標(biāo)題: Titlebook: Introduction to Option Pricing Theory; Gopinath Kallianpur,Rajeeva L. Karandikar Book 2000 Springer Science+Business Media New York 2000 B [打印本頁(yè)] 作者: Impacted 時(shí)間: 2025-3-21 19:31
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書(shū)目名稱(chēng)Introduction to Option Pricing Theory被引頻次
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書(shū)目名稱(chēng)Introduction to Option Pricing Theory讀者反饋
書(shū)目名稱(chēng)Introduction to Option Pricing Theory讀者反饋學(xué)科排名
作者: 有罪 時(shí)間: 2025-3-21 23:25 作者: Musculoskeletal 時(shí)間: 2025-3-22 01:39 作者: MURAL 時(shí)間: 2025-3-22 06:54 作者: 飛行員 時(shí)間: 2025-3-22 10:59
Discrete Approximations,w, in part, the work of Merton and Samuelson as presented in the book by (Merton, 1990), and, also we follow the treatment of the binomial option pricing formula introduced in (Duffie, 1992) for the purpose of working out numerical approximations.作者: deceive 時(shí)間: 2025-3-22 15:15 作者: arsenal 時(shí)間: 2025-3-22 18:23
Stochastic Differential Equations,In this chapter, we consider the stochastic differential equations of diffusion type and present a result on the existence and uniqueness of solution. We also prove a version of the Feynman—Kac formula.作者: 袋鼠 時(shí)間: 2025-3-23 00:04
Option Pricing in Discrete Time,In this chapter, we consider the problem of pricing an option in discrete time trading. We will introduce and discuss various important notions from stochastic finance, such as ., ., ., and the role of . in discrete time. We assume a discrete model for the underlying stock.作者: 竊喜 時(shí)間: 2025-3-23 04:32
Introduction to Continuous Time Trading,In this chapter, we begin with an informal description of the technical terms used in finance in the context of continuous time trading. We saw these terms in the previous chapter, which was devoid of technicalities. When it comes to continuous time, we cannot escape these technicalities which is why they were first introduced.作者: Tincture 時(shí)間: 2025-3-23 09:21 作者: 火海 時(shí)間: 2025-3-23 11:36
The American Options,In this chapter, we consider the American call option in a continuous time model of stock prices. The development is similar to that in discrete time and follows our general approach of deriving upper and lower bounds based on the NA principle. We will show that in a complete market, the two bounds coincide.作者: instate 時(shí)間: 2025-3-23 17:34
Asset Pricing with Stochastic Volatility,We consider a market consisting of a stock . and a bond . governed by the following equations:. and. where . is a Brownian motion, . is a given random variable independent of ., . is a bounded, non-negative, progressively measurable interest rate process.作者: 美學(xué) 時(shí)間: 2025-3-23 20:50 作者: 向外 時(shí)間: 2025-3-23 22:23 作者: 緯度 時(shí)間: 2025-3-24 03:19 作者: 取之不竭 時(shí)間: 2025-3-24 06:44 作者: 溺愛(ài) 時(shí)間: 2025-3-24 12:41 作者: 向前變橢圓 時(shí)間: 2025-3-24 18:34
Book 2000he development of the mathematical theory of finance.This work examines, in some detail, that part of stochastic finance pertaining to option pricing theory.Thus the exposition is confined to areas of stochastic finance that are relevant to the theory, omitting such topics as futures and term-struct作者: 清洗 時(shí)間: 2025-3-24 21:11
fields. This work has come to fruition by making use of the expert academic input from the extraordinarily rich population of current and past editorial board members and section editors of and contributors to the Journal of Business Ethics..978-3-319-23514-1作者: Yag-Capsulotomy 時(shí)間: 2025-3-25 00:22
Gopinath Kallianpur,Rajeeva L. Karandikarfields. This work has come to fruition by making use of the expert academic input from the extraordinarily rich population of current and past editorial board members and section editors of and contributors to the Journal of Business Ethics..978-3-319-23514-1作者: 越自我 時(shí)間: 2025-3-25 03:19 作者: 減弱不好 時(shí)間: 2025-3-25 10:04
Gopinath Kallianpur,Rajeeva L. Karandikaral cancer science, with translational research increasingly becoming a new paradigm in cancer research. In particular, new approaches to both .Personalized Cancer Medicine. and .Targeted Therapies. have made promising progress. While the Second Edition featured scholarly contributions from approxima作者: 誘騙 時(shí)間: 2025-3-25 15:39 作者: bleach 時(shí)間: 2025-3-25 17:48 作者: dyspareunia 時(shí)間: 2025-3-25 20:43 作者: Magisterial 時(shí)間: 2025-3-26 02:03 作者: WATER 時(shí)間: 2025-3-26 04:36 作者: Lyme-disease 時(shí)間: 2025-3-26 08:54
al cancer science, with translational research increasingly becoming a new paradigm in cancer research. In particular, new approaches to both .Personalized Cancer Medicine. and .Targeted Therapies. have made promising progress. While the Second Edition featured scholarly contributions from approxima作者: 幾何學(xué)家 時(shí)間: 2025-3-26 13:35 作者: PALMY 時(shí)間: 2025-3-26 20:15
Book 2000ized topics, including option pricing in discrete time, continuous time trading, arbitrage, complete markets, European options (Black and Scholes Theory), American options, Russian options, discrete approximations, and asset pricing with stochastic volatility.In several chapters, new results are pre作者: HAUNT 時(shí)間: 2025-3-26 23:47 作者: 討好美人 時(shí)間: 2025-3-27 02:35 作者: DEBT 時(shí)間: 2025-3-27 07:54
Gopinath Kallianpur,Rajeeva L. Karandikarcer research. In particular, new approaches to both .Personalized Cancer Medicine. and .Targeted Therapies. have made promising progress. While the Second Edition featured scholarly contributions from approxima978-3-642-16483-5作者: invert 時(shí)間: 2025-3-27 09:50
Gopinath Kallianpur,Rajeeva L. Karandikarcer research. In particular, new approaches to both .Personalized Cancer Medicine. and .Targeted Therapies. have made promising progress. While the Second Edition featured scholarly contributions from approxima978-3-642-16483-5作者: Mhc-Molecule 時(shí)間: 2025-3-27 13:54 作者: 夸張 時(shí)間: 2025-3-27 21:42 作者: A簡(jiǎn)潔的 時(shí)間: 2025-3-27 23:57
Gopinath Kallianpur,Rajeeva L. Karandikarcer research. In particular, new approaches to both .Personalized Cancer Medicine. and .Targeted Therapies. have made promising progress. While the Second Edition featured scholarly contributions from approxima978-3-642-16483-5作者: 旁觀者 時(shí)間: 2025-3-28 03:31
fields: business ethics, professional ethics and applied eth.This encyclopedia, edited by the past editors and founder of the Journal of Business Ethics, is the only reference work dedicated?entirely?to business and professional ethics. Containing over 2000 entries, this multi-volume, major research作者: enflame 時(shí)間: 2025-3-28 06:16 作者: JOT 時(shí)間: 2025-3-28 11:58 作者: 不愿 時(shí)間: 2025-3-28 17:53
Gopinath Kallianpur,Rajeeva L. Karandikarishment of a comprehensive reference source both as a tool to close the language gap between clinical and basic science investigators and as a platform of information for students and informed laymen alike. The Encyclopedia of Cancer provides rapid access to focused information on all topics of canc作者: 鉤針織物 時(shí)間: 2025-3-28 22:45
Gopinath Kallianpur,Rajeeva L. Karandikarishment of a comprehensive reference source both as a tool to close the language gap between clinical and basic science investigators and as a platform of information for students and informed laymen alike. The Encyclopedia of Cancer provides rapid access to focused information on all topics of canc作者: 恃強(qiáng)凌弱 時(shí)間: 2025-3-29 00:20
Gopinath Kallianpur,Rajeeva L. Karandikarishment of a comprehensive reference source both as a tool to close the language gap between clinical and basic science investigators and as a platform of information for students and informed laymen alike. The Encyclopedia of Cancer provides rapid access to focused information on all topics of canc作者: dagger 時(shí)間: 2025-3-29 06:41
Gopinath Kallianpur,Rajeeva L. Karandikarishment of a comprehensive reference source both as a tool to close the language gap between clinical and basic science investigators and as a platform of information for students and informed laymen alike. The Encyclopedia of Cancer provides rapid access to focused information on all topics of canc作者: obtuse 時(shí)間: 2025-3-29 08:08 作者: Melanocytes 時(shí)間: 2025-3-29 11:57
Gopinath Kallianpur,Rajeeva L. Karandikarkeywords & detailed essays..Outstanding: Contributions by mo.The merging of different basic and clinical science disciplines towards the common goal of fighting against cancer has long ago called for the establishment of a comprehensive reference source both as a tool to close the language gap betwe作者: Flat-Feet 時(shí)間: 2025-3-29 15:41
Gopinath Kallianpur,Rajeeva L. Karandikarkeywords & detailed essays..Outstanding: Contributions by mo.The merging of different basic and clinical science disciplines towards the common goal of fighting against cancer has long ago called for the establishment of a comprehensive reference source both as a tool to close the language gap betwe作者: Affluence 時(shí)間: 2025-3-29 20:18
Gopinath Kallianpur,Rajeeva L. Karandikarkeywords & detailed essays..Outstanding: Contributions by mo.The merging of different basic and clinical science disciplines towards the common goal of fighting against cancer has long ago called for the establishment of a comprehensive reference source both as a tool to close the language gap betwe作者: synchronous 時(shí)間: 2025-3-30 01:14
Gopinath Kallianpur,Rajeeva L. Karandikarkeywords & detailed essays..Outstanding: Contributions by mo.The merging of different basic and clinical science disciplines towards the common goal of fighting against cancer has long ago called for the establishment of a comprehensive reference source both as a tool to close the language gap betwe作者: Femish 時(shí)間: 2025-3-30 04:59 作者: AVOID 時(shí)間: 2025-3-30 09:50 作者: Magnitude 時(shí)間: 2025-3-30 13:48
Gopinath Kallianpur,Rajeeva L. Karandikarkeywords & detailed essays..Outstanding: Contributions by mo.The merging of different basic and clinical science disciplines towards the common goal of fighting against cancer has long ago called for the establishment of a comprehensive reference source both as a tool to close the language gap betwe作者: 混沌 時(shí)間: 2025-3-30 19:45 作者: 擁護(hù)者 時(shí)間: 2025-3-31 00:02
