標(biāo)題: Titlebook: Arbitrage Pricing of Contingent Claims; Sigrid Müller Book 1985 Springer-Verlag Berlin Heidelberg 1985 Europe.research.survey.university [打印本頁] 作者: 手套 時(shí)間: 2025-3-21 17:31
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作者: 效果 時(shí)間: 2025-3-21 23:22
The Continuous-time Trading Model,awals) that are associated with a trading strategy. Continuous-time selffinancing trading strategies are characterized and the properties of the space of all continuous-time selffinancing trading strategies are determined. Furthermore it is examined whether contingent claims that are generated by co作者: 民間傳說 時(shí)間: 2025-3-22 03:17 作者: 針葉類的樹 時(shí)間: 2025-3-22 07:25 作者: NICE 時(shí)間: 2025-3-22 09:58
Das Recht der Informationsgesellschaft,ssets, whose value is explicitly dependent on the exogenously given value of some underlying asset. The most prominent example is a European call option written on a stock. Since it represents the right to buy the stock at a specified price and date, the value of the option at this date depends on the value of the stock.作者: placebo-effect 時(shí)間: 2025-3-22 16:29 作者: 制造 時(shí)間: 2025-3-22 18:18
Springer Notes Rechtswissenschaftce process of the given securities. A consistent price system can be described by means of an equivalent martingale measure. This section closely follows the reasoning of HARRISON/ KREPS (1979). Section 3.3 gives models that possess at least one equivalent martingale measure.作者: 分期付款 時(shí)間: 2025-3-22 23:03
Nationales Budgetrecht im Rahmen der WWU,be generated by a selffinancing trading strategy in the bond and the stock. Thus a European call option on this stock cannot be priced uniquely by the initial investment in the portfolio associated with a selffinancing trading strategy generating (S.?K)..作者: 閃光東本 時(shí)間: 2025-3-23 01:32 作者: ELATE 時(shí)間: 2025-3-23 08:49
From Preference-free to Preference-dependent Valuations of Contingent Claims: the Hedge Approach inbe generated by a selffinancing trading strategy in the bond and the stock. Thus a European call option on this stock cannot be priced uniquely by the initial investment in the portfolio associated with a selffinancing trading strategy generating (S.?K)..作者: progestogen 時(shí)間: 2025-3-23 10:36 作者: 突變 時(shí)間: 2025-3-23 15:12
Springer Notes Rechtswissenschaftum model. A two-date economy with uncertainty is considered in Section 3.1, and the decision problem of an agent concerning his present consumption and state contingent future consumption by means of a trading strategy in securities is stated. Section 3.2 introduces the basic “no-arbitrage” assumpti作者: 沒花的是打擾 時(shí)間: 2025-3-23 18:07 作者: 混雜人 時(shí)間: 2025-3-23 22:36 作者: 地牢 時(shí)間: 2025-3-24 03:58
Nationales Budgetrecht im Rahmen der WWU,reference-free approach introduced in Chapter 4, since there do not exist selffinancing trading strategies generating them. Section 4.3.2 shows that such a situation might occur fairly easily. If one considers the BLACK/SCHOLES model with the only exception that the variance of the underlying stock 作者: ALE 時(shí)間: 2025-3-24 06:53
Das Recht der Informationsgesellschaft,nite number of securities are considered which are being traded between an initial date zero and a final date T. The continuous-time securities market model consists of a probability space (Ω,.,P), where elements ω of Ω represent states of the world, the set [O,T] of trading dates of the given secur作者: 鬼魂 時(shí)間: 2025-3-24 13:30 作者: 招募 時(shí)間: 2025-3-24 15:16
https://doi.org/10.1007/978-3-642-46560-4Europe; research; survey; university作者: Cosmopolitan 時(shí)間: 2025-3-24 22:17
978-3-540-15973-5Springer-Verlag Berlin Heidelberg 1985作者: 卵石 時(shí)間: 2025-3-24 23:55 作者: exclusice 時(shí)間: 2025-3-25 05:24 作者: BRAWL 時(shí)間: 2025-3-25 11:20
Lecture Notes in Economics and Mathematical Systemshttp://image.papertrans.cn/b/image/161136.jpg作者: Gourmet 時(shí)間: 2025-3-25 14:10 作者: Cantankerous 時(shí)間: 2025-3-25 18:05 作者: 侵害 時(shí)間: 2025-3-25 22:31
Nationales Budgetrecht im Rahmen der WWU,is addressed and selffinancing generating trading strategies are determined for specific contingent claims. Apart from valuation purposes the determination of selffinancing generating trading strategies might be of interest for the purpose of hedging.作者: 壓碎 時(shí)間: 2025-3-26 00:35
Introduction,tingent claim pricing grew rapidly. Contingent claim pricing as opposed to general financial pricing theory studies the problem of valuing financial assets, whose value is explicitly dependent on the exogenously given value of some underlying asset. The most prominent example is a European call opti作者: 河潭 時(shí)間: 2025-3-26 08:12
Existence of Consistent Price Systems,um model. A two-date economy with uncertainty is considered in Section 3.1, and the decision problem of an agent concerning his present consumption and state contingent future consumption by means of a trading strategy in securities is stated. Section 3.2 introduces the basic “no-arbitrage” assumpti作者: 錯(cuò)事 時(shí)間: 2025-3-26 11:11
The Continuous-time Trading Model,del, where agents may rearrange their portfolios at every time t ∈ [O,T]. For that purpose continuous-time selffinancing trading strategies are introduced in Section 4.1. Continuous-time selffinancing trading strategies allow for continuously rearranging the basic securities without requiring nor ge作者: 殖民地 時(shí)間: 2025-3-26 13:44
Extensions of the BLACK/SCHOLES Model,is addressed and selffinancing generating trading strategies are determined for specific contingent claims. Apart from valuation purposes the determination of selffinancing generating trading strategies might be of interest for the purpose of hedging.作者: 斑駁 時(shí)間: 2025-3-26 17:00
From Preference-free to Preference-dependent Valuations of Contingent Claims: the Hedge Approach inreference-free approach introduced in Chapter 4, since there do not exist selffinancing trading strategies generating them. Section 4.3.2 shows that such a situation might occur fairly easily. If one considers the BLACK/SCHOLES model with the only exception that the variance of the underlying stock 作者: 過多 時(shí)間: 2025-3-26 21:03
Conclusion,nite number of securities are considered which are being traded between an initial date zero and a final date T. The continuous-time securities market model consists of a probability space (Ω,.,P), where elements ω of Ω represent states of the world, the set [O,T] of trading dates of the given secur作者: Offensive 時(shí)間: 2025-3-27 02:30
9樓作者: expunge 時(shí)間: 2025-3-27 07:38
9樓作者: SPASM 時(shí)間: 2025-3-27 13:25
9樓作者: CHIDE 時(shí)間: 2025-3-27 14:19
9樓作者: transplantation 時(shí)間: 2025-3-27 19:02
10樓作者: 會(huì)犯錯(cuò)誤 時(shí)間: 2025-3-27 22:27
10樓作者: 是比賽 時(shí)間: 2025-3-28 04:09
10樓作者: SCORE 時(shí)間: 2025-3-28 09:32
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