Stochastic Drawdowns こちらもおすすめ

Recent Advances in Financial Engineering 2012 Recent Advances in Financial Engineering 2012
Recent Advances in Financial Engineering 2012
2014年
Applied Diffusion Processes from Engineering to Finance Applied Diffusion Processes from Engineering to Finance
Applied Diffusion Processes from Engineering to Finance
2013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
Mathematical Modeling with Multidisciplinary Applications Mathematical Modeling with Multidisciplinary Applications
Mathematical Modeling with Multidisciplinary Applications
2013年
GARCH Models GARCH Models
GARCH Models
2019年
Statistical Inference for Piecewise-deterministic Markov Processes Statistical Inference for Piecewise-deterministic Markov Processes
Statistical Inference for Piecewise-deterministic Markov Processes
2018年
Pricing Derivative Securities Pricing Derivative Securities
Pricing Derivative Securities
2007年
Basic Stochastic Processes Basic Stochastic Processes
Basic Stochastic 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
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
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
Change-Point Analysis in Nonstationary Stochastic Models Change-Point Analysis in Nonstationary Stochastic Models
Change-Point Analysis in Nonstationary Stochastic Models
2016年
Statistical Inference in Stochastic Processes Statistical Inference in Stochastic Processes
Statistical Inference in Stochastic Processes
2020年
Time Series Analysis Time Series Analysis
Time Series Analysis
2017年