The Morgan Stanley ADVANCED OPTION COURSE EXOTICS AND DERIVATIVES INDEX OF FIGURES 6 INDEX OF EQUATIONS 6 INDEX OF TABLES 6 BARRIER OPTIONS 7 DELAYED AND PARTIAL BARRIERS 23 BINARY OPTIONS 25 AVERAGE OPTIONS 29 LOOKBACK OPTIONS 31 COMPOUND...
1 Introduction 2 Financial Mathematics in Continuous Time 3 The BlackScholes Model 4 Imperfections of the BlackScholes Model 5 Lvy Processes and OU Processes 6 Stock Price Models Driven by Lvy Processes 7 Lvy Models with Stochastic Volatil...
清华大学MBA课件。...
清华大学MBA课件。...
Chapter 1: Introduction Chapter 2: A crash course in basic probability theory Chapter 3: Brownian motion and white noise Chapter 4: Stochastic integrals, Itos formula Chapter 5: Stochastic differential equations Chapter 6: Applications...
1 Introduction 2 Some concepts in time series analysis 3 Regime-switching models for returns 4 Regime-switching models for volatility 5 Artificial neural networks for returns 6 Conclusions...
1 The Binomial No-Arbitrage Pricing Model 2 Probability Theory on Coin Toss Space 3 State Prices 4 American Derivative Securities 5 Random Walk 6 Interest-Rate-Dependent Assets Proof of Fundamental Properties of Conditional Expectations Re...
1. An Introduction to Financial Derivatives 2. Discrete-time Security Markets 3. Benchmark Models in Continuous Time 4. Foreign Market Derivatives 5. American Options 6. Exotic Options 7. Volatility Risk 8. Continuous-time Security Markets...
Table of contents Part I: Financial Markets and Financial Time Series.- Introduction. Statistical Properties of Financial Market Data. Functioning of Financial Markets and Theoretical Models for Returns. Part II: Econometric Modeling of As...
Contents Introduction ix SECTION 1 Banking Risks 1 1 Banking Business Lines 3 2 Banking Risks 11 SECTION 2 Risk Regulations 23 3 Banking Regulations 25 SECTION 3 Risk Management Processes 51 4 Risk Management Processes 53 5 Risk Management...
