ˮ˵ҲͳѧҲҲͳѧһԳˮͳѧ
ҵƪһͷκγӦ⡣ҲóĸͳԤʡ
ˮûҵƪеַǸеȷȾ¹ڵʣҲҲʱ䷢仯仯̫ٸѾȾԴЩȾнٿǵȾ¹ڵڰڼﲻǿͻ˾Ԥ¹24
û˵ȾԷֲǿ¹ڸ߷ڵ24ˡǼ24ڼƽټ¹ӿʼʱ꣬ٽ243Ѿ7ˣ͵õԤ105
˵ȾԾȷֲ˵ֲ̬ѵֲ̬Ͳƽֵ𣿾Ͳ
ҽǸĴµĹ㡣
Dzͳѧгѧһϵн̿飬
ͳƷ
ͳ
ѧ
ѧ
ѧ
ֵ
Numerical Computation
ȵȣǷ˲ġͳѧKeshen Huang Ӣİ桶ͳѧЩγ̶ʹͳƷĿѧָ
Ħ˹̹
Morgan Chase
Bear Stern
ȵȻֹ˾ڼʹMonte CarloIR CurveCredit CurveֽڲƷRisksGreeksЩ㶼ҪʹDistributed ComputationGrids ComputationBinomial TreeTrinomial TreeMonte Carlo Simulation
ڱҹڼ䣬ͬλͬһΪSpiderĹͨѶŻеĺܶҲҪʹMonte CarlosimulationRandomizationѡ·ͽRouting Optimization.ʾЩҪʹStochaotics TheoryBrownian Motion theoryNYUѧϰ˶Finance EngineeringߵȽڰ࣬дѧϰRandomization Numerical Computation, Monte Carlo Simulationļ㷽Black-Scholes̵ַȵ,ڸרҵڼ䣬ÿNumerical Computationļγ̵̡г˼ƪAIOptimizationѧģȻͳѧͳѧΪҪ֮һ
ҲԸˮἰЩΪˮͲеκһѧƣû˵ѧʣûҪͷȥЩʣЩͷרҡ
ˮͳѧ֤ݾѧ˸ۣ40ǰйļ˵ѧĽ̿飡
˭й70ڼܹ㵽ѧĽ̿鰡ĸڼ䣬ѧĽ̿鰡УˮѧۣǶѧ˸ۣѧҲϿȫĸͳרҡЩйƴѧԼijٴѧﲻͨѧõѧλˣЩͳơStochastic TheoryBrownian MotionѧͳѧͳѧȵȴʹͳƷƴѧˣˮΪξͷҪǻͳƷҲ֪һأ
ˮƼһţ ͳѧеؿģˮĶⱾ飬ǻϿƼˮԳ40ǰڼѧͳƵˣԼûκMonte Carloֵˣûжκͳ̿ˣʲôʸЩͳѧõƼʲôͳѧʲôʸЩֽйMonte Carlo ֵƼʲôMonte CarloͳƷ
ˮDz֪Ϊ߳ܣDz֪ɽɽ
ˮڹȥҵһƪ¹·ҶᣬΪͲЩҵеַûҪͬһäһЩܶõӦ⣬ҪȥͬЩäȥʲôͳƷMonte Carlo Simulation
ǣˮǵôߣġҲȻݴ˽ҷ˵ǹˡءԸ塢Ͷ׳ա˽˵ΪһЩëƤһؼë
ҲôҿڹȥˮҵһƪСѧҾͲˮΡЩԼͬԼڹȥһëƤһؼë
-----------
http://duping.net/XHC/show.php?bbs=11&post=1462561
ˮ ˵㲻ͳѧֱ߾ȷֲͳʡ 2023-05-01 13:19:58 [:17]
ӣʾȻȫͳѧΪdzһ24ͳ324X3ͳ5,һ2400ǾȷֲԶ䣬ʺвͳơвDzϱ仯Ķʶڲϱ仯οв
ʵϣκвȾֱֲߣֲ̬ƫֲ̬߷ֲ㵽ֱԾȷֲܽġ
ͳѧȴҪͳdzǡͼǷҲҪƤԶˣ³ֻҪСѵ㱱ѧͲ³
http://duping.net/XHC/show.php?bbs=11&post=1462415
ˮ ţѧо̲ġͳѧеؿȴѧ̲ 2023-04-26 12:18:58 [:257]
յȵȶͳѧһϲͨǵͳƼܿЦڹؿĽܣ˵軰dzЦһһ˵ؿͳƷͳѧȫ֪Լһһγ
μhttps://twishort.com/7Dsoc
https://facebook.com/xushuiliang/posts/pfbid02QebkdJ72nGX38cTZBfiuwsz776UEuTGdqT39qCBoyWS8hSgNKeS9qzdP79woj3u2l
ҵͳѧ40ǰڼѧģõĸѧĽ̿顣ȼؿDzͳƷʱյȶͳѧһϲͨܶƺҲͳѧشѧ̿飬ʲô̿飬ɹѧϰһֽ
ȽȨУţѧо̲ģͳѧеؿȽ̿飬˵Ǿġֽ鼮ѷվۣ
https://www.amazon.cn/dp/B00CE3TLB0
ҵƪһͷκγӦ⡣ҲóĸͳԤʡ
ˮûҵƪеַǸеȷȾ¹ڵʣҲҲʱ䷢仯仯̫ٸѾȾԴЩȾнٿǵȾ¹ڵڰڼﲻǿͻ˾Ԥ¹24
û˵ȾԷֲǿ¹ڸ߷ڵ24ˡǼ24ڼƽټ¹ӿʼʱ꣬ٽ243Ѿ7ˣ͵õԤ105
˵ȾԾȷֲ˵ֲ̬ѵֲ̬Ͳƽֵ𣿾Ͳ
ҽǸĴµĹ㡣
Dzͳѧгѧһϵн̿飬
ͳƷ
ͳ
ѧ
ѧ
ѧ
ֵ
Numerical Computation
ȵȣǷ˲ġͳѧKeshen Huang Ӣİ桶ͳѧЩγ̶ʹͳƷĿѧָ
Ħ˹̹
Morgan Chase
Bear Stern
ȵȻֹ˾ڼʹMonte CarloIR CurveCredit CurveֽڲƷRisksGreeksЩ㶼ҪʹDistributed ComputationGrids ComputationBinomial TreeTrinomial TreeMonte Carlo Simulation
ڱҹڼ䣬ͬλͬһΪSpiderĹͨѶŻеĺܶҲҪʹMonte CarlosimulationRandomizationѡ·ͽRouting Optimization.ʾЩҪʹStochaotics TheoryBrownian Motion theoryNYUѧϰ˶Finance EngineeringߵȽڰ࣬дѧϰRandomization Numerical Computation, Monte Carlo Simulationļ㷽Black-Scholes̵ַȵ,ڸרҵڼ䣬ÿNumerical Computationļγ̵̡г˼ƪAIOptimizationѧģȻͳѧͳѧΪҪ֮һ
ҲԸˮἰЩΪˮͲеκһѧƣû˵ѧʣûҪͷȥЩʣЩͷרҡ
ˮͳѧ֤ݾѧ˸ۣ40ǰйļ˵ѧĽ̿飡
˭й70ڼܹ㵽ѧĽ̿鰡ĸڼ䣬ѧĽ̿鰡УˮѧۣǶѧ˸ۣѧҲϿȫĸͳרҡЩйƴѧԼijٴѧﲻͨѧõѧλˣЩͳơStochastic TheoryBrownian MotionѧͳѧͳѧȵȴʹͳƷƴѧˣˮΪξͷҪǻͳƷҲ֪һأ
ˮƼһţ ͳѧеؿģˮĶⱾ飬ǻϿƼˮԳ40ǰڼѧͳƵˣԼûκMonte Carloֵˣûжκͳ̿ˣʲôʸЩͳѧõƼʲôͳѧʲôʸЩֽйMonte Carlo ֵƼʲôMonte CarloͳƷ
ˮDz֪Ϊ߳ܣDz֪ɽɽ
ˮڹȥҵһƪ¹·ҶᣬΪͲЩҵеַûҪͬһäһЩܶõӦ⣬ҪȥͬЩäȥʲôͳƷMonte Carlo Simulation
ǣˮǵôߣġҲȻݴ˽ҷ˵ǹˡءԸ塢Ͷ׳ա˽˵ΪһЩëƤһؼë
ҲôҿڹȥˮҵһƪСѧҾͲˮΡЩԼͬԼڹȥһëƤһؼë
-----------
http://duping.net/XHC/show.php?bbs=11&post=1462561
ˮ ˵㲻ͳѧֱ߾ȷֲͳʡ 2023-05-01 13:19:58 [:17]
ӣʾȻȫͳѧΪdzһ24ͳ324X3ͳ5,һ2400ǾȷֲԶ䣬ʺвͳơвDzϱ仯Ķʶڲϱ仯οв
ʵϣκвȾֱֲߣֲ̬ƫֲ̬߷ֲ㵽ֱԾȷֲܽġ
ͳѧȴҪͳdzǡͼǷҲҪƤԶˣ³ֻҪСѵ㱱ѧͲ³
http://duping.net/XHC/show.php?bbs=11&post=1462415
ˮ ţѧо̲ġͳѧеؿȴѧ̲ 2023-04-26 12:18:58 [:257]
յȵȶͳѧһϲͨǵͳƼܿЦڹؿĽܣ˵軰dzЦһһ˵ؿͳƷͳѧȫ֪Լһһγ
μhttps://twishort.com/7Dsoc
https://facebook.com/xushuiliang/posts/pfbid02QebkdJ72nGX38cTZBfiuwsz776UEuTGdqT39qCBoyWS8hSgNKeS9qzdP79woj3u2l
ҵͳѧ40ǰڼѧģõĸѧĽ̿顣ȼؿDzͳƷʱյȶͳѧһϲͨܶƺҲͳѧشѧ̿飬ʲô̿飬ɹѧϰһֽ
ȽȨУţѧо̲ģͳѧеؿȽ̿飬˵Ǿġֽ鼮ѷվۣ
https://www.amazon.cn/dp/B00CE3TLB0
���༭ʱ��: 2023-05-01 15:20:07