calcification 发表于 2025-3-21 19:47:14

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华而不实 发表于 2025-3-21 23:10:37

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flex336 发表于 2025-3-22 02:54:17

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Arthr- 发表于 2025-3-22 04:58:21

Applying Molecular and Materials Modelingng the use of single curve modelling has become more complicated since effects such as liquidity, funding costs, credit risk and collateral agreements can no longer be ignored. However, arguably, this complicates the nature of fixed income underlyings rather than creates new ones.

condemn 发表于 2025-3-22 09:12:58

Serhat Yarat,Sibel Senan,Zeynep Ormanity returns or through a combination of both. Additionally, the volatility process and the return distributions may exhibit jumps. Stochastic volatility models are incomplete and not Markovian in the filtration generated by the stock process. Calibration of stochastic volatility (or indeed any) model to the Vanilla market has an impact on hedging.

STALE 发表于 2025-3-22 16:43:04

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STALE 发表于 2025-3-22 18:41:17

Empirical Evidence,ttempting to model the underlying for the risk management of derivatives. Derivatives often depend on one or more closing prices within a time period ranging from few months up to several years. Thus the focus in this chapter is a time series of closing prices, although the methods can also be applied to higher frequency data.

beta-cells 发表于 2025-3-23 00:26:18

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Veneer 发表于 2025-3-23 04:49:22

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Incise 发表于 2025-3-23 06:42:43

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查看完整版本: Titlebook: Equity Derivatives and Hybrids; Markets, Models and Oliver Brockhaus Book 2016 The Editor(s) (if applicable) and The Author(s) 2016 equiti