PRE 发表于 2025-3-23 11:49:32

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organic-matrix 发表于 2025-3-23 14:19:27

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碳水化合物 发表于 2025-3-23 21:07:51

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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

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Communal 发表于 2025-3-24 10:23:42

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粗野 发表于 2025-3-24 13:52:03

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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

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查看完整版本: Titlebook: Option Theory with Stochastic Analysis; An Introduction to M Fred Espen Benth Textbook 2004 Springer-Verlag Berlin Heidelberg 2004 Analysis