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[PDF高清]How to Calculate Options Prices and Their Greeks
17 个回复 - 4623 次查看 Preface ix CHAPTER 1 INTRODUCTION 1 CHAPTER 2 THE NORMAL PROBABILITY DISTRIBUTION 7 Standard deviation in a financial market 8 The impact of volatility and time on the standard deviation 8 ...2016-3-30 21:04 - james-fang - 金融工程（数量金融）与金融衍生品
17 个回复 - 4623 次查看 Preface ix CHAPTER 1 INTRODUCTION 1 CHAPTER 2 THE NORMAL PROBABILITY DISTRIBUTION 7 Standard deviation in a financial market 8 The impact of volatility and time on the standard deviation 8 ...2016-3-30 21:04 - james-fang - 金融工程（数量金融）与金融衍生品
【独家发布】【kindle】How to Calculate Options Prices and Their Greeks
51 个回复 - 13003 次查看 如果喜欢该文档，欢迎订阅【kindle电子书】文库，http://bbs.pinggu.org/forum.php?mod=collection&action=view&ctid=3186 [/backcolor]图书名称：How to Calculate Options Prices and Their Greeks: Exploring ...2016-7-31 21:24 - 牛尾巴 - 金融学（理论版）
51 个回复 - 13003 次查看 如果喜欢该文档，欢迎订阅【kindle电子书】文库，http://bbs.pinggu.org/forum.php?mod=collection&action=view&ctid=3186 [/backcolor]图书名称：How to Calculate Options Prices and Their Greeks: Exploring ...2016-7-31 21:24 - 牛尾巴 - 金融学（理论版）
The representation of American options prices under stochastic volatility and ju
1 个回复 - 587 次查看 【作者(必填)】Gerald H. L. Cheang , Carl Chiarella & Andrew Ziogas 【文题(必填)】The representation of American options prices under stochastic volatility and jump-diffusion dynamics 【年份(必填 ...2020-8-11 14:47 - ssylzz - 求助成功区
1 个回复 - 587 次查看 【作者(必填)】Gerald H. L. Cheang , Carl Chiarella & Andrew Ziogas 【文题(必填)】The representation of American options prices under stochastic volatility and jump-diffusion dynamics 【年份(必填 ...2020-8-11 14:47 - ssylzz - 求助成功区
【经典教材系列】How to Calculate Options Prices
142 个回复 - 12868 次查看 2015年最新教材降价出售期已过！想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：关注的帖子。 [相关阅读] 【经典教材系列】（资料汇总帖，附链接，持续添加中）2015-5-17 06:25 - wwqqer - 金融工程（数量金融）与金融衍生品
142 个回复 - 12868 次查看 2015年最新教材降价出售期已过！想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：关注的帖子。 [相关阅读] 【经典教材系列】（资料汇总帖，附链接，持续添加中）2015-5-17 06:25 - wwqqer - 金融工程（数量金融）与金融衍生品
Spot Prices, Option Prices, and Water Markets: An Analysis of Emerging Markets i
4 个回复 - 909 次查看 【作者(必填)】Richard E. Howitt 【文题(必填)】Spot Prices, Option Prices, and Water Markets: An Analysis of Emerging Markets in California 【年份(必填)】1998 【全文链接或数据库名称(选填)】ht ...2015-4-30 17:08 - wisnnie - 求助成功区
4 个回复 - 909 次查看 【作者(必填)】Richard E. Howitt 【文题(必填)】Spot Prices, Option Prices, and Water Markets: An Analysis of Emerging Markets in California 【年份(必填)】1998 【全文链接或数据库名称(选填)】ht ...2015-4-30 17:08 - wisnnie - 求助成功区
How to Calculate Options Prices and Their Greeks: Exploring the Black Scholes Mo
30 个回复 - 6297 次查看 A unique, in-depth guide to options pricing and valuing their greeks, along with a four dimensional approach towards the impact of changing market circumstances on optionsHow to Calculate Options Pric ...2015-6-19 16:26 - nelsoncwlee - 量化投资
30 个回复 - 6297 次查看 A unique, in-depth guide to options pricing and valuing their greeks, along with a four dimensional approach towards the impact of changing market circumstances on optionsHow to Calculate Options Pric ...2015-6-19 16:26 - nelsoncwlee - 量化投资
option volatility and price by Natenberg
0 个回复 - 710 次查看 期权交易圣经option volatility and pricing来咯，作者是非常有名的Shelton Natenberg~~2019-12-22 21:12 - 何必远方l - 量化投资
0 个回复 - 710 次查看 期权交易圣经option volatility and pricing来咯，作者是非常有名的Shelton Natenberg~~2019-12-22 21:12 - 何必远方l - 量化投资
贡献一本新书： How to Price and Trade Options
39 个回复 - 7699 次查看 How to Price and Trade Options: Identify, Analyze, and Execute the Best Trade Probabilities 这是一本新书，2015年的， 前面有人在本论坛了发了这本书的网页版本，是一堆碎片组成的，让人读起来很是麻烦！ 现 ...2016-3-31 09:56 - snow_boy - 金融工程（数量金融）与金融衍生品
39 个回复 - 7699 次查看 How to Price and Trade Options: Identify, Analyze, and Execute the Best Trade Probabilities 这是一本新书，2015年的， 前面有人在本论坛了发了这本书的网页版本，是一堆碎片组成的，让人读起来很是麻烦！ 现 ...2016-3-31 09:56 - snow_boy - 金融工程（数量金融）与金融衍生品
求论文An Arbitrage-Free Real-World Model for Fractional Option Prices
1 个回复 - 698 次查看 【作者(必填)】Holger Fink 【文题(必填)】An Arbitrage-Free Real-World Model for Fractional Option Prices 【年份(必填)】2021 【全文链接或数据库名称(选填)】https://jod.pm-research.com/content/earl ...2021-3-31 09:11 - 地下爆菊 - 文献求助专区
1 个回复 - 698 次查看 【作者(必填)】Holger Fink 【文题(必填)】An Arbitrage-Free Real-World Model for Fractional Option Prices 【年份(必填)】2021 【全文链接或数据库名称(选填)】https://jod.pm-research.com/content/earl ...2021-3-31 09:11 - 地下爆菊 - 文献求助专区
Bond Option Pricing Based on a Model for the Evolution of Bond Prices
0 个回复 - 638 次查看 Hull, J., White, A. (1993a) Bond Option Pricing Based on a Model for the Evolution of Bond Prices. Advances in Futures and Options Research 6, 1-13.2021-5-26 17:12 - yonggaojing9 - 文献求助专区
0 个回复 - 638 次查看 Hull, J., White, A. (1993a) Bond Option Pricing Based on a Model for the Evolution of Bond Prices. Advances in Futures and Options Research 6, 1-13.2021-5-26 17:12 - yonggaojing9 - 文献求助专区
Exact solutions for bond and option prices with systematic jump risk
1 个回复 - 424 次查看 【作者(必填)】 【文题(必填)】Exact solutions for bond and option prices with systematic jump risk 【年份(必填)】 1996 【全文链接或数据库名称(选填)】https://link.springer.com/article/10.1007/BF01 ...2020-4-13 12:22 - ssylzz - 求助成功区
1 个回复 - 424 次查看 【作者(必填)】 【文题(必填)】Exact solutions for bond and option prices with systematic jump risk 【年份(必填)】 1996 【全文链接或数据库名称(选填)】https://link.springer.com/article/10.1007/BF01 ...2020-4-13 12:22 - ssylzz - 求助成功区
求正式版A numerical method to price exotic path-dependent options on an
4 个回复 - 1159 次查看 【作者(必填)】 【文题(必填)】A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model 【年份(必填)】Journal of Banking & Finan ...2015-1-29 07:47 - ssylzz - 求助成功区
4 个回复 - 1159 次查看 【作者(必填)】 【文题(必填)】A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model 【年份(必填)】Journal of Banking & Finan ...2015-1-29 07:47 - ssylzz - 求助成功区
The Mathematics of Options: Quantifying Derivative Price, Payoff, Probability, a
27 个回复 - 1753 次查看 2017 | ISBN-10: 3319566342 | 331 pages | PDF | 7 MB This book is written for the experienced portfolio ...2017-11-6 14:55 - igs816 - 经管书评
27 个回复 - 1753 次查看 2017 | ISBN-10: 3319566342 | 331 pages | PDF | 7 MB This book is written for the experienced portfolio ...2017-11-6 14:55 - igs816 - 经管书评
Anticipated Information Releases Reflected in Call Option Prices
1 个回复 - 740 次查看 【作者(必填)】James M. Patell, Mark A. Wolfson 【文题(必填)】Anticipated Information Releases Reflected in Call Option Prices 【年份(必填)】1979 【全文链接或数据库名称(选填)】https://www.scie ...2018-11-6 06:42 - deem - 求助成功区
1 个回复 - 740 次查看 【作者(必填)】James M. Patell, Mark A. Wolfson 【文题(必填)】Anticipated Information Releases Reflected in Call Option Prices 【年份(必填)】1979 【全文链接或数据库名称(选填)】https://www.scie ...2018-11-6 06:42 - deem - 求助成功区
leveraged exchange-traded funds - price dynamics and options valuation (2016)
4 个回复 - 2077 次查看 leveraged exchange-traded funds - price dynamics and options valuation (2016)2016-7-24 14:33 - loneshark - 投资人（实务版）
4 个回复 - 2077 次查看 leveraged exchange-traded funds - price dynamics and options valuation (2016)2016-7-24 14:33 - loneshark - 投资人（实务版）
A real options-based model to supporting risk allocation in price cap
1 个回复 - 486 次查看 【作者(必填)】Pellegrino, Roberta1 Ranieri, Luigi2Costantino, Nicola1Mummolo, Giovanni1 【文题(必填)】A real options-based model to supporting risk allocation in price cap regulation approach for pub ...2018-5-19 17:36 - xiezhongren - 求助成功区
1 个回复 - 486 次查看 【作者(必填)】Pellegrino, Roberta1 Ranieri, Luigi2Costantino, Nicola1Mummolo, Giovanni1 【文题(必填)】A real options-based model to supporting risk allocation in price cap regulation approach for pub ...2018-5-19 17:36 - xiezhongren - 求助成功区
求binomial model option price 计算期权价格（只要答案，不需要过程）
3 个回复 - 9218 次查看 Each of the following questions should be answered by building a 15-period binomial model whose parameters should be calibrated to a Black-Scholes geometric Brownian motion model 第一题。 Asset ...2013-2-23 20:51 - dugu924 - 爱问频道
3 个回复 - 9218 次查看 Each of the following questions should be answered by building a 15-period binomial model whose parameters should be calibrated to a Black-Scholes geometric Brownian motion model 第一题。 Asset ...2013-2-23 20:51 - dugu924 - 爱问频道
A Gaussian approximation scheme for computation of option prices in stochastic v
1 个回复 - 490 次查看 【作者(必填)】Ai-ru (Meg)ChengaA. RonaldGallantbChuanshuJicBeom S.Lee 【文题(必填)】A Gaussian approximation scheme for computation of option prices in stochastic volatility models 【年份(必填)】 ...2017-10-21 08:02 - hnhs100 - 求助成功区
1 个回复 - 490 次查看 【作者(必填)】Ai-ru (Meg)ChengaA. RonaldGallantbChuanshuJicBeom S.Lee 【文题(必填)】A Gaussian approximation scheme for computation of option prices in stochastic volatility models 【年份(必填)】 ...2017-10-21 08:02 - hnhs100 - 求助成功区
Auditor Quality, IFRS Adoption, and Stock Price Crash Risk: Korean Evidence
1 个回复 - 809 次查看 【作者(必填)】H Lim, SK Kang, H Kim 【文题(必填)】Auditor Quality, IFRS Adoption, and Stock Price Crash Risk: Korean Evidence 【年份(必填)】 【全文链接或数据库名称(选填)】 Emerging Markets Fi ...2017-2-19 16:14 - 酱油哥哥 - 求助成功区
1 个回复 - 809 次查看 【作者(必填)】H Lim, SK Kang, H Kim 【文题(必填)】Auditor Quality, IFRS Adoption, and Stock Price Crash Risk: Korean Evidence 【年份(必填)】 【全文链接或数据库名称(选填)】 Emerging Markets Fi ...2017-2-19 16:14 - 酱油哥哥 - 求助成功区
Skewness and Kurtosis Implied by Option Prices: A Correction
1 个回复 - 812 次查看 【作者(必填)】 CA Brown，DM Robinson 【文题(必填)】 Skewness and Kurtosis Implied by Option Prices: A Correction【年份(必填)】 2002 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=pape ...2016-12-6 18:06 - internet.hzx - 求助成功区
1 个回复 - 812 次查看 【作者(必填)】 CA Brown，DM Robinson 【文题(必填)】 Skewness and Kurtosis Implied by Option Prices: A Correction【年份(必填)】 2002 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=pape ...2016-12-6 18:06 - internet.hzx - 求助成功区
求 Extracting model-free volatility from option prices: An examination of the VI
5 个回复 - 732 次查看 【作者(必填)】Jiang G J, Tian Y S. 【文题(必填)】 Extracting model-free volatility from option prices: An examination of the VIX index 【年份(必填)】2007 【全文链接或数据库名称(选填)】 Journa ...2016-11-19 09:16 - weilinhy - 求助成功区
5 个回复 - 732 次查看 【作者(必填)】Jiang G J, Tian Y S. 【文题(必填)】 Extracting model-free volatility from option prices: An examination of the VIX index 【年份(必填)】2007 【全文链接或数据库名称(选填)】 Journa ...2016-11-19 09:16 - weilinhy - 求助成功区
Estimating the Parameters of Stochastic Volatility Models Using Option Price Dat
1 个回复 - 828 次查看 【作者(必填)】A. S. Hurna, K. A. Lindsaya & A. J. McClellandb 【文题(必填)】Estimating the Parameters of Stochastic Volatility Models Using Option Price Data 【年份(必填)】 2015 【全文链接或数据库 ...2016-7-16 18:08 - hnhs100 - 求助成功区
1 个回复 - 828 次查看 【作者(必填)】A. S. Hurna, K. A. Lindsaya & A. J. McClellandb 【文题(必填)】Estimating the Parameters of Stochastic Volatility Models Using Option Price Data 【年份(必填)】 2015 【全文链接或数据库 ...2016-7-16 18:08 - hnhs100 - 求助成功区
Standard deviations implied in option prices as predictors of future stock price
1 个回复 - 601 次查看 【作者(必填)】Beckers, S 【文题(必填)】Standard deviations implied in option prices as predictors of future stock price variability 【年份(必填)】1981 【全文链接或数据库名称(选填)】 Scienc ...2016-3-25 20:09 - chenchen2304 - 求助成功区
1 个回复 - 601 次查看 【作者(必填)】Beckers, S 【文题(必填)】Standard deviations implied in option prices as predictors of future stock price variability 【年份(必填)】1981 【全文链接或数据库名称(选填)】 Scienc ...2016-3-25 20:09 - chenchen2304 - 求助成功区
Spot Prices, Option Prices, and Water Markets
1 个回复 - 846 次查看 【作者(必填)】Richard E. Howitt 【文题(必填)】Spot Prices, Option Prices, and Water Markets: An Analysis of Emerging Markets in California 【年份(必填)】1998 【全文链接或数据库名称(选填)】ht ...2015-4-29 08:17 - wisnnie - 文献求助专区
1 个回复 - 846 次查看 【作者(必填)】Richard E. Howitt 【文题(必填)】Spot Prices, Option Prices, and Water Markets: An Analysis of Emerging Markets in California 【年份(必填)】1998 【全文链接或数据库名称(选填)】ht ...2015-4-29 08:17 - wisnnie - 文献求助专区
Prices of State-Contingent Claims Implicit in Option Prices
2 个回复 - 1306 次查看 【作者(必填)】Douglas T. Breeden and Robert H. Litzenberger 【文题(必填)】 Prices of State-Contingent Claims Implicit in Option Prices 【年份(必填)】1978 【全文链接或数据库名称(选填)】The Jo ...2016-2-13 09:30 - Bumboo - 求助成功区
2 个回复 - 1306 次查看 【作者(必填)】Douglas T. Breeden and Robert H. Litzenberger 【文题(必填)】 Prices of State-Contingent Claims Implicit in Option Prices 【年份(必填)】1978 【全文链接或数据库名称(选填)】The Jo ...2016-2-13 09:30 - Bumboo - 求助成功区
[ScienceDirect文献]The information content of option prices and a test of market
3 个回复 - 746 次查看 【作者(必填)】Donald P. Chiras, Steven Manaster 【文题(必填)】The information content of option prices and a test of market efficiency 【年份(必填)】Journal of Financial Economics，Volume 6, Iss ...2015-11-23 15:01 - greenbean - 求助成功区
3 个回复 - 746 次查看 【作者(必填)】Donald P. Chiras, Steven Manaster 【文题(必填)】The information content of option prices and a test of market efficiency 【年份(必填)】Journal of Financial Economics，Volume 6, Iss ...2015-11-23 15:01 - greenbean - 求助成功区
Systematic Options Trading: Evaluating, Analyzing, and Profiting from Mispriced
18 个回复 - 734 次查看 Systematic Options Trading: Evaluating, Analyzing, and Profiting from Mispriced Option Opportunities by Sergey, Ph.D. Izraylevich, Vadim Tsudikman FT Press 2011 Sophisticated options ...2014-10-20 11:28 - tigerwolf - 创新与战略管理
18 个回复 - 734 次查看 Systematic Options Trading: Evaluating, Analyzing, and Profiting from Mispriced Option Opportunities by Sergey, Ph.D. Izraylevich, Vadim Tsudikman FT Press 2011 Sophisticated options ...2014-10-20 11:28 - tigerwolf - 创新与战略管理
Optimal ordering policy for a price-setting newsvendor with option contracts und
2 个回复 - 736 次查看 【作者(必填)】 Chong Wangab & Xu Chenb* 【文题(必填)】 Optimal ordering policy for a price-setting newsvendor with option contracts under demand uncertainty【年份(必填)】 2015 【全文链接或数据库名 ...2015-7-29 22:01 - jeaff - 求助成功区
2 个回复 - 736 次查看 【作者(必填)】 Chong Wangab & Xu Chenb* 【文题(必填)】 Optimal ordering policy for a price-setting newsvendor with option contracts under demand uncertainty【年份(必填)】 2015 【全文链接或数据库名 ...2015-7-29 22:01 - jeaff - 求助成功区
文献求助Stock price decreases prior to executive stock option grants
1 个回复 - 771 次查看 【作者(必填)】Keith W Chauvin, , Catherine Shenoy1, 【文题(必填)】Stock price decreases prior to executive stock option grants 【年份(必填)】Journal of Corporate Finance，Volume 7, Issue 1, Mar ...2015-5-23 21:21 - 我心永恒1 - 求助成功区
1 个回复 - 771 次查看 【作者(必填)】Keith W Chauvin, , Catherine Shenoy1, 【文题(必填)】Stock price decreases prior to executive stock option grants 【年份(必填)】Journal of Corporate Finance，Volume 7, Issue 1, Mar ...2015-5-23 21:21 - 我心永恒1 - 求助成功区
求 Price and Volume Effects of Exchange-Traded Barrier Options: Evidence from Ca
2 个回复 - 1040 次查看 【作者(必填)】 Adrian C. H. Lei 【文题(必填)】 Price and Volume Effects of Exchange-Traded Barrier Options: Evidence from Callable Bull/Bear Contracts 【年份(必填)】 2014 【全文链接或数据库名 ...2015-4-22 22:32 - forrest_zhukun - 求助成功区
2 个回复 - 1040 次查看 【作者(必填)】 Adrian C. H. Lei 【文题(必填)】 Price and Volume Effects of Exchange-Traded Barrier Options: Evidence from Callable Bull/Bear Contracts 【年份(必填)】 2014 【全文链接或数据库名 ...2015-4-22 22:32 - forrest_zhukun - 求助成功区
Psychology, Stock/FX Trading and Option Prices
1 个回复 - 1041 次查看 【作者(必填)】Alan Beilisa, Jan W. Dashb & Jacqueline Volkman Wisec* 【文题(必填)】Psychology, Stock/FX Trading and Option Prices 【年份(必填)】2014 【全文链接或数据库名称(选填)】http://www.tan ...2014-11-25 23:11 - hnhs100 - 求助成功区
1 个回复 - 1041 次查看 【作者(必填)】Alan Beilisa, Jan W. Dashb & Jacqueline Volkman Wisec* 【文题(必填)】Psychology, Stock/FX Trading and Option Prices 【年份(必填)】2014 【全文链接或数据库名称(选填)】http://www.tan ...2014-11-25 23:11 - hnhs100 - 求助成功区
求： Joint econometric modeling of spot electricity prices, forwards and options
3 个回复 - 1206 次查看 Alain Monfort & Olivier Féron, 2012. "Joint econometric modeling of spot electricity prices, forwards and options," Review of Derivatives Research, Springer, vol. 15(3), pages 217-256, October. ...2014-5-28 02:55 - galilee - 求助成功区
3 个回复 - 1206 次查看 Alain Monfort & Olivier Féron, 2012. "Joint econometric modeling of spot electricity prices, forwards and options," Review of Derivatives Research, Springer, vol. 15(3), pages 217-256, October. ...2014-5-28 02:55 - galilee - 求助成功区
内推摩根大通，求做一个MATLAB PRICE TWO ASSET EXOTIC OPTION，
0 个回复 - 1359 次查看 找人帮忙做一个MATLAB PRICE EXOTIC OPTION的PROJECT. 除了给你论坛币以后， 如果你是有QUANT BACKGROUND或者IB BACKGROUND的， 我可以帮你内推JP MORGAN CHASE的职位。 内容如下：Two‐Asset “OUT” Barriers ...2014-6-20 07:08 - oatmas - 悬赏大厅
0 个回复 - 1359 次查看 找人帮忙做一个MATLAB PRICE EXOTIC OPTION的PROJECT. 除了给你论坛币以后， 如果你是有QUANT BACKGROUND或者IB BACKGROUND的， 我可以帮你内推JP MORGAN CHASE的职位。 内容如下：Two‐Asset “OUT” Barriers ...2014-6-20 07:08 - oatmas - 悬赏大厅
Options—What Does an Option Pricing Model Tell Us About Option Prices?
2 个回复 - 903 次查看 【作者(必填)】 Figlewski,S., 【文题(必填)】 Options—What Does an Option Pricing Model Tell Us About Option Prices? 【年份(必填)】 1989 【全文链接或数据库名称(选填)】Financial Analysts Journal ...2013-12-12 16:14 - 诗成 - 求助成功区
2 个回复 - 903 次查看 【作者(必填)】 Figlewski,S., 【文题(必填)】 Options—What Does an Option Pricing Model Tell Us About Option Prices? 【年份(必填)】 1989 【全文链接或数据库名称(选填)】Financial Analysts Journal ...2013-12-12 16:14 - 诗成 - 求助成功区
Option arbitrage and strategy with large price changes
1 个回复 - 787 次查看 【作者(必填)】EP Jones 【文题(必填)】Option arbitrage and strategy with large price changes 【年份(必填)】1984 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/030 ...2013-6-30 17:15 - mcsyky - 求助成功区
1 个回复 - 787 次查看 【作者(必填)】EP Jones 【文题(必填)】Option arbitrage and strategy with large price changes 【年份(必填)】1984 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/030 ...2013-6-30 17:15 - mcsyky - 求助成功区
【文献求助】the price of options and corporate liabilities
2 个回复 - 1246 次查看 【作者(必填)】F Black, M Scholes 【文题(必填)】the price of options and corporate liabilities 【年份(必填)】1973 【全文链接或数据库名称(选填)】http://www.jstor.org/discover/10.2307/1831029?u ...2013-4-16 23:39 - 700c - 求助成功区
2 个回复 - 1246 次查看 【作者(必填)】F Black, M Scholes 【文题(必填)】the price of options and corporate liabilities 【年份(必填)】1973 【全文链接或数据库名称(选填)】http://www.jstor.org/discover/10.2307/1831029?u ...2013-4-16 23:39 - 700c - 求助成功区
Option Prices as Probabilities
5 个回复 - 992 次查看 【作者(必填)】Cristophe Profeta, Bernard Roynette and Marc Yor 【文题(必填)】Option Prices as Probabilities 【年份(必填)】2010 【全文链接或数据库名称(选填)】http://www.springerlink.com/conten ...2012-10-6 12:54 - 352693585 - 求助成功区
5 个回复 - 992 次查看 【作者(必填)】Cristophe Profeta, Bernard Roynette and Marc Yor 【文题(必填)】Option Prices as Probabilities 【年份(必填)】2010 【全文链接或数据库名称(选填)】http://www.springerlink.com/conten ...2012-10-6 12:54 - 352693585 - 求助成功区
Computing Option Price Sensitivities Using Homogeneity and Other Tricks
2 个回复 - 796 次查看 【作者(必填)】Oliver Reiss and Uwe Wystup 【文题(必填)】Computing Option Price Sensitivities Using Homogeneity and Other Tricks 【年份(必填)】2001 【期刊(必填)】Journal of Derivatives 【全文 ...2012-10-10 09:09 - summerye - 求助成功区
2 个回复 - 796 次查看 【作者(必填)】Oliver Reiss and Uwe Wystup 【文题(必填)】Computing Option Price Sensitivities Using Homogeneity and Other Tricks 【年份(必填)】2001 【期刊(必填)】Journal of Derivatives 【全文 ...2012-10-10 09:09 - summerye - 求助成功区
Prices and hedgeratios of averageexchangerateoptions
2 个回复 - 1074 次查看 作者 Ton Vorst 文题 Prices and hedgeratios of averageexchangerateoptions 年份 Volume 1, Issue 3, 1992, Pages 179–193 全文链接 http://www.sciencedirect.com/science/article/pii/10575219 ...2012-8-22 11:19 - 无诺 - 求助成功区
2 个回复 - 1074 次查看 作者 Ton Vorst 文题 Prices and hedgeratios of averageexchangerateoptions 年份 Volume 1, Issue 3, 1992, Pages 179–193 全文链接 http://www.sciencedirect.com/science/article/pii/10575219 ...2012-8-22 11:19 - 无诺 - 求助成功区
Bounds for the price of discretely sampled arithmetic Asian options
3 个回复 - 953 次查看 【作者(必填)】Vanmaele M., Deelstra G., Liinev J., Dhaene J., and Goovaerts M.J. 【文题(必填)】Bounds for the price of discretely sampled arithmetic Asian options 【年份(必填)】2002 【全文链接 ...2012-2-1 13:19 - 迷途mitu - 求助成功区
3 个回复 - 953 次查看 【作者(必填)】Vanmaele M., Deelstra G., Liinev J., Dhaene J., and Goovaerts M.J. 【文题(必填)】Bounds for the price of discretely sampled arithmetic Asian options 【年份(必填)】2002 【全文链接 ...2012-2-1 13:19 - 迷途mitu - 求助成功区
An easy computable upper bound for the price of an arithmetic Asian option
1 个回复 - 923 次查看 【作者(必填)】S. SimonM.J. GoovaertsJ. Dhaene 【文题(必填)】An easy computable upper bound for the price of an arithmetic Asian option 【年份(必填)】2000 【全文链接或数据库名称(选填)】http://w ...2012-1-31 18:54 - 迷途mitu - 求助成功区
1 个回复 - 923 次查看 【作者(必填)】S. SimonM.J. GoovaertsJ. Dhaene 【文题(必填)】An easy computable upper bound for the price of an arithmetic Asian option 【年份(必填)】2000 【全文链接或数据库名称(选填)】http://w ...2012-1-31 18:54 - 迷途mitu - 求助成功区
Easley,O'Hara,Srinivas(1998)的option volume and stock prices求助
1 个回复 - 1496 次查看 Easley,O'Hara,Srinivas(1998)的option volume and stock prices:Evidence on Where informed Traders trade 经典的market microstructure的文章 讲的是option market 和 stock market 的互动 我的问题是：paper ...2012-1-5 17:41 - mcsyky - 金融学（理论版）
1 个回复 - 1496 次查看 Easley,O'Hara,Srinivas(1998)的option volume and stock prices:Evidence on Where informed Traders trade 经典的market microstructure的文章 讲的是option market 和 stock market 的互动 我的问题是：paper ...2012-1-5 17:41 - mcsyky - 金融学（理论版）
monte carlo option price
7 个回复 - 992 次查看 免费放送了，monte carlo市场 定价应用2011-12-21 12:13 - xubiao - 计量经济学与统计软件
7 个回复 - 992 次查看 免费放送了，monte carlo市场 定价应用2011-12-21 12:13 - xubiao - 计量经济学与统计软件
[下载]Analytical comparisons of option prices in stochastic volatility models
2 个回复 - 2458 次查看 希望能加点钱,穷人寸步难行... [此贴子已经被作者于2005-7-3 5:28:53编辑过]2005-7-3 05:23 - woshinenji - 金融学（理论版）
2 个回复 - 2458 次查看 希望能加点钱,穷人寸步难行... [此贴子已经被作者于2005-7-3 5:28:53编辑过]2005-7-3 05:23 - woshinenji - 金融学（理论版）
theory of Rational option price 翻译
6 个回复 - 2081 次查看 RT 这篇论文题目怎么翻译呢？ 望大大们不吝赐教^_^2010-8-3 10:01 - andyhwang512 - 金融学（理论版）
6 个回复 - 2081 次查看 RT 这篇论文题目怎么翻译呢？ 望大大们不吝赐教^_^2010-8-3 10:01 - andyhwang512 - 金融学（理论版）
下载： Option Prices as Probabilities
2 个回复 - 2102 次查看 Springer Finance 丛书， 最新一本下载： Profeta C., Roynette B., Yor M., Option Prices as Probabilities, Springer Finance, Springer, 2010.2010-1-29 11:58 - research - 金融工程（数量金融）与金融衍生品
2 个回复 - 2102 次查看 Springer Finance 丛书， 最新一本下载： Profeta C., Roynette B., Yor M., Option Prices as Probabilities, Springer Finance, Springer, 2010.2010-1-29 11:58 - research - 金融工程（数量金融）与金融衍生品
Capital Structure Effects on Prices of Firm Stock Options
0 个回复 - 1154 次查看 Capital Structure Effects on Prices of Firm Stock Options Tests Using Implied Market Values of Debt2009-12-18 22:19 - fushengbin - 论文版
0 个回复 - 1154 次查看 Capital Structure Effects on Prices of Firm Stock Options Tests Using Implied Market Values of Debt2009-12-18 22:19 - fushengbin - 论文版
[求助] 如何用PDE去price barrier option
6 个回复 - 4304 次查看 小弟对PDE并不熟悉, 要我用PDE去计算证明barrier option的价格公式实在太困难了.请问哪里可以找到相关的资料? 最好有比较详细的证明过程的.万分感谢!2008-8-12 07:44 - koa2001 - 金融学（理论版）
6 个回复 - 4304 次查看 小弟对PDE并不熟悉, 要我用PDE去计算证明barrier option的价格公式实在太困难了.请问哪里可以找到相关的资料? 最好有比较详细的证明过程的.万分感谢!2008-8-12 07:44 - koa2001 - 金融学（理论版）
[求助]如果人工蹲点记录Option Price......
6 个回复 - 1810 次查看 应该记录哪些指标？去哪里比较好？看那些网站实在有点晕乎。 新手，别嘲笑我~实在是被逼得么办法了T___T，打算记两个月的，随便建个模算了…… [此贴子已经被作者于2008-6-18 3:03:49编辑过]2008-6-18 02:59 - axjlxy - 计量经济学与统计软件
6 个回复 - 1810 次查看 应该记录哪些指标？去哪里比较好？看那些网站实在有点晕乎。 新手，别嘲笑我~实在是被逼得么办法了T___T，打算记两个月的，随便建个模算了…… [此贴子已经被作者于2008-6-18 3:03:49编辑过]2008-6-18 02:59 - axjlxy - 计量经济学与统计软件
The Impact of Price Floors -A Real Options Based Experimental Approach-
0 个回复 - 356 次查看 2006-6-8 18:33 - 计税642 - Forum
0 个回复 - 356 次查看 2006-6-8 18:33 - 计税642 - Forum
Nonstationarity Of Soybean Futures Price Distributions: Option-Based Evidence
0 个回复 - 189 次查看 2006-5-5 17:38 - 阿尔法币400 - Forum
0 个回复 - 189 次查看 2006-5-5 17:38 - 阿尔法币400 - Forum
The Calibration Of Expected Soybean Price Distributions: An Option Based Ap...
0 个回复 - 196 次查看 2006-5-5 17:31 - 阿尔法币400 - Forum
0 个回复 - 196 次查看 2006-5-5 17:31 - 阿尔法币400 - Forum
Commodity Futures Price Changes: Normality And Implications For Option Pricing
0 个回复 - 276 次查看 2006-5-1 08:30 - 多元线性回归364 - Forum
0 个回复 - 276 次查看 2006-5-1 08:30 - 多元线性回归364 - Forum
Unstable Farm Prices: Economic Consequences and Policy Options
0 个回复 - 206 次查看 2006-4-21 08:25 - 盈利能力分析888 - Forum
0 个回复 - 206 次查看 2006-4-21 08:25 - 盈利能力分析888 - Forum
Irrigation Technology Adoption Under Factor Price Uncertainty: Groundwater-...
0 个回复 - 196 次查看 2006-1-19 20:21 - 边际249 - Forum
0 个回复 - 196 次查看 2006-1-19 20:21 - 边际249 - Forum
Equity Portfolio Management Using Option Price Information
0 个回复 - 159 次查看 2004-11-27 16:37 - 优先股544 - Forum
0 个回复 - 159 次查看 2004-11-27 16:37 - 优先股544 - Forum
Dynamic Models of Exchange Rate Dependence Using Option Prices and Historic...
0 个回复 - 204 次查看 2004-10-31 10:38 - 信息发展224 - Forum
0 个回复 - 204 次查看 2004-10-31 10:38 - 信息发展224 - Forum
