空隙
发表于 2025-3-21 19:37:52
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Counteract
发表于 2025-3-21 22:13:37
Value at Risk and Backtesting time. This often occurs though the choice of suitable portfolios of a specific risk factor, i.e., through principal components analysis (Chapter 20). With risks from option trading a linear transformation is often applied using the “Greeks” (Chapter 6).
五行打油诗
发表于 2025-3-22 04:20:27
Textbook 20082nd editionn problems of financial markets, making the book the ideal basis for lectures, seminars and crash courses on the topic..For the second edition the book has been updated and extensively revised. Several new aspects have been included, among others a chapter on credit risk management..
哥哥喷涌而出
发表于 2025-3-22 06:55:19
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雪上轻舟飞过
发表于 2025-3-22 12:05:15
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喃喃而言
发表于 2025-3-22 13:17:30
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并入
发表于 2025-3-22 17:57:03
American Optionsthe Black-Scholes differential equations still hold as long as the options are not exercised. However the boundary conditions are so complicated that an analytical solution is not possible. In this section we study American options in more detail. The numerical procedures of pricing will also be discussed in the next section.
秘方药
发表于 2025-3-23 00:52:14
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Wernickes-area
发表于 2025-3-23 03:18:42
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字形刻痕
发表于 2025-3-23 06:42:28
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