Bombast 发表于 2025-3-25 07:04:49

http://reply.papertrans.cn/27/2682/268138/268138_21.png

ARY 发表于 2025-3-25 11:21:12

http://reply.papertrans.cn/27/2682/268138/268138_22.png

Amenable 发表于 2025-3-25 11:49:45

https://doi.org/10.1007/978-1-349-24930-5One of the best known and widely used numerical methods to solve partial differential equations in finance and elsewhere is the ..

Iatrogenic 发表于 2025-3-25 16:16:35

The Impact of AIDS on Industry in ZimbabweThe replication of derivatives with a portfolio consisting of underlyings and a bank account as, for example, in Eq. ., can be used to . the derivative’s risk resulting from the stochastic movement of its underlying (or conversely a derivative could be used to hedge such a portfolio).

PLE 发表于 2025-3-25 22:17:34

http://reply.papertrans.cn/27/2682/268138/268138_25.png

intellect 发表于 2025-3-26 03:38:18

Which Universals are Natural Laws?In Part II, a whole array of very workable methods for the valuation and hedging of financial instruments was introduced. We now continue in Part III with the explicit valuation of the most important and common financial instruments.

离开真充足 发表于 2025-3-26 07:04:59

http://reply.papertrans.cn/27/2682/268138/268138_27.png

温和女孩 发表于 2025-3-26 09:59:05

Fundamental Risk Factors of Financial MarketsThe fundamental risk factors in financial markets are the market parameters which determine the price of the financial instruments being traded.

BINGE 发表于 2025-3-26 13:17:34

Financial Instruments: A System of Derivatives and UnderlyingsAs mentioned in the introduction, trading can be defined as an agreement between two parties in which one of the two consciously accepts a financial risk in return for the receipt of a specified payment or at least the expectation of such a payment at same future time from the counterparty.

杀子女者 发表于 2025-3-26 19:38:45

http://reply.papertrans.cn/27/2682/268138/268138_30.png
页: 1 2 [3] 4 5 6
查看完整版本: Titlebook: Derivatives and Internal Models; Modern Risk Manageme Hans-Peter Deutsch,Mark W. Beinker Book 2019Latest edition The Editor(s) (if applicab