Titlebook: Continuous-Time Asset Pricing Theory; A Martingale-Based A Robert A. Jarrow Textbook Jun 20181st edition Springer International Publishing

思考

排斥

The Heath–Jarrow–Morton Modelucture of underlying assets, examples include exotic equity derivatives where the underlyings are call and put options, commodity options where the underlyings are futures prices, and credit derivatives where the underlyings are risky zero-coupon bond prices.

intolerance

四溢

debble

Assignment

Catheter

Pruritus

Carminative

Utility Functionse information filtration . given above correspond to the trader’s information set. When we study the notion of an equilibrium in Part III of this book, we will introduce a distinction between the trader’s beliefs and the statistical probability measure, and a distinction between the trader’s information set and the market’s information set.

暴行