The Complete Arbitrage Deskbook (Hardcover) by Stephane Reverre (Author) PDF Hardcover: 508 pages Publisher: McGraw-Hill; 1 edition (April 4, 2001) Language: English ISBN-10: 0071359958 ISBN-13: 978-0071359955 Book Description The Complete...
1. An Introduction to Financial Derivatives 1.1 Options 1.2 Futures Contracts and Options 1.3 Forward Contracts 1.4 Call and Put Spot Options 1.4.1 One-period Spot Market 1.4.2 Replicating Portfolios 1.4.3 Martingale Measure for a Spot Mar...
Editorial Reviews Review I love this book. It will be required reading for students entering Levy finance. My judgement is that it will be useful both within academia, particularly to people in stochastics, econometrics, and other fields w...
目 录 前言 第一章 大势研判技法精要 第二章 中线选股操作技法 第三章 短线精确买卖技法 第四章 赢家心理修炼秘诀 第五章 专业操盘买卖法则...
Preface xiii Acknowledgments xix CHAPTER 1 Black-Scholes and Pricing Fundamentals 1 1.1 Forward Contracts 1 1.2 Black-Scholes Partial Differential Equation 4 1.3 Risk-Neutral Pricing 10 1.4 Black-Scholes and Diffusion Process Implementatio...
Lecture Notes for Finance 1 (MiQE/F, MSc course at UNISG) 1 Mean-Variance Frontier 3 1.1 Portfolio Return: Mean, Variance, and the Effect of Diversification . . 3 1.2 Mean-Variance Frontier of Risky Assets . . . . . . . . . . . . . . . . 7...
Financial Economics II: Exercise 1 Financial Economics II: Exercise 2 Financial Economics II: Exercise 3 Financial Economics II: Exercise 4...
第03章 保证金购买 第03章 卖空交易 第05章 互换 第05章 利率的换算 第06章 美国收益率曲线动态图 第06章 收益率曲线的计算 第06章 中国市场利率流动性溢酬 第07章 预期收益率、均方差、协方差和相关系数的经验估计 第08章 估计贝塔系数 第08章 两证券模型...
U.C.Berkeley 专题讲义，国外书很贵，所以很多学校不用书，而是发讲义 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 Chapte...
普林斯顿大学关于布朗运动的专著（布朗运动在金融衍生产品中有广泛的运用） Department of Mathematics, Princeton University Contents 1. Apology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....
