结果：找到“option pricing”相关内容456个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
量化金融与金融数学学习资料（全英文）4 个回复 - 2055 次查看 trading stratygy New folder Gatheral's Notes asset pricing 统计套利_12724677.pdf 【Wilmott】Paul Wilmott On Quantitative Finance.pdf ！static hedge arbitrary payo ...2022-4-30 12:05 - wz151400 - 现金交易版
基于期权定价指南 第2版 Excel 模板，The Complete Guide to Option Pricing Formulas3 个回复 - 1300 次查看 基于期权定价指南 第2版 Excel 模板 Option Pricing Formulas-Excel Sheets The Complete Guide to Option Pricing Formulas 2e Haug 基于期权定价指南 第2版 Excel 模板Option Pricing Formulas-Excel ...2022-2-27 16:07 - Lamarr-202110 - 现金交易版
科克伦两件套！1财政政策 2投资学讲义2 个回复 - 1172 次查看 John H. Cochrane conducts research on dynamics in stock and bond markets, the volatility of exchange rates, the term structure of interest rates, the returns to venture capital, liquidity premiums in ...2020-9-30 17:55 - b501506844 - 现金交易版
免費 Exotic Options and Hybrids - A Guide to Structuring, Pricing and Trading
23 个回复 - 11719 次查看 Exotic Options and Hybrids: A Guide to Structuring, Pricing and Trading (The Wiley Finance Series) Mohamed Bouzoubaa (Author), Adel Osseiran (Author) Book DescriptionPublication Date: May 25, 20 ...2012-8-27 01:16 - martinnyj - 金融学（理论版）
23 个回复 - 11719 次查看 Exotic Options and Hybrids: A Guide to Structuring, Pricing and Trading (The Wiley Finance Series) Mohamed Bouzoubaa (Author), Adel Osseiran (Author) Book DescriptionPublication Date: May 25, 20 ...2012-8-27 01:16 - martinnyj - 金融学（理论版）
美式期权定价 Finite Difference Method in American Option Pricing
44 个回复 - 10862 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
44 个回复 - 10862 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
The Complete Guide to Option Pricing Formulas（包括VBA程序）
13 个回复 - 5782 次查看 Long-established as a definitive resource by Wall Street professionals, The Complete Guide to Option Pricing Formulas has been revised and updated to reflect the realities of today's options markets. ...2016-6-21 17:39 - seanlee91 - 金融工程（数量金融）与金融衍生品
13 个回复 - 5782 次查看 Long-established as a definitive resource by Wall Street professionals, The Complete Guide to Option Pricing Formulas has been revised and updated to reflect the realities of today's options markets. ...2016-6-21 17:39 - seanlee91 - 金融工程（数量金融）与金融衍生品
金融投行财务建模-定价指南：Option Pricing Formulas in Excel2 个回复 - 1081 次查看 金融投行财务建模-定价指南：Option Pricing Formulas in Excel 1.Chapterland23.Analytical Formulas for American Options 4.Exotic Options-Single Asset 5.Exotic Options on Two Assets 6.Black-Schole ...2020-4-8 13:41 - Lotus_ss - 现金交易版
Trading Options Greeks: How Time, Volatility, and Other Pricing Factors ...
26 个回复 - 6291 次查看 Title： Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits Authors：Dan Passarelli, William J. Brodsky Year:2012 Pages:368 Language:English Size:3 Mb Exte ...2014-8-7 14:01 - 一道心茶 - 经管书评
26 个回复 - 6291 次查看 Title： Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits Authors：Dan Passarelli, William J. Brodsky Year:2012 Pages:368 Language:English Size:3 Mb Exte ...2014-8-7 14:01 - 一道心茶 - 经管书评
老师给的Reading Assignment：Option Pricing: A simplified approach，附我的读后感
9 个回复 - 7272 次查看 金融工程的核心就是要对衍生产品定价，而期权类产品的定价又是其核心中的核心。解决这个问题的方法一般有两大类，一类是连续模型，以BS公式的开创性研究后，经过Merton(1973，1979)发展，应用于经济的很多领域 ...2007-10-7 21:42 - 老石头 - 金融学（理论版）
9 个回复 - 7272 次查看 金融工程的核心就是要对衍生产品定价，而期权类产品的定价又是其核心中的核心。解决这个问题的方法一般有两大类，一类是连续模型，以BS公式的开创性研究后，经过Merton(1973，1979)发展，应用于经济的很多领域 ...2007-10-7 21:42 - 老石头 - 金融学（理论版）
[分享电子书]Option Volatility and Pricing 2nd Edition
8 个回复 - 5701 次查看 Option Volatility and Pricing Advanced Trading Strategies and Techniques, 2nd Edition mobi版本 http://www.amazon.com/Option-Volatility-Pricing-Strategies-Techniques/dp/0071818774/ref=sr_1_1?ie=UTF ...2014-11-28 11:26 - arsen_czf - 金融工程（数量金融）与金融衍生品
8 个回复 - 5701 次查看 Option Volatility and Pricing Advanced Trading Strategies and Techniques, 2nd Edition mobi版本 http://www.amazon.com/Option-Volatility-Pricing-Strategies-Techniques/dp/0071818774/ref=sr_1_1?ie=UTF ...2014-11-28 11:26 - arsen_czf - 金融工程（数量金融）与金融衍生品
金融工程案例：Options Strategy+binomial options pricing2 个回复 - 1256 次查看 金融工程案例：Options Strategy+binomial options pricing 金融工程案例：Options Strategy+binomial options pricing 金融工程案例：Options Strategy+binomial options pricing 金融工程案例：Options ...2021-6-11 21:26 - mujahida01 - 现金交易版
Option Volatility and Pricing Advanced Trading Strategies and Techniques 2nd.pdf
24 个回复 - 11052 次查看 论坛上有这本书的第一版的pdf，但是扫描版的不清晰，而且第一版较老（1994）第二版（2014）只有mobi版，没有第二版的pdf，这里转成了epub和pdf，大家随便下着看吧。 象征性的收点辛苦钱。2015-1-7 09:14 - liudw925 - 金融工程（数量金融）与金融衍生品
24 个回复 - 11052 次查看 论坛上有这本书的第一版的pdf，但是扫描版的不清晰，而且第一版较老（1994）第二版（2014）只有mobi版，没有第二版的pdf，这里转成了epub和pdf，大家随便下着看吧。 象征性的收点辛苦钱。2015-1-7 09:14 - liudw925 - 金融工程（数量金融）与金融衍生品
the complete guide to option pricing formulas
4 个回复 - 3078 次查看 the complete guide to option pricing formulas Espen Gaarder Haug 这本书收集了各种analytical formula, 非常实用2013-5-8 04:17 - future.ohayo - 金融工程（数量金融）与金融衍生品
4 个回复 - 3078 次查看 the complete guide to option pricing formulas Espen Gaarder Haug 这本书收集了各种analytical formula, 非常实用2013-5-8 04:17 - future.ohayo - 金融工程（数量金融）与金融衍生品
Option Volatility and Pricing_Advanced Trading Strategies and Techniques, 2e
117 个回复 - 16309 次查看 应各位朋友要求，现降价出售7天，要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，更多好书应有尽有。 The bestselling Option Volatility & Pricing has made Sheldon Natenberg a widely recog ...2016-7-9 00:17 - exuan1991 - 金融学（理论版）
117 个回复 - 16309 次查看 应各位朋友要求，现降价出售7天，要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，更多好书应有尽有。 The bestselling Option Volatility & Pricing has made Sheldon Natenberg a widely recog ...2016-7-9 00:17 - exuan1991 - 金融学（理论版）
免費 Handbooks in Mathematical Finance -- Option Pricing, Interest Rates and Ris
9 个回复 - 1849 次查看 Handbooks in Mathematical Finance: Option Pricing, Interest Rates and Risk ManagementE. Jouini (Editor), J. Cvitanic (Editor), Marek Musiela (Editor) [hr]Publication Date: July 30, 2001 | ISBN ...2012-11-1 22:59 - martinnyj - 金融学（理论版）
9 个回复 - 1849 次查看 Handbooks in Mathematical Finance: Option Pricing, Interest Rates and Risk ManagementE. Jouini (Editor), J. Cvitanic (Editor), Marek Musiela (Editor) [hr]Publication Date: July 30, 2001 | ISBN ...2012-11-1 22:59 - martinnyj - 金融学（理论版）
Applications of Option-Pricing Theory
5 个回复 - 1239 次查看 Applications of Option-Pricing Theory: Twenty-Five Years LaterBy Robert C Merton, Nobel Laureate2009-7-19 08:56 - danchina - 金融学（理论版）
5 个回复 - 1239 次查看 Applications of Option-Pricing Theory: Twenty-Five Years LaterBy Robert C Merton, Nobel Laureate2009-7-19 08:56 - danchina - 金融学（理论版）
Option Pricing Formulas
2 个回复 - 2278 次查看 Option Pricing Formulas2010-1-20 09:28 - liangtom - 金融工程（数量金融）与金融衍生品
2 个回复 - 2278 次查看 Option Pricing Formulas2010-1-20 09:28 - liangtom - 金融工程（数量金融）与金融衍生品
Option Volatility and Pricing
19 个回复 - 9164 次查看 Option Volatility & Pricing: Advanced Trading Strategies and Techniques by Sheldon Natenberg [*]Hardcover: 470 pages[*]Publisher: McGraw-Hill; Updated edition (August 1, 1994)[*]Language: English[* ...2010-7-7 19:28 - mcsyky - 金融学（理论版）
19 个回复 - 9164 次查看 Option Volatility & Pricing: Advanced Trading Strategies and Techniques by Sheldon Natenberg [*]Hardcover: 470 pages[*]Publisher: McGraw-Hill; Updated edition (August 1, 1994)[*]Language: English[* ...2010-7-7 19:28 - mcsyky - 金融学（理论版）
principles of option pricing
9 个回复 - 1805 次查看 the fundamental of financial engineering2010-3-9 00:02 - joerson - 投资人（实务版）
9 个回复 - 1805 次查看 the fundamental of financial engineering2010-3-9 00:02 - joerson - 投资人（实务版）
Option Volatility and Pricing Advanced Trading Strategies and Techniques, 2nd Ed
4 个回复 - 1595 次查看 2014版的mobi版本2017-7-29 19:20 - 馒头满天下 - 金融学（理论版）
4 个回复 - 1595 次查看 2014版的mobi版本2017-7-29 19:20 - 馒头满天下 - 金融学（理论版）
Option Pricing in Fractional Brownian Markets
7 个回复 - 1899 次查看 Option Pricing in Fractional Brownian Markets by Stefan Rostek The scientific debate of recent years about option pricing with respect to fractional Brownian motion was focused on the feasibili ...2015-3-1 04:19 - SleepyTom - 金融工程（数量金融）与金融衍生品
7 个回复 - 1899 次查看 Option Pricing in Fractional Brownian Markets by Stefan Rostek The scientific debate of recent years about option pricing with respect to fractional Brownian motion was focused on the feasibili ...2015-3-1 04:19 - SleepyTom - 金融工程（数量金融）与金融衍生品
期权定价模型，原版 PDF Advanced Option Pricing Models by Katz, McCormick
3 个回复 - 1730 次查看 2019-3-10 20:01 - lahela - 金融工程（数量金融）与金融衍生品
3 个回复 - 1730 次查看 2019-3-10 20:01 - lahela - 金融工程（数量金融）与金融衍生品
Advanced Option Pricing Models-An Empirical Approach to Valuing Options
4 个回复 - 2211 次查看 Advanced Option Pricing Models-An Empirical Approach to Valuing Options JEFFREY OWEN KATZ, Ph.D. DONNA L. MCCORMICK Copyright © 2005 by Scientific Consultant Services, Inc. All rights reserv ...2009-9-25 05:48 - ddxy - 金融学（理论版）
4 个回复 - 2211 次查看 Advanced Option Pricing Models-An Empirical Approach to Valuing Options JEFFREY OWEN KATZ, Ph.D. DONNA L. MCCORMICK Copyright © 2005 by Scientific Consultant Services, Inc. All rights reserv ...2009-9-25 05:48 - ddxy - 金融学（理论版）
免費 Exotic Option Pricing and Advanced Lévy Models
6 个回复 - 2924 次查看 Exotic Option Pricing and Advanced Lévy Models Andreas Kyprianou, Wim Schoutens, Paul Wilmott ISBN: 978-0-470-01684-8 344 pages August 2005 Description Since around the turn of the ...2014-3-15 23:32 - martinnyj - 金融学（理论版）
6 个回复 - 2924 次查看 Exotic Option Pricing and Advanced Lévy Models Andreas Kyprianou, Wim Schoutens, Paul Wilmott ISBN: 978-0-470-01684-8 344 pages August 2005 Description Since around the turn of the ...2014-3-15 23:32 - martinnyj - 金融学（理论版）
The Complete Guide to Option Pricing Formulas
1 个回复 - 1075 次查看 Long-established as a definitive resource by Wall Street professionals, The Complete Guide to Option Pricing Formulas has been revised and updated to reflect the realities of today's options markets. ...2020-10-29 18:33 - aprilwwj - 新手入门区
1 个回复 - 1075 次查看 Long-established as a definitive resource by Wall Street professionals, The Complete Guide to Option Pricing Formulas has been revised and updated to reflect the realities of today's options markets. ...2020-10-29 18:33 - aprilwwj - 新手入门区
Exotic Option Pricing and Advanced Levy Models
14 个回复 - 7361 次查看 Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical Black-Scholes model ...2015-5-26 04:59 - lasgpope - 量化投资
14 个回复 - 7361 次查看 Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical Black-Scholes model ...2015-5-26 04:59 - lasgpope - 量化投资
Commodity Option Pricing书籍
2 个回复 - 2368 次查看 Commodity Option Pricing书籍2022-4-24 11:10 - jakechan - 金融学（理论版）
2 个回复 - 2368 次查看 Commodity Option Pricing书籍2022-4-24 11:10 - jakechan - 金融学（理论版）
Advanced option pricing note 1-3
3 个回复 - 1274 次查看 高级期权定价，需要对随机微积分有一定了解2020-3-24 03:05 - Sixtryon - 金融工程（数量金融）与金融衍生品
3 个回复 - 1274 次查看 高级期权定价，需要对随机微积分有一定了解2020-3-24 03:05 - Sixtryon - 金融工程（数量金融）与金融衍生品
Nonlinear Option Pricing
104 个回复 - 10265 次查看 New Tools to Solve Your Option Pricing Problems For nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two lead ...2015-6-1 21:39 - 大家开心 - 量化投资
104 个回复 - 10265 次查看 New Tools to Solve Your Option Pricing Problems For nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two lead ...2015-6-1 21:39 - 大家开心 - 量化投资
珍稀：原版Foreign Exchange Option Pricing A Practitioners Guide，300页
3 个回复 - 1638 次查看 2019-3-20 17:56 - shyyw - 金融学（理论版）
3 个回复 - 1638 次查看 2019-3-20 17:56 - shyyw - 金融学（理论版）
General Equilibrium Option Pricing Method:Theoretical and Empirical Study
4 个回复 - 1365 次查看 一般均衡期权定价方法 理论与实证研究 英文(高清)PDF陈坚 (作者)出版社: 厦门大学出版社; 第1版 (2014年5月1日)外文书名: General Equilibrium Option Pricing Method:Theoretical and Empirical Study平装: 280页语 ...2015-2-18 17:44 - weiming197813 - 投资人（实务版）
4 个回复 - 1365 次查看 一般均衡期权定价方法 理论与实证研究 英文(高清)PDF陈坚 (作者)出版社: 厦门大学出版社; 第1版 (2014年5月1日)外文书名: General Equilibrium Option Pricing Method:Theoretical and Empirical Study平装: 280页语 ...2015-2-18 17:44 - weiming197813 - 投资人（实务版）
[下载] The Complete Guide to Option Pricing Formulas
49 个回复 - 15076 次查看 The Complete Guide to Option Pricing Formulas by Espen Haug 2006 2nd ed. 536 pages (book only) pdf format: 8.8MB. Since its ...2009-4-26 04:05 - qffq - 金融学（理论版）
49 个回复 - 15076 次查看 The Complete Guide to Option Pricing Formulas by Espen Haug 2006 2nd ed. 536 pages (book only) pdf format: 8.8MB. Since its ...2009-4-26 04:05 - qffq - 金融学（理论版）
[下载] Advanced Methods in Option Pricing
2 个回复 - 2092 次查看 Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing (Chapman & Hall/Crc Financial Mathematics Series) Hardcover: 400 pages Publisher: Chapman & Hall/CRC; 1 edition ( ...2008-11-5 08:21 - lhwjud12 - 计量经济学与统计软件
2 个回复 - 2092 次查看 Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing (Chapman & Hall/Crc Financial Mathematics Series) Hardcover: 400 pages Publisher: Chapman & Hall/CRC; 1 edition ( ...2008-11-5 08:21 - lhwjud12 - 计量经济学与统计软件
Advanced Option Pricing Models
10 个回复 - 3823 次查看 Advanced Option Pricing Models By Jeffrey Owen Katz Publisher: McGraw-Hill Professional Number Of Pages: 448 Publication Date: 2009-01-09 ISBN-10 / ASIN: 0071626441 ISBN-13 / EAN: ...2009-9-23 15:09 - sucks2 - 金融工程（数量金融）与金融衍生品
10 个回复 - 3823 次查看 Advanced Option Pricing Models By Jeffrey Owen Katz Publisher: McGraw-Hill Professional Number Of Pages: 448 Publication Date: 2009-01-09 ISBN-10 / ASIN: 0071626441 ISBN-13 / EAN: ...2009-9-23 15:09 - sucks2 - 金融工程（数量金融）与金融衍生品
Analysis Geometry and Modeling in Finance-Advanced Methods in Option Pricing
3 个回复 - 1595 次查看 Analysis, Geometry, and Modeling in Finance Advanced Methods in Option Pricing By Pierre Henry-Labordere Chapman and Hall/CRC Published September 22, 2008 Reference - 391 Pages - 30 B/W Illustra ...2019-4-1 19:31 - Algebro - 经济金融数学专区
3 个回复 - 1595 次查看 Analysis, Geometry, and Modeling in Finance Advanced Methods in Option Pricing By Pierre Henry-Labordere Chapman and Hall/CRC Published September 22, 2008 Reference - 391 Pages - 30 B/W Illustra ...2019-4-1 19:31 - Algebro - 经济金融数学专区
【经典教材系列】A Time Series Approach to Option Pricing
148 个回复 - 18698 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：三步走把千本好书“一网打尽”！。 [相关阅读] 【经典教材系列】（资料汇总帖，附链接，持续添 ...2015-2-21 21:26 - wwqqer - 量化投资
148 个回复 - 18698 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：三步走把千本好书“一网打尽”！。 [相关阅读] 【经典教材系列】（资料汇总帖，附链接，持续添 ...2015-2-21 21:26 - wwqqer - 量化投资
2018_General_Equilibrium_Option_Pricing_Method_Theoretical_and_Empirical_Study
4 个回复 - 761 次查看 Part I Introduction and Model 1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 1.1 Motivation for the Book . . . . . . . . . . . . . . . . . . ...2018-6-7 18:35 - xdfhz - 经管书评
4 个回复 - 761 次查看 Part I Introduction and Model 1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 1.1 Motivation for the Book . . . . . . . . . . . . . . . . . . ...2018-6-7 18:35 - xdfhz - 经管书评
Introduction to the Mathematics of Finance - Arbitrage and Option Pricing
15 个回复 - 3982 次查看 Introduction to the Mathematics of Finance: Arbitrage and Option Pricing (Undergraduate Texts in Mathematics)Steven Roman (Author) Editorial ReviewsFrom the Back CoverThe Mathematics of ...2012-8-27 01:23 - martinnyj - 金融学（理论版）
15 个回复 - 3982 次查看 Introduction to the Mathematics of Finance: Arbitrage and Option Pricing (Undergraduate Texts in Mathematics)Steven Roman (Author) Editorial ReviewsFrom the Back CoverThe Mathematics of ...2012-8-27 01:23 - martinnyj - 金融学（理论版）
Option Pricing Portfolio Optimization Modern Methods of Financial Mathematics
1 个回复 - 923 次查看 Contents Preface ix Frequently Used Notation xiii Chapter 1. The Mean-Variance Approach in a One-Period Model 1 Chapter 2. The Continuous-Time Market Model 11 §2.1. Modeling the Security Pr ...2017-5-5 11:05 - liucg9999 - 数据挖掘与商业智能上传下载区
1 个回复 - 923 次查看 Contents Preface ix Frequently Used Notation xiii Chapter 1. The Mean-Variance Approach in a One-Period Model 1 Chapter 2. The Continuous-Time Market Model 11 §2.1. Modeling the Security Pr ...2017-5-5 11:05 - liucg9999 - 数据挖掘与商业智能上传下载区
Double touch option pricing
3 个回复 - 937 次查看 公式定价，内部资料，且看且珍惜2022-5-16 11:37 - biancongfeng7 - 金融工程（数量金融）与金融衍生品
3 个回复 - 937 次查看 公式定价，内部资料，且看且珍惜2022-5-16 11:37 - biancongfeng7 - 金融工程（数量金融）与金融衍生品
【课件】Mathematical Foundations of Option Pricing
15 个回复 - 5147 次查看 【课件】Mathematical Foundations of Option Pricing2011-1-7 12:35 - shihuan - 金融工程（数量金融）与金融衍生品
15 个回复 - 5147 次查看 【课件】Mathematical Foundations of Option Pricing2011-1-7 12:35 - shihuan - 金融工程（数量金融）与金融衍生品
Exotic Option Pricing and Advanced Levy Models
6 个回复 - 4706 次查看 Exotic Option Pricing and Advanced Levy Models (Wilmott Collection) (Hardcover) by Wim Schoutens (Author), Andreas Kyprianou (Author), Paul Wilmott (Author) Hardcover: 344 pages Publisher: John ...2010-8-4 11:16 - shiningwang1980 - 金融学（理论版）
6 个回复 - 4706 次查看 Exotic Option Pricing and Advanced Levy Models (Wilmott Collection) (Hardcover) by Wim Schoutens (Author), Andreas Kyprianou (Author), Paul Wilmott (Author) Hardcover: 344 pages Publisher: John ...2010-8-4 11:16 - shiningwang1980 - 金融学（理论版）
Option Pricing in Stochastic Volatility Models of the Ornstein-Uhlenbeck type
2 个回复 - 933 次查看 【作者(必填)】Nicolato, E. and E. Venardos 【文题(必填)】Option Pricing in Stochastic Volatility Models of the Ornstein-Uhlenbeck type 【年份(必填)】2003 Mathematical Finance, 13:445-466. ...2015-5-27 21:38 - Bumboo - 求助成功区
2 个回复 - 933 次查看 【作者(必填)】Nicolato, E. and E. Venardos 【文题(必填)】Option Pricing in Stochastic Volatility Models of the Ornstein-Uhlenbeck type 【年份(必填)】2003 Mathematical Finance, 13:445-466. ...2015-5-27 21:38 - Bumboo - 求助成功区
American Option Pricing and Filtering
0 个回复 - 1290 次查看 【作者(必填)】 Tak Kuen Siu and Robert J. Elliott 【文题(必填)】 American Option Pricing and Filtering with a Hidden Regime-Switching Jump Diffusion 【年份(必填)】 2022 【全文链接或数据库名称(选 ...2022-4-22 22:14 - waterup - 文献求助专区
0 个回复 - 1290 次查看 【作者(必填)】 Tak Kuen Siu and Robert J. Elliott 【文题(必填)】 American Option Pricing and Filtering with a Hidden Regime-Switching Jump Diffusion 【年份(必填)】 2022 【全文链接或数据库名称(选 ...2022-4-22 22:14 - waterup - 文献求助专区
A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expan
1 个回复 - 833 次查看 【作者(必填)】F.Fang, and C.W.Oosterlee 【文题(必填)】A novel pricing method for European options based on Fourier-cosine series expansions 【年份(必填)】2008 【全文链接或数据库名称(选填)】[/ ...2017-6-17 18:25 - Bumboo - 求助成功区
1 个回复 - 833 次查看 【作者(必填)】F.Fang, and C.W.Oosterlee 【文题(必填)】A novel pricing method for European options based on Fourier-cosine series expansions 【年份(必填)】2008 【全文链接或数据库名称(选填)】[/ ...2017-6-17 18:25 - Bumboo - 求助成功区
免費 Partial Differential Equations for Option Pricing
7 个回复 - 2991 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）
7 个回复 - 2991 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）
PDE and Martingale Methods in Option Pricing
12 个回复 - 5775 次查看 如题，发新书。非扫描清晰版。此书会成为新的经典。免费！请管理员把原来的帖子删掉。2011-5-5 11:41 - magicjunwu - 经济金融数学专区
12 个回复 - 5775 次查看 如题，发新书。非扫描清晰版。此书会成为新的经典。免费！请管理员把原来的帖子删掉。2011-5-5 11:41 - magicjunwu - 经济金融数学专区
Good Volatility, Bad Volatility, and Option Pricing
1 个回复 - 579 次查看 【作者(必填)】Bruno Feunou and Cédric Okou 【文题(必填)】Good Volatility, Bad Volatility, and Option Pricing 【年份(必填)】2018 【全文链接或数据库名称(选填)】https://www.cambridge.org/core ...2022-3-14 12:22 - hnhs100 - 求助成功区
1 个回复 - 579 次查看 【作者(必填)】Bruno Feunou and Cédric Okou 【文题(必填)】Good Volatility, Bad Volatility, and Option Pricing 【年份(必填)】2018 【全文链接或数据库名称(选填)】https://www.cambridge.org/core ...2022-3-14 12:22 - hnhs100 - 求助成功区
免費 Option Pricing - Mathematical Models and Computation
13 个回复 - 3567 次查看 Option Pricing: Mathematical Models and Computation by Paul Wilmott[/url](Author) , etc. (Author) , Jeff Dewynne (Author) This book is excelent. Style is very practical, very readable. Not o ...2013-10-13 23:31 - martinnyj - 金融学（理论版）
13 个回复 - 3567 次查看 Option Pricing: Mathematical Models and Computation by Paul Wilmott[/url](Author) , etc. (Author) , Jeff Dewynne (Author) This book is excelent. Style is very practical, very readable. Not o ...2013-10-13 23:31 - martinnyj - 金融学（理论版）
DataSet for theoretical quality option pricing
3 个回复 - 963 次查看 DataSet for theoretical quality option pricing2021-11-24 16:03 - gatty - 数据分析与数据挖掘
3 个回复 - 963 次查看 DataSet for theoretical quality option pricing2021-11-24 16:03 - gatty - 数据分析与数据挖掘
[PDF版本]Option Volatility & Pricing
21 个回复 - 10786 次查看 这是一本极好的将option volatility 的书，在美国的option trader都看。 我看到论坛上只有没有pdf版本，所以穿了手中的pdf版本供大家参考。 关于书本的评论： I have been a professional options trader for o ...2014-10-9 10:53 - fy_bill2014 - 金融工程（数量金融）与金融衍生品
21 个回复 - 10786 次查看 这是一本极好的将option volatility 的书，在美国的option trader都看。 我看到论坛上只有没有pdf版本，所以穿了手中的pdf版本供大家参考。 关于书本的评论： I have been a professional options trader for o ...2014-10-9 10:53 - fy_bill2014 - 金融工程（数量金融）与金融衍生品
A Note on the Models of Hull and White for Pricing Options on the Term Structure
2 个回复 - 640 次查看 [*]A Note on the Models of Hull and White for Pricing Options on the Term Structure: Responsewith John HullJournal of Fixed IncomeIssue:Vol.51995Pages: pp. 97-102 [*]https://jfi.pm-research.com/con ...2021-5-8 13:45 - yonggaojing9 - 求助成功区
2 个回复 - 640 次查看 [*]A Note on the Models of Hull and White for Pricing Options on the Term Structure: Responsewith John HullJournal of Fixed IncomeIssue:Vol.51995Pages: pp. 97-102 [*]https://jfi.pm-research.com/con ...2021-5-8 13:45 - yonggaojing9 - 求助成功区
The Pricing of Options on Interest-Rate Caps and Floors Using the Hull-White Mod
0 个回复 - 507 次查看 Hull, J., White, A. (1993c) The Pricing of Options on Interest-Rate Caps and Floors Using the Hull-White Model. The Journal of Financial Engineering 2, 287-296.2021-5-26 17:15 - yonggaojing9 - 文献求助专区
0 个回复 - 507 次查看 Hull, J., White, A. (1993c) The Pricing of Options on Interest-Rate Caps and Floors Using the Hull-White Model. The Journal of Financial Engineering 2, 287-296.2021-5-26 17:15 - yonggaojing9 - 文献求助专区
Bond Option Pricing Based on a Model for the Evolution of Bond Prices
0 个回复 - 637 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 - 637 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
求researchgate文章The Pricing of Asian Options on Average Spot with Average Stri
1 个回复 - 456 次查看 【作者(必填)】Martin Krekel 【文题(必填)】The Pricing of Asian Options on Average Spot with Average Strike 【年份(必填)】October 2003SSRN Electronic JournalDOI:10.2139/ssrn.944329 【全文链接或数 ...2021-4-22 09:59 - sunny1006 - 文献求助专区
1 个回复 - 456 次查看 【作者(必填)】Martin Krekel 【文题(必填)】The Pricing of Asian Options on Average Spot with Average Strike 【年份(必填)】October 2003SSRN Electronic JournalDOI:10.2139/ssrn.944329 【全文链接或数 ...2021-4-22 09:59 - sunny1006 - 文献求助专区
Pricing European options and risk measurement
1 个回复 - 536 次查看 【作者(必填)】Khaled Salhi 【文题(必填)】Pricing European options and risk measurement under exponential Lévy models — a practical guide 【年份(必填)】2017 ---International Journal of Financia ...2021-1-21 16:54 - phdcs_2008 - 求助成功区
1 个回复 - 536 次查看 【作者(必填)】Khaled Salhi 【文题(必填)】Pricing European options and risk measurement under exponential Lévy models — a practical guide 【年份(必填)】2017 ---International Journal of Financia ...2021-1-21 16:54 - phdcs_2008 - 求助成功区
全源代码，excel期权编程圣经Option Pricing Models and Volatility Using Excel VBA
22 个回复 - 7656 次查看 全源代码，excel期权编程圣经Option Pricing Models and Volatility Using Excel VBA2014-3-7 13:09 - giftedlike - 量化投资
22 个回复 - 7656 次查看 全源代码，excel期权编程圣经Option Pricing Models and Volatility Using Excel VBA2014-3-7 13:09 - giftedlike - 量化投资
Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Pr
0 个回复 - 562 次查看 A top options trader details a practical approach for pricing and trading options in any market conditionThe options market is always changing, and in order to keep up with it you need the greeks―del ...2020-10-16 14:29 - likehere - 金融学（理论版）
0 个回复 - 562 次查看 A top options trader details a practical approach for pricing and trading options in any market conditionThe options market is always changing, and in order to keep up with it you need the greeks―del ...2020-10-16 14:29 - likehere - 金融学（理论版）
Determining adoption pattern with pricing using two-dimensional innovation
2 个回复 - 375 次查看 【作者(必填)】P.K. Kapur 【文题(必填)】Determining adoption pattern with pricing using two-dimensional innovation diffusion model 【年份(必填)】2010 【全文链接或数据库名称(选填)】2020-9-16 21:12 - sailing3200 - 求助成功区
2 个回复 - 375 次查看 【作者(必填)】P.K. Kapur 【文题(必填)】Determining adoption pattern with pricing using two-dimensional innovation diffusion model 【年份(必填)】2010 【全文链接或数据库名称(选填)】2020-9-16 21:12 - sailing3200 - 求助成功区
Measuring banks’ liquidity risk: An option-pricing approach
2 个回复 - 671 次查看 【作者(必填)】 23 【文题(必填)】 Measuring banks’ liquidity risk: An option-pricing approach【年份(必填)】 232 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/pii/S03 ...2019-12-7 15:14 - internet.hzx - 求助成功区
2 个回复 - 671 次查看 【作者(必填)】 23 【文题(必填)】 Measuring banks’ liquidity risk: An option-pricing approach【年份(必填)】 232 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/pii/S03 ...2019-12-7 15:14 - internet.hzx - 求助成功区
Bond and option pricing for interest rate model with clustering effects
2 个回复 - 616 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
2 个回复 - 616 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
【期权定价模型，原版 PDF】 Advanced Option Pricing Models by Katz, McCormick
49 个回复 - 5540 次查看 Advanced Option Pricing Models by Jeffrey Katz (Author), Donna McCormick (Author) Advanced Option Pricing Models details specific conditions under which current option pricing models fail to ...2017-1-9 21:56 - cmwei333 - 金融学（理论版）
49 个回复 - 5540 次查看 Advanced Option Pricing Models by Jeffrey Katz (Author), Donna McCormick (Author) Advanced Option Pricing Models details specific conditions under which current option pricing models fail to ...2017-1-9 21:56 - cmwei333 - 金融学（理论版）
PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS Read More: ht
3 个回复 - 938 次查看 【作者(必填)】 【文题(必填)】PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS[/backcolor] [/backcolor] 【年份(必填)】CéLINE LABART and JéRÔME LELONG, Int. J. Theor. App ...2015-2-9 08:07 - ssylzz - 求助成功区
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Pricing double barrier options using Laplace transforms
2 个回复 - 790 次查看 【作者(必填)】 [*]Antoon Pelsser 【文题(必填)】Pricing double barrier options using Laplace transforms 【年份(必填)】Finance and Stochastics January 2000, Volume 4, Issue 1, pp 95-104 【 ...2013-9-10 12:25 - ssylzz - 求助成功区
2 个回复 - 790 次查看 【作者(必填)】 [*]Antoon Pelsser 【文题(必填)】Pricing double barrier options using Laplace transforms 【年份(必填)】Finance and Stochastics January 2000, Volume 4, Issue 1, pp 95-104 【 ...2013-9-10 12:25 - ssylzz - 求助成功区
求“Pricing double barrier options using Laplace transforms”
2 个回复 - 684 次查看 【作者(必填)】 Antoon Pelsser 【文题(必填)】 Pricing double barrier options using Laplace transforms 【年份(必填)】 2000 【全文链接或数据库名称(选填)】 http://link.springer.com/article/10.100 ...2015-10-25 12:38 - yjhanywhere - 求助成功区
2 个回复 - 684 次查看 【作者(必填)】 Antoon Pelsser 【文题(必填)】 Pricing double barrier options using Laplace transforms 【年份(必填)】 2000 【全文链接或数据库名称(选填)】 http://link.springer.com/article/10.100 ...2015-10-25 12:38 - yjhanywhere - 求助成功区
The Pricing of Options and Corporate Liabilities
2 个回复 - 2766 次查看 原版的论文，因为需要些论坛币，可能以前有人发过，但希望还是有人收藏。期权定价的经典。2009-9-1 02:59 - allenmagic - 金融学（理论版）
2 个回复 - 2766 次查看 原版的论文，因为需要些论坛币，可能以前有人发过，但希望还是有人收藏。期权定价的经典。2009-9-1 02:59 - allenmagic - 金融学（理论版）
期權定價模型Black-Scholes Option Pricing Model_公式演算
7 个回复 - 2121 次查看 期權定價模型Black-Scholes Option Pricing Model_公式演算2018-11-3 11:34 - liqihualiu - 新手入门区
7 个回复 - 2121 次查看 期權定價模型Black-Scholes Option Pricing Model_公式演算2018-11-3 11:34 - liqihualiu - 新手入门区
Pricing and Return Strategy: Whether to Adopt a Cross-Channel Return Option?
1 个回复 - 532 次查看 【作者(必填)】 Shuai Yan ; Xiaoyan Xu ; Yiwen Bian 【文题(必填)】 Pricing and Return Strategy: Whether to Adopt a Cross-Channel Return Option? 【年份(必填)】 2020 【全文链接或数据库名称(选填)】h ...2020-2-20 19:01 - timesever - 求助成功区
1 个回复 - 532 次查看 【作者(必填)】 Shuai Yan ; Xiaoyan Xu ; Yiwen Bian 【文题(必填)】 Pricing and Return Strategy: Whether to Adopt a Cross-Channel Return Option? 【年份(必填)】 2020 【全文链接或数据库名称(选填)】h ...2020-2-20 19:01 - timesever - 求助成功区
Option Pricing via QUAD: From Plain Vanilla to Heston with Jumps
1 个回复 - 760 次查看 【作者(必填)】Su, H., Chen, D. and Newton, D. P. 【文题(必填)】 Option Pricing via QUAD: From Plain Vanilla to Heston with Jumps 【年份(必填)】(2017) 【全文链接或数据库名称(选填)】 Su, H., C ...2020-1-13 10:08 - solow1 - 文献求助专区
1 个回复 - 760 次查看 【作者(必填)】Su, H., Chen, D. and Newton, D. P. 【文题(必填)】 Option Pricing via QUAD: From Plain Vanilla to Heston with Jumps 【年份(必填)】(2017) 【全文链接或数据库名称(选填)】 Su, H., C ...2020-1-13 10:08 - solow1 - 文献求助专区
Option Pricing of Earnings Announcement Risks
1 个回复 - 394 次查看 【作者(必填)】Andrew Dubinsky, Michael Johannes, Andreas Kaeck, Norman J Seeger 【文题(必填)】Option Pricing of Earnings Announcement Risks 【年份(必填)】2019 【全文链接或数据库名称(选填)】http ...2020-1-10 22:07 - hnhs100 - 求助成功区
1 个回复 - 394 次查看 【作者(必填)】Andrew Dubinsky, Michael Johannes, Andreas Kaeck, Norman J Seeger 【文题(必填)】Option Pricing of Earnings Announcement Risks 【年份(必填)】2019 【全文链接或数据库名称(选填)】http ...2020-1-10 22:07 - hnhs100 - 求助成功区
求助Option Pricing as a Proxy for Discount for Lack of Marketability
0 个回复 - 359 次查看 【作者(必填)】DavidB. Chaffe 【文题(必填)】Option Pricing as a Proxy for Discount for Lackof Marketability in Private Company Valuations 【年份(必填)】December 1993 【全文链接或数据库名称(选填 ...2020-1-8 15:53 - 暮盐 - 文献求助专区
0 个回复 - 359 次查看 【作者(必填)】DavidB. Chaffe 【文题(必填)】Option Pricing as a Proxy for Discount for Lackof Marketability in Private Company Valuations 【年份(必填)】December 1993 【全文链接或数据库名称(选填 ...2020-1-8 15:53 - 暮盐 - 文献求助专区
Pricing discrete double barrier options with a numerical method
2 个回复 - 477 次查看 【作者(必填)】Pierre Rostan,Alexandra Rostan,François-éric Racicot 【文题(必填)】Pricing discrete double barrier options with a numerical method 【年份(必填)】Journal of Asset Management, ...2019-12-22 13:59 - phdcs_2008 - 求助成功区
2 个回复 - 477 次查看 【作者(必填)】Pierre Rostan,Alexandra Rostan,François-éric Racicot 【文题(必填)】Pricing discrete double barrier options with a numerical method 【年份(必填)】Journal of Asset Management, ...2019-12-22 13:59 - phdcs_2008 - 求助成功区
【学习笔记】求助：
Exotic Option Pricing and Advanced Levy Models (Wilmo ...
0 个回复 - 574 次查看 求助： Exotic Option Pricing and Advanced Levy Models (Wilmott Collection) Pricing and managing exotic and hybrid options 十分感谢！2019-10-28 15:55 - 3221_1568603316 - Forum
0 个回复 - 574 次查看 求助： Exotic Option Pricing and Advanced Levy Models (Wilmott Collection) Pricing and managing exotic and hybrid options 十分感谢！2019-10-28 15:55 - 3221_1568603316 - Forum
【学习笔记】Option pricing and valuation- CFA level 1
1 个回复 - 381 次查看 Option pricing and valuation- CFA level 12019-10-10 16:02 - 贝壳里的心事 - Forum
1 个回复 - 381 次查看 Option pricing and valuation- CFA level 12019-10-10 16:02 - 贝壳里的心事 - Forum
Asian Option Pricing With R, Indian Financial Market Data for R
2 个回复 - 1072 次查看 分享一些R语言资料给大家。2019-8-1 16:50 - konkuk2010 - 灌水吧
2 个回复 - 1072 次查看 分享一些R语言资料给大家。2019-8-1 16:50 - konkuk2010 - 灌水吧
谁有An Introduction to Exotic Option Pricing
2 个回复 - 1540 次查看 谁有An Introduction to Exotic Option Pricing ？2017-12-25 05:46 - martingale08 - 金融工程（数量金融）与金融衍生品
2 个回复 - 1540 次查看 谁有An Introduction to Exotic Option Pricing ？2017-12-25 05:46 - martingale08 - 金融工程（数量金融）与金融衍生品
The constant elasticity of variance option pricing model
2 个回复 - 935 次查看 【作者(必填)】John C. Cox 【文题(必填)】The constant elasticity of variance option pricing model 【年份(必填)】The Journal of Portfolio Management Special Issue 1996, Vol. 23, No. 5: pp. 15-17 ...2016-5-31 11:52 - ssylzz - 求助成功区
2 个回复 - 935 次查看 【作者(必填)】John C. Cox 【文题(必填)】The constant elasticity of variance option pricing model 【年份(必填)】The Journal of Portfolio Management Special Issue 1996, Vol. 23, No. 5: pp. 15-17 ...2016-5-31 11:52 - ssylzz - 求助成功区
A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing
2 个回复 - 691 次查看 【作者(必填)】Dario Alitab Giacomo Bormetti Fulvio Corsi Adam A Majewski 【文题(必填)】A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing 【年份(必填)】2019 【全文链接或数据 ...2019-5-19 20:23 - hnhs100 - 求助成功区
2 个回复 - 691 次查看 【作者(必填)】Dario Alitab Giacomo Bormetti Fulvio Corsi Adam A Majewski 【文题(必填)】A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing 【年份(必填)】2019 【全文链接或数据 ...2019-5-19 20:23 - hnhs100 - 求助成功区
求助Pricing Eurodollar Futures Options with the Heath—Jarrow—Morton Model
1 个回复 - 388 次查看 【作者(必填)】Nusret Cakici[/backcolor] Jintao Zhu[/backcolor] 【文题(必填)】Pricing Eurodollar Futures Options with the Heath—Jarrow—Morton Model 【年份(必填)】2001 【全文链接或数据库 ...2019-5-15 13:54 - cooper56 - 求助成功区
1 个回复 - 388 次查看 【作者(必填)】Nusret Cakici[/backcolor] Jintao Zhu[/backcolor] 【文题(必填)】Pricing Eurodollar Futures Options with the Heath—Jarrow—Morton Model 【年份(必填)】2001 【全文链接或数据库 ...2019-5-15 13:54 - cooper56 - 求助成功区
Stochastic Dominance Option Pricing
2 个回复 - 1238 次查看 书名: Stochastic Dominance Option Pricing 作者: Stylianos Perrakis 出版商: Springer International Publishing 书号: 9783030115906 页数: 277 语言: 英语 This book illustrates the applicatio ...2019-5-4 05:56 - zhangke0987 - 投资人（实务版）
2 个回复 - 1238 次查看 书名: Stochastic Dominance Option Pricing 作者: Stylianos Perrakis 出版商: Springer International Publishing 书号: 9783030115906 页数: 277 语言: 英语 This book illustrates the applicatio ...2019-5-4 05:56 - zhangke0987 - 投资人（实务版）
Option pricing and hedging in different cyclical structures: a two-dimensional M
1 个回复 - 470 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
1 个回复 - 470 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
Option Pricing Under Skewness and Kurtosis Using a Cornish–Fisher Expansion
1 个回复 - 638 次查看 【作者(必填)】Sofiane Aboura[/backcolor] Didier Maillard[/backcolor] 【文题(必填)】Option Pricing Under Skewness and Kurtosis Using a Cornish–Fisher Expansion 【年份(必填)】2016 【全文链接 ...2019-4-12 22:33 - hnhs100 - 求助成功区
1 个回复 - 638 次查看 【作者(必填)】Sofiane Aboura[/backcolor] Didier Maillard[/backcolor] 【文题(必填)】Option Pricing Under Skewness and Kurtosis Using a Cornish–Fisher Expansion 【年份(必填)】2016 【全文链接 ...2019-4-12 22:33 - hnhs100 - 求助成功区
