结果:找到“wilmot”相关内容96个,排序为按回复时间降序,搜索更多相关帖子请点击“高级”
Paul Wilmott on Quantitative Finance中英文高清版
16 个回复 - 6834 次查看
Paul Wilmott on Quantitative Finance, Second Edition provides a thoroughly updated look at derivatives and financial engineering, published in three volumes with additional CD-ROM. Volume 1: Mathemati ...
2016-4-30 00:08 - 饕餮吻 - 金融学(理论版)
wilmot书中期权用隐含波动率对冲
13 个回复 - 4087 次查看
最近看
wilmot数量金融中的delta对冲,再证明用隐含波动率对冲每一步的值是determinstic时,表达式中分别用了伊藤公式和feyman-kac定理,其中伊藤公式时的波动率是用的股票波动率,而fyman-kac定理中用的隐含波动率, ...
2017-1-10 16:41 - 沧海一线123 - 金融工程(数量金融)与金融衍生品
Whalley and Wilmott的文献求助!!!
7 个回复 - 2648 次查看
【作者(必填)】Whalley and Wilmott
【文题(必填)】A Hedging strategy and option valuation model with transacton costs;
Option pricing with transaction costs(Working paper); ...
2012-11-14 20:02 - 843978571 - 文献求助专区
【下载】Paul Wilmott on Quantitative Finance
15 个回复 - 4432 次查看
Paul Wilmott on Quantitative Finance 3 Volume Set (2nd Edition)
By Paul Wilmott
Publisher: Wiley
Number Of Pages: 1500
Publication Date: 2006-03-10
ISBN-10 / ASIN: 0470018704
ISBN-13 / EAN: ...
2009-6-25 12:37 - 0801leon - 金融学(理论版)
[求助]跪求Wilmott的几篇文章
0 个回复 - 2075 次查看
小弟想要找Wilmott的几篇文章,希望有文章的xdjm帮忙一下,xiexie!1 Hoggard , T. , A.E. Whalley and P. Wilmott , 1994 , Hedging OptionPortfolios in the Presence of Transaction Cost , Adva ...
2009-4-9 13:34 - duchengkai - 金融学(理论版)
Paul Wilmott Introduces Quantitative Finance
8 个回复 - 2831 次查看
Enjoy!!!!!!!!!!Products and Markets Derivatives Predicting the Markets? A Small Digression; All the Math You Need and No More (An Executive Summary) The Binomial Model The Random Behaviour of Assets E ...
2008-5-22 08:48 - qhantony - Forum
转载wilmott对bsm公式的批评
0 个回复 - 2991 次查看
说真话,我觉得他的批评很没道理,benchmark要求那么高干什么转collector的一个bloghttp://www.
wilmott.com/blogs/collector/index.cfm/2008/4/28/The-BlackScholesMerton-model-is-NOT-consistent-with-the-ORIGINA ...
2008-4-30 02:24 - remlus - 金融学(理论版)