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相关日志

分享 维纳过程—参考文献
accumulation 2015-5-2 20:52
参考来源 (英文) Rick Durrett. Probability: theory and examples ,4th edition. Cambridge University Press. 2000. ISBN 0521765390 . ^ 2.0 2.1 2.2 (英文) Peter Mrters, Yuval Peres. Brownian Motion . Cambridge University Press Cambridge Series in Statistical and Probabilistic Mathematics. 2010. ISBN 9780521760188 . ^ (英文) Steven E. Shreve. Stochastic Calculus for Finance II: Continuous Time Models . Springer. 2008. ISBN 978-0-387-40101-0 . ^ Nizar Touzi, Peter Tankov. Calcul Stochastique en Finance . Les ditions de l'cole Polytechnique. 2010. Kleinert, Hagen , Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets , 4th edition, World Scientific (Singapore, 2004); Paperback ISBN 981-238-107-4 (also available online: PDF-files ) Stark,Henry, John W. Woods , Probability and Random Processes with Applications to Signal Processing , 3rd edition, Prentice Hall (New Jersey, 2002); Textbook ISBN 0-13-020071-9 Daniel Revuz and Marc Yor, Continuous martingales and Brownian motion , second edition, Springer-Verlag 1994.
个人分类: 金融工程|0 个评论
分享 Productivity in Growth:What and How
accumulation 2015-4-26 15:30
Productivity  Effectiveness with which factors of production are converted into output. Taken together, do all the factors of production explain all of the variation among countries?  Countries differ in their output not only because they accumulate different quantities of production factors, but also because they vary in the effectiveness with which they combine these factors of production to produce output – that is, in their productivity.  Think about some examples in real life.
个人分类: 宏观经济学|0 个评论
分享 考试经验
yukai08008 2013-3-5 23:29
准备过程: (1)首先看完了 《SAS programming by examples》,这本书胜在例子多,解释详细,对于没有SAS基础的人,可以培养起使用SAS的一些感觉; (2)然后很仔细看完了SAS官方的《SAS online training tutor》,这个必须要看,因为这个教程直接反映了考试中心是如何理解SAS的,而且对于初学者十分有帮助,如果仔细看了,会明白SAS怎么读数据、存数据、那些function怎么使用、如何产生report等。每一节后面都有一个summary和一个quiz,每个quiz 10道题,认真做了,对巩固知识有很大帮助; (3)然后是做题,50题+123题+70题,我一共刷了三遍题。我感觉50题是最接近SAS考试的表述语言的,看上去有种很熟悉的感觉,毕竟tutor里的说话语气就是那样,感觉很gentleman。123题可能是比较旧比较经典的题目了,题目没有设太多陷阱,知识点把握了就能做对。做阴险的是70题,出题十分灵活,第一遍刷的时候经常发现又被忽悠了。做题是培养题感的。第一遍刷的时候,朦朦胧胧,错了不少,很沮丧,觉得看了那么多基础知识还是做不对题;第二遍刷的时候就把对应的知识点都梳理了一遍,错题也明白错的原因了;到第三遍的时候就能一眼看出知识点和陷阱在哪里了。
个人分类: 学习笔记|0 个评论

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