结果:找到“quant option”相关内容9个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
【独家发布】FX Barrier Options: A Comprehensive Guide for Industry Quants
0 个回复 - 1222 次查看 FX Barrier Options: A Comprehensive Guide for Industry Quants Author(s): Zareer Dadachanji Series: Applied Quantitative Finance Publisher: Palgrave Macmillan, Year: 2016 ISBN: 1137462744, 97 ...2019-12-16 12:24 - hhasoka - 教育经济学
The Mathematics of Options: Quantifying Derivative Price, Payoff, Probability, a
27 个回复 - 1772 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
The bid–ask spread of bank-issued options: a quantile regression analysis
1 个回复 - 889 次查看 【作者(必填)】Petrella, Giovanni; Segara, Reuben 【文题(必填)】The bid–ask spread of bank-issued options: a quantile regression analysis 【年份(必填)】2013 【全文链接或数据库名称(选填)】http ...2016-9-17 14:25 - runman - 求助成功区
Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates
2 个回复 - 2270 次查看 Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates Publisher: Cambridge University Press | ISBN: 0521840457 | edition 2004 | PDF | 332 pages | 1,7 mb ...2010-2-3 18:24 - zhaohailei - 金融学(理论版)
Trading Stocks and Options with Moving Averages - A Quantified Approach
2 个回复 - 1604 次查看 A Powerful New Way to Trade Moving Averages in Any Market Quantified Research Identifies High Probability Short-Term Trades with Positive Returns Do You Trade with Moving Averages? Moving ...2015-6-21 11:54 - nelsoncwlee - 投资人(实务版)
Quantum Finance - Path Integrals and Hamiltonians for Options and Interest Rates
79 个回复 - 10581 次查看 **** 本内容被作者隐藏 **** Quantum Finance - Path Integrals and Hamiltonians for Options and Interest Rates Belal E. Baaquie 2004 Cambridge University Press From Cambrigde Books Online Finan ...2012-7-30 13:33 - neowarp - 金融工程(数量金融)与金融衍生品
quanto option mechanics
5 个回复 - 3222 次查看 A very good paper on quanto option. It contains pricing and the hedging strategy. Highly recommend this paper.2010-4-19 23:52 - melm - 金融工程(数量金融)与金融衍生品
Quantitative Finance in Financial Reporting:The Day Share Options Stopped Being
3 个回复 - 2397 次查看 [Abstract]In this article we discuss the implementation of Cholesky Decomposition and Monte Carlo simulation in a VBA framework to build a flexible model to value some of the most complex types of sha ...2009-4-13 16:44 - 矿主 - 金融工程(数量金融)与金融衍生品
基于CEV process 的 quanto option pricing 问题
1 个回复 - 1666 次查看 大家好:本人是金融专业小硕一枚。由于数学功底不好,现遇到一个难题 不知道如何处理,真诚求助各路高手帮忙排忧解惑。不一定需要完全解决,只要给出有帮助的建议或者能指点下解决方向,悬赏 论坛币就是你的。如果能 ...2013-3-15 08:15 - zhaochaodcxa - 经济金融数学专区