標(biāo)題: Titlebook: Mathematical Models of Financial Derivatives; Yue-Kuen Kwok Textbook 2008Latest edition Springer-Verlag Berlin Heidelberg 2008 Credit Deri [打印本頁(yè)] 作者: 正當(dāng)理由 時(shí)間: 2025-3-21 18:02
書(shū)目名稱(chēng)Mathematical Models of Financial Derivatives影響因子(影響力)
書(shū)目名稱(chēng)Mathematical Models of Financial Derivatives影響因子(影響力)學(xué)科排名
書(shū)目名稱(chēng)Mathematical Models of Financial Derivatives網(wǎng)絡(luò)公開(kāi)度
書(shū)目名稱(chēng)Mathematical Models of Financial Derivatives網(wǎng)絡(luò)公開(kāi)度學(xué)科排名
書(shū)目名稱(chēng)Mathematical Models of Financial Derivatives被引頻次
書(shū)目名稱(chēng)Mathematical Models of Financial Derivatives被引頻次學(xué)科排名
書(shū)目名稱(chēng)Mathematical Models of Financial Derivatives年度引用
書(shū)目名稱(chēng)Mathematical Models of Financial Derivatives年度引用學(xué)科排名
書(shū)目名稱(chēng)Mathematical Models of Financial Derivatives讀者反饋
書(shū)目名稱(chēng)Mathematical Models of Financial Derivatives讀者反饋學(xué)科排名
作者: NIL 時(shí)間: 2025-3-21 21:33 作者: 傳染 時(shí)間: 2025-3-22 03:30 作者: 嚴(yán)厲批評(píng) 時(shí)間: 2025-3-22 05:53 作者: embolus 時(shí)間: 2025-3-22 09:07
,Option Pricing Models: Black–Scholes–Merton Formulation and Martingale Pricing Theory,proach of financial derivatives are introduced. We illustrate how to apply the pricing theory to obtain the price formulas of different types of European options. Various extensions of the Black–Scholes–Merton framework are discussed, including the transaction costs model, jump-diffusion model and stochastic volatility model.作者: 易改變 時(shí)間: 2025-3-22 16:45 作者: caldron 時(shí)間: 2025-3-22 17:40 作者: debunk 時(shí)間: 2025-3-22 22:23
Path Dependent Options,ff depends on the realized extremum value of the asset price process. In Chap.?4, we derive the price formulas of the various types of European path dependent options under the Geometric Brownian process assumption of the underlying asset price.作者: textile 時(shí)間: 2025-3-23 05:11
Interest Rate Models and Bond Pricing,s is discussed. The HJM methodologies provide a uniform approach to modeling the instantaneous interest rates. We also present the formulation of the forward LIBOR (London-Inter-Bank-Offered-Rate) process under the Gaussian HJM framework.作者: morale 時(shí)間: 2025-3-23 06:34
Numerical Schemes for Pricing Options, the discretization of the differential operators in the Black–Scholes equation. The Monte Carlo simulation method provides a probabilistic solution to the option pricing problems by simulating the random process of the asset price. An account of option pricing algorithms using these approaches is presented in Chap.?6.作者: Morbid 時(shí)間: 2025-3-23 12:47
Textbook 2008Latest editionducts in the financial markets around the globe and the surge in research on derivative pricing theory. Leading financial ins- tutions are hiring graduates with a science background who can use advanced analytical and numerical techniques to price financial derivatives and manage portfolio risks, a 作者: 盟軍 時(shí)間: 2025-3-23 16:48 作者: 不感興趣 時(shí)間: 2025-3-23 20:12
American Options,nalytic price formulas are in general not available for American options, we present several analytic approximation methods for pricing American options. We also consider the pricing models for the American barrier options, the Russian option and the reset-strike options.作者: Epidural-Space 時(shí)間: 2025-3-24 00:24
1616-0533 material: Objectives and Audience In the past three decades, we have witnessed the phenomenal growth in the trading of? financial derivatives and structured products in the financial markets around the globe and the surge in research on derivative pricing theory. Leading financial ins- tutions are 作者: 失望未來(lái) 時(shí)間: 2025-3-24 02:32 作者: Aromatic 時(shí)間: 2025-3-24 06:56 作者: 滋養(yǎng) 時(shí)間: 2025-3-24 13:16 作者: Conquest 時(shí)間: 2025-3-24 15:14 作者: 無(wú)禮回復(fù) 時(shí)間: 2025-3-24 22:05
molecular size exhibiting maximum immuno-modulatory activity has been a matter of debate. Optimal molecular size exhibiting maximal immunomodulating activity may vary depending on the examination parameters for the immunomodulatory activities. Examination of the molecular size-activity relationship 作者: 心神不寧 時(shí)間: 2025-3-25 02:16 作者: 分解 時(shí)間: 2025-3-25 05:06
Textbook 2008Latest editione to acquire the knowledge of option pricing techniques and explore the new development in pricing models of exotic structured derivatives. The level of mathematics in this book is tailored to readers with preparation at the advanced undergraduate level of science and engineering majors, in particul作者: 衣服 時(shí)間: 2025-3-25 07:52 作者: Diverticulitis 時(shí)間: 2025-3-25 12:10
ver a period of more than 10 years. The team was organized into two groups: the isolation and analysis group, which purified many components in terms of low molecular weight compounds, carbohydrates, proteins present in aloe, and the assay group, which determined the efficacy of those components. Th作者: addict 時(shí)間: 2025-3-25 16:08
Perspectives on Aloe will cover research studies of aloe by the CAP (Creation Aloe Pharmaceuticals) team, which studied various aspects of aloe over a period of more than 10 years. The team was organized into two groups: the isolation and analysis group, which purified many components in terms of l作者: 現(xiàn)任者 時(shí)間: 2025-3-25 20:37
s .. Studies on the efficacy and toxicity of the aloe polysaccharides have even lead to the development of an injectable form of polysaccharide, acemannan (CARN 750). The mechanisms for the immunomodulatory activity has become clearer in recent years. The fact that acemannan induces phenotypic and f作者: Overdose 時(shí)間: 2025-3-26 01:35
s .. Studies on the efficacy and toxicity of the aloe polysaccharides have even lead to the development of an injectable form of polysaccharide, acemannan (CARN 750). The mechanisms for the immunomodulatory activity has become clearer in recent years. The fact that acemannan induces phenotypic and f作者: SPER 時(shí)間: 2025-3-26 08:02
s .. Studies on the efficacy and toxicity of the aloe polysaccharides have even lead to the development of an injectable form of polysaccharide, acemannan (CARN 750). The mechanisms for the immunomodulatory activity has become clearer in recent years. The fact that acemannan induces phenotypic and f作者: 颶風(fēng) 時(shí)間: 2025-3-26 08:58
Introduction to Derivative Instruments, terms in financial economics, say, self-financing strategy, arbitrage, hedging strategy are presented. We illustrate how to deduce the rational boundaries on option values without any distribution assumptions on the dynamics of the price of the underlying asset.作者: GRAIN 時(shí)間: 2025-3-26 13:33 作者: Bravura 時(shí)間: 2025-3-26 19:07 作者: Obedient 時(shí)間: 2025-3-27 00:58
Path Dependent Options,e common examples are the barrier options with the knock-out feature, the Asian options with the averaging feature and the lookback options whose payoff depends on the realized extremum value of the asset price process. In Chap.?4, we derive the price formulas of the various types of European path d作者: helper-T-cells 時(shí)間: 2025-3-27 03:57
American Options,ican option models. In particular, we examine the behavior of the exercise boundary before and after a discrete dividend payment, and immediately prior to expiry. The two common pricing formulations of the American options, the linear complementarity formulation and the optimal stopping formulation,作者: HAWK 時(shí)間: 2025-3-27 06:21
Numerical Schemes for Pricing Options,umerical approaches in option valuation are the lattice tree methods, finite difference algorithms and Monte Carlo simulation. The primary essence of the lattice tree methods is the simulation of the continuous asset price process by a discrete random walk model. The finite difference approach seeks作者: Magisterial 時(shí)間: 2025-3-27 11:11
Interest Rate Models and Bond Pricing,or short rate models, and extend to multifactor models. The Heath–Jarrow–Morton (HJM) approach of modeling the stochastic movement of the forward rates is discussed. The HJM methodologies provide a uniform approach to modeling the instantaneous interest rates. We also present the formulation of the 作者: Coronation 時(shí)間: 2025-3-27 15:18
,Interest Rate Derivatives: Bond Options, LIBOR and?Swap Products,, interest rate caps and swaptions. To facilitate the pricing of equity derivatives under stochastic interest rates, the technique of the forward measure is introduced. Under the forward measure, the bond price is used as the numeraire. In the pricing of the class of LIBOR derivative products, it is作者: 纖細(xì) 時(shí)間: 2025-3-27 20:48
Véronique Martel,Odile Filhol,Arsenio Nueda,Delphine Gerber,Maria Jose Benitez,Claude Cochete and software technologies put in place. This knowledge is indispensable for two reasons: ? A large part of a product‘ s development is independent of the technological means (expression of requirements, specification and most of the design stage). Very often, the development team does not possess this basic978-90-481-5941-3978-94-015-9884-2作者: resuscitation 時(shí)間: 2025-3-27 22:24
Improving Teachers’ Assessment Literacy in Singapore Mathematics Classrooms: Authentic Assessment Tatext of twenty-first century teaching and learning. The chapter ends with some recommendations for using mathematics authentic assessments to increase teachers’ diagnostic competence. It also includes some suggestions for future research.作者: 周年紀(jì)念日 時(shí)間: 2025-3-28 03:21 作者: Intact 時(shí)間: 2025-3-28 08:30 作者: BOAST 時(shí)間: 2025-3-28 12:18
important steps in therapy.Documentation of points requiringThis volume offers readers a pragmatic approach to endodontic therapy for permanent molars, based on up-to-date evidence.?All chapters were written by experts in the field, and focus on preparation for treatment, vital pulp therapy, access 作者: heterodox 時(shí)間: 2025-3-28 17:25
