格兰杰论文集第二卷 By: Granger, Clive W. J.; Ghysels, Eric; Swanson, Norman R.; Watson, Mark W.; Hammond, Peter; Holly, Alberto Published By: Cambridge University Press These essays by Clive W. J. Granger span more than four decades and co...
Contents Preface xiii Introduction xvii PART I Theory 1 CHAPTER 1 The Random Process and Gambling Theory 3 Independent versus Dependent Trials Processes 5 Mathematical Expectation 6 Exact Sequences, Possible Outcomes, and the Normal Distri...
By Gary Koop Contents Preface ix Chapter 1 Introduction 1 Organization of the book 3 Useful background 4 Appendix 1.1: Concepts in mathematics used in this book 4 Chapter 2 Basic data handling 9 Types of financial data 9 Obtaining data 15...
Abstract A broad class of exotic interest rate derivatives can be valued simply by adjusting the forward interest rate. This adjustment is known in the market as convexity correction. Various ad hoc rules are used to calculate the convexit...
Contents Introduction Cover An Introduction to the Financial Derivatives Bibliography and Index...
内容简介： 在这本吸引人的、具有挑战性的书中，罗伯特 汉格斯特龙为我们勾勒出以两个成功的投资家伯克夏哈斯葳的查理 缪格和莱格大厦的经尔 米勒的理论为基础的新投资思想。缪格和米勒都相信投资的格栅理论，这是一个基于许多不同学科知识的综合概念。 汉格...
1、概率理论：基本概念 2、实际价格统计学 3、极端风险和最优投资组合 4、期权和期货：基础概念 5、期权：一些专题...
第一章 金融市...
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CHARACTERISTICS AND RISKS OF STANDARDIZED OPTIONS TABLE OF CONTENTS Page CHAPTER I INTRODUCTION ................................ .......... 4 CHAPTER II OPTIONS NOMENCLATURE ..................... 6 CHAPTER III OPTIONS ON EQUITY SECURITIES...
