助手
发表于 2025-3-21 19:53:18
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裂隙
发表于 2025-3-21 22:29:51
Market Imperfectionss (long or short).. As we shall see in what follows, under the market incompleteness or in the presence of frictions, the determination of a fair price by means of no-arbitrage arguments is no longer possible, in general, even if the market model is arbitrage-free. Typically, the seller of a conting
hypertension
发表于 2025-3-22 03:51:31
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外面
发表于 2025-3-22 08:18:11
Foreign Market Derivativesnal, Brownian motion. Our main goal is to establish explicit valuation formulas for various kinds of currency and foreign equity options. Also, we will provide some indications concerning the form of the corresponding hedging strategies. It is clear that foreign market contracts of certain kinds sho
无价值
发表于 2025-3-22 09:49:02
American Optionsected discounted payoff should be done under the martingale measure (that is, under risk-neutral probability). Therefore, the uniqueness of the arbitrage price of an American claim holds. One of the earliest works to examine the relationship between the early exercise feature of American options and
indicate
发表于 2025-3-22 15:04:09
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Apraxia
发表于 2025-3-22 18:26:46
Interest Rates and Related Contractsm the conventional market rates. In this chapter, we give an overview of various concepts of interest rates. We also describe the most important financial contracts related to interest rates. A more detailed description of real-world bond and swap markets can be found in Fabozzi and Fabozzi (1989) a
Cerumen
发表于 2025-3-22 23:04:46
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morale
发表于 2025-3-23 01:32:52
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FEMUR
发表于 2025-3-23 08:10:23
Book 19971st edition was meant to be a short text acquired a life of its own and started to grow. The final version can be used as a textbook for three one-semester courses one at undergraduate level, the other two as graduate courses. The first part of the book deals with the more classical concepts and results of ar