伟大
发表于 2025-3-26 21:41:53
https://doi.org/10.1007/978-3-663-02259-6model of future security prices, the Cox-Ross-Rubinstein (CRR) tree in the real world and risk-neutral world, the Lindeberg Central Limit Theorem with applications to the continuous-time limit of the CRR tree, and statistical and probability formulas for continuous-time security prices.
puzzle
发表于 2025-3-27 04:36:57
Capital Market Theory and Portfolio Risk Measures,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 the alpha and beta, the Sharpe ratio, the Sortino ratio and maximum drawdown. The introduction to factor models is brief and from intuitive perspective.
BOLUS
发表于 2025-3-27 07:41:13
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forthy
发表于 2025-3-27 11:55:57
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丰富
发表于 2025-3-27 13:49:36
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conspicuous
发表于 2025-3-27 21:16:05
Die psychodiagnostische Untersuchung,ownian motion (GBM) model. GBM is used to model stock prices in the Black-Scholes-Merton model for option pricing. Options and option pricing will be discussed in later chapters. An important feature of this chapter is the balance between derivational approach and descriptive approach to abstract mathematical concepts.
Isolate
发表于 2025-3-28 00:06:58
,Die Französisch-Afrikanische Gemeinschaft,tree pricing of European calls; delta hedging; option Greeks and managing portfolio risk; the BSM model versus market data, including jumps, skewness, kurtosis, and volatility skews; and the Merton jump-diffusion model and market incompleteness.
THE
发表于 2025-3-28 03:20:44
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KEGEL
发表于 2025-3-28 09:37:41
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Libido
发表于 2025-3-28 12:10:18
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