结果：找到“Volatility derivatives”相关内容25个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
高级股权衍生品工具：Advanced Equity Derivatives,Local Volatility,Stochastic Corr3 个回复 - 1204 次查看 高级股权衍生品工具：Advanced Equity Derivatives,Advanced Equity Derivatives,Local Volatility,Stochastic Correlation(我在学习国际金融学时，导师推荐给我学习资料，包括我导师的学术论文及经典解读，学习交流 ...2020-7-31 09:24 - lotus_sss - 现金交易版
Advanced equity derivatives : volatility and correlation
11 个回复 - 3712 次查看 get it. Iam pleased to introduce Sébastien Bossu’s new book, Advanced Equity Derivatives, which is a great contribution to the literature in our field. Years of practical experience as an exoti ...2015-6-11 15:22 - leosong - 量化投资
11 个回复 - 3712 次查看 get it. Iam pleased to introduce Sébastien Bossu’s new book, Advanced Equity Derivatives, which is a great contribution to the literature in our field. Years of practical experience as an exoti ...2015-6-11 15:22 - leosong - 量化投资
Pricing Models of Volatility Products and Exotic Variance Derivatives
8 个回复 - 1029 次查看 Pricing Models of Volatility Products and Exotic Variance Derivatives summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. The book be ...2023-2-19 18:19 - cheeyuen1994 - 金融工程（数量金融）与金融衍生品
8 个回复 - 1029 次查看 Pricing Models of Volatility Products and Exotic Variance Derivatives summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. The book be ...2023-2-19 18:19 - cheeyuen1994 - 金融工程（数量金融）与金融衍生品
Advanced Equity Derivatives Volatility and Correlation
9 个回复 - 5248 次查看 In Advanced Equity Derivatives: Volatility and Correlation, Sébastien Bossu reviews and explains the advanced concepts used for pricing and hedging equity exotic derivatives. Designed for financial m ...2014-5-15 14:10 - 大家开心 - 金融工程（数量金融）与金融衍生品
9 个回复 - 5248 次查看 In Advanced Equity Derivatives: Volatility and Correlation, Sébastien Bossu reviews and explains the advanced concepts used for pricing and hedging equity exotic derivatives. Designed for financial m ...2014-5-15 14:10 - 大家开心 - 金融工程（数量金融）与金融衍生品
【Wiley 金融工程 + Python】 Listed Volatility and Variance Derivatives (2016)
82 个回复 - 14463 次查看 Listed Volatility and Variance Derivatives: A Python-based Guide Yves Hilpisch Leverage Python for expert-level volatility and variance derivative trading Listed Volatility and Variance D ...2016-11-16 20:20 - cmwei333 - 金融学（理论版）
82 个回复 - 14463 次查看 Listed Volatility and Variance Derivatives: A Python-based Guide Yves Hilpisch Leverage Python for expert-level volatility and variance derivative trading Listed Volatility and Variance D ...2016-11-16 20:20 - cmwei333 - 金融学（理论版）
Derivatives in Financial Markets with Stochastic Volatility
11 个回复 - 8937 次查看 Derivatives in Financial Markets with Stochastic Volatility Authors:Jean-Pierre Fouque, George PapanicolaouK. Ronnie S Publisher: Cambridge University Press Keywords: volatility, stochastic, market ...2011-4-3 09:48 - martinnyj - 金融学（理论版）
11 个回复 - 8937 次查看 Derivatives in Financial Markets with Stochastic Volatility Authors:Jean-Pierre Fouque, George PapanicolaouK. Ronnie S Publisher: Cambridge University Press Keywords: volatility, stochastic, market ...2011-4-3 09:48 - martinnyj - 金融学（理论版）
Local Volatility Pricing Models for Long-Dated FX Derivatives
3 个回复 - 849 次查看 【作者(必填)】Griselda Deelstra, and Griselda Deelstra 【文题(必填)】Local Volatility Pricing Models for Long-Dated FX Derivatives 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://www. ...2018-2-5 22:01 - Bumboo - 求助成功区
3 个回复 - 849 次查看 【作者(必填)】Griselda Deelstra, and Griselda Deelstra 【文题(必填)】Local Volatility Pricing Models for Long-Dated FX Derivatives 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://www. ...2018-2-5 22:01 - Bumboo - 求助成功区
interest derivatives explained - term structure and volatility modelling (2017)
4 个回复 - 990 次查看 interest derivatives explained, vol. 2 - term structure and volatility modelling (2017) (.pdf)2017-11-16 07:44 - loneshark - 投资人（实务版）
4 个回复 - 990 次查看 interest derivatives explained, vol. 2 - term structure and volatility modelling (2017) (.pdf)2017-11-16 07:44 - loneshark - 投资人（实务版）
listed volatility and variance derivatives - a python-based guide (2016)
1 个回复 - 2227 次查看 listed volatility and variance derivatives - a python-based guide (2016) (.pdf)2016-11-18 09:16 - loneshark - 投资人（实务版）
1 个回复 - 2227 次查看 listed volatility and variance derivatives - a python-based guide (2016) (.pdf)2016-11-18 09:16 - loneshark - 投资人（实务版）
Trading Volatility - Equity Derivatives
3 个回复 - 1645 次查看 CONTENTS While there are many different aspects to volatility trading, not all of them are suitable for all investors. In order to allow easy navigation, we have combined the sections into six chapt ...2016-1-2 13:52 - ytw1018 - 量化投资
3 个回复 - 1645 次查看 CONTENTS While there are many different aspects to volatility trading, not all of them are suitable for all investors. In order to allow easy navigation, we have combined the sections into six chapt ...2016-1-2 13:52 - ytw1018 - 量化投资
Listed Volatility and Variance Derivatives: A Python-based Guide (2016)
37 个回复 - 4834 次查看 Listed Volatility and Variance Derivatives: A Python-based Guide Yves Hilpisch Leverage Python for expert-level volatility and variance derivative trading Listed Volatility and Variance D ...2016-11-16 20:25 - cmwei333 - python论坛
37 个回复 - 4834 次查看 Listed Volatility and Variance Derivatives: A Python-based Guide Yves Hilpisch Leverage Python for expert-level volatility and variance derivative trading Listed Volatility and Variance D ...2016-11-16 20:25 - cmwei333 - python论坛
Uncertain volatility and the risk-free synthesis of derivatives
3 个回复 - 944 次查看 【作者(必填)】Lyons, T. J. 【文题(必填)】Uncertain volatility and the risk-free synthesis of derivatives 【年份(必填)】1995 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10 ...2014-10-5 14:41 - verinn - 求助成功区
3 个回复 - 944 次查看 【作者(必填)】Lyons, T. J. 【文题(必填)】Uncertain volatility and the risk-free synthesis of derivatives 【年份(必填)】1995 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10 ...2014-10-5 14:41 - verinn - 求助成功区
免費 Pricing Equity Derivatives under Stochastic Volatility - a pde approach
2 个回复 - 898 次查看 Pricing Equity Derivatives under Stochastic Volatility :A Partial Differential Equation Approach Roelof Sheppard March 23, 2007 1 Introduction 12 The PDE for Stochastic Volatility Models 5 ...2013-12-22 00:10 - martinnyj - 金融学（理论版）
2 个回复 - 898 次查看 Pricing Equity Derivatives under Stochastic Volatility :A Partial Differential Equation Approach Roelof Sheppard March 23, 2007 1 Introduction 12 The PDE for Stochastic Volatility Models 5 ...2013-12-22 00:10 - martinnyj - 金融学（理论版）
New solvable stochastic volatility models for pricing volatility derivatives
1 个回复 - 804 次查看 【作者(必填)】 [*]Andrey Itkin 【文题(必填)】New solvable stochastic volatility models for pricing volatility derivatives 【年份(必填)】Review of Derivatives Research July 2013, Volume 16, ...2013-9-16 20:53 - ssylzz - 求助成功区
1 个回复 - 804 次查看 【作者(必填)】 [*]Andrey Itkin 【文题(必填)】New solvable stochastic volatility models for pricing volatility derivatives 【年份(必填)】Review of Derivatives Research July 2013, Volume 16, ...2013-9-16 20:53 - ssylzz - 求助成功区
Uncertain volatility and the risk-free synthesis of derivatives
1 个回复 - 1777 次查看 请各位学长帮忙下载一篇文献： 可以在www.informaworld.com/上找到链接2011-3-15 09:42 - billymail - 金融工程（数量金融）与金融衍生品
1 个回复 - 1777 次查看 请各位学长帮忙下载一篇文献： 可以在www.informaworld.com/上找到链接2011-3-15 09:42 - billymail - 金融工程（数量金融）与金融衍生品
悬赏120论坛币Derivatives in Financial Markets with Stochastic Volatility
4 个回复 - 2023 次查看 JP Fouque, G Papanicolaou, KR Sircar 的Derivatives in Financial Markets with Stochastic Volatility http://books.google.com/books?hl=en&lr=&id=ScRexjDQxHgC&oi=fnd&pg=PR11&dq=Derivatives+in+F ...2010-6-20 21:27 - cheng770 - 经济金融数学专区
4 个回复 - 2023 次查看 JP Fouque, G Papanicolaou, KR Sircar 的Derivatives in Financial Markets with Stochastic Volatility http://books.google.com/books?hl=en&lr=&id=ScRexjDQxHgC&oi=fnd&pg=PR11&dq=Derivatives+in+F ...2010-6-20 21:27 - cheng770 - 经济金融数学专区
悬赏120论坛币Derivatives in Financial Markets with Stochastic Volatility
3 个回复 - 1185 次查看 JP Fouque, G Papanicolaou, KR Sircar 的Derivatives in Financial Markets with Stochastic Volatility http://books.google.com/books?hl=en&lr=&id=ScRexjDQxHgC&oi=fnd&pg=PR11&dq=Derivatives+in+ ...2010-6-20 21:35 - cheng770 - 计量经济学与统计软件
3 个回复 - 1185 次查看 JP Fouque, G Papanicolaou, KR Sircar 的Derivatives in Financial Markets with Stochastic Volatility http://books.google.com/books?hl=en&lr=&id=ScRexjDQxHgC&oi=fnd&pg=PR11&dq=Derivatives+in+ ...2010-6-20 21:35 - cheng770 - 计量经济学与统计软件
求书：derivatives in financial markets with stochastic volatility
1 个回复 - 1488 次查看 求书：derivatives in financial markets with stochastic volatility2010-7-14 17:07 - liuhztang - 金融工程（数量金融）与金融衍生品
1 个回复 - 1488 次查看 求书：derivatives in financial markets with stochastic volatility2010-7-14 17:07 - liuhztang - 金融工程（数量金融）与金融衍生品
Volatility Derivatives
3 个回复 - 1207 次查看 Annual Review of Financial Economics Vol. 1: 319-339 (Volume publication date October 2009) First published online as a Review in Advance on October 26, 2009 DOI: 10.1146/annurev.financial.050808. ...2011-3-4 12:50 - sqq19860225 - 文献求助专区
3 个回复 - 1207 次查看 Annual Review of Financial Economics Vol. 1: 319-339 (Volume publication date October 2009) First published online as a Review in Advance on October 26, 2009 DOI: 10.1146/annurev.financial.050808. ...2011-3-4 12:50 - sqq19860225 - 文献求助专区
悬赏100币：Derivatives in Financial Markets with Stochastic Volatility
11 个回复 - 2798 次查看 谢了：）2010-3-26 10:18 - 111222xy - 经济金融数学专区
11 个回复 - 2798 次查看 谢了：）2010-3-26 10:18 - 111222xy - 经济金融数学专区
免費 Stochastic Volatility and the Pricing of Financial Derivatives
6 个回复 - 2481 次查看 Stochastic Volatility and the Pricing of Financial Derivatives by Antoine Petrus Cornelius van der Ploeg 357 pages Contents - I - Stochastic Volatility and the Pricing of Financial Derivati ...2009-10-12 01:05 - martinnyj - 金融学（理论版）
6 个回复 - 2481 次查看 Stochastic Volatility and the Pricing of Financial Derivatives by Antoine Petrus Cornelius van der Ploeg 357 pages Contents - I - Stochastic Volatility and the Pricing of Financial Derivati ...2009-10-12 01:05 - martinnyj - 金融学（理论版）
Stochatic Volatility and the pricing of Financial derivatives
1 个回复 - 1343 次查看 completion of five years of doctoral research at the Department of Quantitative Economics of the University of Amsterdam. Thorough while succinct narrative of the content. suitable of self-study and ...2009-12-4 03:34 - whiteheadsimo1 - 金融学（理论版）
1 个回复 - 1343 次查看 completion of five years of doctoral research at the Department of Quantitative Economics of the University of Amsterdam. Thorough while succinct narrative of the content. suitable of self-study and ...2009-12-4 03:34 - whiteheadsimo1 - 金融学（理论版）
免費 Pricing Equity Derivatives under Stochastic Volatility : A PDE Approach
1 个回复 - 2053 次查看 Pricing Equity Derivatives under Stochastic Volatility : A Partial Differential Equation Approach Roelof Sheppard August 30, 2007 Contents 1 Introduction 1 2 The PDE for Stochastic Volatility ...2009-10-12 15:55 - martinnyj - 金融学（理论版）
1 个回复 - 2053 次查看 Pricing Equity Derivatives under Stochastic Volatility : A Partial Differential Equation Approach Roelof Sheppard August 30, 2007 Contents 1 Introduction 1 2 The PDE for Stochastic Volatility ...2009-10-12 15:55 - martinnyj - 金融学（理论版）
