结果:找到“exotic”相关内容77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 - 2083 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
Exotic Option Pricing and Advanced Levy Models
14 个回复 - 7456 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
Exotic Options and Hybrids
0 个回复 - 429 次查看
Exotic Options and Hybrids: A Guide to Structuring, Pricing and Trading
English | 2010 | ISBN: 0470688033 | 392 pages | EPUB[/backcolor]
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2021-9-28 18:36 - zhangke0987 - 投资人(实务版)
Pricing exotic power options
3 个回复 - 1025 次查看
Pricing Exotic Power Options
Peder Hansen
Jun 2014
Abstract
A two folded thesis concerning the pricing of an
exotic option with Nord Pool spot price as underlying, namely an Asian opti ...
2017-8-21 13:47 - martinnyj - 金融学(理论版)
Options, Futures and Exotic Derivatives
6 个回复 - 4144 次查看
Options, Futures and Exotic Derivatives (Frontiers in Finance Series) (Paperback)~ Eric Briys (Author), Huu Minh Mai (Author), Mondher Bellalah (Author), Fran?ois de Varenne (Author)
要下載2個文 ...
2010-3-13 23:50 - martinnyj - 金融学(理论版)
Exotic FX Derivatives Pricing
2 个回复 - 1391 次查看
【作者(必填)】Giles Peter Jewitt
【文题(必填)】Exotic FX Derivatives Pricing
【年份(必填)】2015
【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10.1002/9781118967553.ch18/sum ...
2015-11-20 22:30 - Bumboo - 求助成功区
Questions on exotic options
0 个回复 - 1074 次查看
Found three challenging questions on
exotic options (which I'm not sure of my answers):
Question 1: Calculate the price of a European-style
exotic option with terminal payoff min(max(S2-20,0),30) u ...
2012-12-18 13:00 - Crsky7 - 爱问频道
论文求助valuation of exotic option
12 个回复 - 3223 次查看
毕业论文 方向是 valuation of
exotic options 打算模拟 underlying assets of
exotic options 的走势,然后得到options价值的分布以及风险的情况underlying选股票和股指,关键在于建立模拟underlying的模型打 ...
2007-11-29 22:57 - wissen - 论文版