標(biāo)題: Titlebook: Derivatives and Internal Models; Hans-Peter Deutsch Book 2004Latest edition Hans-Peter Deutsch 2004 derivatives.financial market.forecasti [打印本頁] 作者: CROSS 時間: 2025-3-21 20:07
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作者: AROMA 時間: 2025-3-21 22:29
Forest Loss – Deforestation of Rainforestsels. A complete list of all model assumptions made in this book are summarized here in order to provide an overview of the numerous conditions and assumptions arising in the various methods. For each pricing and risk management method discussed in the following chapters, we will specify which of these assumptions are needed for their application.作者: Entreaty 時間: 2025-3-22 01:36
https://doi.org/10.1007/978-3-662-65558-0Present value methods determine the value of a financial instrument by discounting all future cash flows resulting from the instrument. Applying this method requires few assumptions. Only Assumptions 1, 2, 3, 4 and 5 from Section 5 are necessary.作者: Thrombolysis 時間: 2025-3-22 07:09 作者: engrave 時間: 2025-3-22 10:13 作者: Nonconformist 時間: 2025-3-22 12:55 作者: Nonconformist 時間: 2025-3-22 20:39 作者: 誘騙 時間: 2025-3-22 21:28 作者: 切割 時間: 2025-3-23 02:59
https://doi.org/10.1057/9781403946089derivatives; financial market; forecasting; hedging; management; optimization; portfolio; Portfolio Optimiz作者: 大酒杯 時間: 2025-3-23 05:45 作者: 斜 時間: 2025-3-23 11:51 作者: 鐵塔等 時間: 2025-3-23 16:51 作者: 附錄 時間: 2025-3-23 20:59
On Representing Event Referencese trading in these instruments is their core business. Banking supervisory authorities and legislators have reacted to this situation with fundamentally new legal provisions imposing very high requirements on the risk management of banks. In 1993 the Washington-based organization . (.) published a 作者: 細(xì)胞 時間: 2025-3-24 01:57
Holm Gero Hümmler,Ulrike Schiesserinclude foreign currency exchange rates and the price of commodities and stocks and, of course, interest rates. Fluctuations in these fundamental risks induce fluctuations in the prices of the financial instruments which they underlie. They constitute an inherent market risk in the financial instrum作者: ascetic 時間: 2025-3-24 02:31 作者: 不公開 時間: 2025-3-24 08:20 作者: 扔掉掐死你 時間: 2025-3-24 11:55 作者: Forsake 時間: 2025-3-24 15:11 作者: 認(rèn)為 時間: 2025-3-24 21:34
Species Extinction and Biodiversityematical finance. Finite difference methods are very powerful and flexible as well. They can be applied to a wide variety of different derivatives with either European or American payoff modes. In this section, we will provide a very detailed discussion of these important methods in a generality far作者: Affectation 時間: 2025-3-25 01:18
Forest Loss – Deforestation of Rainforeststo the fundamental differential equations governing the price of the instrument. These methods provide a useful alternative to those (numerical or analytical) methods presented in the previous sections for solving differential equations. In principle (ignoring for the moment the potential computing-作者: 凝結(jié)劑 時間: 2025-3-25 03:21
The Need for Decarbonising Our Economyobability measure), the idea of calculating such expectations by simulating the (stochastic) evolution of the underlyings several times and subsequently averaging the results somehow is not far removed. In fact, this relatively simple idea is widely used and is successful even in the valuation of ve作者: 無畏 時間: 2025-3-25 08:31
Eco-Efficiency in Industry and Scienceused to . the derivative’s risk resulting from the stochastic movement of its underlying (or conversely a derivative could be used to hedge such a portfolio). This is accomplished by going short in the portfolio and long in the derivative or vice versa. This idea can be extended to hedging against i作者: 價值在貶值 時間: 2025-3-25 12:41 作者: Narrative 時間: 2025-3-25 15:50 作者: alabaster 時間: 2025-3-25 21:52
Finance and Capital Markets Serieshttp://image.papertrans.cn/d/image/268139.jpg作者: 你正派 時間: 2025-3-26 00:49 作者: 形容詞詞尾 時間: 2025-3-26 06:31 作者: 一窩小鳥 時間: 2025-3-26 09:36 作者: Grasping 時間: 2025-3-26 14:08
Book 2004Latest editionthematical expression and comprehensively covering all relevant topics using consistent and exact notation. In this edition, Deutsch continues with this philosophy covering new and more advanced topics including risk adjusted performance and portfolio optimization. This edition also includes a CD-RO作者: 蚊帳 時間: 2025-3-26 19:15 作者: 放牧 時間: 2025-3-27 00:20
https://doi.org/10.1007/978-3-662-65558-0e . when working with these assumptions. In the Black-Scholes world, solutions of the Black-Scholes differential equation (i.e., option prices) for some payoff profiles (for example for plain vanilla calls and puts) can be given in closed form. We will now present two elegant methods to derive such closed form solutions.作者: 衰弱的心 時間: 2025-3-27 04:45 作者: bronchiole 時間: 2025-3-27 08:12
Integral Forms and Analytic Solutions in the Black-Scholes Worlde . when working with these assumptions. In the Black-Scholes world, solutions of the Black-Scholes differential equation (i.e., option prices) for some payoff profiles (for example for plain vanilla calls and puts) can be given in closed form. We will now present two elegant methods to derive such closed form solutions.作者: 欲望小妹 時間: 2025-3-27 11:52 作者: Adrenaline 時間: 2025-3-27 17:25 作者: 不透明 時間: 2025-3-27 18:00 作者: JEER 時間: 2025-3-28 00:52 作者: fatty-streak 時間: 2025-3-28 02:30 作者: 寄生蟲 時間: 2025-3-28 07:38
The Need for Decarbonising Our Economyry exotic options for which other methods are either too complicated or completely unsuitable, the only requirement being the availability of sufficient computation time. Before proceeding with financial . of Monte Carlo techniques, we begin with a presentation of the technique itself.作者: 欲望小妹 時間: 2025-3-28 12:03 作者: bromide 時間: 2025-3-28 15:17
Michael Angrick,Andreas Burger,Harry Lehmannthe option prices obtained by applying the Black-76 model are surprisingly good. The results of recent research [94] [126] have shown that the effects of several “false” assumptions (in particular, the assumed equality of forward and futures prices) tend to cancel out each other..作者: SLAG 時間: 2025-3-28 21:33
Hedgingdition to the fundamental Assumptions 1, 2, 3, 4 and 5 from Section 5, continuous trading will also be assumed below, i.e., Assumption 6. We will allow the underlying to perform a general Ito process. of the Form 3.15 and assume that it pays a dividend yield ..作者: 砍伐 時間: 2025-3-28 23:01 作者: 注視 時間: 2025-3-29 06:11 作者: eulogize 時間: 2025-3-29 09:28
Monte Carlo Simulationsry exotic options for which other methods are either too complicated or completely unsuitable, the only requirement being the availability of sufficient computation time. Before proceeding with financial . of Monte Carlo techniques, we begin with a presentation of the technique itself.作者: choleretic 時間: 2025-3-29 13:29
Introductiongreement at a specified interest rate a year in advance of the actual transaction with the option to forgo the agreement if the anticipated need for money proves to have been unwarranted (this scenario is realized using what is known as a “payer swaption”) or providing a safeguard against fluctuatio作者: CLAY 時間: 2025-3-29 16:50 作者: 補(bǔ)充 時間: 2025-3-29 23:11
The Black-Scholes Differential Equationsituation being investigated. In fact, even quite a number of path-. options obey this differential equation. A prominent example is the barrier option. In general however, the price of path-dependent options cannot be represented as a solution to the Black-Scholes equation. It is possible to surmou作者: conduct 時間: 2025-3-30 02:31 作者: 致命 時間: 2025-3-30 06:59
Causation, Agency, and Natural Actionsgreement at a specified interest rate a year in advance of the actual transaction with the option to forgo the agreement if the anticipated need for money proves to have been unwarranted (this scenario is realized using what is known as a “payer swaption”) or providing a safeguard against fluctuatio作者: GLUE 時間: 2025-3-30 12:16 作者: 感情 時間: 2025-3-30 16:25 作者: vascular 時間: 2025-3-30 19:11
https://doi.org/10.1007/978-3-319-50079-9o many details specific to the individual implementation, that it is easy to become distracted from the essential ideas. Therefore such complicated examples are not particularly appropriate for discussion in an introductory text. However, Part II enables the reader to develop pricing techniques for 作者: garrulous 時間: 2025-3-30 22:00 作者: AMOR 時間: 2025-3-31 02:34
Legal Environmentse trading in these instruments is their core business. Banking supervisory authorities and legislators have reacted to this situation with fundamentally new legal provisions imposing very high requirements on the risk management of banks. In 1993 the Washington-based organization . (.) published a 作者: 混雜人 時間: 2025-3-31 06:48 作者: BORE 時間: 2025-3-31 13:14 作者: propose 時間: 2025-3-31 14:11
Overview of the Assumptionsels. A complete list of all model assumptions made in this book are summarized here in order to provide an overview of the numerous conditions and assumptions arising in the various methods. For each pricing and risk management method discussed in the following chapters, we will specify which of the作者: 強(qiáng)制令 時間: 2025-3-31 21:35
The Black-Scholes Differential Equationc.), we now demonstrate how such arbitrage arguments, with the help of results from stochastic analysis, namely Ito’s formula 3.18, can be used to derive the famous Black-Scholes equation. Along with the Assumptions 1, 2, 3, 4 and 5 from Section 5, the additional assumption that continuous trading i
