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| Desmond J.Higham英国Strathclyde大学数学系教授,SIAM会士、爱丁堡数学会会士、伦敦数学会会士。主要研究数值分析和随机计算,包括随机计算在数理金融中的应用。 |
| 1 options 2 options valuation preliminries 3 randon variables 4 computer simulation 5 asset price movement 6 asset price omdel:part i 7 asset price model:part ii 8 black-scholes pde and formulas 9 more on hedging 10 the greeks 11 more on the black-scholes formulas 12 risk neutrality 13 solving a nonlinear equation 14 implied volatitlty 15 montfe carlo method 16 binomial method 17 cash-or nothing optios 18 american options 19 exotie options 20 historical volatility …… |
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