option time-经管之家(原经济论坛)-经济、管理、金融、统计在线教育和咨询网站

结果：找到“option time”相关内容30个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”

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

【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

Volatility Bursts: A Discrete-Time Option Model with Multiple Volatility Compone
1 个回复 - 457 次查看【作者(必填)】Francesca Lilla 【文题(必填)】Volatility Bursts: A Discrete-Time Option Model with Multiple Volatility Components 【年份(必填)】2021 【全文链接或数据库名称(选填)】https://academ ...2022-11-4 22:53 - hnhs100 - 求助成功区

【经典教材系列】The Time-Discrete Method Of Lines For Options And Bonds
65 个回复 - 4735 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：关注的帖子。 [相关阅读] 【经典教材系列】（资料汇总帖，附链接，持续添加中）2015-5-8 07:51 - wwqqer - 经济金融数学专区

Investor Sentiment and Stock Option Vesting Terms
1 个回复 - 534 次查看【作者(必填)】Shawn X. Huang， Sami Keskek 【文题(必填)】Investor Sentiment and Stock Option Vesting Terms 【年份(必填)】2021 【全文链接或数据库名称(选填)】https://pubsonline.informs.org/doi/ ...2022-2-20 11:28 - fxq2327 - 求助成功区

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）

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

IFRS 1 First-time adoption of International Financial Reporting Standards
0 个回复 - 896 次查看 IFRS 1 原文，欢迎探讨。2018-6-25 15:20 - lovemuffin - 会计与财务管理

First-Time Adoption of IFRS, Managerial Incentives, and Value-Relevance: Some Fr
1 个回复 - 509 次查看【作者(必填)】Denis Cormier, Samira Demaria, Pascale Lapointe-Antunes, and Robert Teller 【文题(必填)】First-Time Adoption of IFRS, Managerial Incentives, and Value-Relevance: Some French Evidence. ...2018-6-9 14:26 - miaoding - 求助成功区

Options Exposed PlayBook: The Most Popular and Profitable Strategies of All Time
2 个回复 - 1223 次查看求 Options Exposed PlayBook: The Most Popular and Profitable Strategies of All Time pdf 下载这个是他的amazon 链接 https://www.amazon.com/Options-Exposed-PlayBook-Profitable-Strategies/dp/151204 ...2018-4-20 20:12 - yqqwe - 求助成功区

timevar (year) may not contain missing values when option full is specified
10 个回复 - 5623 次查看 timevar (year) may not contain missing values when option full is specified 显示这个是什么意思？2018-9-10 21:39 - 政治珂代表 - Stata专版

Investor Sentiment and Stock Option Vesting Terms
0 个回复 - 407 次查看【作者(必填)】SX Huang, S Keskek, JM Sanchez 【文题(必填)】Investor Sentiment and Stock Option Vesting Terms 【年份(必填)】2021 【全文链接或数据库名称(选填)】2021-3-13 00:12 - fxq2327 - 文献求助专区

【学习笔记】22 first time adoption IFRS,首次使用国际财务报告准则standard ...
0 个回复 - 356 次查看 22 first time adoption IFRS,首次使用国际财务报告准则standards2019-8-26 21:49 - 王建博 - Forum

求篇英文文章Exact and approximate solutions for options with time-dependent stoc
2 个回复 - 1693 次查看【作者(必填)】Joanna Goard 【文题(必填)】Exact and approximate solutions for options with time-dependent stochastic volatility 【年份(必填)】2013 【全文链接或数据库名称(选填)】2014-3-29 01:39 - 白塔湖123 - 求助成功区

看到一篇关于options' intrinsic value & time value的博文，欢迎大家来讨论
7 个回复 - 4943 次查看期权交易是一种权利的交易，期权费就是期权合约所赋予的权利的价格。所谓期权费（Premium，又译作“权利金”，有时也称为“期权价格”），是指期权购买者为获得期权合约所赋予的权利而向期权出售者支付的费用。在一般 ...2012-6-7 07:50 - chengzhifu2013 - 金融工程（数量金融）与金融衍生品

Discrete-time option pricing with stochastic liquidity
0 个回复 - 1138 次查看《Discrete-time option pricing with stochastic liquidity》此篇论文发表在2017年Journal of Banking & Finance上。作者使用多维二叉树期权定价模型来预测S＆P500买入卖出期权价格。简介 Classical opt ...2017-1-31 03:28 - DuShu16 - 金融学（理论版）

求 Pricing European options and currency options by time changed mixed fractiona
3 个回复 - 801 次查看【作者(必填)】Foad Shokrollahi, Adem Kılıçman, and Marcin Magdziarz 【文题(必填)】 Pricing European options and currency options by time changed mixed fractional Brownian motion wit ...2016-12-1 18:56 - weilinhy - 求助成功区

American options with time dependent barriers
1 个回复 - 729 次查看【作者(必填)】 Kwok,Y.K.,L.Wu and H.Yu 【文题(必填)】 American options with time dependent barriers 【年份(必填)】 1997 【全文链接或数据库名称(选填)】 Working paper2015-10-5 13:27 - feiyufans - 文献求助专区

求Trading Option Greeks: How Time, Volatility, And Other Pricing Factors Drive P
8 个回复 - 3744 次查看 Trading Option Greeks: How Time, Volatility, And Other Pricing Factors Drive Profits 作者：Dan Passarelli 著丛书名：Bloomberg Financial 外文书名：从事期权交易的希腊人：时间、波动及其他 ...2014-2-12 10:59 - 鲛人泣月 - 悬赏大厅

Local time and the pricing of time-dependent barrier options
1 个回复 - 741 次查看【作者(必填)】【文题(必填)】Local time and the pricing of time-dependent barrier options 【年份(必填)】【全文链接或数据库名称(选填)】http://link.springer.com/article/10.1007%2Fs00780-008-0077 ...2015-1-6 06:01 - ssylzz - 求助成功区

Fast exponential time integration scheme for option pricing with jumps
2 个回复 - 1157 次查看【作者(必填)】Spike T. Lee, Xin Liu and Hai-Wei Sun* 【文题(必填)】Fast exponential time integration scheme for option pricing with jumps 【年份(必填)】2010 【全文链接或数据库名称(选填)】http ...2014-6-30 10:43 - lipj - 求助成功区

Time to build, option value, and investment decisions
8 个回复 - 1443 次查看【作者(必填)】S Majd, RS Pindyck - Journal of financial Economics, 1987 【文题(必填)】 Time to build, option value, and investment decisions 【年份(必填)】【全文链接或数据库名称(选填)】2014-6-7 13:59 - lk1966mail - 求助成功区

'Time to build, option value and investment decisions': a comment
1 个回复 - 1237 次查看【作者(必填)】A Milne, AE Whalley - Journal of Financial Economics, 2000 【文题(必填)】 'Time to build, option value and investment decisions': a comment 【年份(必填)】【全文链接或数据库名称( ...2014-6-7 14:02 - lk1966mail - 求助成功区

Digital Options and Continuous Time Active Portfolio Management
2 个回复 - 1272 次查看 Digital Options and Continuous Time Active Portfolio Management2009-12-27 22:59 - zengyan1984 - 论文版

Time-related Discounting of Value and Decision-Making about Job Options
3 个回复 - 862 次查看【作者(必填)】 Hesketh, Beryl ; Watson-Brown, Christine ; Whiteley, Sonja 【文题】Time-related Discounting of Value and Decision-Making about Job Options 【年份】1998 【全文链接或数据库名称(选 ...2013-3-3 17:16 - 忆雨轩 - 求助成功区

[分享]Amin（1993）-Jump Diffusion Option Valuation in Discrete Time
2 个回复 - 3464 次查看 The Journal of Finance的文章就是难找，sciencedirect都没收录啊，jstor上估计有，请哪位能上的帮帮忙啊 Amin, I. K. , (1993), “ Jump Diffusion Option Valuation in Discrete Time, ” The Journal of Finance ...2004-12-14 20:58 - 还珠楼主 - 金融学（理论版）

nolist option to suppress pdv dump during execution time
1 个回复 - 1805 次查看 The new option(nolist) in 9.2 can suppress pdv dump during execution time. See example below. 121 data _null_; 122 input a b ; 123 list; 124 cards; RULE: ----+----1----+----2---- ...2010-2-27 11:21 - bobguy - SAS专版

Fighting African capital flight: timelines for the adoption of common policies
0 个回复 - 325 次查看 2005-7-14 15:57 - 经济思想史373 - Forum

Multivariate Option Pricing with Time Varying Volatility and Correlations-具...
0 个回复 - 219 次查看 2004-10-29 14:41 - 期望效应224 - Forum

Multivariate Option Pricing with Time Varying Volatility and Correlations
0 个回复 - 296 次查看 2004-10-28 07:23 - 民事诉讼法学397 - Forum

课程推荐