent Advances in Financial Engineering 2012
Recent Advances in Financial Engineering 2012
2014年
Statistical Inference for Piecewise-deterministic Markov Processes Statistical Inference for Piecewise-deterministic Markov Processes
Statistical Inference for Piecewise-deterministic Markov Processes
2018年
Mathematical Modeling with Multidisciplinary Applications Mathematical Modeling with Multidisciplinary Applications
Mathematical Modeling with Multidisciplinary Applications
2013年
Statistical Topics and Stochastic Models for Dependent Data with Applications Statistical Topics and Stochastic Models for Dependent Data with Applications
Statistical Topics and Stochastic Models for Dependent Data with Applications
2020年
GARCH Models GARCH Models
GARCH Models
2019年
Mathematical Finance Mathematical Finance
Mathematical Finance
2013年
Option Pricing In Incomplete Markets: Modeling Based On Geometric L'evy Processes And Minimal Entropy Martingale Measures Option Pricing In Incomplete Markets: Modeling Based On Geometric L'evy Processes And Minimal Entropy Martingale Measures
Option Pricing In Incomplete Markets: Modeling Based On Geometric L'evy Processes And Minimal Entropy Martingale Measures
2011年
Stochastic Drawdowns Stochastic Drawdowns
Stochastic Drawdowns
2018年
Random Motions in Markov and Semi-Markov Random Environments 2 Random Motions in Markov and Semi-Markov Random Environments 2
Random Motions in Markov and Semi-Markov Random Environments 2
2021年
Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes
Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes
2015年
Discrete-time Asset Pricing Models in Applied Stochastic Finance Discrete-time Asset Pricing Models in Applied Stochastic Finance
Discrete-time Asset Pricing Models in Applied Stochastic Finance
2013年
Time Series Analysis Time Series Analysis
Time Series Analysis
2017年
Semi-Markov Migration Models for Credit Risk Semi-Markov Migration Models for Credit Risk
Semi-Markov Migration Models for Credit Risk
2017年
Valuing Credit Risk - Variance Reduction Techniques for Monte Carlo Methods Valuing Credit Risk - Variance Reduction Techniques for Monte Carlo Methods
Valuing Credit Risk - Variance Reduction Techniques for Monte Carlo Methods
2003年