Dysarthria
发表于 2025-3-28 18:17:15
American OptionsPricing American options is a more complex task than for European options since they can be exercised any time up to expiry. The moment the holder chooses to exercise option depends on the spot price of the underlying asset ..
做事过头
发表于 2025-3-28 20:47:02
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Ringworm
发表于 2025-3-29 01:50:20
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较早
发表于 2025-3-29 05:02:57
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专横
发表于 2025-3-29 09:10:16
Time Series with Stochastic VolatilityIn the previous chapters we have already discussed that volatility plays an important role in modelling financial systems and time series. Unlike the term structure, volatility is unobservable and thus must be estimated from the data.
尾随
发表于 2025-3-29 13:31:33
Non-Parametric and Flexible Time Series EstimatorsWith the analysis of (financial) time series, one of the most important goals is to produce forecasts. Using past data one can argue about the future mean, the future volatility and so on; however, a flexible method of producing such estimates will be introduced in this chapter.
过时
发表于 2025-3-29 18:05:01
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chiropractor
发表于 2025-3-29 22:05:24
Jürgen Franke,Wolfgang Karl Härdle,Christian MatthOffers an essential introduction to the growing field of statistical applications in finance.Addresses option pricing, analysis of financial time series, portfolio selection and risk management, and v
五行打油诗
发表于 2025-3-30 02:05:28
Interest Rates and Interest Rate Derivativesular especially among large institutional investors. Thus, the valuation of these instruments has been a major challenge for both practitioners and academics. Pricing interest rate derivatives fundamentally depends on the term structure of interest rates.
手势
发表于 2025-3-30 06:29:26
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