PRE 发表于 2025-3-23 11:49:32
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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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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 riskMorbid 发表于 2025-3-25 01:54:54
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