Peter Carr写的一篇关于Option pricing的Q&A 5 个回复 - 4871 次查看
看了只能说。好多问题都没思考过。。
在文中列出了8 个问题,并且一一做了解答
1.Why isn’t an option’s value just its discounted average payout?
2. Why don’t the statistical probabilities matter in ...2013-10-29 10:24 - guruguru - 金融工程(数量金融)与金融衍生品
[下载]Peter Jaeckel: Monte Carlo Methods in Finance 96 个回复 - 29068 次查看
<P><B><FONT size=3><a href="http://www.amazon.com/gp/reader/047149741X/ref=sib_dp_pt/002-9097004-5288068#reader-link" target="_blank" ><IMG src="http://images.amazon.com/im ...2005-9-17 21:10 - Trevor - 计量经济学与统计软件
Interview with Dr. Peter Carr of Bloomberg 3 个回复 - 2846 次查看
Interview with Dr. Peter Carr of Bloomberg
Dr. Peter Carr works at Bloomberg L.P as the head of Quantitative Research and in 2003 was selected as Risk Magazine' ...2010-6-21 19:23 - sukunquan - 金融工程(数量金融)与金融衍生品