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数理金融教学讲义Mathematical Finance. Theory Review and Exercises,2nd
2 个回复 - 271 次查看数理金融教学讲义Mathematical Finance. Theory Review and Exercises,2nd = Emanuela Rosazza Gianin, Carlo Sgarra - Mathematical Finance. Theory Review and Exercises=Emanuela Rosazza Gianin • Carl ...2023-6-25 17:05 - Kathy-202109 - 现金交易版

Options — 45 Years since the Publication of the Black–Scholes–Merton Model
1 个回复 - 419 次查看 Options — 45 Years since the Publication of the Black–Scholes–Merton Model English | 2023 | ISBN: ‎ 9811255865 | 554 pages | True PDF[/backcolor] [/backcolor] [/backcolor]2023-2-5 09:24 - zhangke0987 - 经管书评

【独家发布】The Black-Scholes-Merton Model as an Idealization of Discrete-Time Economi
3 个回复 - 1086 次查看 The Black-Scholes-Merton Model as an Idealization of Discrete-Time Economies Author(s): David M. Kreps Series: Econometric Society Monograph Publisher: Cambridge University Press, Year: 2019 ISBN: ...2019-12-15 19:04 - hhasoka - Forum

期權定價模型Black-Scholes Option Pricing Model_公式演算
7 个回复 - 2148 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

An extension of the Black-Scholes model of security valuation
2 个回复 - 495 次查看【作者(必填)】DarrellDuffie[/backcolor] 【文题(必填)】An extension of the Black-Scholes model of security valuation 【年份(必填)】1988 【全文链接或数据库名称(选填)】https://www.sciencedirect.co ...2018-10-22 21:53 - blueskyy - 求助成功区

black_scholes models using sympy
3 个回复 - 983 次查看用python sympy写的基础版本black-scholes期权公式以及相关希腊字母的程序,可用于求具体的期权价值和希腊字母值2020-3-8 17:00 - hexixing - python论坛

[MAREK CAPINSKI & EKKEHARD KOPP]The Black–Scholes Model
0 个回复 - 815 次查看 Mastering Mathematical Finance is a series of short books that cover all core topics and the most common electives offered in Master’s programmes in mathematical or quantitative finance. The books ar ...2019-1-7 22:28 - againstlaw - 金融工程（数量金融）与金融衍生品

求Arbitrage in fractal modulated Black–Scholes models when the volatility is st
2 个回复 - 724 次查看【作者(必填)】Bayraktar, Erhan, and H. Vincent Poor 【文题(必填)】Arbitrage in fractal modulated Black–Scholes models when the volatility is stochastic 【年份(必填)】2005 【全文链接或数据库名 ...2017-1-5 21:17 - weilinhy - 求助成功区

Option Pricing: The Black–Scholes Model
2 个回复 - 1235 次查看【作者(必填)】Michael Dempsey 【文题(必填)】Option Pricing: The Black–Scholes Model 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://www.worldscientific.com/doi/abs/10.1142/97817832 ...2016-4-23 10:42 - lipj - 求助成功区

The Black-Scholes Model (Mastering Mathematical Finance)
3 个回复 - 2069 次查看 The Black-Scholes Model (Mastering Mathematical Finance) by Marek Capiński, Ekkehard Kopp The Black-Scholes option pricing model is the first and by far the best-known continuous-time mathemati ...2015-1-17 23:28 - zmz001 - 金融学（理论版）

求书Black-Scholes and beyond: option pricing models
9 个回复 - 3617 次查看求此书：Black-Scholes and beyond: option pricing models Author： Neil A. Chriss and Ira Kawaller 只要第九第十章也行： Chapter 9 Implied Volatility Trees Chapter 10 Implied Binomial Trees2011-9-3 04:53 - 天上白玉京 - 金融学（理论版）

【学习笔记】Derivation of Black-Scholes Model（BSM模型推导）
3 个回复 - 2745 次查看 Derivation of Black-Scholes Model（BSM模型推导）2019-8-10 01:18 - jessie68us - Forum

Black-Scholes Option Pricing Model Using VBA
2 个回复 - 3165 次查看 ****************************************************************************'* Cumulative Standard Normal Distrib ...2008-6-7 22:17 - valvet - Forum

想请教Matlab大神两道Black-Scholes model的问题
1 个回复 - 1006 次查看有没有大神可以教教我如何写这两道题的script，没有学过这个model尝试了好久都不会做。。。泪流满面。跪求大神带我飞拜谢（下面那个图片传错了删不掉，sorry）2016-9-18 17:56 - yakimo - MATLAB等数学软件专版

求文献ARBITRAGE IN FRACTAL MODULATED BLACK–SCHOLES MODELS WHEN THE VOLATILITY
1 个回复 - 625 次查看【作者(必填)】ERHAN BAYRAKTAR and H. VINCENT POOR, 【文题(必填)】ARBITRAGE IN FRACTAL MODULATED BLACK–SCHOLES MODELS WHEN THE VOLATILITY IS STOCHASTIC[/backcolor] 【年份(必填)】2005 【全文链 ...2015-8-22 16:41 - 地下爆菊 - 求助成功区

Black-Scholes Model 和 regime switching model
1 个回复 - 1382 次查看刚接触这一块，想问一个就是 Black-Scholes Model 和 regime switching model 是什么关系？是完全平行的两个模型么？还有一个基本概念不是很清楚就是用excel去做 BS model的simulation和calibration，这个calibratio ...2014-3-4 05:56 - 菜地守望者 - 金融学（理论版）

2002_Black-Scholes Option Pricing Model
4 个回复 - 1659 次查看介绍金融衍生品期权定价Black-Scholes Option Pricing Model并推导欧洲看涨期权价格的一篇文章。2012-9-21 10:00 - zhaoni2012 - 金融工程（数量金融）与金融衍生品

分享一个Black-Scholes Model的Excel
1 个回复 - 2583 次查看直接输入股价，执行价，T, 波动率，无风险利率和股息就可以算出来了2012-9-25 13:47 - 劫匪猫 - 投资人（实务版）

求Black-Scholes and Beyond: Option Pricing Models
5 个回复 - 4209 次查看邮箱：谢谢2010-2-28 21:29 - ltx5151 - 金融工程（数量金融）与金融衍生品

Risk Premium Impact in the Perturbative Black Scholes Model
0 个回复 - 1538 次查看 Risk Premium Impact in the Perturbative Black Scholes Model2010-1-7 23:57 - zengyan1984 - 论文版

请教Black-Scholes Model的一个问题
8 个回复 - 1865 次查看请教高手一个问题：在学习FRM的Handbook时，关于Black-Scholes Model，书上写道：Black-Scholes Model是以几何布朗运动为基础，并且给出了这个几何布朗运动的公式dS/S = μdt + σdz，其中μdt代表drift compone ...2009-6-17 10:09 - swok20012001 - CFA、CVA、FRM等金融考证论坛

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