標(biāo)題: Titlebook: Martingale Methods in Financial Modelling; Marek Musiela,Marek Rutkowski Book 2005Latest edition Springer-Verlag Berlin Heidelberg 2005 He [打印本頁(yè)] 作者: Impacted 時(shí)間: 2025-3-21 18:11
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書(shū)目名稱(chēng)Martingale Methods in Financial Modelling影響因子(影響力)學(xué)科排名
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書(shū)目名稱(chēng)Martingale Methods in Financial Modelling網(wǎng)絡(luò)公開(kāi)度學(xué)科排名
書(shū)目名稱(chēng)Martingale Methods in Financial Modelling被引頻次
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書(shū)目名稱(chēng)Martingale Methods in Financial Modelling讀者反饋
書(shū)目名稱(chēng)Martingale Methods in Financial Modelling讀者反饋學(xué)科排名
作者: 宮殿般 時(shí)間: 2025-3-21 23:22 作者: Comedienne 時(shí)間: 2025-3-22 00:56
Stochastic Modelling and Applied Probabilityhttp://image.papertrans.cn/m/image/624896.jpg作者: 破譯 時(shí)間: 2025-3-22 05:31
Volatility RiskLoosely speaking, a model of financial security can be often identified with the following three components: an underlying variable, a mechanism used to reflect the uncertainty with regard to the future value of this variable and, last but not least, arbitrage-free considerations.作者: transplantation 時(shí)間: 2025-3-22 10:05 作者: capsaicin 時(shí)間: 2025-3-22 14:33
Martingale Methods in Financial Modelling978-3-540-26653-2Series ISSN 0172-4568 Series E-ISSN 2197-439X 作者: Basal-Ganglia 時(shí)間: 2025-3-22 18:20 作者: 不幸的人 時(shí)間: 2025-3-22 23:07
Exotic Optionsaim of this chapter is to study examples of more sophisticated option contracts. Although the payoffs of . are given by similar expressions for both spot and futures options, the corresponding valuation formulas would not agree. We restrict here our attention to the case of exotic spot options.作者: CLAP 時(shí)間: 2025-3-23 04:50 作者: watertight, 時(shí)間: 2025-3-23 08:12 作者: 驚惶 時(shí)間: 2025-3-23 10:55 作者: 偏離 時(shí)間: 2025-3-23 16:00
Continuous-time Security Marketsbsence of arbitrage opportunities is equivalent to the existence of a martingale measure. The theory developed in this chapter applies both to stock markets and bond markets. It can thus be seen as a theoretical background to the second part of this text.作者: IOTA 時(shí)間: 2025-3-23 21:58 作者: 冰河期 時(shí)間: 2025-3-24 00:00 作者: Unsaturated-Fat 時(shí)間: 2025-3-24 06:21
Alternative Market Modelsn LIBOR derivatives, there is an obvious demand for specific models capable of efficient handling this class of interest rate products. Our goal in this chapter is to present some recent research focused on market models that are alternatives to the market model for LIBORs.作者: morale 時(shí)間: 2025-3-24 06:30
Discrete-time Security Marketsger (1987). An excellent introduction to discrete-time financial mathematics is given by Pliska (1997) and Shreve (2004). A?monograph by F?llmer and Schied (2000) is the most comprehensive source in the area.作者: 生命層 時(shí)間: 2025-3-24 13:17
Models of Instantaneous Forward Ratesand . are adapted stochastic processes with values in ? and ?. respectively, and . is a .-dimensional standard Brownian motion with respect to the underlying probability measure ? (to be interpreted as the actual probability).作者: ADJ 時(shí)間: 2025-3-24 15:20
Market LIBOR Modelsts as the reference interest rate for a floating rate loans it is customary to take a . or a .). LIBOR is determined by trading between banks and changes continuously as economic conditions change. For more information on market conventions related to the LIBOR and Eurodollar futures, we refer to Sect.?9.3.4.作者: 階層 時(shí)間: 2025-3-24 21:35 作者: 骯臟 時(shí)間: 2025-3-25 02:57
Discrete-time Security Markets Essentially, we follow here the approach of Harrison and Pliska (1981); a more exhaustive analysis of finite markets can be found in Taqqu and Willinger (1987). An excellent introduction to discrete-time financial mathematics is given by Pliska (1997) and Shreve (2004). A?monograph by F?llmer and S作者: 明確 時(shí)間: 2025-3-25 05:51 作者: 匯總 時(shí)間: 2025-3-25 07:32
Foreign Market Derivativesfree bonds and foreign stocks (and their derivatives), is allowed. We will work within the classical Black-Scholes framework. More specifically, both domestic and foreign risk-free interest rates are assumed throughout to be nonnegative constants, and the foreign stock price and the exchange rate ar作者: RADE 時(shí)間: 2025-3-25 12:54 作者: Cholecystokinin 時(shí)間: 2025-3-25 18:49
Exotic Optionsaim of this chapter is to study examples of more sophisticated option contracts. Although the payoffs of . are given by similar expressions for both spot and futures options, the corresponding valuation formulas would not agree. We restrict here our attention to the case of exotic spot options.作者: 灰心喪氣 時(shí)間: 2025-3-25 22:23
Continuous-time Security Marketsmodel, which is based on the It? stochastic integral with respect to a semimartingale. Such a model of financial market, in which the arbitrage-free property hinges on the chosen class of admissible trading strategies, is termed the . hereafter. We discuss the relevance of a judicious choice of a nu作者: 愛(ài)得痛了 時(shí)間: 2025-3-26 02:04
Interest Rates and Related Contractsld practice, several fixed-income markets operate; as a result, many concepts of interest rates have been developed. There is no doubt that management of interest rate risk, by which we mean the control of changes in value of a stream of future cash flows resulting from changes in interest rates, or作者: 獎(jiǎng)牌 時(shí)間: 2025-3-26 06:14 作者: 放氣 時(shí)間: 2025-3-26 08:30
Models of Instantaneous Forward Ratesy compounded forward rates .(.,.). For any fixed maturity .≤., the dynamics of the forward rate .(.,.) are (cf. Heath et al. (1990a, 1992b)) .where . and . are adapted stochastic processes with values in ? and ?. respectively, and . is a .-dimensional standard Brownian motion with respect to the und作者: 狂熱文化 時(shí)間: 2025-3-26 15:12 作者: 擔(dān)憂(yōu) 時(shí)間: 2025-3-26 19:10
Alternative Market Modelss well for the valuation and hedging of the LIBOR related derivatives, such as plain-vanilla and exotic caps and floors. It thus may be see as a good candidate for the role of the Black-Scholes-like benchmark model for this particular sector of the fixed-income market. Interest rate swaps are anothe作者: 行乞 時(shí)間: 2025-3-27 00:04 作者: peritonitis 時(shí)間: 2025-3-27 01:18 作者: 羊齒 時(shí)間: 2025-3-27 08:57 作者: FICE 時(shí)間: 2025-3-27 12:57
Cross-currency Derivatives Frachot (1995) examined a special case of the HJM model with stochastic volatilities, in which the bond price and the exchange rate are assumed to be deterministic functions of a single state variable.作者: 斜谷 時(shí)間: 2025-3-27 14:06
Book 2005Latest editionroughout is that the choice of a model should be basedon the reality of how a particular sector of the financial market functions, never neglecting to examine liquid primary and derivative assets and identifying the sources of trading risk associated. This long-awaited new edition of an outstandingl作者: foreign 時(shí)間: 2025-3-27 18:03 作者: 細(xì)胞膜 時(shí)間: 2025-3-28 00:50
Frimpong Osei,Michael Wintery self-contained, and consists of a wide range of topics that include realization problems, linear-quadratic optimal control, stability theory, stochastic modeling and recursive estimation algorithms in communications and control, and distributed system modeling. In the early chapters methods based 作者: 狂怒 時(shí)間: 2025-3-28 05:48 作者: GUEER 時(shí)間: 2025-3-28 09:32
Judith Blackfield Cohen,Priscilla Alexandertrings and rods undergoing planar deformations. They introduced the basic con- cepts of strain, both extensional and flexural, of contact force with its com- ponents of tension and shear force, and of contact couple. They extended Newton‘s Law of Motion for a mass point to a law valid for any deform作者: 笨拙的你 時(shí)間: 2025-3-28 14:25
Computing the Visibility Polygon Using Few Variables in read-only memory and only few working variables can be used. The first algorithm uses a constant number of variables, and outputs the vertices of the visibility polygon in . time, where . denotes the number of reflex vertices of . that are part of the output. The next two algorithms use .(log.) 作者: incisive 時(shí)間: 2025-3-28 17:48 作者: 四牛在彎曲 時(shí)間: 2025-3-28 21:37 作者: 剛毅 時(shí)間: 2025-3-29 01:54 作者: Gratulate 時(shí)間: 2025-3-29 03:31
Attraction between likely charged colloidal macroions?,ymmetric electrolytes using computer simulations. For parameters corresponding to typical experimental samples, a repulsive force is obtained. Possibilities for an effective attraction induced by very strong coupling between the macroions or by a geometric confinement of the macroions between glass 作者: 殘忍 時(shí)間: 2025-3-29 09:59
ory of the emergence of anti-apartheid activism in Britain and the USA, tracing the network of individuals and groups who shaped the moral and political character of the movement.978-1-349-30148-5978-0-230-30908-1作者: BILL 時(shí)間: 2025-3-29 14:47 作者: Triglyceride 時(shí)間: 2025-3-29 18:15 作者: 半球 時(shí)間: 2025-3-29 22:09 作者: deface 時(shí)間: 2025-3-30 01:26 作者: 不安 時(shí)間: 2025-3-30 07:16
Next Level Service Design im Tourismus integriert. Um eine Service Design-orientierte Denkweise im Destinationsmanagement verankern zu k?nnen, empfiehlt es sich über die reine Projektorientierung sowie Anwendung einzelner Instrumente hinauszugehen und Service Design auch als ganzheitlichen Denkansatz zu begreifen. Die Schaffung von Bewu作者: 倔強(qiáng)不能 時(shí)間: 2025-3-30 09:43
Loren Krugerforboth researchers involved in the design of healthcare systems and devices and healthcare professionals aiming at effective and safe health service delivery. Moreover, by providing a useful survey of cutting-978-3-319-41651-9978-3-319-41652-6Series ISSN 2194-5357 Series E-ISSN 2194-5365 作者: debunk 時(shí)間: 2025-3-30 15:31 作者: ascend 時(shí)間: 2025-3-30 17:49
The Fundamentals of Newtonian Mechanics978-3-031-47289-3Series ISSN 2192-4791 Series E-ISSN 2192-4805 作者: 潛伏期 時(shí)間: 2025-3-30 22:23
Introduction: The West and Islam: Juridical Categories in a Transitional Global Scenario,uridical comprehension and a philosophical parameter on which to base the comparison between the two legal orders. Moreover, I define the terminology used, in a context in which terms such as “l(fā)aw” or “State” are not possibly used in a neutral way but necessarily imply an overall philosophical theor
