| 期刊全稱 | Analytical Finance: Volume I | | 期刊簡稱 | The Mathematics of E | | 影響因子2023 | Jan R. M. R?man | | 視頻video | http://file.papertrans.cn/157/156601/156601.mp4 | | 發(fā)行地址 | Combines theory and practice: the author combines rigorous academic theory with his many years’ practical experience to create a thorough, applied text on equity derivatives.Provides comprehensive cov | | 圖書封面 |  | | 影響因子 | .This book provides an introduction to the valuation of financial instruments on equity markets. Written from the perspective of trading, risk management and quantitative research functions and written by a practitioner with many years’ experience in markets and in academia, it provides a valuable learning tool for students and new entrants to these markets..Coverage includes:.·Trading and sources of risk, including credit and counterparty risk, market and model risks, settlement and Herstatt risks..·Numerical methods including discrete-time methods, finite different methods, binomial models and Monte Carlo simulations..·Probability theory and stochastic processes from the financial modeling perspective, including probability spaces, sigma algebras, measures and filtrations..·Continuous time models such as Black-Scholes-Merton; Delta-hedging and Delta-Gamma-hedging; general diffusion models and how to solve Partial Differential Equation using theFeynmann-Kac representation..·The trading, structuring and hedging several kinds of exotic options, including: Binary/Digital options; Barrier options; Lookbacks; Asian options; Chooses; Forward options; Ratchets; Compounded options; Basket | | Pindex | Book 2017 |
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