monster
发表于 2025-3-21 17:57:21
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covert
发表于 2025-3-22 00:00:05
2946-2010 e schemes, Monte Carlo methods, Martingales and Numeraires, terms structure models, etc. ..The fifth edition of this classic finance book has been comprehensively reviewed. New chapters/content cover multicurve978-3-030-22901-6978-3-030-22899-6Series ISSN 2946-2010 Series E-ISSN 2946-2029
Eviction
发表于 2025-3-22 00:37:48
Book 2019Latest edition and portfolio optimization, covering all relevant topics with enough hands-on, depth of detail to enable readers to develop their own pricing and risk tools. ..The book provides insight into modern market risk quantification methods such as variance-covariance, historical simulation, Monte Carlo,
nauseate
发表于 2025-3-22 07:03:22
2946-2010 ges the industry has seen over the past 5 years.Covers new a.Now in its fifth edition, .Derivatives and Internal Models. provides a comprehensive and thorough introduction to derivative pricing, risk management and portfolio optimization, covering all relevant topics with enough hands-on, depth of d
死猫他烧焦
发表于 2025-3-22 09:56:23
Integral Forms and Analytic Solutions in the Black-Scholes Worldmodel by assuming that the parameters involved (interest rates, dividend yields, volatility) are constant (Assumptions ., . and thus . from Chap. .) despite the fact that these assumptions are quite unrealistic.
清澈
发表于 2025-3-22 14:11:59
Monte Carlo Simulationsobability measure), the idea of calculating such expectations by simulating the (stochastic) evolution of the underlyings several times and subsequently averaging the results somehow is not far removed.
清澈
发表于 2025-3-22 18:26:18
Martingales and Numerairesich can be summarized as follows: Today’s price of a (tradable) financial instrument is equal to the discounted expectation of its future price if this expectation is calculated with respect to the risk-neutral probability measure.
抵制
发表于 2025-3-22 23:39:18
http://reply.papertrans.cn/27/2682/268138/268138_8.png
镇痛剂
发表于 2025-3-23 03:53:49
https://doi.org/10.1007/978-3-030-22899-6benchmarking; cash flow; derivatives; financial instruments; financial market; hedging; management; Options
细节
发表于 2025-3-23 06:04:18
978-3-030-22901-6The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl