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The Mathematics of Arbitrage
8 个回复 - 2156 次查看
一本关于金融套利的数学模型
Contents
Part I A Guided Tour to
Arbitrage Theory
1
The Story in a Nutshell . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.1
Arbitrage . . . ...
2018-7-20 10:46 - Glorevo - 经济金融数学专区
The Mathematics of Arbitrage
3 个回复 - 1033 次查看
In 1973 F. Black and M. Scholes published their pathbreaking paper
on option pricing.
The key idea — attributed to R. Merton in a footnote
of the
Black-Scholes paper — is the use
of trading in co ...
2019-6-18 11:42 - dongdong1010 - 经济金融数学专区