正当理由
发表于 2025-3-21 18:02:31
书目名称Mathematical Models of Financial Derivatives影响因子(影响力)<br> http://impactfactor.cn/if/?ISSN=BK0626456<br><br> <br><br>书目名称Mathematical Models of Financial Derivatives影响因子(影响力)学科排名<br> http://impactfactor.cn/ifr/?ISSN=BK0626456<br><br> <br><br>书目名称Mathematical Models of Financial Derivatives网络公开度<br> http://impactfactor.cn/at/?ISSN=BK0626456<br><br> <br><br>书目名称Mathematical Models of Financial Derivatives网络公开度学科排名<br> http://impactfactor.cn/atr/?ISSN=BK0626456<br><br> <br><br>书目名称Mathematical Models of Financial Derivatives被引频次<br> http://impactfactor.cn/tc/?ISSN=BK0626456<br><br> <br><br>书目名称Mathematical Models of Financial Derivatives被引频次学科排名<br> http://impactfactor.cn/tcr/?ISSN=BK0626456<br><br> <br><br>书目名称Mathematical Models of Financial Derivatives年度引用<br> http://impactfactor.cn/ii/?ISSN=BK0626456<br><br> <br><br>书目名称Mathematical Models of Financial Derivatives年度引用学科排名<br> http://impactfactor.cn/iir/?ISSN=BK0626456<br><br> <br><br>书目名称Mathematical Models of Financial Derivatives读者反馈<br> http://impactfactor.cn/5y/?ISSN=BK0626456<br><br> <br><br>书目名称Mathematical Models of Financial Derivatives读者反馈学科排名<br> http://impactfactor.cn/5yr/?ISSN=BK0626456<br><br> <br><br>
NIL
发表于 2025-3-21 21:33:10
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传染
发表于 2025-3-22 03:30:39
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严厉批评
发表于 2025-3-22 05:53:53
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embolus
发表于 2025-3-22 09:07:56
,Option Pricing Models: Black–Scholes–Merton Formulation and Martingale Pricing Theory,proach of financial derivatives are introduced. We illustrate how to apply the pricing theory to obtain the price formulas of different types of European options. Various extensions of the Black–Scholes–Merton framework are discussed, including the transaction costs model, jump-diffusion model and stochastic volatility model.
易改变
发表于 2025-3-22 16:45:39
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caldron
发表于 2025-3-22 17:40:55
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debunk
发表于 2025-3-22 22:23:05
Path Dependent Options,ff depends on the realized extremum value of the asset price process. In Chap. 4, we derive the price formulas of the various types of European path dependent options under the Geometric Brownian process assumption of the underlying asset price.
textile
发表于 2025-3-23 05:11:10
Interest Rate Models and Bond Pricing,s is discussed. The HJM methodologies provide a uniform approach to modeling the instantaneous interest rates. We also present the formulation of the forward LIBOR (London-Inter-Bank-Offered-Rate) process under the Gaussian HJM framework.
morale
发表于 2025-3-23 06:34:33
Numerical Schemes for Pricing Options, the discretization of the differential operators in the Black–Scholes equation. The Monte Carlo simulation method provides a probabilistic solution to the option pricing problems by simulating the random process of the asset price. An account of option pricing algorithms using these approaches is presented in Chap. 6.