可扩大 发表于 2025-3-21 19:17:15

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xanthelasma 发表于 2025-3-22 00:12:01

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为宠爱 发表于 2025-3-22 01:45:52

Multi-Asset,This chapter is about valuing derivative contracts on more than one asset. That is, the payout depends on several different spot rates. Often the underlying assets will be from one asset class, say foreign exchange or equities, but the methods of this chapter can also be used to combine assets from different classes.

SLAY 发表于 2025-3-22 05:17:55

Peter AustingThis is a comprehensive but succinct guide to modern financial modelling, providing full coverage with all the necessary depth, but without getting caught up in unnecessary detail – ideal for the busy

Omnipotent 发表于 2025-3-22 10:17:47

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Fibrillation 发表于 2025-3-22 16:25:12

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创作 发表于 2025-3-22 18:43:13

https://doi.org/10.1057/9781137335722Volatility smile; Implied volatility; local volatility model; Stochastic volatility model; Derivatives p

RUPT 发表于 2025-3-23 00:59:27

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CHURL 发表于 2025-3-23 02:46:33

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条约 发表于 2025-3-23 07:27:40

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查看完整版本: Titlebook: Smile Pricing Explained; Peter Austing Book 2014 Palgrave Macmillan, a division of Macmillan Publishers Limited 2014 Volatility smile.Impl