楼主: baohoo2008
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[其他] 关于《连续时间金融学》的资料合集 [推广有奖]

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楼主
baohoo2008 发表于 2010-4-29 22:12:05 |AI写论文

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1、连续时间金融--全套教师讲义和课后答案PDF
2、连续时间金融--夏大研究生用PPT
3、a review and astract of the Continuous-Time Finance(PDF)
4、Continuous-Time Finance(pdf)
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关键词:连续时间金融 资料合集 连续时间 金融学 Continuous 连续时间金融 Robert Metron

连续时间金融--全套教师讲义和课后答案.rar
下载链接: https://bbs.pinggu.org/a-622754.html

232.94 KB

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本附件包括:

  • ex2001.pdf
  • exer1.pdf
  • exer2.pdf
  • exer3.pdf
  • exer4.pdf

连续时间金融--夏大研究生用PPT.rar

3.56 MB

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沙发
gssdzc(未真实交易用户) 在职认证  发表于 2010-4-29 22:14:18
非常感谢分享

藤椅
baohoo2008(未真实交易用户) 发表于 2010-4-29 22:32:31
还有三个文件。

continuous-time financial.rar

12.04 MB

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本附件包括:

  • 1.Life time portfolio selection under uncertainty the continuous time case.pdf
  • A note on robustness in Merton's model of intertemporal consumption and portfolio choice.pdf
  • Distribution of bankruptcy time in a consumptionportfolio problem.pdf
  • Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation.pdf
  • Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income.pdf
  • Lifetime Portfolio Selection By Dynamic Stochastic Programming.pdf
  • Multi-asset investment-consumption model with transaction costs.pdf
  • On the fluctuations in consumption and market returns in the presence of labor and human capital.pdf
  • Optimal consumption choices for a ‘large’ investor.pdf
  • Optimal consumption and portfolio choice for pooled annuity funds.pdf
  • Optimal consumption and portfolio choice with ambiguity and anticipation.pdf
  • Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs.pdf
  • Optimal consumption and portfolio rules with durability and habi.pdf
  • Optimal consumption and portfolio rules with durabilityLocal Substitution.pdf
  • Optimal consumption and portfolio selection problem with downside consumption constraints.pdf
  • Optimal Consumption and Portfolio Selection with Stochastic Differential Utility.pdf
  • Optimal consumption investment policies with undiversifiable income risk and liquidity constraint.pdf
  • Optimal consumption–portfolio choices and retirement planning.pdf
  • Optimal investment decisions when time-horizon is uncertain.pdf
  • Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints.pdf
  • Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences.pdf
  • Portfolio and consumption choice with stochasticinvestment opportunities and habit formation in preferences.pdf
  • Portfolio and consumption decisions with the consumption habit constraints.pdf
  • Utility maximization with partial information.pdf
  • 5.Martingales and stochastic integrals in the theory of continuous trading.txt
  • 6.Optimal consumption and portfolio policies when asset prices follow a.txt
  • 13.Consumption and portfolio policies with incomplete markets and short-sale constraints The infinite dimensional case本文档 (2).txt
  • Consumption and portfolio policies with incomplete markets and short-sale constraints The infinite dimensional case.txt
  • Optimal consumption and portfolio policies when asset prices follow a diffusion process.txt
  • 新建 文本文档.txt

Carr和Dupire的《连续时间金融》讲义及幻灯片.rar

3.66 MB

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a review and abstract of the Continuous-Time Finance.pdf

247.88 KB

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板凳
lanceyang1974(真实交易用户) 发表于 2010-5-5 09:26:38
多谢分享!!!!!!!!!!

报纸
shiyueliuxing(真实交易用户) 在职认证  发表于 2010-9-7 11:00:54
楼主你太假了吧?第一个文件哪里是讲义和答案,只是些作业题而已。。。。。。
[b]时间就像海绵里的水,只要愿挤总还是有的![/b]

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