標題: Titlebook: Risk-Neutral Valuation; Pricing and Hedging Nicholas H. Bingham,Rüdiger Kiesel Textbook 2004Latest edition Springer-Verlag London 2004 Ado [打印本頁] 作者: NK871 時間: 2025-3-21 17:36
書目名稱Risk-Neutral Valuation影響因子(影響力)
書目名稱Risk-Neutral Valuation影響因子(影響力)學科排名
書目名稱Risk-Neutral Valuation網(wǎng)絡(luò)公開度
書目名稱Risk-Neutral Valuation網(wǎng)絡(luò)公開度學科排名
書目名稱Risk-Neutral Valuation被引頻次
書目名稱Risk-Neutral Valuation被引頻次學科排名
書目名稱Risk-Neutral Valuation年度引用
書目名稱Risk-Neutral Valuation年度引用學科排名
書目名稱Risk-Neutral Valuation讀者反饋
書目名稱Risk-Neutral Valuation讀者反饋學科排名
作者: 褪色 時間: 2025-3-21 21:14
Nicholas H. Bingham ScD,Rüdiger Kiesel PhD For this reason, it is vital for clinical decision making to be guided by the results of appropriately controlled and executed outcome studies that examine the efficacy of various treatment approaches. The present chapter evaluates the evidence supporting the effectiveness of different types of psy作者: 咆哮 時間: 2025-3-22 00:50 作者: WAX 時間: 2025-3-22 06:24 作者: DEMUR 時間: 2025-3-22 11:19
Nicholas H. Bingham ScD,Rüdiger Kiesel PhDcs are within the scope of EPIC: insulators, semiconductors, metals, super- conductors, ferrites, ferroelectrics, ferromagnetics, electroluminescents, thermionic emitters and optical materials. The Center‘s scope includes information on over 100 basic properties of materials; information gene rally 作者: 指數(shù) 時間: 2025-3-22 14:55 作者: Parameter 時間: 2025-3-22 19:34 作者: CANE 時間: 2025-3-22 22:05
cs are within the scope of EPIC: insulators, semiconductors, metals, super- conductors, ferrites, ferroelectrics, ferromagnetics, electroluminescents, thermionic emitters and optical materials. The Center‘s scope includes information on over 100 basic properties of materials; information gene rally 作者: NOMAD 時間: 2025-3-23 02:23
Incomplete Markets,ick for our valuation formula based on expectation, and, how can we construct hedging strategies for the non-attainable contingent claims to ‘minimize the risk? We try to answer these two questions in the general setting and then consider a prominent example of an incomplete market, a market with st作者: 樂章 時間: 2025-3-23 09:36 作者: STEER 時間: 2025-3-23 11:05
1616-0533 isibility and Lévy processes · Lévy-based models in incomplete marketsFurther material such as exercises, solutions to exercises and lecture slides are also available via the web to provide additional support for lecturers. 978-1-84996-873-7978-1-4471-3856-3Series ISSN 1616-0533 Series E-ISSN 2195-0687 作者: erythema 時間: 2025-3-23 14:46 作者: handle 時間: 2025-3-23 20:56 作者: jettison 時間: 2025-3-24 02:14
Derivative Background,f fundamentals, as, e.g. in the so-called rational expectation model, or, more modestly, in a relative manner explaining the prices of some assets in terms of other given and observable asset prices. The second approach, which we adopt, is based on the concept of arbitrage. This remarkably simple co作者: 租約 時間: 2025-3-24 03:51 作者: LATER 時間: 2025-3-24 08:16 作者: Prognosis 時間: 2025-3-24 13:10
Mathematical Finance in Discrete Time,s. Following the approach of Harrison and Pliska (1981) and Taqqu and Willinger (1987), it suffices, to illustrate the ideas, to work with a finite probability space (., ., .), with a finite number |.| of points ., each with positive probability: ?({.}) > 0.作者: MOAN 時間: 2025-3-24 15:56
Mathematical Finance in Continuous Time,ll serve also as a reference in the later chapters. A thorough discussion of the benchmark multi-dimensional Black-Scholes model is the topic of the second section. We discuss the valuation of several standard and exotic contingent claims in the continuous-time Black-Scholes model in the third secti作者: NEEDY 時間: 2025-3-24 22:53 作者: emission 時間: 2025-3-25 02:41
Interest Rate Theory, continuous-time model (since the available tools from stochastic calculus allow an elegant presentation) and comment of the discrete-time analogue (Jarrow (1996) gives a splendid account of discrete-time models). As we want to develop a relative pricing theory, based on the no-arbitrage assumption,作者: PATRI 時間: 2025-3-25 06:02 作者: 專心 時間: 2025-3-25 08:27
Derivative Background,stion: Is it possible for an investor to restructure his current portfolio (the assets currently owned) in such a way that he has to pay less today for his restructured portfolio and still has the same (or a higher) return at a future date? If such an opportunity exists, the arbitrageur can consume the difference today and has gained a free lunch.作者: 粘土 時間: 2025-3-25 12:29 作者: 關(guān)節(jié)炎 時間: 2025-3-25 19:35
Stochastic Processes in Discrete Time,nst insider trading, we shall confine ourselves to the situation where agents take decisions on the basis of information in the public domain, and available to all. We shall further assume that information once known remains known — is not forgotten — and can be accessed in real time.作者: Density 時間: 2025-3-25 20:11
Mathematical Finance in Continuous Time,econd section. We discuss the valuation of several standard and exotic contingent claims in the continuous-time Black-Scholes model in the third section. After examining the relation between continuous-time and discrete-time models we close with a discussion of futures and currency markets.作者: 彎曲的人 時間: 2025-3-26 01:27 作者: 煩憂 時間: 2025-3-26 04:45 作者: Genome 時間: 2025-3-26 12:00
Nicholas H. Bingham ScD,Rüdiger Kiesel PhDd by the (.). A quick perusal of psychological and psychiatric journals reveals the plethora of articles on this topic. At present, it is the most widely researched personality disorder. A recent literature review of journal articles on personality disorders has shown that over 40% were devoted excl作者: 吹牛需要藝術(shù) 時間: 2025-3-26 15:15
Nicholas H. Bingham ScD,Rüdiger Kiesel PhDny other psychiatric disorder, and the illness accounts for the majority of admissions to psychiatric hospitals. Over the past 35 years, significant gains have been made in both the pharmacological and psychosocial treatment of schizophrenia. Despite these gains, the effects of the illness continue 作者: LEVER 時間: 2025-3-26 18:04
Nicholas H. Bingham ScD,Rüdiger Kiesel PhDhe direc- tion of the Air Force Materials Laboratory, Air Force Systems Command, Wright- Patterson Air Force Base, Ohio, with Mr. B. Emrich, Project Engineer. The Electronic Properties Information Center (EPIC) is adesignated Information Analysis Center of the Department of Defense, authorized to pr作者: CREST 時間: 2025-3-27 00:41 作者: Engaging 時間: 2025-3-27 04:39 作者: Override 時間: 2025-3-27 06:28 作者: JAUNT 時間: 2025-3-27 11:46
Springer Financehttp://image.papertrans.cn/r/image/830790.jpg作者: VEST 時間: 2025-3-27 14:39
https://doi.org/10.1007/978-1-4471-3856-3Adopted Textbook; Approximation; Arbitrage; Change; Finance; Hedging; Markov Chain; Markov Chains; Stochasti作者: COMA 時間: 2025-3-27 18:57
Stochastic Processes in Continuous Time,The underlying set-up is as in Chapter 3: we need a complete probability space (Ω, ., .), equipped with a ., i.e a nondecreasing family . of sub-.-fields of .: .. ? .. ? . for 0 ≤ . < . < ∞. Here, .. represents the information available at time ., and the filtration . represents the information flow evolving with time.作者: VALID 時間: 2025-3-27 22:41 作者: integrated 時間: 2025-3-28 03:51 作者: Constitution 時間: 2025-3-28 09:13 作者: Obligatory 時間: 2025-3-28 14:19 作者: 誤傳 時間: 2025-3-28 17:34
Risk-Neutral Valuation978-1-4471-3856-3Series ISSN 1616-0533 Series E-ISSN 2195-0687 作者: CRACK 時間: 2025-3-28 22:06
fferent functions to evaluate molecules, this study adds three more, resulting in six evaluation functions compared to the Evolutionary Algorithm (EA)..Furthermore, DGN incorporates random numbers as input, and we discuss the impact of the degree of freedom of the input during the training phase. A 作者: 墻壁 時間: 2025-3-29 02:52
Market Structure and Innovation Policies in Spain,rt of larger problems: to create companies and hire people is still quite difficult and relatively expensive. This chapter recommends a more ambitious framework, including fostering the growth of media labs and city media clusters and supporting initiatives to improve the formation of talent able to作者: 額外的事 時間: 2025-3-29 03:48 作者: 顯示 時間: 2025-3-29 09:26
,Fazit: Journalistische Kommunikation und Kommunikation über Journalismus,über demokratietheoretische Ma?einheiten vermessen, welche die wünschenswerten Aufgaben und Wirkungen des Journalismus für das politische System und eine kritische ?ffentlichkeit festsetzen. Ergebnis dieser Defizitanalysen sind in der Regel entt?uschte Erwartungen. Zusammengefasst lauten sie: Der Jo作者: facetious 時間: 2025-3-29 13:15
W?rmeaustausch bei durch Anwendung von Sintermetallen verschiedenartig ausgeführten W?rmeübertragung978-3-663-05088-9作者: Myofibrils 時間: 2025-3-29 15:42
Gerhard Fels social services to the poor and the socially excluded. However, there emerged also other, often violent, movements which challenged institutions of parliamentary democracy, such as political parties and elected governments. Thus, civil society was strengthened but overall the record of its invigora
