Contents I Introduction to Finance and the Mathematics of Continuous-Time Models 1 Modern Finance 2 Introduction to Portfolio Selection and Capital Market Theory: Static Analysis 2.1 Introduction 2.2 One-Period Portfolio Selection 2.3 Risk...

Chapter 1 Modeling Tools for Financial Options Chapter 2 Generating Random Numbers with Specified Distributions Chapter 3 Monte Carlo Simulation with Stochastic Differential Equations Chapter 4 Standard Methods for Standard Options Chapter...

Part l. Facts. Models Chapter I. Main Concepts, Structures, and Instruments.Aims and Problems of Financial Theory and Financial Engineering Chapter II. Stochastic Models. Discrete Time Chapter III. Stochastic Models. Continuous Time Chapte...

Table of Contents 1. Asset Prices in a Single-Period Model 2. Risk Aversion, Background Risk and the Pricing Kernel 3. Option Pricing in a Single-Period Model 4. Valuation of Contingent Claims: Extensions 5. Multi-period Asset Pricing 6. F...

一、 私募基金的准确定位、与公募基金的差异以及分类 二、 私募基金发展的国际经验 1 、 私募基金在国外的发展 2 、 国际私募基金的组织形式 3 、 国际私募基金的监管比较 三、 中国私募基金生存状况调查 1 、私募证券投资基金 独特风格带来的高收益 利益相...

1 An Exact Solution of the Term Structure of Interest Rate under Regime-Switching Risk 2 The Term Structure of Interest Rates in a Hidden Markov Setting 3 On Fair Valuation of Participating Life Insurance Policies With Regime Switching 4 P...

目录 概率统计 随机过程 数值方法 偏微分方程 实分析 测度论,概率基础 随机分析 时间序列分析 优化控制 C++ JAVA 数据结构与算法 经济学基础 计量经济学 金融学基础 公司金融学 投资学 金融经济学 资产定价 金融数学 金融工程...

Contents Dedication v Acknowledgments xi List of Figures xiii List of Tables xvii 1. INTRODUCTION 1 1 Introduction 1 2 MarkovChains 1 3 Passage Time 5 4 Markov Chains and the Term Structure of Interest Rates 6 5 State Space Methods and Kal...

CHAPTER1 Introduction 1 CHAPTER 2 The Bayesian Paradigm 6 CHAPTER 3 Prior and Posterior Information, Predictive Inference 22 CHAPTER 4 Bayesian Linear Regression Model 43 CHAPTER 5 Bayesian Numerical Computation 61 CHAPTER 6 Bayesian Frame...

引言 资本运营的定义和意义 案例：安然 国企公司化改革 公司的概念 国企改革的总路线 案例：重庆嘉化改制 案例：TCL改制 上市和融资 公司治理 案例：郑百文重组 并购 概念 并购的历史 并购管理 并购绩效 案例：青岛啤酒...