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| Malliaris A.G., Brock W.A. — Stochastic methods in economics and finance |
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| Предметный указатель |
Szego, G. 272
Tanaka, H. 106 138
Taylor, H.M. 61 62
Taylor’s Theorem 82 87—88 109 116
Technological uncertainty 244
Term structure 233 269 276
Term structure equation 235
Terminal spot price 22
Tinbergcn, J. 216
Tobin.J. 206 239
Tobin’s fundamental equation 207
Trajectory of a process 35
Transition probability matrix 40—41
Transversality condition 167 249
Treadway, A.B. 214
Tsokos, C.P. 69 132
Tucker, H. 15 16 29 58 60 62
Turnovsky, S.J. 192 215 216
Tychonov condition 125
Uniformly integrable 52
Upcrossing 31
Uptrossing martingale theorem 32
Value of the sequence 43
Van Moerbeke, P. 124 128
Variable, independent random 6
Variable, random 4
Variance 11
Vasicek, O. 233 235 269 270 276
Verification theorem 139
| Version 13—14 34
Vial, J.P. 277
Vickson, R.G. 272
Ville, J. 61
Voltaire, K. 216
Wald, A. 44
Wald’s Lemma 44
Watanabe, S. 133
Weak information 23—24 26
Weintraub, L.R. 215
White noise 38
Wiener process 36—38 42 62 68 71 115 215
Wiener process, covariance of 37
Wiener process, geometric 38
Wiener process, nondifferentiability of 37
Wiener process, standardized 36 174
Wiener process, white noise as derivative of 38 68
Wiener process, with drift 38 40
With probability 1 (w.p.l.) 9
Wong, E. 133
Wonhain, W.M. 69 136 139
Wu, S.Y. 214
Yahav, J.A. 63
Yamabe, H. 139
Yoshizawa, T 136
Yushevich, A.A. 63
Zabel, E. 214
Zakai, M. 133
Ziemba, W.T. 272
Zilcha, I. 185 186 187 214
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