吊胃口
发表于 2025-3-23 12:14:38
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不易燃
发表于 2025-3-23 17:30:16
Market Pricing and Market Efficiency,Competitive market pricing and the concept of market efficiency are addressed in this chapter. Risk and risk aversion need to be considered. The famous efficient-market hypothesis is discussed in detail.
乱砍
发表于 2025-3-23 21:42:31
Modern Portfolio Theory,Modern portfolio theory is rigorously introduced. This formalises the benefits of diversification and leads to a quantitative method of optimising the tradeoff between risk and return for a particular investor.
不近人情
发表于 2025-3-24 00:03:58
Asset Pricing,Models of the investment market are considered, given that individual investors are competitively seeking optimal risk–return profiles. The famous Capital Asset Pricing Model and Single-Index Model are introduced, as well as extensions.
防锈
发表于 2025-3-24 06:02:57
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Aura231
发表于 2025-3-24 08:58:49
Arbitrage- and Model-Free Pricing Methods,The essential idea of arbitrage is discussed. Using the principle of the absence of arbitrage, some model-free derivative pricing results are attained. Forward contracts are priced, and bounds on possible option premia are derived.
赤字
发表于 2025-3-24 11:48:07
Modelling, Pricing, and Hedging,Derivative pricing and hedging are tackled, in the context of stochastic models. The canonical binomial model and Black–Scholes–Merton model are introduced and discussed. Limitations, extensions, and tradeoffs are explored.
祖先
发表于 2025-3-24 15:25:39
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flutter
发表于 2025-3-24 21:26:38
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轻快带来危险
发表于 2025-3-25 01:44:34
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