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 - 2058 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
金融投行财务建模-定价指南:Option Pricing Formulas in Excel
2 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
免費 Exotic Options and Hybrids - A Guide to Structuring, Pricing and Trading
23 个回复 - 11723 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)
exotic options trading
12 个回复 - 4249 次查看 2015-12-9 11:19 - snow_boy - 金融工程(数量金融)与金融衍生品
免費 Exotic Option Pricing and Advanced Lévy Models
6 个回复 - 2929 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)
Exotic Option Pricing and Advanced Levy Models
14 个回复 - 7366 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
动态保值 Dynamic Hedging: Managing Vanilla and Exotic Options
30 个回复 - 9325 次查看 动态保值:管理普通期权和奇异期权 by Nassim Nicholas Taleb Publisher: Wiley | ISBN: 0471152803 | edition 1997 | PDF | 515 pages | 21.16 mb Nassim Nicholas Taleb is the founder of Empirica Capi ...2009-7-8 19:20 - zhaohailei - 金融学(理论版)
张光平《奇异期权(Exotic Options)》【中文版】【第二版】
20 个回复 - 13833 次查看 奇异期权 中文原书第2版 高清pdf [(美)张光平(PeterG·Zhang)] [454页]简体中文 本人最近钻研期权交易,发现在论坛上关于奇异期权的教材并不多。 我认为,学习奇异期权定价 ...2017-3-15 19:13 - 不夜天的旅行 - 金融学(理论版)
Exotic Option Pricing and Advanced Levy Models
6 个回复 - 4708 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)
share: RiskandCVAExoticDerivatives
2 个回复 - 881 次查看 2016-4-6 01:59 - mathsrule - 计量经济学与统计软件
Exotic Options and Hybrids
0 个回复 - 405 次查看 Exotic Options and Hybrids: A Guide to Structuring, Pricing and Trading English | 2010 | ISBN: 0470688033 | 392 pages | EPUB[/backcolor] [/backcolor] [/backcolor]2021-9-28 18:36 - zhangke0987 - 投资人(实务版)
独家首发 + Dynamic Hedging: Managing Vanilla and Exotic Options + epub
11 个回复 - 3478 次查看 独家首发 + Dynamic Hedging: Managing Vanilla and Exotic Options + epub [hr] Dynamic Hedging: Managing Vanilla and Exotic Options Nassim Nicholas Taleb Hardcover: 528 pages Publisher: ...2018-10-28 08:20 - GKINGLIU - 金融学(理论版)
奇异期权-Exotic Options-Peter Zhang
11 个回复 - 4178 次查看 奇异期权EXOTIC OPTIONS-AGuide to Second Generation Options By Peter Zhang 资料更新见第二页回复2019-4-4 14:40 - Algebro - 版权审核区(不对外开放)
Dynamic Hedging: Managing Vanilla and Exotic Options
19 个回复 - 14082 次查看 一个大牛写的关于hedge的经典书, 做trader必看. 看看他的介绍: As a trader, Taleb has said he took a skeptical and anti-mathematical approach to risk and uncertainty and had a severe distrust of models ...2010-1-23 23:10 - pazixu - 金融学(理论版)
Double barrier hitting time distributions with applications to exotic options
2 个回复 - 1074 次查看 【作者(必填)】 [*]X. Sheldon Lin 【文题(必填)】Double barrier hitting time distributions with applications to exotic options 【年份(必填)】Volume 23, Issue 1, 31 October 1998, Pages 45–58 【全 ...2015-2-9 08:13 - ssylzz - 求助成功区
【学习笔记】求exotic options and hybrids电子版
0 个回复 - 341 次查看exotic options and hybrids电子版2020-2-21 17:52 - 天罡北辰 - Forum
【学习笔记】求助: Exotic Option Pricing and Advanced Levy Models (Wilmo ...
0 个回复 - 575 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
Emerging Financial Derivatives: Understanding exotic options and structured prod
122 个回复 - 12803 次查看 Exotic options and structured products are two of the most popular financial products over the past ten years and will soon become very important to the emerging markets, especially China. This book f ...2015-11-19 05:22 - 大家开心 - 投资人(实务版)
谁有An Introduction to Exotic Option Pricing
2 个回复 - 1546 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
求正式版A numerical method to price exotic path-dependent options on an
4 个回复 - 1158 次查看 【作者(必填)】 【文题(必填)】A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model 【年份(必填)】Journal of Banking & Finan ...2015-1-29 07:47 - ssylzz - 求助成功区
求:An Introduction to Exotic Option Pricing
3 个回复 - 1608 次查看 作者:Peter Buchen2013-3-27 12:03 - 未了情 - 悬赏大厅
奇异信用衍生品Guide to Exotic Credit Derivatives
3 个回复 - 2207 次查看 奇异信用衍生品Guide to Exotic Credit Derivatives2010-4-13 16:47 - vdmeyde - 金融学(理论版)
免費 Numerical Methods for Pricing Exotic Options - Bampou
7 个回复 - 1650 次查看 Numerical Methods for Pricing Exotic Options Dimitra Bampou 2008 Derivative securities, when used correctly, can help investors increase their expected returns and minimize their e ...2017-8-21 11:48 - martinnyj - 金融学(理论版)
Valuation of Exotic Interest Rate Derivatives - Bermudans and Range Accruals
1 个回复 - 1270 次查看 最近在做LGM时正在参考的一个资料,希望对大家有所帮助。2017-12-3 10:08 - eileen666 - 金融工程(数量金融)与金融衍生品
Dynamic Hedging-managing vanilla and exotic options_Nassim Taleb
6 个回复 - 5441 次查看 很经典的期权实战教材,作者是个资深option trader 数学公式很少,更多的是交易经验的传授2014-5-16 10:05 - cerciwonnow - 金融工程(数量金融)与金融衍生品
Risk management in exotic derivatives trading
2 个回复 - 974 次查看 Risk management in exotic derivatives trading - Lessons from the recent past 09/01/2015 By Jérôme FRUGIER (BNP Paribas) Table of contents Risk management in exotic derivatives trad ...2017-9-12 14:20 - martinnyj - 金融学(理论版)
PRICING OF EXOTIC FOREIGN EXCHANGE RATE OPTIONS
2 个回复 - 974 次查看 PRICING OF EXOTIC FOREIGN EXCHANGE RATE OPTIONS Antti Eloranta 24th January 2008 Abstract: The popularity of exotic foreign exchange rate options has grown rapidly during the past decade. High p ...2017-8-21 13:54 - martinnyj - 金融学(理论版)
Pricing exotic power options
3 个回复 - 985 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)
免費 Demystifying Exotic Products - Interest Rate, Equities and Foreign Exchange
14 个回复 - 3069 次查看 Demystifying Exotic Products: Interest Rates, Equities and Foreign Exchange (Wiley Finance) Chia Tan (Author) Book DescriptionPublication Date: January 26, 2010 | Series: Wiley Finance (Book 457) ...2012-10-21 12:39 - martinnyj - 金融学(理论版)
Options, Futures and Exotic Derivatives
6 个回复 - 4111 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 option 超清晰版PDF
19 个回复 - 5050 次查看 很好的一本书 介绍各种奇异期权2012-4-5 09:38 - maple_maple - 金融工程(数量金融)与金融衍生品
Demystifying Exotic Products
1 个回复 - 1814 次查看 Demystifying Exotic Products_Interest Rates, Equities and Foreign Exchange Chia Chiang Tan2010-8-16 16:51 - hondakit - 金融学(理论版)
Exotic Libior Model by Bank of America
3 个回复 - 1954 次查看 This is a note from BOA about exotic libor model2010-11-28 04:58 - amazon_seller - 金融工程(数量金融)与金融衍生品
exotic options trading
0 个回复 - 416 次查看 Who has this book "exotic options trading" ? please share it with us!2015-12-9 10:35 - snow_boy - 金融工程(数量金融)与金融衍生品
免費 Numerical Methods for Pricing Exotic Options
10 个回复 - 2556 次查看 Numerical Methods for Pricing Exotic Optionsby Hardik Dave ContentsList of Figures viList of Tables vii1 Introduction 11.1 Two Recent Methodologies . . . . . . . . . . . . . . . . . . . . . . . . ...2014-3-29 12:44 - martinnyj - 金融学(理论版)
Exotic Options and Hybrids: A Guide to Structuring, Pricing and Trading
2 个回复 - 1392 次查看 【作者(必填)】Mohamed Bouzoubaa, Adel Osseiran 【文题(必填)】Exotic Options and Hybrids: A Guide to Structuring, Pricing and Trading 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://onli ...2015-11-20 23:24 - Bumboo - 求助成功区
Exotic FX Derivatives Pricing
2 个回复 - 1367 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
求Emerging financial derivatives : understanding exotic options and structured p
1 个回复 - 1030 次查看 求Emerging financial derivatives : understanding exotic options and structured products2015-3-29 11:07 - eugenechan004 - 休闲灌水
Vanna-Volga Method for 1st Generation Exotics in FX
0 个回复 - 1731 次查看 【作者(必填)】Carr P., Hogan A., and Verma A. 【文题(必填)】Vanna-Volga method for 1st generation exotics in FX 【年份(必填)】2006 【全文链接或数据库名称(选填)】Bloomberg working paper, 2006. ...2015-11-18 16:47 - Bumboo - 文献求助专区
Exotic Options: A Guide to Second Generation Options
5 个回复 - 3316 次查看 World Scientific Pub Co Inc | ISBN: 9810235216 | 1998-08-01 | PDF | 724 pages | 22676 kb http:/ ...2010-2-3 18:21 - zhaohailei - 金融学(理论版)
Exotic Beta Revisited [从CFA官网下载]
1 个回复 - 1505 次查看 author:Mark Carhart, CFA, Ui-Wing Cheah, CFA, Giorgio De Santis,Harry Farrell, and Robert Litterman The authors propose portfolios comprising simple and intuitiv ...2015-1-1 14:34 - rainy123321 - 金融学(理论版)
国外期权经典著作(option hedge, hull, digital option,Exotic Options)
3 个回复 - 3696 次查看 国外期权经典著作(option hedge, hull, digital option,Exotic Options)2014-11-10 15:34 - shiqs - 金融工程(数量金融)与金融衍生品
Exotic Options 2th by Peter G.Zhang
5 个回复 - 3509 次查看 2011-12-30 23:01 - martinnyj - 金融学(理论版)
Exotic Option 英文版
20 个回复 - 7178 次查看 [Money=2]我现在也在看这个 需要找几个人一起看,共同讨论问题的。为了体现价值,我就受2元吧 我也常来下东西的,[/Money]2006-5-5 18:12 - wenzhouyoutai - 金融学(理论版)
Exotic Options and Hybrids -A Guide to Structuring Pricing and Trading
55 个回复 - 7561 次查看 Exotic Options and Hybrids -A Guide to Structuring Pricing and Trading 高清 pdf, 很难找到的。**** 本内容被作者隐藏 ****2013-3-22 09:34 - lulumink - 金融学(理论版)
求书:Exotic Options and Hybrids: a guide to structuring, pricing and trading
15 个回复 - 6326 次查看 Exotic Options and Hybrids: A Guide to Structuring, Pricing and Trading (The Wiley Finance Series) [Hardcover]Mohamed Bouzoubaa (Author), Adel Osseiran (Author)2012-3-23 11:50 - linrt - 金融工程(数量金融)与金融衍生品
内推摩根大通,求做一个MATLAB PRICE TWO ASSET EXOTIC OPTION,
0 个回复 - 1359 次查看 找人帮忙做一个MATLAB PRICE EXOTIC OPTION的PROJECT. 除了给你论坛币以后, 如果你是有QUANT BACKGROUND或者IB BACKGROUND的, 我可以帮你内推JP MORGAN CHASE的职位。 内容如下:Two‐Asset “OUT” Barriers ...2014-6-20 07:08 - oatmas - 悬赏大厅
奇异期权 EXOTIC OPTIONS
8 个回复 - 4202 次查看 请问哪里可以找到公开交易的奇异期权的交易信息? PUBLIC TRADED 像BLOOMBERG之类的有吗??2013-4-9 23:18 - gyx777 - 金融工程(数量金融)与金融衍生品
求:Saunders Solutions in Veterinary Practice: Exotics
0 个回复 - 1361 次查看 ~ Lesa Longley MA BVM&S DZooMed (Mammalian) MRCVS RCVS Recognised Specialist in Zoo & Wildlife Medicine (作者) [*]出版社: Saunders Ltd.; 1 (2010年10月29日) [*]外文书名: Saunders兽医学解决方案: ...2014-4-9 09:45 - 唐宋元清 - 悬赏大厅
悬赏 Exotic Options and Hybrids: A Guide to Structuring, Pricing and Trading
3 个回复 - 2239 次查看 悬赏 Exotic Options and Hybrids: A Guide to Structuring, Pricing and Trading (The Wiley Finance Series)2011-6-4 09:41 - pharoah - 悬赏大厅
pricing exotic option using local volatility.pdf
2 个回复 - 1303 次查看 pricing exotic option using local volatility.pdf2013-8-26 16:43 - zhxinlei - CFA、CVA、FRM等金融考证论坛
Theory and application of exotic options: Pricing revenue insurance contracts in
0 个回复 - 959 次查看 Theory and application of exotic options: Pricing revenue insurance contracts in agriculture2013-8-15 08:42 - 袁.德.利-Ohio-2 - 爱问频道
Exotic Options Trading
3 个回复 - 1583 次查看 Exotic Options Trading Ebook version2010-8-16 16:53 - hondakit - 金融学(理论版)
谁在研究exotic option?
1 个回复 - 1184 次查看 论坛里有研究exotic option的金融phd么?希望结识一下!2013-2-25 11:14 - Bumboo - 金融学(理论版)
新书推荐“Exotic Options Trading”
10 个回复 - 3869 次查看 “Exotic Options Trading”对异形期权的定价问题进行了探讨,适合高阶的同仁学习。2009-8-10 21:04 - nftwo - 金融学(理论版)
Questions on exotic options
0 个回复 - 1060 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
Exotic Options
10 个回复 - 6608 次查看 2009-11-20 07:08 - ellen0898 - 经济金融数学专区
求:Exotic Options and Hybrids- Bouzoubaa Osseiran
3 个回复 - 1843 次查看 Exotic Options and Hybrids: A Guide to Structuring, Pricing and Trading (The Wiley Finance Series)Mohamed Bouzoubaa Mohamed Bouzoubaa (Author) › Visit Amazon's ...2011-2-17 08:05 - liangstone - 悬赏大厅
Lehman Brothers - Guide to Exotic Credit Derivatives
4 个回复 - 2371 次查看 Lehman Brothers - Guide to Exotic Credit Derivatives. Contents Foreword 1 Credit Derivatives Products Market overview 3 The credit default swap 4 Basket default swaps 8 Synthetic CDOs 12 Cre ...2009-7-22 05:26 - minhiub - 金融学(理论版)
Exotic Options Trading
3 个回复 - 1337 次查看 《Exotic Options Trading》2012-1-22 12:11 - wanghuimin - 金融学(理论版)
雷曼出品:THE GUIDE TO EXOTIC CREDIT DERIVATIVES
2 个回复 - 1571 次查看 雷曼公司破产前我收集整理的一部分材料,会陆续发上来。原版,介绍各种复杂的金融衍生品。2009-10-11 10:31 - mmchu - 金融学(理论版)
Exotic Options Trading
0 个回复 - 2270 次查看 Exotic Options Trading 本文来自: 人大经济论坛 金融上传下载专区 版,详细出处参考:http://www.pinggu.org/bbs/viewthread.php?tid=518654&page=1&fromuid=1460402010-8-4 11:18 - shiningwang1980 - 金融学(理论版)
mfe 用不用计算非标期权(exotic)的premium
2 个回复 - 1663 次查看 asm manual上面的这两课有大量的计算题,但我看大纲只是要求“解释现金流特征”,还是应该以大纲为准吧? 这样可以节约点精力。。。 谢谢回复。2010-4-21 10:44 - joseph0729 - Forum
Exotic Preferences: Behavioral Economics and Human Motivation
3 个回复 - 2100 次查看 作者: George Loewenstein 副标题: Behavioral Economics and Human Motivation ISBN: 9780199257089 页数: 190 定价: USD 35.00 出版社: Oxford University Press, USA 装帧: Paperback 出版年: 2008- ...2010-2-27 20:37 - bajjio - 行为经济学与实验经济学
Options futures and exotic derivatives
0 个回复 - 1310 次查看 a fine book. readable. but scanned version.2010-3-15 07:59 - Enthuse - 金融学(理论版)
对于OTC交易的Exotic Option如何知道业界真正的操作方式呢?
0 个回复 - 2228 次查看 他们practitioner怎么设计,如何交易,怎么定价。还有合同中的条款细节有什么奥妙,比如monitoring frequency什么的 还有如何dynamic hedging,不是学术界的文章,而想知道业界如何in practice实施。。。怎么才能找 ...2010-1-9 04:14 - fridayshow - 金融工程(数量金融)与金融衍生品
exotic derivatives
2 个回复 - 2728 次查看 exotic derivatives introduction and pricing2009-9-15 17:54 - joyxinhua - 金融工程(数量金融)与金融衍生品
[求助]Currency Derivatives: Pricing Theory, Exotic Options, and Hedging Applicatio
2 个回复 - 3235 次查看 求助一本英文书Currency Derivatives: Pricing Theory, Exotic Options, and Hedging Applications  作者是David. 多谢!!!!!!!!!!!!!!!!!112008-1-15 23:58 - emptyokk - 文献求助专区
论文求助valuation of exotic option
12 个回复 - 3160 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
[求助]哪能找到rate exotics的MATLAB定价模型代码
0 个回复 - 1904 次查看 equity exotics有很多,但是很少看见rate方面的MATLAB code。特别是LLM在exotics方面的应用利率方面有没有好书推荐?入门的,Brigo&Mercurio的书看的很闷:(2007-6-27 17:33 - reading - 金融学(理论版)