標(biāo)題: Titlebook: An Introduction to Mathematical Finance with Applications; Understanding and Bu Arlie O. Petters,Xiaoying Dong Textbook 2016 Springer Scien [打印本頁] 作者: Indigent 時間: 2025-3-21 16:40
書目名稱An Introduction to Mathematical Finance with Applications影響因子(影響力)
書目名稱An Introduction to Mathematical Finance with Applications影響因子(影響力)學(xué)科排名
書目名稱An Introduction to Mathematical Finance with Applications網(wǎng)絡(luò)公開度
書目名稱An Introduction to Mathematical Finance with Applications網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱An Introduction to Mathematical Finance with Applications被引頻次
書目名稱An Introduction to Mathematical Finance with Applications被引頻次學(xué)科排名
書目名稱An Introduction to Mathematical Finance with Applications年度引用
書目名稱An Introduction to Mathematical Finance with Applications年度引用學(xué)科排名
書目名稱An Introduction to Mathematical Finance with Applications讀者反饋
書目名稱An Introduction to Mathematical Finance with Applications讀者反饋學(xué)科排名
作者: 蕁麻 時間: 2025-3-21 23:52 作者: A簡潔的 時間: 2025-3-22 00:59
Markowitz Portfolio Theory,ent portfolio, namely, one with the least risk given an expected return and largest expected return given a level of portfolio risk. This chapter covers: the set up of the Markowitz portfolio model, which includes modeling security returns, the issue of multivariate normality, weights, short selling作者: 植物茂盛 時間: 2025-3-22 07:52
Capital Market Theory and Portfolio Risk Measures,of a portfolio. It introduces the capital asset pricing model (CAPM), linear factor models, and several approaches to portfolio risk measures such as value-at-risk, conditional value-at-risk and the concept of coherent risk measures, as well as a variety of portfolio evaluation techniques such as th作者: placebo 時間: 2025-3-22 11:06
Binomial Trees and Security Pricing Modeling,ssumption is that one obtains a more and more accurate model of the random future price of a security. This chapter covers: the general binomial tree model of future security prices, the Cox-Ross-Rubinstein (CRR) tree in the real world and risk-neutral world, the Lindeberg Central Limit Theorem with作者: 公理 時間: 2025-3-22 16:17
Stochastic Calculus and Geometric Brownian Motion Model,derivatives. It introduces concepts such as conditional expectation with respect to a .-algebra, filtrations, adapted processes, Brownian motion (BM), martingales, quadratic variation and covariation, the It? integral with respect to BM, It?’s lemma, Girsanov theorem for a single BM and geometric Br作者: scrutiny 時間: 2025-3-22 17:43
Derivatives: Forwards, Futures, Swaps, and Options,ilding blocks of derivatives: forwards, futures, swaps (a brief introduction only) and options with a balance of theoretical and practical perspectives. The approach focuses on understanding the contracts and strategies, with an emphasis on options. The pricing aspect will be discussed in the next c作者: Extort 時間: 2025-3-22 23:06 作者: 有助于 時間: 2025-3-23 03:25 作者: fleeting 時間: 2025-3-23 08:57
Derivatives: Forwards, Futures, Swaps, and Options,ilding blocks of derivatives: forwards, futures, swaps (a brief introduction only) and options with a balance of theoretical and practical perspectives. The approach focuses on understanding the contracts and strategies, with an emphasis on options. The pricing aspect will be discussed in the next chapter.作者: 喃喃而言 時間: 2025-3-23 12:08
Die Korrosion der Kondensatorrohret introduces basic concepts about infrastructures of securities markets and market liquidity; and terminologies about a bewildering array of interest rates, money, credit/debt and leverage, as well as some economic indicators. These concepts and terminologies will be directly or indirectly needed in作者: ILEUM 時間: 2025-3-23 16:42
https://doi.org/10.1007/978-3-663-07052-8basic idea more broadly, whereby an amount of money at the present time may be worth more than in the future because of its earning potential. To be self-contained for readers new to finance, the chapter covers: interest rate and return rate; simple interest and compound interest, including a nonint作者: 要求比…更好 時間: 2025-3-23 20:44 作者: expdient 時間: 2025-3-24 02:11 作者: Allure 時間: 2025-3-24 04:58
https://doi.org/10.1007/978-3-663-02259-6ssumption is that one obtains a more and more accurate model of the random future price of a security. This chapter covers: the general binomial tree model of future security prices, the Cox-Ross-Rubinstein (CRR) tree in the real world and risk-neutral world, the Lindeberg Central Limit Theorem with作者: 暗指 時間: 2025-3-24 08:25
Die psychodiagnostische Untersuchung,derivatives. It introduces concepts such as conditional expectation with respect to a .-algebra, filtrations, adapted processes, Brownian motion (BM), martingales, quadratic variation and covariation, the It? integral with respect to BM, It?’s lemma, Girsanov theorem for a single BM and geometric Br作者: 引水渠 時間: 2025-3-24 11:04 作者: Insul島 時間: 2025-3-24 17:59 作者: 同步信息 時間: 2025-3-24 22:57 作者: 色情 時間: 2025-3-25 03:08 作者: FRET 時間: 2025-3-25 04:14 作者: corpuscle 時間: 2025-3-25 08:01 作者: cacophony 時間: 2025-3-25 14:15 作者: FEAS 時間: 2025-3-25 17:40
Die Korrosion der Kondensatorrohret introduces basic concepts about infrastructures of securities markets and market liquidity; and terminologies about a bewildering array of interest rates, money, credit/debt and leverage, as well as some economic indicators. These concepts and terminologies will be directly or indirectly needed in later chapters.作者: 就職 時間: 2025-3-25 21:20 作者: 概觀 時間: 2025-3-26 02:15
Textbook 2016ariable calculus,?probability, and linear algebra. The authors introduce additional?mathematical tools as needed. The entire textbook is appropriate for a?single year-long course on introductory mathematical finance. The?self-contained design of the text allows for instructor flexibility in?topics c作者: ADJ 時間: 2025-3-26 04:17 作者: CRAMP 時間: 2025-3-26 11:21 作者: compose 時間: 2025-3-26 14:53 作者: Invigorate 時間: 2025-3-26 19:44 作者: 偉大 時間: 2025-3-26 21:41
https://doi.org/10.1007/978-3-663-02259-6model of future security prices, the Cox-Ross-Rubinstein (CRR) tree in the real world and risk-neutral world, the Lindeberg Central Limit Theorem with applications to the continuous-time limit of the CRR tree, and statistical and probability formulas for continuous-time security prices.作者: puzzle 時間: 2025-3-27 04:36
Capital Market Theory and Portfolio Risk Measures,value-at-risk, conditional value-at-risk and the concept of coherent risk measures, as well as a variety of portfolio evaluation techniques such as the alpha and beta, the Sharpe ratio, the Sortino ratio and maximum drawdown. The introduction to factor models is brief and from intuitive perspective.作者: BOLUS 時間: 2025-3-27 07:41 作者: forthy 時間: 2025-3-27 11:55 作者: 豐富 時間: 2025-3-27 13:49 作者: conspicuous 時間: 2025-3-27 21:16
Die psychodiagnostische Untersuchung,ownian motion (GBM) model. GBM is used to model stock prices in the Black-Scholes-Merton model for option pricing. Options and option pricing will be discussed in later chapters. An important feature of this chapter is the balance between derivational approach and descriptive approach to abstract mathematical concepts.作者: Isolate 時間: 2025-3-28 00:06
,Die Franz?sisch-Afrikanische Gemeinschaft,tree pricing of European calls; delta hedging; option Greeks and managing portfolio risk; the BSM model versus market data, including jumps, skewness, kurtosis, and volatility skews; and the Merton jump-diffusion model and market incompleteness.作者: THE 時間: 2025-3-28 03:20 作者: KEGEL 時間: 2025-3-28 09:37 作者: Libido 時間: 2025-3-28 12:10 作者: creditor 時間: 2025-3-28 16:53 作者: 上流社會 時間: 2025-3-28 21:16 作者: daredevil 時間: 2025-3-28 23:36
