作者: 鋪?zhàn)?nbsp; 時(shí)間: 2025-3-21 21:23 作者: dura-mater 時(shí)間: 2025-3-22 01:05 作者: implore 時(shí)間: 2025-3-22 08:35
The Bond Marketsovenants, without undertaking the thorough analysis that will be done in later chapters. We then analyze in depth operations, conventions, and notations specific to bond issues. We finally present some international aspects of bond markets, discuss their functioning, and provide the orders of magnit作者: insomnia 時(shí)間: 2025-3-22 10:20 作者: LUT 時(shí)間: 2025-3-22 16:34
The Term Structure of Interest Ratesn rates, shows how one may construct forward transactions using cash instruments, and exhibits the different forward rates implicit in the structure of spot rates. Section . analyzes the economic factors that determine the form of the yield curve, notably its slope. Section . generalizes the standar作者: LUT 時(shí)間: 2025-3-22 20:22
Vanilla Floating Rate Instruments and Swapse used to transfer liquidity (investment/financing). Their market values fluctuate around their nominal value. According to the rules that govern the calculation of coupons, these assets are said to have “forward-looking” (pre-determined) rates or “backward-looking” (post-determined) rates. The simp作者: 雪崩 時(shí)間: 2025-3-23 00:01
Stocks , Stock Markets, and Stock Indicespon the creation of a corporation and, later on, whenever new investments require an increase in equity. The sum of all ordinary shares makes up the firm’s common stock. These issues are carried out on a stock exchange or over the counter. Corporations issue new shares on the .. The . ensures the li作者: cleaver 時(shí)間: 2025-3-23 04:37 作者: addict 時(shí)間: 2025-3-23 08:18
Options (I): General Description, Parity Relations, Basic Concepts, and Valuation Using the Binomialry. The applications of this theory extend well beyond its use for options. Not only do numerous financial products have option components (convertible bonds, caps and floors, hybrid products, …, and even the bonds and shares issued by limited companies where there is a risk of bankruptcy) but many 作者: Anguish 時(shí)間: 2025-3-23 12:32 作者: Insensate 時(shí)間: 2025-3-23 16:56
Option Portfolio Strategies: Tools and Methodslication have been developed. The main tools are based on the notion of implied volatility and on the sensitivities of the value of an option to the different model parameters. From a portfolio management perspective, it is useful to distinguish static from dynamic strategies. Section . presents the作者: 自傳 時(shí)間: 2025-3-23 20:50 作者: START 時(shí)間: 2025-3-24 01:55 作者: 過渡時(shí)期 時(shí)間: 2025-3-24 02:57 作者: CLAIM 時(shí)間: 2025-3-24 08:33
Interest Rate Instruments: Valuation with the BSM Model , Hybrids, and Structured Productsapted to the context of stochastic interest rates. Section . presents the principles of option valuation adapted to this context (using the forward-neutral expectation of the payoff) and several versions of the generalized BSM model. Section . is devoted to swaps and swaptions. Section . presents ca作者: remission 時(shí)間: 2025-3-24 10:40 作者: aspect 時(shí)間: 2025-3-24 16:31
Nicholas Kaldor and Mainstream Economicsstatistical characteristics of future prices and the mathematical representation of their dynamics as stochastic processes. Section . presents the organization and functioning of stock markets. Section . analyzes stock market indices.作者: 鳥籠 時(shí)間: 2025-3-24 22:28 作者: 泰然自若 時(shí)間: 2025-3-25 01:16
Nicholas Kaldor and Mainstream Economicsat not only allow to price optional components but also to manage portfolios of assets and liabilities that may include them. By greatly improving our understanding of financial mechanisms and risk management, option theory has significantly contributed to the increase in activity on financial markets.作者: 出沒 時(shí)間: 2025-3-25 07:07 作者: 演繹 時(shí)間: 2025-3-25 08:23 作者: 一再困擾 時(shí)間: 2025-3-25 12:04
Stocks , Stock Markets, and Stock Indicesstatistical characteristics of future prices and the mathematical representation of their dynamics as stochastic processes. Section . presents the organization and functioning of stock markets. Section . analyzes stock market indices.作者: ANTH 時(shí)間: 2025-3-25 19:43 作者: Melanocytes 時(shí)間: 2025-3-25 21:01
Options (I): General Description, Parity Relations, Basic Concepts, and Valuation Using the Binomialat not only allow to price optional components but also to manage portfolios of assets and liabilities that may include them. By greatly improving our understanding of financial mechanisms and risk management, option theory has significantly contributed to the increase in activity on financial markets.作者: PURG 時(shí)間: 2025-3-26 02:54 作者: dissolution 時(shí)間: 2025-3-26 06:38 作者: PON 時(shí)間: 2025-3-26 11:56
Textbook 2022d tools from mathematical finance in a practical setting...Filling the gap between traditional finance textbooks, which tend to avoid advanced mathematical techniques used by professionals, and books in mathematical finance, which are often more focused on mathematical refinements than on practical 作者: 中子 時(shí)間: 2025-3-26 14:36 作者: 庇護(hù) 時(shí)間: 2025-3-26 19:23 作者: 果仁 時(shí)間: 2025-3-26 22:29 作者: FACT 時(shí)間: 2025-3-27 01:50 作者: Medley 時(shí)間: 2025-3-27 08:49 作者: 飾帶 時(shí)間: 2025-3-27 13:00 作者: 全部 時(shí)間: 2025-3-27 15:40 作者: 協(xié)迫 時(shí)間: 2025-3-27 20:38
Vanilla Floating Rate Instruments and Swaps, one usually a fixed-rate instrument and the other a floating-rate instrument. Its market value, which is initially nil, in general, remains very small over its life although it varies as a function of interest rates.作者: Ligneous 時(shí)間: 2025-3-28 01:55
Basic Finance: Interest Rates, Discounting , Investments, Loansrious interest rates in use in the market and the different conventions they give rise to. We then discuss the methods of estimating present values and their applications to the analysis of investments, before studying the mechanics of long-term credits.作者: ALT 時(shí)間: 2025-3-28 04:40
Introduction to the Analysis of Interest Rate and Credit Riskstors explaining the sensitivity to interest rates of fixed-income securities and simple quantitative estimates of interest rate risk are discussed first. A simple characterization and modeling of credit risk is then presented.作者: harbinger 時(shí)間: 2025-3-28 08:05
Options (II): Continuous-Time Models, Black–Scholes and Extensionst constant volatility, Black’s model applying to futures contracts, Garman and Kholhagen’s model for options on exchange rates, Margrabe’s model for exchange options, and Heston’s model with stochastic volatility.作者: Cosmopolitan 時(shí)間: 2025-3-28 12:46 作者: INERT 時(shí)間: 2025-3-28 15:29
Futures Markets (2): Contracts on Interest Rateserest Rate contracts (STIRS), examined in Sect. ., are referenced on a short-term underlying rate (3 months or less) although the contract maturity may be much longer, they are cash settled exclusively, and are based either on a forward-looking interest rate, usually a 3-month LIBOR, or on a backward-looking average of overnight rates.作者: 單純 時(shí)間: 2025-3-28 19:49 作者: botany 時(shí)間: 2025-3-29 01:33
2192-4333 rest and credit risks and their measures.The self-contained .This book offers a comprehensive and coherent presentation of almost all aspects of .Capital Market Finance., providing hands-on knowledge of advanced tools from mathematical finance in a practical setting...Filling the gap between traditi作者: 痛打 時(shí)間: 2025-3-29 04:02 作者: 激怒 時(shí)間: 2025-3-29 07:43 作者: 有斑點(diǎn) 時(shí)間: 2025-3-29 13:57 作者: Eeg332 時(shí)間: 2025-3-29 18:19 作者: exhibit 時(shí)間: 2025-3-29 19:48 作者: forthy 時(shí)間: 2025-3-30 01:52 作者: 軍械庫(kù) 時(shí)間: 2025-3-30 05:47 作者: 典型 時(shí)間: 2025-3-30 10:25 作者: STERN 時(shí)間: 2025-3-30 16:08 作者: PHIL 時(shí)間: 2025-3-30 17:14 作者: 我要威脅 時(shí)間: 2025-3-30 21:07 作者: FLEET 時(shí)間: 2025-3-31 02:50 作者: Pert敏捷 時(shí)間: 2025-3-31 08:44 作者: byline 時(shí)間: 2025-3-31 09:21
Nicholas Kaldor and Mainstream Economics money market: short-term marketable securities, “repos” (repurchase agreements), and other transactions. Another section covers the market participants and provides the orders of magnitude regarding the volumes of transactions. We then study the interbank market and the Central Bank’s interventions
