Đang chuẩn bị liên kết để tải về tài liệu:
Discrete Time Finance

Không đóng trình duyệt đến khi xuất hiện nút TẢI XUỐNG

Single period market models are the most elementary market models. Only a single period is considered. The beginning of the period is usually denoted by the time t = 0 and the end of the period by time t = 1. At time t = 0 stock prices, bond prices,possibly prices of other financial assets or specific financial values are recorded and the financial agent can choose his investment, often a portfolio of stocks and bond. At time t = 1 prices are recorded again and the financial agent obtains a payoff corresponding to the value of his portfolio at time t = 1

TÀI LIỆU LIÊN QUAN

Stability of arbitrarily switched discrete time linear singular systems of index-1

Lecture ELEC2400 signals and systems - Chapter 9: Discrete-time fourier analysis

New discrete-time fractional derivatives based on the bilinear transformation: Definitions and properties

Bài giảng Xử lý tín hiệu số: Signal and System in Time Domain - Ngô Quốc Cường (ĐH Sư phạm Kỹ thuật)

ℋ∞ Finite time boundedness for discrete time delay neural networks via reciprocally convex approach

Summary of Doctoral Dissertation in Mathematics: Stability and stabilization of discrete time 2-D systems with stochastic parameters

Discrete time control systems

Digital Signal Processing Using Matlab

Ebook Signals and systems using MATLAB: Part 2

Stability analysis of switched multiple nonlinear discrete systems with interval time varying delays
Đã phát hiện trình chặn quảng cáo AdBlock
Trang web này phụ thuộc vào doanh thu từ số lần hiển thị quảng cáo để tồn tại. Vui lòng tắt trình chặn quảng cáo của bạn hoặc tạm dừng tính năng chặn quảng cáo cho trang web này.