分析 P.Malliavin 编 世界图书出版公司【正版】 正版图书,下单前请先咨询客服,欢迎选购!
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金融数学中的随机变分法 P.Malliavin,A.Thalmaier 著 世界图书出版公司 P·Malliavin、A 【正品保证,进入店铺更多优惠!】
stochaLsticCalculusofVariations(orMalliinCalculus)consists,inbrief,inconstructingandexploitingnaturaldifferentiablestructuresonabstractDrobabilityspaces inotherwords,StochasticCalculusofVariationsproceedsfromamergingofdifferentialcalculusandprobabilitytheory.AsoptimizationunderarandomenvironmentiSattheheartofmathemat’icalfinance,andasdifferentialcalculusiSofparamountimportanceforthesearchofextrema,itisnotsurprisingthatStochasticCalculusofVariationsappearsinmathematicalfinance.Thecomputationofpricesensitivities(orGreekslobviouslybelongstotherealmofdifferentialcalculus.Nevertheless,StochasticCalculusofVariationsWasintroducedrelativelylateinthemathematicalfinanceliterature firstin99withtheOcone-Karatzashedgingformula,andsoonafterthat,manyotherapplicationsalDearedinvariousotherbranchesofmathematicalfinance in999anewirapetuscamefromtheworksofP.L.Lionsandhisassociates.
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金融数学中的随机变分法 P.Malliavin,A.Thalmaier 著 世界图书出版公司 P·Malliavin、A 正版图书,下单前请先咨询客服,欢迎选购!
stochaLsticCalculusofVariations(orMalliinCalculus)consists,inbrief,inconstructingandexploitingnaturaldifferentiablestructuresonabstractDrobabilityspaces inotherwords,StochasticCalculusofVariationsproceedsfromamergingofdifferentialcalculusandprobabilitytheory.AsoptimizationunderarandomenvironmentiSattheheartofmathemat’icalfinance,andasdifferentialcalculusiSofparamountimportanceforthesearchofextrema,itisnotsurprisingthatStochasticCalculusofVariationsappearsinmathematicalfinance.Thecomputationofpricesensitivities(orGreekslobviouslybelongstotherealmofdifferentialcalculus.Nevertheless,StochasticCalculusofVariationsWasintroducedrelativelylateinthemathematicalfinanceliterature firstin99withtheOcone-Karatzashedgingformula,andsoonafterthat,manyotherapplicationsalDearedinvariousotherbranchesofmathematicalfinance in999anewirapetuscamefromtheworksofP.L.Lionsandhisassociates.
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【中商原版】数学金融中的随机变分微积分 英文原版 Paul Malliavin
¥1260
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预订 Stochastic Analysis [ISBN:9783540570240] 【全球购】进口原版图书,约5-8周到达国内后发出
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【预订】Stochastic Calculus of Variations in Mathematical Financ 国外库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9783642077838 Author 作者 Malliavin Format 版本 平装-胶订 Pages Number 页数 null页 Publisher 出版社 Springer Berlin Heidelberg Publication Date 出版日期 2010-11-30 Product Dimensions 商品尺寸 23.4 x 15.6 x 0.8 cm Shipping Weight 商品重量 0.2 kg Language 语种 其它(含多语) Book Contents 内容简介 Malliavin calculus provides an infinite-dimensional differential calculus in the context of continuous paths stochastic processes. The calculus includes formulae of integration by parts and Sobolev spaces of differentiable functions defined on a probability space. This new book, demonstrating the relevance of Malliavin calculus for Mathematical Finance, starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms of Malliavin calculus. Integration by parts formulae provide stable Monte Carlo schemes f
¥501.00
【中商原版】积分与概率论 第1版 英文原版 Integration and Probability Paul Malli
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海外直订Integration and Probability 积分与概率
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【中商原版】随机分析 第1版 英文原版 Stochastic Analysis Paul Malliavin Malli
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预订 Selected Papers - Oeuvres Scientifiques I 9783642418471 海外仓库发货,通常付款后4-9周到货!
图书信息 书号: 9783642418471 作者: Paul Malliavin 装帧: 平装-胶订 页数: 507页 出版社: Springer 尺寸: 0.9 x 0.6 x 0.1 cm 出版日期: 2014-08-28 重量: 2g 语种: 其它(含多语) 内容简介 Jean Leray (1906-1998) was one of the great French mathematicians of his cent
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【预订】Stochastic Analysis 9783540570240 国外库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9783540570240 Author 作者 Malliavin Format 版本 精装 Pages Number 页数 347页 Publisher 出版社 Springer Berlin Heidelberg Publication Date 出版日期 1997-04-16 Language 语种 英语 Book Contents 内容简介 This book accounts in 5 independent parts, recent main developments of Stochastic Analysis: Gross-Stroock Sobolev space over a Gaussian probability space; quasi-sure analysis; anticipate stochastic integrals as divergence operators; principle of transfer from ordinary differential equations to stochastic differential equations; Malliavin calculus and elliptic estimates; stochastic Analysis in infinite dimension.
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【预订】Stochastic Calculus of Variations in Mathematical Financ 国外库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9783540434313 Author 作者 Malliavin Format 版本 精装 Pages Number 页数 null页 Publisher 出版社 Springer Berlin Heidelberg Publication Date 出版日期 2005-11-03 Product Dimensions 商品尺寸 24.2 x 16.2 x 1.4 cm Shipping Weight 商品重量 0.4 kg Language 语种 其它(含多语) Book Contents 内容简介 Malliavin calculus provides an infinite-dimensional differential calculus in the context of continuous paths stochastic processes. The calculus includes formulae of integration by parts and Sobolev spaces of differentiable functions defined on a probability space. This new book, demonstrating the relevance of Malliavin calculus for Mathematical Finance, starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms of Malliavin calculus. Integration by parts formulae provide stable Monte Carlo schemes for nume
¥520.00
分析 P.Malliavin 编 世界图书出版公司【正版书】 正版图书,下单前请先咨询客服,欢迎选购!
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分析(英文版),P.Malliavin 编,世界图书出版公司,9787506259491
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分析(英文版),P.Malliavin 编,世界图书出版公司,9787506259491
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分析 P.Malliavin 编 世界图书出版公司【正版书】 正版图书,下单前请先咨询客服,欢迎选购!
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随机分析 P.Malliavin 编 世界图书出版公司【正版书】 全国三仓发货,物流便捷,下单秒杀,欢迎选购!
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分析 Paul Malliavin 世界图书出版公司 9787506259491
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随机分析 P.Malliavin 编 世界图书出版公司【正版书】 全国三仓发货,物流便捷,下单秒杀,欢迎选购!
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随机分析 P.Malliavin 编 世界图书出版公司【正版】 全国三仓发货,物流便捷,下单秒杀,欢迎选购!
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随机分析 P.Malliavin 编 世界图书出版公司 正版现货,可开发票
Anappropriatecoverageofthesubjectscontainedinthefivepartsofthisbookwouldneedseveralmonographs.Wehopethattheglobaltreatmentpresentedheremayemphasizesomeoftheirdeepinteractions.Asfaraspossiblewepresentself-containedproofs-wehealsotriedtoproduceabookthatcouldbeusedinagraduatecourse.
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随机分析 P.Malliavin 编 世界图书出版公司【正版书】 全国三仓发货,物流便捷,下单秒杀,欢迎选购!
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随机分析 P.Malliavin 编 世界图书出版公司 正版现货,可开发票
Anappropriatecoverageofthesubjectscontainedinthefivepartsofthisbookwouldneedseveralmonographs.Wehopethattheglobaltreatmentpresentedheremayemphasizesomeoftheirdeepinteractions.Asfaraspossiblewepresentself-containedproofs-wehealsotriedtoproduceabookthatcouldbeusedinagraduatecourse.
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随机分析 P.Malliavin 编 世界图书出版公司【正版书】 【店主推荐,正版书放心购买,可开发票】
Anappropriatecoverageofthesubjectscontainedinthefivepartsofthisbookwouldneedseveralmonographs.Wehopethattheglobaltreatmentpresentedheremayemphasizesomeoftheirdeepinteractions.Asfaraspossiblewepresentself-containedproofs-wehealsotriedtoproduceabookthatcouldbeusedinagraduatecourse.
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随机分析 Paul Malli 【店主推荐,正版书放心购买,可开发票】
Anappropriatecoverageofthesubjectscontainedinthefivepartsofthisbookwouldneedseveralmonographs.Wehopethattheglobaltreatmentpresentedheremayemphasizesomeoftheirdeepinteractions.Asfaraspossiblewepresentself-containedproofs-wehealsotriedtoproduceabookthatcouldbeusedinagraduatecourse.
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金融数学中的随机变分法 PMalliavin,AThalmaier 著【正版保证】. 全国三仓发货,物流便捷,下单秒杀,欢迎选购!
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金融数学中的随机变分法 P·Malliavi【正版图书】 【店主推荐,正版书放心购买,可开发票】
stochaLsticCalculusofVariations(orMalliinCalculus)consists,inbrief,inconstructingandexploitingnaturaldifferentiablestructuresonabstractDrobabilityspaces inotherwords,StochasticCalculusofVariationsproceedsfromamergingofdifferentialcalculusandprobabilitytheory.AsoptimizationunderarandomenvironmentiSattheheartofmathemat’icalfinance,andasdifferentialcalculusiSofparamountimportanceforthesearchofextrema,itisnotsurprisingthatStochasticCalculusofVariationsappearsinmathematicalfinance.Thecomputationofpricesensitivities(orGreekslobviouslybelongstotherealmofdifferentialcalculus.Nevertheless,StochasticCalculusofVariationsWasintroducedrelativelylateinthemathematicalfinanceliterature firstin99withtheOcone-Karatzashedgingformula,andsoonafterthat,manyotherapplicationsalDearedinvariousotherbranchesofmathematicalfinance in999anewirapetuscamefromtheworksofP.L.Lionsandhisassociates.
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金融数学中的随机变分法 P·Malliavi 【店主推荐,正版书放心购买,可开发票】
stochaLsticCalculusofVariations(orMalliinCalculus)consists,inbrief,inconstructingandexploitingnaturaldifferentiablestructuresonabstractDrobabilityspaces inotherwords,StochasticCalculusofVariationsproceedsfromamergingofdifferentialcalculusandprobabilitytheory.AsoptimizationunderarandomenvironmentiSattheheartofmathemat’icalfinance,andasdifferentialcalculusiSofparamountimportanceforthesearchofextrema,itisnotsurprisingthatStochasticCalculusofVariationsappearsinmathematicalfinance.Thecomputationofpricesensitivities(orGreekslobviouslybelongstotherealmofdifferentialcalculus.Nevertheless,StochasticCalculusofVariationsWasintroducedrelativelylateinthemathematicalfinanceliterature firstin99withtheOcone-Karatzashedgingformula,andsoonafterthat,manyotherapplicationsalDearedinvariousotherbranchesofmathematicalfinance in999anewirapetuscamefromtheworksofP.L.Lionsandhisassociates.
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正版! 随机分析, 9787506259491, 世界图书出版公司【正版图书可开发票】 正版图书]
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金融数学中的随机变分法 P.Malliavin,A.Thalmaier 著 世界图书出版公司【售后无忧】
stochaLsticCalculusofVariations(orMalliinCalculus)consists,inbrief,inconstructingandexploitingnaturaldifferentiablestructuresonabstractDrobabilityspaces inotherwords,StochasticCalculusofVariationsproceedsfromamergingofdifferentialcalculusandprobabilitytheory.AsoptimizationunderarandomenvironmentiSattheheartofmathemat’icalfinance,andasdifferentialcalculusiSofparamountimportanceforthesearchofextrema,itisnotsurprisingthatStochasticCalculusofVariationsappearsinmathematicalfinance.Thecomputationofpricesensitivities(orGreekslobviouslybelongstotherealmofdifferentialcalculus.Nevertheless,StochasticCalculusofVariationsWasintroducedrelativelylateinthemathematicalfinanceliterature firstin99withtheOcone-Karatzashedgingformula,andsoonafterthat,manyotherapplicationsalDearedinvariousotherbranchesofmathematicalfinance in999anewirapetuscamefromtheworksofP.L.Lionsandhisassociates.
¥107.99定价:¥218.00 (4.96折)
金融数学中的随机变分法 P.Malliavin,A.Thalmaier 著 世界图书出版公司【正版书】 全国三仓发货,物流便捷,下单秒杀,欢迎选购!
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金融数学中的随机变分法 P.Malliavin,A.Thalmaier 著 世界图书出版公司
stochaLsticCalculusofVariations(orMalliinCalculus)consists,inbrief,inconstructingandexploitingnaturaldifferentiablestructuresonabstractDrobabilityspaces inotherwords,StochasticCalculusofVariationsproceedsfromamergingofdifferentialcalculusandprobabilitytheory.AsoptimizationunderarandomenvironmentiSattheheartofmathemat’icalfinance,andasdifferentialcalculusiSofparamountimportanceforthesearchofextrema,itisnotsurprisingthatStochasticCalculusofVariationsappearsinmathematicalfinance.Thecomputationofpricesensitivities(orGreekslobviouslybelongstotherealmofdifferentialcalculus.Nevertheless,StochasticCalculusofVariationsWasintroducedrelativelylateinthemathematicalfinanceliterature firstin99withtheOcone-Karatzashedgingformula,andsoonafterthat,manyotherapplicationsalDearedinvariousotherbranchesofmathematicalfinance in999anewirapetuscamefromtheworksofP.L.Lionsandhisassociates.
¥107.90定价:¥216.80 (4.98折)
金融数学中的随机变分法 P.Malliavin,A.Thalmaier 著 世界图书出版公司【正版保证】 全国三仓发货,物流便捷,下单秒杀,欢迎选购!
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金融数学中的随机变分法 P.Malliavin,A.Thalmaier 著 世界图书出版公司【正版现货】 正版图书,本店套装图书默认为单本,您下单前可咨询在线客服,谢谢!
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