人大经济论坛下载系统

经济学 计量经济学与统计 工商管理与财会金融投资学 其他
返回首页

mathematical finance

文件格式:Pdf 可复制性:可复制 TAG标签: Finance Mathematical 点击次数: 更新时间:2009-09-30 16:36
介绍

Contents (Chapter 1)
• Definition 1.3 of a financial market
• Definition 2.1 of portfolio processes
• Example 2.3 of doubling strategies
• Definition 2.4 of tame portfolio processes
• Definition 4.1 of an arbitrage possibility
• Theorem 4.2 of a viable financial market
• Definition 5.1 of a standard financial market
• Definition 6.1 of a complete financial market

Contents (Chapter 2)
• Definition 2.1 of a European contingent
claim (ECC)
• Definition 2.2 of the value of a ECC
• Proposition 2.3 on the value of a ECC
• Definition 5.1 of an American contingent
claim (ACC)
• Definition 5.2 of the value of an ACC
• Theorem 5.3 on the value of an ACC

下载地址
顶一下
(0)
0%
踩一下
(0)
0%
------分隔线----------------------------