Anguish 发表于 2025-3-23 12:32:33
http://reply.papertrans.cn/23/2215/221417/221417_11.pngInsensate 发表于 2025-3-23 16:56:51
Option Portfolio Strategies: Tools and Methodslication have been developed. The main tools are based on the notion of implied volatility and on the sensitivities of the value of an option to the different model parameters. From a portfolio management perspective, it is useful to distinguish static from dynamic strategies. Section . presents the自传 发表于 2025-3-23 20:50:05
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http://reply.papertrans.cn/23/2215/221417/221417_15.pngCLAIM 发表于 2025-3-24 08:33:35
Interest Rate Instruments: Valuation with the BSM Model , Hybrids, and Structured Productsapted to the context of stochastic interest rates. Section . presents the principles of option valuation adapted to this context (using the forward-neutral expectation of the payoff) and several versions of the generalized BSM model. Section . is devoted to swaps and swaptions. Section . presents caremission 发表于 2025-3-24 10:40:37
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Nicholas Kaldor and Mainstream Economicsstatistical characteristics of future prices and the mathematical representation of their dynamics as stochastic processes. Section . presents the organization and functioning of stock markets. Section . analyzes stock market indices.鸟笼 发表于 2025-3-24 22:28:30
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Nicholas Kaldor and Mainstream Economicsat not only allow to price optional components but also to manage portfolios of assets and liabilities that may include them. By greatly improving our understanding of financial mechanisms and risk management, option theory has significantly contributed to the increase in activity on financial markets.