最 低 价：￥844.00
定 价：￥1055.00
作 者：HelyetteGeman，DilipMadan，Stanley R. Pliska，Ton Vorst 著 著
出 版 社：广东教育出版社
出版时间：2002-2-1
I S B N：9783540677819
| Bachelier and His Times: A Conversation with Bernard Bru Modern Finance Theory Within One Lifetime Future Possibilities in Finance Theory and Finance Practice Brownian Motion and the General Diffusion: Scale & Clock Rare Events, Large Deviations Conquering the Greeks in Monte Carlo: Efficient Calculation of the Market Sensitivities and Hedge-Ratios of Financial Assets by Direct Numerical Simulation On the Term Structure of Futures and Forward Prices Displaced and Mixture Diffusions for Analytically-Tractable Smile Models The Theory of Good-Deal Pricing in Financial Markets Spread Option Valuation and the Fast Fourier Transform The Law of Geometric Brownian Motion and its Integral, Revisited; Application to Conditional Moments The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures Using the Hull and White Two-Factor Model in Bank Treasury Risk Management Default Risk and Hazard Process Utility-Based Derivative Pricing in Incomplete Markets Pricing Credit Derivatives in Credit Classes Frameworks An Autoregressive Conditional Binomial Option Pricing Model Markov Chains and the Potential Approach to Modelling Interest Rates and Exchange Rates Theory and Calibration of HJM with Shape Factors Optimal Investment in Incomplete Financial Markets Evaluating Investments in Disruptive Technologies Quickest Detection Problems in the Technical Analysis of the Financial Data |
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