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 viabl...
Contents List of Tables XIII List of Figures XV I Utility and risk analysis 1 1 Utility theory 5 1.1 Preferences under uncertainty . . . . . . . . . . . . . . . . . 7 1.1.1 Lotteries . . . . . . . . . . . . . . . . . . . . . . . . . . 7 1....
1. THE FUNDAMENTAL THEOREM OF ARBITRAGE PRICING 2. MULTIPERIOD MODELS AND TREES 3-4. MARTINGALES 5. BROWNIAN MOTION 6. THE ITO CALCULUS 7. BLACKSCHOLES THEORY 8. THE CAMERONMARTIN FORMULA AND BARRIER OPTIONS 9. A MODEL FOR FOREIGN EXCHANGE...
普林斯顿大学货币理论和政策教案...
Contents Foreword . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11 Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15 Introduction . . . . . . . . . . . . . . ....
Contributors xix Frequently Used Notation xxi I Value at Risk 1 1 Approximating Value at Risk in Conditional Gaussian Models 3 Stefan R. Jaschke and Yuze Jiang 1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 1....
Contents 1 Introduction to Investment Risk 2 The Beginning of Risk 3 Investing under Risk 4 Investing under Attack 5 Investing under Investigation 6 Risk Warning Signs 7 The Promise of Risk Management Systems 8 Realistic Risk Management 9...
【PDF格式】 【文件大小：3.4M】 Continuous Time Finance( Carr and Dupire, Bloomberg LP and Courant Institute, NYU) Carr和Dupire的《连续时间金融》讲义及幻灯片 A publicly traded insurer deals exclusively in the Manhattan earthquake market. In...
第一章委托代理 第二MM定理 第三委托代理 第四公司财务中的代理问题 第五动态合同 第六信号博弈 第七章逆向选择 第九破产程序 第十公司治理 行为－过度信心和投资决策 行为－社会网络中的贝叶斯学习 财务－投资决策 财务－有效市场和资本结构 财务－资本结构...
contents Preface page vi 1 Advanced Tools for Rocket Science 1 2 An Introduction to Mathematica 12 3 Mathematical Finance Preliminaries 68 4 Mathematical Preliminaries 85 5 Log and Power Contracts 127 6 Binary Options and the Normal Distri...
