mechanical
发表于 2025-3-26 22:19:46
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Innovative
发表于 2025-3-27 02:43:35
ArbitrageArbitrage considerations alone are sufficient for deriving relations such as the put-call parity or determining forward prices.
领带
发表于 2025-3-27 09:13:42
The Black-Scholes Differential EquationHaving used arbitrage considerations to derive various properties of derivatives, in particular of option prices (upper and lower bounds, parities, etc.), we now demonstrate how such arbitrage arguments, with the help of results from stochastic analysis, namely Ito’s formula ., can be used to derive the famous Black-Scholes equation.
candle
发表于 2025-3-27 11:53:38
Binomial and Trinomial Trees. and . are very intuitive and comparatively easy to implement tools to calculate prices and sensitivity parameters of derivatives while avoiding direct reference to the fundamental differential equations governing the price of the instrument.
bizarre
发表于 2025-3-27 16:50:57
Numerical Solutions Using Finite DifferencesOne of the best known and widely used numerical methods to solve partial differential equations in finance and elsewhere is the ..
Multiple
发表于 2025-3-27 21:23:39
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机械
发表于 2025-3-27 23:16:18
Interest Rates and Term Structure ModelsSo far, with only few exceptions (e.g. Sect. .), we have considered interest rates as being deterministic or even constant. This directly contradicts to the simple existence of interest rate options.
依法逮捕
发表于 2025-3-28 03:04:18
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白杨
发表于 2025-3-28 09:06:10
Hans-Peter Deutsch,Mark W. BeinkerProvides an introduction to the valuation and risk management of modern financial instruments.Includes updates to reflect the myriad of changes the industry has seen over the past 5 years.Covers new a
我悲伤
发表于 2025-3-28 14:29:56
Finance and Capital Markets Serieshttp://image.papertrans.cn/d/image/268138.jpg