结果:找到“fe option”相关内容88个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
美式期权定价 Finite Difference Method in American Option Pricing
44 个回复 - 10840 次查看 在用有限差分法(Finite Difference)对options进行定价的时候,主要分为space discretization和time discretization两部分,附件中的这篇paper在space discretization上统一使用的都是中心差分(central f ...2012-7-13 01:54 - shihang0724 - 金融工程(数量金融)与金融衍生品
免費 Partial Differential Equations for Option Pricing
7 个回复 - 2985 次查看 Partial Differential Equations for Option Pricing Yves Archou Aug 2011 134 pages Contents One Dimensional PDF for Option Pricing [*] The PDE [*]A Finite Element Method [*]Mesh Ada ...2017-8-8 11:05 - martinnyj - 金融学(理论版)
书籍[下载]:Trading Options As a Professional
33 个回复 - 8253 次查看 Title: Trading Options as a Professional: Techniques for Market Makers and Experienced Traders by James B. Bittman Hardcover: 304 pages Publisher: McGraw-Hill, 2009 Language: English ISBN-1 ...2009-10-20 03:07 - laowangji77 - 金融学(理论版)
Blockchain adoption for combating deceptive counterfeits
1 个回复 - 796 次查看 【作者(必填)】 Pun, H, JM Swaminathan, P Hou 【文题(必填)】 Blockchain adoption for combating deceptive counterfeits 【年份(必填)】 2018 【全文链接或数据库名称(选填)】https://papers.ssrn.com/sol ...2020-6-22 15:41 - timesever - 求助成功区
Bond and option pricing for interest rate model with clustering effects
2 个回复 - 615 次查看 【作者(必填)】 【文题(必填)】 Bond and option pricing for interest rate model with clustering effects 【年份(必填)】 2017 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/abs/10.10 ...2020-6-4 20:16 - ssylzz - 求助成功区
Social Exchange and the Effects of Employee Stock Options
1 个回复 - 345 次查看 【作者(必填)】 Peter Cappelli, Martin Conyon, David Almeda 【文题(必填)】 Social Exchange and the Effects of Employee Stock Options【年份(必填)】 2020 【全文链接或数据库名称(选填)】lirr,2020,73(1 ...2019-12-15 16:20 - shanxianmin2011 - 文献求助专区
Option pricing and hedging in different cyclical structures: a two-dimensional M
1 个回复 - 469 次查看 【作者(必填)】 【文题(必填)】 Option pricing and hedging in different cyclical structures: a two-dimensional Markov-modulated model 【年份(必填)】 【全文链接或数据库名称(选填)】https://bbs.pin ...2019-5-3 21:43 - ssylzz - 求助成功区
The Option Strategy Desk Reference: An Essential Reference for Option Traders
5 个回复 - 1010 次查看 书名: The Option Strategy Desk Reference: An Essential Reference for Option Traders 作者: Russell A. Stultz 出版日期: 2019 出版商: Business Expert Press 页数: 204 语言: 英语 This book cont ...2019-4-21 16:12 - zhangke0987 - 投资人(实务版)
IEEE 1934-2018 IEEE Standard for Adoption of OpenFog Reference Architecture for
2 个回复 - 937 次查看 【作者(必填)】 【文题(必填)】IEEE 1934-2018 IEEE Standard for Adoption of OpenFog Reference Architecture for Fog Computing 【年份(必填)】2018 【全文链接或数据库名称(选填)】https://www.techstree ...2019-3-3 09:25 - nivastuli - 求助成功区
【文献查找】Partial Barrier Options. JFE
2 个回复 - 810 次查看 查找一篇JFE 94年的文献: Heynen, Ronald C. and Kat, Harry M., Partial Barrier Options. THE JOURNAL OF FINANCIAL ENGINEERING, Volume 3, No. 3, September/December 1994., Cass Business School Research P ...2021-10-15 15:56 - xj4123 - 金融工程(数量金融)与金融衍生品
用ivreghdfe命令生成残差时,出现invalid suboptions in absorb(): resid(ehat) r(198
9 个回复 - 3942 次查看 请问各位大佬,在我使用 ivreghdfe命令对stata自带的auto数据进行处理,想要生成残差时,出现这样的错误提示:invalid suboptions in absorb(): resid(ehat)r(198); 我的命令是这样的:2022-2-4 00:26 - lalalala158 - Stata专版
求问MFE的call option跟bond的联系啊啊啊啊!!
3 个回复 - 2220 次查看 如图,2year european call option with blah blah strike price on 1 year bond跟1 year european call option with blah blah strike price on 2year到底是什么鬼啊,我好乱啊!!求好心的大神来帮我解答一下。。。 ...2015-10-25 16:10 - Wikealex - Forum
How Family Status and Social Security Caliming Options Shape Optimal Life Cycle
2 个回复 - 277 次查看 【作者(必填)】Hubener, Andreas, Raimond Maurre, and Olivia Mitchell 【文题(必填)】How Family Status and Social Security Caliming Options Shape Optimal Life Cycle Portfolios 【年份(必填)】2016 ...2020-3-8 09:07 - 毒谷123 - 求助成功区
new life forms on the option landscape from Boyle P.P
1 个回复 - 551 次查看 【作者(必填)】 Boyle P.P 【文题(必填)】 new life forms on the option landscape 【年份(必填)】 1993 【全文链接或数据库名称(选填)】2019-12-26 16:28 - yy96573 - 文献求助专区
xsmle估计面板SEM时option加上fe后是否已默认包含了个体固定效应?
0 个回复 - 825 次查看 请问各位大神,用xsmle估计面板空间误差模型SEM时,我需要控制时间效应和个体效应,option加了fe后,是不是已经默认包含了个体固定效应?2019-9-25 20:17 - P哎呀 - Stata专版
The equity option volatility smile:an implicit finite-difference approach
2 个回复 - 1021 次查看 【作者(必填)】 Leif B.G. Andersen and Rupert Brotherton-Ratcliffee 【文题(必填)】The equity option volatility smile:an implicit finite-difference approach 【年份(必填)】 1998 【全文链接或数据库 ...2015-9-17 22:52 - Bumboo - 求助成功区
option fe not allowed 是为什么啊?怎么处理啊
3 个回复 - 18979 次查看 新手跟着书用stata做平衡面板,reg roe cr1 cr5 h5 z l lna dar t, vce(cluster company)以后,要进行这个:reg roe cr1 cr5 h5 z l lna dar t, fe vce(cluster company),然后就出现“option fe not allowed r(19 ...2019-4-3 23:01 - 小白01号 - Stata专版
Differences between financial options and real options
1 个回复 - 597 次查看 Lecture Notes in Management Science (2012) Vol. 4: 169–178 4th International Conference on Applied Operational Research, Proceedings2019-1-29 16:12 - zlghs - 金融学(理论版)
Differences between financial options and real options
1 个回复 - 710 次查看 Differences between financial options and real options2018-12-11 14:32 - zlghs - 金融学(理论版)
求助文献: Options and the Gamma Knife
4 个回复 - 592 次查看 【作者(必填)】Ian Martin 【文题(必填)】Options and the Gamma Knife 【年份(必填)】2018 【全文链接或数据库名称(选填)】http://jod.iijournals.com/content/25/4/712018-10-27 22:19 - ljufang - 求助成功区
Does Mandatory IFRS Adoption Affect the Credit Ratings of Foreign Firms Cross-Li
2 个回复 - 614 次查看 【作者(必填)】Ann Ling-Ching Chan, Audrey Wen-hsin Hsu, and Edward Lee (2013) 【文题(必填)】Does Mandatory IFRS Adoption Affect the Credit Ratings of Foreign Firms Cross-Listed in the U.S.? 【年 ...2018-6-18 15:35 - miaoding - 求助成功区
The Impact of Mandatory IFRS Adoption on Audit Fees: Theory and Evidence.
2 个回复 - 699 次查看 【作者(必填)】Jeong-Bon Kim, Xiaohong Liu, and Liu Zheng 【文题(必填)】The Impact of Mandatory IFRS Adoption on Audit Fees: Theory and Evidence. 【年份(必填)】2012 【全文链接或数据库名称(选填)】 ...2018-4-10 11:20 - miaoding - 求助成功区
How Much Does IFRS Cost? IFRS Adoption and Audit Fees
2 个回复 - 524 次查看 【作者(必填)】 Emmanuel T. De George, Colin B. Ferguson, and Nasser A 【文题(必填)】How Much Does IFRS Cost? IFRS Adoption and Audit Fees 【年份(必填)】2013 【全文链接或数据库名称(选填)】http: ...2018-4-10 11:17 - miaoding - 求助成功区
JFE文献下载求助:The risk premia embedded in index options
1 个回复 - 669 次查看 【作者(必填)】Torben G.Andersen; NicolaFusari; ViktorTodorov 【文题(必填)】The risk premia embedded in index options 【年份(必填)】2015 【全文链接或数据库名称(选填)】https://www.sciencedire ...2018-4-24 10:39 - cooper56 - 求助成功区
. reg gini_c in_str in_str2 ,fe option fe not allowed r(198);
1 个回复 - 2924 次查看 . reg gini_c in_str in_str2 ,fe option fe not allowed r(198); 是为什么啊 求大神解决2016-1-16 16:08 - justdoit000 - 新手入门区
MFE求问一道有关option题目的翻译。。。。
4 个回复 - 1428 次查看 虽然在这里问英文翻译看起来很傻。。但我真的没有搞明白,画黄色的句子到底讲的什么意思?这个put option到底是怎样pay的?(看不懂答案中的payment模式是怎么来的)求大神指点。。2017-6-18 21:35 - 小猴子Stella - Forum
Strategic NPV: Real Options and Strategic Games Under Different Information Stru
2 个回复 - 794 次查看 【作者(必填)】Han T.J. Smit, Lenos Trigeorgis 【文题(必填)】 Strategic NPV: Real Options and Strategic Games Under Different Information Structures 【年份(必填)】 2017 【全文链接或数据 ...2017-4-19 14:58 - 一品小猪 - 求助成功区
The Equity Option Volatility Smile: An Implicit Finite Difference Approach
1 个回复 - 3150 次查看 Leif B. G. Andersen and Rupert Brotherton-Ratcliffe: The Equity Option Volatility Smile: An Implicit Finite Difference Approach. The Journal of Computational Finance,1(2), 1998:5-37.2017-3-28 09:15 - yangc91 - 国内外文献账号区
The Effect of CEO Option Compensation on the Capital Structure: A Natural Experi
1 个回复 - 591 次查看 【作者(必填)】 OK Tosun 【文题(必填)】 The Effect of CEO Option Compensation onthe Capital Structure: A Natural Experiment【年份(必填)】 2015 【全文链接或数据库名称(选填)】2017-3-20 20:28 - ycbm132 - 求助成功区
Provision of Optional versus Standard Product Features in Competition
1 个回复 - 637 次查看 【作者(必填)】 Subramanian Balachander, Esther Gal-Or, Tansev Geylani and Alex Jiyoung Kim 【文题(必填)】 Provision of Optional versus Standard Product Features in Competition 【年份(必填)】 2017 ...2017-1-22 16:29 - timesever - 求助成功区
Alignment vs rent-extraction effects of stock options. A conceptual model
1 个回复 - 623 次查看 【作者(必填)】S Catuogno, S Catuogno, S Saggese 【文题(必填)】Alignment vs rent-extraction effects of stock options. A conceptual model 【年份(必填)】2016 【全文链接或数据库名称(选填)】http:/ ...2016-12-7 21:20 - fxq2327 - 求助成功区
Parametric Inference and Dynamic State Recovery From Option Panels
1 个回复 - 608 次查看 【作者(必填)】Torben G. Andersen 【文题(必填)】Parametric Inference and Dynamic State Recovery From Option Panels 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/d ...2016-12-5 16:31 - hnhs100 - 求助成功区
Issues Affecting Decisions on Mandatory Adoption of International Financial Repo
1 个回复 - 647 次查看 【作者(必填)】Tsunogaya 【文题(必填)】Issues Affecting Decisions on Mandatory Adoption of International Financial Reporting Standards (IFRS) in Japan 【年份(必填)】2016 【全文链接或数据库名称 ...2016-10-7 20:12 - miaoding - 求助成功区
Effects of attribute and valence of e-WOM on message adoption
2 个回复 - 769 次查看 【作者(必填)】 Kyung-Tag Lee1, , Dong-Mo Koo【文题(必填)】 Effects of attribute and valence of e-WOM on message adoption: Moderating roles of subjective knowledge and regulatory focus【年份(必填)】 ...2016-9-6 09:53 - yuanhaixia - 求助成功区
Assessing the relative impacts of the factors affecting MIS adoption process
1 个回复 - 803 次查看 【作者(必填)】P.K. Singha*, S.K. Patelb, M.M. Trivedia & G.R. Patelc 【文题(必填)】Assessing the relative impacts of the factors affecting MIS adoption process 【年份(必填)】2015 【全文链接或 ...2016-6-2 22:15 - yzh401 - 求助成功区
Issues Affecting Decisions on Mandatory Adoption of International Financial Repo
1 个回复 - 570 次查看 【作者(必填)】 Noriyuki Tsunogaya 【文题(必填)】Issues Affecting Decisions on Mandatory Adoption of International Financial Reporting Standards (IFRS) in Japan 【年份(必填)】 2016 【全文链接或数据 ...2016-5-30 13:04 - miaoding - 求助成功区
An Assessment of the Impact of IFRS Adoption on Public Sector Audit Fees
1 个回复 - 661 次查看 【作者(必填)】 【文题(必填)】An Assessment of the Impact of IFRS Adoption on Public Sector Audit Fees and Audit Effort – Some Evidence of the Transition Costs on Changes in Reporting Regimes 【 ...2016-5-3 18:00 - tianxuan2009 - 求助成功区
Higher Returns from Safe Investments: Using Bonds, Stocks, and Options to Genera
2 个回复 - 822 次查看 Safer strategies for boosting fixed income returns Smarter ways to mix bond ladders, investment-grade taxable bonds, municipal bonds, and high-yield bond mutual funds Stock strategies that create new ...2015-9-18 19:22 - exuan1991 - 投资人(实务版)
Social network effects on the adoption of sustainable natural resource managemen
2 个回复 - 515 次查看 【作者(必填)】Tesfamicheal Wossena*, Thomas Bergera, Teferi Mequaninteb & Bamlaku Alamirewc 【文题(必填)】Social network effects on the adoption of sustainable natural resource management practice ...2015-10-18 23:02 - yzh401 - 求助成功区
DETERMINANTS OF TECHNOLOGY ADOPTION: PEER EFFECTS IN MENSTRUAL CUP TAKE-UP
1 个回复 - 598 次查看 【作者(必填)】Emily Oster and Rebecca Thornton 【文题(必填)】DETERMINANTS OF TECHNOLOGY ADOPTION: PEER EFFECTS IN MENSTRUAL CUP TAKE-UP 【年份(必填)】2012 【全文链接或数据库名称(选填)】htt ...2015-10-18 23:05 - yzh401 - 求助成功区
A review of factors that affect cloud computing adoption
6 个回复 - 927 次查看 【作者(必填)】Tripathi, Shailja; Jigeesh, Nasina 【文题(必填)】A review of factors that affect cloud computing adoption 【年份(必填)】October 2013 【全文链接或数据库名称(选填)】http://connectio ...2015-10-11 14:51 - kkxzq - 文献求助专区
From Participation to Adoption Comparing the Effectiveness of Soil Conservation
2 个回复 - 541 次查看 【作者(必填)】Helena Posthumus, Cornelis Gardebroek, and Ruerd Ruben 【文题(必填)】From Participation to Adoption: Comparing the Effectiveness of Soil Conservation Programs in the Peruvian Andes 【 ...2015-9-20 03:06 - linzima - 求助成功区
Does Mandatory IFRS Adoption Affect Crash Risk
1 个回复 - 1110 次查看 【作者(必填)】Mark L. DeFond University of Southern California Mingyi Hung The Hong Kong University of Science and Technology and University of Southern California Siqi Li Santa Clara University ...2015-7-8 10:24 - nkky2011 - 求助成功区
Vulnerable options in supply chains: Effects of supplier competition
1 个回复 - 785 次查看 【作者(必填)】Babich V 【文题(必填)】Vulnerable options in supply chains: Effects of supplier competition 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/1 ...2015-6-19 15:27 - lipj - 求助成功区
求 Price and Volume Effects of Exchange-Traded Barrier Options: Evidence from Ca
2 个回复 - 1039 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
求助Cost-effectiveness analysis of fixation options
1 个回复 - 647 次查看 【作者(必填)】 Swart E, Makhni EC 【文题(必填)】 Cost-effectiveness analysis of fixation options for intertrochanteric hip fractures.【年份(必填)】 J Bone Joint Surg Am. 2014 Oct 1;96(19):1612-20. ...2015-3-26 17:58 - 刀剑林 - 求助成功区
The Numerical Solution of the American Option Pricing Problem: Finite Difference
28 个回复 - 4010 次查看 The early exercise opportunity of an American option makes it challenging to price. The Numerical Solution of the American Option Pricing Problem focuses on three numerical methods that have proved us ...2014-10-12 17:50 - 大家开心 - 金融学(理论版)
The New Option Secret - Volatility: The Weapon of the Professional Trader
31 个回复 - 4027 次查看 Discover how option volatility indicates market tops/bottoms, which strategy is to use, how it indicates whether options should be bought or sold & how it can be used to take advantage of premium "dis ...2015-1-30 00:26 - 大家开心 - 金融学(理论版)
Innovation and imitation effects' dynamics in technology adoption
3 个回复 - 957 次查看 【作者(必填)】Sang‐Gun Lee 【文题(必填)】Innovation and imitation effects' dynamics in technology adoption 【年份(必填)】2013 Vol. 113 Iss: 6, pp.772 - 799 【全文链接或数据库名称(选填)】 ht ...2014-12-4 20:28 - theodore - 求助成功区
The Effect of Model Risk on the Valuation of Barrier Options
5 个回复 - 1090 次查看 【作者(必填)】 Ali Hirsa, Georges Courtadon, Dilip B. Madan 【文题(必填)】The Effect of Model Risk on the Valuation of Barrier Options 【年份(必填)】2003 【全文链接或数据库名称(选填)】Journal ...2014-11-6 16:59 - Bumboo - 求助成功区
EFFECTIVE AND SIMPLE VWAP OPTIONS PRICING MODEL
1 个回复 - 653 次查看 【作者(必填)】ALEXANDER BURYAK and IVAN GUO 【文题(必填)】EFFECTIVE AND SIMPLE VWAP OPTIONS PRICING MODEL 【年份(必填)】 【全文链接或数据库名称(选填)】http://www.worldscientific.com/doi/pdf/1 ...2014-10-27 22:45 - ssylzz - 求助成功区
The Effect of Parameter Uncertainty on Option Pricing and Value-at-Risk Models
2 个回复 - 1122 次查看 【作者(必填)】M Pollard 【文题(必填)】The Effect of Parameter Uncertainty on Option Pricing and Value-at-Risk Models 【年份(必填)】2007 【全文链接或数据库名称(选填)】http://sites.google.com/ ...2014-7-4 15:03 - lipj - 求助成功区
Understanding Ripple Effects: The Cross–National Adoption of Policy Instruments
1 个回复 - 611 次查看 【作者(必填)】 Bennett C J. 【文题(必填)】 Understanding Ripple Effects: The Cross–National Adoption of Policy Instruments for Bureaucratic Accountability[J]. Governance, 1 【年份(必填)】 997, ...2014-1-1 23:14 - mengchuanjin - 求助成功区
Adoption of organic farming: Are there differences
1 个回复 - 572 次查看 【作者(必填)】 [*]Doris Läpplea, b, , , [*]Tom Van Rensburgb 【文题(必填)】Adoption of organic farming: Are there differences between early and late adoption? 【年份(必填)】2011 【全文链 ...2013-9-17 20:09 - kuailemyt - 求助成功区
LIFFE Options: a guide to trading strategies
2 个回复 - 2144 次查看 很好很实用的一个option trading的小册子 Contents Page Introduction LIFFE options contracts 3 Recognised strategies 5 Basic options theory 7 Notes on strategy construction 10 LIFFE Options Strat ...2010-3-31 03:18 - wygt2008 - 金融工程(数量金融)与金融衍生品
Adoption Correlates and Share Effects of Electronic Data interchange Systems in
1 个回复 - 743 次查看 【作者(必填)】 O'Callaghan R.Kaufmann P J.Konsynski B R 【文题(必填)】 Adoption Correlates and Share Effects of Electronic Data interchange Systems in Marketing Channels 【年份(必填)】 1992 【全 ...2013-5-24 11:14 - jyjkshuai - 求助成功区
Literature derived reference models for the adoption of online shopping
4 个回复 - 1107 次查看 【作者(必填)】Man Kit Changa, Waiman Cheungb, Vincent S. Laib 【文题(必填)】Literature derived reference models for the adoption of online shopping ...2013-1-6 00:55 - Renesmee8989 - 求助成功区
Effects of network quality attributes on customer adoption intentions of Interne
1 个回复 - 673 次查看 【作者(必填)】Ya-Yueh Shiha* & Kwoting Fangb 【文题(必填)】Effects of network quali[/backcolor]ty attribut[/backcolor]es on cu[/backcolor]stomer adop[/backcolor]tion intenti[/backcolor]ons of I ...2012-11-18 17:53 - jyjkshuai - 求助成功区
Network effects as drivers of individual technology adoption: Analyzing adoption
1 个回复 - 712 次查看 【作者(必填)】Beck, R.a, Beimborn, D.b, Weitzel, T.b, König, W.a 【文题(必填)】Network effects as drivers of individual technology adoption: Analyzing adoption 【年份(必填)】2008 【全 ...2012-11-17 21:48 - jyjkshuai - 求助成功区
关于MFE中基于future的option二叉树定价的一点疑问
1 个回复 - 1191 次查看 书上是这么讲的,若波动率是0.3,那么the second period future price就是 F*e^(o*h^0.5)或者F*e^(o*h^0.5) 【o代表波动率】 然后根据与stike price的差计算贴现的价值,由此推出option price。 ...2012-8-29 20:32 - gramce - Forum
请教:option-like features in manager's compensation
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