PRE
发表于 2025-3-23 11:49:32
http://reply.papertrans.cn/71/7034/703375/703375_11.png
organic-matrix
发表于 2025-3-23 14:19:27
Universitexthttp://image.papertrans.cn/o/image/703375.jpg
碳水化合物
发表于 2025-3-23 21:07:51
http://reply.papertrans.cn/71/7034/703375/703375_13.png
宽容
发表于 2025-3-24 00:38:22
Fred Espen BenthVery concise, requires only basic mathematical skills.Describes the basic assumptions (empirical finance) underlying option theory.Includes a big section on pricing using both pde-approach and marting
值得
发表于 2025-3-24 03:15:45
http://reply.papertrans.cn/71/7034/703375/703375_15.png
Communal
发表于 2025-3-24 10:23:42
http://reply.papertrans.cn/71/7034/703375/703375_16.png
粗野
发表于 2025-3-24 13:52:03
http://reply.papertrans.cn/71/7034/703375/703375_17.png
Gobble
发表于 2025-3-24 18:24:05
http://reply.papertrans.cn/71/7034/703375/703375_18.png
Asparagus
发表于 2025-3-24 22:40:48
Numerical Pricing and Hedging of Contingent Claims, hedged explicitly, for instance, call and put options. For path-dependent derivatives like barrier and average (Asian) options there does not exist any explicit formula, and a numerical approach is necessary to evaluate them. We will introduce techniques based on Monte Carlo simulations of the risk
Morbid
发表于 2025-3-25 01:54:54
http://reply.papertrans.cn/71/7034/703375/703375_20.png