易达到 发表于 2025-3-25 04:09:10

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安定 发表于 2025-3-25 10:37:46

Book 2013ion if only because of the restrictions that they entail..There are some instances in which the practitioner/researcher is able to come up with an analytical solution to the valuation problem. Typically, however, these instances are limited because of their relying on stylized facts or idealized fra

apropos 发表于 2025-3-25 12:15:26

Valuation Made Simple: No Uncertainties, Just Timeconsideration of risk is obviously restrictive, yet important lessons are to be learned in this simplified context. We start from the time value of money. Typical computations involve the future value of a given sum of money today, and the present value of a certain amount of money to be received in

河流 发表于 2025-3-25 17:20:03

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反抗者 发表于 2025-3-25 23:16:40

Analytical Solutionsstical properties, and also introduce their versions under risk neutrality. This paves the way to the valuation of derivative assets (like annuities, futures and options) when the underlying asset price evolves according to any of these processes over time. The first stochastic model is the Geometri

enchant 发表于 2025-3-26 01:39:53

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GLEAN 发表于 2025-3-26 06:12:58

Finite Difference Methodsis more robust, in that it converges to the solution of a partial differential equation as the discrete increments of the state variables approach zero. The latter, instead, does not necessarily converge to that solution, but is simpler; besides, it bears a strong resemblance to the trinomial lattic

Blemish 发表于 2025-3-26 10:02:36

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使乳化 发表于 2025-3-26 13:06:22

Economic and Technical Backgroundtroduce some concepts that can be employed for measuring the profitability of power stations. Regarding coal- and natural gas-fired stations operating under carbon constraints, we present the clean dark spread and the clean spark spread. The approach can be similarly extended to the case of power st

考得 发表于 2025-3-26 20:27:22

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查看完整版本: Titlebook: Investment in Energy Assets Under Uncertainty; Numerical methods in L.M. Abadie,J.M. Chamorro Book 2013 Springer-Verlag London 2013 Binomia