Indigent
发表于 2025-3-21 16:40:38
书目名称An Introduction to Mathematical Finance with Applications影响因子(影响力)<br> http://figure.impactfactor.cn/if/?ISSN=BK0155341<br><br> <br><br>书目名称An Introduction to Mathematical Finance with Applications影响因子(影响力)学科排名<br> http://figure.impactfactor.cn/ifr/?ISSN=BK0155341<br><br> <br><br>书目名称An Introduction to Mathematical Finance with Applications网络公开度<br> http://figure.impactfactor.cn/at/?ISSN=BK0155341<br><br> <br><br>书目名称An Introduction to Mathematical Finance with Applications网络公开度学科排名<br> http://figure.impactfactor.cn/atr/?ISSN=BK0155341<br><br> <br><br>书目名称An Introduction to Mathematical Finance with Applications被引频次<br> http://figure.impactfactor.cn/tc/?ISSN=BK0155341<br><br> <br><br>书目名称An Introduction to Mathematical Finance with Applications被引频次学科排名<br> http://figure.impactfactor.cn/tcr/?ISSN=BK0155341<br><br> <br><br>书目名称An Introduction to Mathematical Finance with Applications年度引用<br> http://figure.impactfactor.cn/ii/?ISSN=BK0155341<br><br> <br><br>书目名称An Introduction to Mathematical Finance with Applications年度引用学科排名<br> http://figure.impactfactor.cn/iir/?ISSN=BK0155341<br><br> <br><br>书目名称An Introduction to Mathematical Finance with Applications读者反馈<br> http://figure.impactfactor.cn/5y/?ISSN=BK0155341<br><br> <br><br>书目名称An Introduction to Mathematical Finance with Applications读者反馈学科排名<br> http://figure.impactfactor.cn/5yr/?ISSN=BK0155341<br><br> <br><br>
荨麻
发表于 2025-3-21 23:52:02
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A简洁的
发表于 2025-3-22 00:59:23
Markowitz Portfolio Theory,ent portfolio, namely, one with the least risk given an expected return and largest expected return given a level of portfolio risk. This chapter covers: the set up of the Markowitz portfolio model, which includes modeling security returns, the issue of multivariate normality, weights, short selling
植物茂盛
发表于 2025-3-22 07:52:55
Capital Market Theory and Portfolio Risk Measures,of a portfolio. It introduces the capital asset pricing model (CAPM), linear factor models, and several approaches to portfolio risk measures such as value-at-risk, conditional value-at-risk and the concept of coherent risk measures, as well as a variety of portfolio evaluation techniques such as th
placebo
发表于 2025-3-22 11:06:37
Binomial Trees and Security Pricing Modeling,ssumption is that one obtains a more and more accurate model of the random future price of a security. This chapter covers: the general binomial tree model of future security prices, the Cox-Ross-Rubinstein (CRR) tree in the real world and risk-neutral world, the Lindeberg Central Limit Theorem with
公理
发表于 2025-3-22 16:17:09
Stochastic Calculus and Geometric Brownian Motion Model,derivatives. It introduces concepts such as conditional expectation with respect to a .-algebra, filtrations, adapted processes, Brownian motion (BM), martingales, quadratic variation and covariation, the Itô integral with respect to BM, Itô’s lemma, Girsanov theorem for a single BM and geometric Br
scrutiny
发表于 2025-3-22 17:43:05
Derivatives: Forwards, Futures, Swaps, and Options,ilding blocks of derivatives: forwards, futures, swaps (a brief introduction only) and options with a balance of theoretical and practical perspectives. The approach focuses on understanding the contracts and strategies, with an emphasis on options. The pricing aspect will be discussed in the next c
Extort
发表于 2025-3-22 23:06:02
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有助于
发表于 2025-3-23 03:25:08
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fleeting
发表于 2025-3-23 08:57:42
Derivatives: Forwards, Futures, Swaps, and Options,ilding blocks of derivatives: forwards, futures, swaps (a brief introduction only) and options with a balance of theoretical and practical perspectives. The approach focuses on understanding the contracts and strategies, with an emphasis on options. The pricing aspect will be discussed in the next chapter.