Part I Introduction 1 Computational Probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 1.1 Four Simple Examples of the Use of APPL . . . . . . . . . . . . . . . . . 3 1.2 A Different Way of Thinking . . . . . . ....
Chapter 1 What a Derivative Is and What It Isn't 3 Chapter 2 Binomials and Coin Tosses 31 Chapter 3 Pascal's Triangle and the Binomial Theorem 47 Chapter 4 Distributions Are the Key-What Are Distributions? 59 Chapter 5 Probabilities, Odds,...
Interest-Rate Option Models Interest-Rate Option Models: Understanding, Analysing and Using Models for Exotic Interest-Rate Options (Wiley Series in Financial Engineering) by Riccardo Rebonato (Author) Publisher: John Wiley Sons; 2nd editi...
Contents 1 Interest Rates and Factors 2 1.1 Interest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 1.2 Simple Interest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 1....
Table of Contents The Authors ix Notation xi Introduction xiii Part I. Modelling Framework 1 1. The Black-Scholes Framework 3 1.1 The Black-Scholes equity model 3 1.2 Extentions to Black-Scholes 6 2. Skew Models 13 2.1 Introduction 13 2.2...
《交易冠军》中文最完美版 第1章 成交,不然就滚到一边去 马铃薯泥 第2章 我的计划 营运资金 第3章 天堂岛 拉斯维加斯万岁 第4章 雄伟金字塔 内线史基尼 第5章 金手指舒华兹 带着黄金逃命第一部 第6章 天生操盘手 顺着球路,变换打击姿势 第7章 永远别放空共...
目录: CHAPTER 1 The Risk Management Investment 1 CHAPTER 2 Setting Performance Objectives 19 Optimal Target Return 21 Nominal Target Return 24 Stop-Out Level 26 The Beach 32 CHAPTER 3 Understanding the Profit/Loss Patterns over Time 37 An...
作者:(美)安迪森维金 出版社:广东经济出版社 ISBN:7807282886 定价:28.00元 内容简介: 《纽约时报》、亚马逊等图书排行榜冠军图书,2005年度亚马逊读者最喜爱的10本图书之一,听美元述说它的前世、今生与来世 美元对人民币和欧元的贬值是一种阴谋吗?人民币...
A Class of Stochastic Differential Equations Motivation, Aims and Examples Stochastic Differential Equations in Finite Dimensions Stochastic Integral in Hilbert Spaces...
书名:Dynamic asset pricing Theory (3rd ED) 中译:动态资产定价理论 作者:Darrell Duffie 版次:2001 格式:pdf扫描版 页数:472 出版者:Princeton Academic Press 英文介绍: http://press.princeton.edu/titles/7223.html 中文介绍:《动态资产定价...