標(biāo)題: Titlebook: Asset Pricing; -Discrete Time Appro Takeaki Kariya,Regina Y. Liu Book 2003 Springer Science+Business Media New York 2003 Arbitrage.Asset Pr [打印本頁(yè)] 作者: 太平間 時(shí)間: 2025-3-21 18:46
書(shū)目名稱(chēng)Asset Pricing影響因子(影響力)
作者: 聯(lián)想 時(shí)間: 2025-3-21 22:26 作者: 猜忌 時(shí)間: 2025-3-22 01:24 作者: 相符 時(shí)間: 2025-3-22 05:02
Lecture Notes in Computer Science probability theory, stochastic processes and numerical analysis. The main goal of this book is to provide a systematic exposition, with practical applications, of the no-arbitrage theory for asset pricing in financial engineering in the framework of a discrete time approach. The book should also se作者: Constitution 時(shí)間: 2025-3-22 10:30
Lecture Notes in Computer Sciencets for constructing various financial positions to hedge against or control financial risks. Here risk is a possibility of loss and hence can be a change in the prices of assets such as currency, stocks, or bonds that gives a loss. For different purposes, different kinds of derivatives can be constr作者: 侵略者 時(shí)間: 2025-3-22 14:19
Formal Aspects of Component Softwaretic processes in the next chapter. In particular, we focus on multivariate normal distributions and conditional expectations, since most models for financial asset prices used in derivative pricing are conditionally heteroscedastic normal models. Familiarity with these two subjects is required for t作者: 好忠告人 時(shí)間: 2025-3-22 20:54
Zhiming Liu,Jiadong Teng,Bo Liu .-normal process, then the theoretical value at time . of a European call with maturity . = . can be obtained from the Black-Scholes (.) formula as follows; . The corresponding value of a European put in (1.2) is given via the Put-Call Parity in Chapter 2. Since these formulas do not depend explici作者: 提名 時(shí)間: 2025-3-22 21:49 作者: 喃喃訴苦 時(shí)間: 2025-3-23 05:27
https://doi.org/10.1007/978-3-319-15317-9issuer. This includes the risk of the issuer declaring bankruptcy, deferring payment of coupons, or being downgraded in its credit quality rating. Since there are no unique ways to define or observe the credit quality, we often rely on the quality rating provided by well-known rating institutions su作者: 打火石 時(shí)間: 2025-3-23 07:24 作者: POWER 時(shí)間: 2025-3-23 12:25 作者: Intervention 時(shí)間: 2025-3-23 15:54
Formal Aspects of Component Softwaretic processes in the next chapter. In particular, we focus on multivariate normal distributions and conditional expectations, since most models for financial asset prices used in derivative pricing are conditionally heteroscedastic normal models. Familiarity with these two subjects is required for the remaining of the book.作者: Missile 時(shí)間: 2025-3-23 20:29
MAccS: A Tool for Reachability by Designo to the investors who purchase the securities. In the case of residential mortgage, the payments are usually protected against the default risk of mortgagors by a guaranty institution. A class of residential mortgages is pooled and collateralized, on which MBS’s are securitized.作者: MURAL 時(shí)間: 2025-3-24 02:05 作者: 標(biāo)準(zhǔn) 時(shí)間: 2025-3-24 02:50 作者: OATH 時(shí)間: 2025-3-24 08:44 作者: G-spot 時(shí)間: 2025-3-24 11:48 作者: infarct 時(shí)間: 2025-3-24 18:25
https://doi.org/10.1007/978-3-319-15317-9In this chapter we describe some models for spot interest rates and discount bonds based on the no-arbitrage price theory.作者: 學(xué)術(shù)討論會(huì) 時(shí)間: 2025-3-24 21:20 作者: bonnet 時(shí)間: 2025-3-25 00:33 作者: 半球 時(shí)間: 2025-3-25 06:25
General No-Arbitrage Asset Price Theory,In this chapter we develop a no-arbitrage price theory in a general framework. This gives rise to pricing formulas for derivatives as well as to a theory on the term structure of interest rates. We begin by stating the fundamental theorem for no-arbitrage, which is the main theme of this chapter, and then understand what the statement carries.作者: 反應(yīng) 時(shí)間: 2025-3-25 09:16
Model Specifications in Applications,This chapter discusses some important specification problems that arise in applications of the no-arbitrage pricing theory. These include testing fitness of an assumed model, various aspects of a multi-factor model, and relations between the models under probability measures . and ..作者: 牽索 時(shí)間: 2025-3-25 13:15 作者: ANT 時(shí)間: 2025-3-25 19:35 作者: Jingoism 時(shí)間: 2025-3-25 23:11
The HJM Model for Bonds and Its Applications,In Chapter 10 the price of a discount bond at . = . with maturity . = . was expressed as 作者: 命令變成大炮 時(shí)間: 2025-3-26 00:50
https://doi.org/10.1007/978-1-4419-9230-7Arbitrage; Asset Pricing; Bonds; Finance; Futures; Options作者: 責(zé)難 時(shí)間: 2025-3-26 08:23
978-1-4613-4849-8Springer Science+Business Media New York 2003作者: forthy 時(shí)間: 2025-3-26 08:41
Basic Probability Theory,tic processes in the next chapter. In particular, we focus on multivariate normal distributions and conditional expectations, since most models for financial asset prices used in derivative pricing are conditionally heteroscedastic normal models. Familiarity with these two subjects is required for the remaining of the book.作者: Confound 時(shí)間: 2025-3-26 16:37
Pricing Mortgage-Backed Securities,o to the investors who purchase the securities. In the case of residential mortgage, the payments are usually protected against the default risk of mortgagors by a guaranty institution. A class of residential mortgages is pooled and collateralized, on which MBS’s are securitized.作者: 琺瑯 時(shí)間: 2025-3-26 16:46 作者: 蟄伏 時(shí)間: 2025-3-26 21:06
Options, Futures and Other Derivatives,ts for constructing various financial positions to hedge against or control financial risks. Here risk is a possibility of loss and hence can be a change in the prices of assets such as currency, stocks, or bonds that gives a loss. For different purposes, different kinds of derivatives can be constr作者: FLIC 時(shí)間: 2025-3-27 03:44
Basic Probability Theory,tic processes in the next chapter. In particular, we focus on multivariate normal distributions and conditional expectations, since most models for financial asset prices used in derivative pricing are conditionally heteroscedastic normal models. Familiarity with these two subjects is required for t作者: glucagon 時(shí)間: 2025-3-27 05:44
Stock Option Theory and Its Applications, .-normal process, then the theoretical value at time . of a European call with maturity . = . can be obtained from the Black-Scholes (.) formula as follows; . The corresponding value of a European put in (1.2) is given via the Put-Call Parity in Chapter 2. Since these formulas do not depend explici作者: Carcinogenesis 時(shí)間: 2025-3-27 12:49
Currency Options,, is an option to do with risk of two or more different currencies. Since the value of a currency is determined by its exchange rate, the term “currency options” is usually used synonymously with term “exchange rate options” or “options on exchange rate.” Currencies options are often used by import 作者: 橢圓 時(shí)間: 2025-3-27 14:49
Pricing Defaultable Bonds,issuer. This includes the risk of the issuer declaring bankruptcy, deferring payment of coupons, or being downgraded in its credit quality rating. Since there are no unique ways to define or observe the credit quality, we often rely on the quality rating provided by well-known rating institutions su作者: 巧思 時(shí)間: 2025-3-27 18:10
Valuation of Certificate of Deposit (CD) With Transfer Option,et. A certificate of deposit (CD) is one of the simplest investment tools offered by banks. The bank issues a certificate stating the amount of cash it receives, the length of time to maturity and the prefixed interest rate it agrees to pay to the owner of the certificate. Recently, many banks in Ja作者: transplantation 時(shí)間: 2025-3-28 01:58
Pricing Mortgage-Backed Securities,o to the investors who purchase the securities. In the case of residential mortgage, the payments are usually protected against the default risk of mortgagors by a guaranty institution. A class of residential mortgages is pooled and collateralized, on which MBS’s are securitized.作者: Patrimony 時(shí)間: 2025-3-28 05:53
Book 2003 tools such as probability theory, stochastic processes and numerical analysis. The main goal of this book is to provide a systematic exposition, with practical appli- cations, of the no-arbitrage theory for asset pricing in financial engineering in the framework of a discrete time approach. The boo作者: 忍耐 時(shí)間: 2025-3-28 09:40
Lecture Notes in Computer Sciencerve well as a textbook on financial asset pricing. It should be accessible to a broad audience, in particular to practitioners in financial and related industries, as well as to students in MBA or graduate/advanced undergraduate programs in finance, financial engineering, financial econometrics, or financial information science.作者: THE 時(shí)間: 2025-3-28 10:52 作者: penance 時(shí)間: 2025-3-28 17:12 作者: certitude 時(shí)間: 2025-3-28 20:01
Lecture Notes in Computer Scienceer is a type of prepayment risk for a bank. For example, a CD with a 10 year maturity can now be closed at any time before the maturity date, but in return it receives only a penalized interest rate. In this chapter, we discuss how to use a no-arbitrage pricing argument to determine a theoretical value for the penalized interest rate.作者: indigenous 時(shí)間: 2025-3-29 02:08
Valuation of Certificate of Deposit (CD) With Transfer Option,er is a type of prepayment risk for a bank. For example, a CD with a 10 year maturity can now be closed at any time before the maturity date, but in return it receives only a penalized interest rate. In this chapter, we discuss how to use a no-arbitrage pricing argument to determine a theoretical value for the penalized interest rate.作者: 槍支 時(shí)間: 2025-3-29 05:56
Introduction,rve well as a textbook on financial asset pricing. It should be accessible to a broad audience, in particular to practitioners in financial and related industries, as well as to students in MBA or graduate/advanced undergraduate programs in finance, financial engineering, financial econometrics, or financial information science.作者: forager 時(shí)間: 2025-3-29 09:07
Currency Options,and export companies to hedge their risk in foreign exchange exposures. For example, if a company needs to pay a certain amount in a particular foreign currency at a given time in future to settle a trade, it can buy a call option on the currency maturing at that given time to hedge against its appreciation.作者: harmony 時(shí)間: 2025-3-29 14:29
Pricing Defaultable Bonds,ch as Moody’s, Standard & Poors, etc. In bond market, bond price changes whenever there is a rating change. Therefore, in bond pricing it is required to take into account the credit risk of the issuer.作者: harmony 時(shí)間: 2025-3-29 15:35 作者: Interregnum 時(shí)間: 2025-3-29 20:26 作者: 委托 時(shí)間: 2025-3-30 02:01
Zhiming Liu,Jiadong Teng,Bo Liuollows; . The corresponding value of a European put in (1.2) is given via the Put-Call Parity in Chapter 2. Since these formulas do not depend explicitly on ., . and ., they are also valid in the case of continuous time.作者: 責(zé)怪 時(shí)間: 2025-3-30 05:15 作者: MAIZE 時(shí)間: 2025-3-30 11:21
Stock Option Theory and Its Applications,ollows; . The corresponding value of a European put in (1.2) is given via the Put-Call Parity in Chapter 2. Since these formulas do not depend explicitly on ., . and ., they are also valid in the case of continuous time.作者: maladorit 時(shí)間: 2025-3-30 15:07
