191678.rar
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The first four chapters focus on the discrete time martingale theory, where some key results such as Martingale convergence Theorem, Maximal Inequalities and their applications are focused. Those theorems are the key elements of asymptotics in econometric theory.
The rest chapters deal with the continuous time martingale theory and stochastic integral, which is extremely useful for financial theories.
Hopefully everyone will like it!
[此贴子已经被作者于2008-2-9 0:24:59编辑过]


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