標題: Titlebook: Derivatives and Internal Models; Modern Risk Manageme Hans-Peter Deutsch,Mark W. Beinker Book 2019Latest edition The Editor(s) (if applicab [打印本頁] 作者: monster 時間: 2025-3-21 17:57
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書目名稱Derivatives and Internal Models被引頻次學科排名
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書目名稱Derivatives and Internal Models讀者反饋
書目名稱Derivatives and Internal Models讀者反饋學科排名
作者: covert 時間: 2025-3-22 00:00
2946-2010 e schemes, Monte Carlo methods, Martingales and Numeraires, terms structure models, etc.?..The fifth edition of this classic finance book has been comprehensively reviewed. New chapters/content cover multicurve978-3-030-22901-6978-3-030-22899-6Series ISSN 2946-2010 Series E-ISSN 2946-2029 作者: Eviction 時間: 2025-3-22 00:37
Book 2019Latest edition and portfolio optimization, covering all relevant topics with enough hands-on, depth of detail to enable readers to develop their own pricing and risk tools.??..The book provides insight into modern market risk quantification methods such as variance-covariance, historical simulation, Monte Carlo, 作者: nauseate 時間: 2025-3-22 07:03
2946-2010 ges the industry has seen over the past 5 years.Covers new a.Now in its fifth edition,?.Derivatives and Internal Models.?provides a comprehensive and thorough introduction to derivative pricing, risk management and portfolio optimization, covering all relevant topics with enough hands-on, depth of d作者: 死貓他燒焦 時間: 2025-3-22 09:56
Integral Forms and Analytic Solutions in the Black-Scholes Worldmodel by assuming that the parameters involved (interest rates, dividend yields, volatility) are constant (Assumptions ., . and thus . from Chap. .) despite the fact that these assumptions are quite unrealistic.作者: 清澈 時間: 2025-3-22 14:11
Monte Carlo Simulationsobability measure), the idea of calculating such expectations by simulating the (stochastic) evolution of the underlyings several times and subsequently averaging the results somehow is not far removed.作者: 清澈 時間: 2025-3-22 18:26
Martingales and Numerairesich can be summarized as follows: Today’s price of a (tradable) financial instrument is equal to the discounted expectation of its future price if this expectation is calculated with respect to the risk-neutral probability measure.作者: 抵制 時間: 2025-3-22 23:39 作者: 鎮(zhèn)痛劑 時間: 2025-3-23 03:53
https://doi.org/10.1007/978-3-030-22899-6benchmarking; cash flow; derivatives; financial instruments; financial market; hedging; management; Options作者: 細節(jié) 時間: 2025-3-23 06:04
978-3-030-22901-6The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl作者: Charitable 時間: 2025-3-23 09:58 作者: deviate 時間: 2025-3-23 17:06 作者: 不規(guī)則 時間: 2025-3-23 21:20 作者: 樣式 時間: 2025-3-23 23:24
FX Derivativescies as the domestic currency. All figures are given in terms of the domestic currency if not stated otherwise. The other involved currency is denoted as foreign currency. Figures in foreign currency will be marked with the index ..作者: Gastric 時間: 2025-3-24 03:06 作者: HEW 時間: 2025-3-24 10:26
Détente for the Social Environment Conflict?The fundamental risk factors in financial markets are the market parameters which determine the price of the financial instruments being traded.作者: neutralize 時間: 2025-3-24 10:58 作者: myelography 時間: 2025-3-24 15:35 作者: Carcinogenesis 時間: 2025-3-24 22:36 作者: Daily-Value 時間: 2025-3-25 00:54
https://doi.org/10.1007/978-1-349-24930-5Arbitrage considerations alone are sufficient for deriving relations such as the put-call parity or determining forward prices.作者: Bombast 時間: 2025-3-25 07:04 作者: ARY 時間: 2025-3-25 11:21 作者: Amenable 時間: 2025-3-25 11:49
https://doi.org/10.1007/978-1-349-24930-5One of the best known and widely used numerical methods to solve partial differential equations in finance and elsewhere is the ..作者: Iatrogenic 時間: 2025-3-25 16:16
The Impact of AIDS on Industry in ZimbabweThe replication of derivatives with a portfolio consisting of underlyings and a bank account as, for example, in Eq. ., can be used to . the derivative’s risk resulting from the stochastic movement of its underlying (or conversely a derivative could be used to hedge such a portfolio).作者: PLE 時間: 2025-3-25 22:17 作者: intellect 時間: 2025-3-26 03:38
Which Universals are Natural Laws?In Part II, a whole array of very workable methods for the valuation and hedging of financial instruments was introduced. We now continue in Part III with the explicit valuation of the most important and common financial instruments.作者: 離開真充足 時間: 2025-3-26 07:04 作者: 溫和女孩 時間: 2025-3-26 09:59
Fundamental Risk Factors of Financial MarketsThe fundamental risk factors in financial markets are the market parameters which determine the price of the financial instruments being traded.作者: BINGE 時間: 2025-3-26 13:17
Financial Instruments: A System of Derivatives and UnderlyingsAs mentioned in the introduction, trading can be defined as an agreement between two parties in which one of the two consciously accepts a financial risk in return for the receipt of a specified payment or at least the expectation of such a payment at same future time from the counterparty.作者: 殺子女者 時間: 2025-3-26 19:38 作者: mechanical 時間: 2025-3-26 22:19 作者: Innovative 時間: 2025-3-27 02:43
ArbitrageArbitrage considerations alone are sufficient for deriving relations such as the put-call parity or determining forward prices.作者: 領(lǐng)帶 時間: 2025-3-27 09:13
The Black-Scholes Differential EquationHaving used arbitrage considerations to derive various properties of derivatives, in particular of option prices (upper and lower bounds, parities, etc.), we now demonstrate how such arbitrage arguments, with the help of results from stochastic analysis, namely Ito’s formula ., can be used to derive the famous Black-Scholes equation.作者: candle 時間: 2025-3-27 11:53
Binomial and Trinomial Trees. and . are very intuitive and comparatively easy to implement tools to calculate prices and sensitivity parameters of derivatives while avoiding direct reference to the fundamental differential equations governing the price of the instrument.作者: bizarre 時間: 2025-3-27 16:50
Numerical Solutions Using Finite DifferencesOne of the best known and widely used numerical methods to solve partial differential equations in finance and elsewhere is the ..作者: Multiple 時間: 2025-3-27 21:23 作者: 機械 時間: 2025-3-27 23:16
Interest Rates and Term Structure ModelsSo far, with only few exceptions (e.g. Sect. .), we have considered interest rates as being deterministic or even constant. This directly contradicts to the simple existence of interest rate options.作者: 依法逮捕 時間: 2025-3-28 03:04 作者: 白楊 時間: 2025-3-28 09:06
Hans-Peter Deutsch,Mark W. BeinkerProvides an introduction to the valuation and risk management of modern financial instruments.Includes updates to reflect the myriad of changes the industry has seen over the past 5 years.Covers new a作者: 我悲傷 時間: 2025-3-28 14:29
Finance and Capital Markets Serieshttp://image.papertrans.cn/d/image/268138.jpg作者: 斜坡 時間: 2025-3-28 16:24 作者: Cacophonous 時間: 2025-3-28 22:49 作者: 能夠支付 時間: 2025-3-29 01:24 作者: Apoptosis 時間: 2025-3-29 04:15 作者: Nomadic 時間: 2025-3-29 08:16
Derivatives and Internal Models978-3-030-22899-6Series ISSN 2946-2010 Series E-ISSN 2946-2029 作者: 畫布 時間: 2025-3-29 11:42
The Medical Costs of AIDS in Zimbabwemodel by assuming that the parameters involved (interest rates, dividend yields, volatility) are constant (Assumptions ., . and thus . from Chap. .) despite the fact that these assumptions are quite unrealistic.作者: 顧客 時間: 2025-3-29 17:05
The Medical Costs of AIDS in Zimbabweobability measure), the idea of calculating such expectations by simulating the (stochastic) evolution of the underlyings several times and subsequently averaging the results somehow is not far removed.作者: 戲法 時間: 2025-3-29 22:55
The Medical Costs of AIDS in Zimbabweich can be summarized as follows: Today’s price of a (tradable) financial instrument is equal to the discounted expectation of its future price if this expectation is calculated with respect to the risk-neutral probability measure.作者: 大門在匯總 時間: 2025-3-30 01:52 作者: 柔美流暢 時間: 2025-3-30 05:43
Book 2022ications of nanoparticles in cross-discipline approaches, including agricultural science, plant physiology, plant biotechnology, material science, environmental science, food chemistry, biomedical science, etc. It presents recent advances in experimental and theoretical studies and gives in-depth in作者: 輕率看法 時間: 2025-3-30 11:07 作者: 背景 時間: 2025-3-30 12:34
Jonathan Olsen,Dan Hough,Michael Ko? GCD that uses the algorithm above mentioned to generate the columns. We propose two strategies to tackle the residual instances. We report on some computational experiments with the various algorithms we propose in this paper. The results indicate that these algorithms seem to be suitable for solving real-world instances.作者: cathartic 時間: 2025-3-30 19:50
The Importance of Business Processes in PLM, product data is being used in processes, and new product data is being created and used. This chapter describes the characteristics of processes that impact the management of products. Process mapping and modelling is introduced.作者: babble 時間: 2025-3-30 23:07
Tomasz Dziok,Kamil Figiela,Maciej Malawskisociated attributive data but also will contain behavioural information. Our goal is to communicate the design and handling of these enhanced objects by means of the concept introduced in Java whereby objects are created in bytecode and subsequently executed within a Java virtual machine. This conce作者: arthrodesis 時間: 2025-3-31 02:15 作者: Arb853 時間: 2025-3-31 08:05 作者: 粗野 時間: 2025-3-31 12:40
Book 20191st edition and eager to do the projects -- with the popular C++ language..C++ for Lazy Programmers. is a genuinely fun learning experience that will show you how to create programs in the C++ language. This book helps you learn the C++ language with a unique method that goes beyond syntax and how-to manuals a作者: inspired 時間: 2025-3-31 13:54 作者: RODE 時間: 2025-3-31 18:53
