restrain 发表于 2025-3-23 09:46:19

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织物 发表于 2025-3-23 13:59:21

https://doi.org/10.1007/978-3-642-79467-4gative price. The existence of an instrument which would have non-negative payoffs and a negative price is called an .. If arbitrage opportunities would exist, it would be a means for investors to generate money without any initial investment. Of course, many investors would try to exploit the arbit

搏斗 发表于 2025-3-23 19:36:07

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infarct 发表于 2025-3-23 23:03:56

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勉强 发表于 2025-3-24 03:00:24

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饰带 发表于 2025-3-24 08:59:51

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矿石 发表于 2025-3-24 12:52:57

https://doi.org/10.1007/978-3-476-03336-9cally convenient choice for the spot interest rate leads to models which are particularly tractable. However, since these models are set up in terms of a mathematically convenient rate that does not exist in practice, valuation formula for real-world instruments like caps, floors and swaptions tend

离开就切除 发表于 2025-3-24 18:48:03

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债务 发表于 2025-3-24 22:25:00

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废止 发表于 2025-3-24 23:54:42

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查看完整版本: Titlebook: Efficient Methods for Valuing Interest Rate Derivatives; Antoon Pelsser Book 2000 Springer-Verlag London 2000 Portfolio.Stochastic modelli