搜索结果
大小
上传时间
- 2.12 MB
- 2019-8-1
- 873.65 KB
- 2018-7-9
- 2.68 MB
- 2015-8-22
-
本附件包括：
- 3. Warrant Valuation When Value of Equity plus Warrants Is Lognormal.pdf
- 4. Exact Procedure for Valuing American Calls on Stocks Paying a Single Dividend.pdf
- 5. Differential Equation for Price of a Derivative on a Stock Paying a Known Dividend Yield.pdf
- 6. Calculation of the Cumulative Probability in a Bivariate Normal Distribution.pdf
- 7. Differential Equation for Price of a Derivative on a Futures Price.pdf
- 8. Analytic Approximation for Valuing American Options.pdf
- 9. Generalized Tree Building Procedure.pdf
- 10. The Cornish-Fisher Expansion to Estimate VaR.pdf
- 11. Manipulation of Credit Transition Matrices.pdf
- 12. Calculation of Cumulative Non-Central Chi Square Distribution.pdf
- 13. Efficient Procedure for Valuing American-Style Lookback Options.pdf
- 14. The Hull-White Two-Factor Model.pdf
- 15. Valuing Options on Coupon-Bearing Bonds in a One-Factor Interest Rate Model.pdf
- 16. Construction of an Interest Rate Tree with Nonconstant Time Steps and Nonconstant Parameters.pdf
- 17. The Process for the Short Rate in an HJM Term Structure Model.pdf
- 18. Valuation of a Compounding Swap.pdf
- 19. Valuation of an Equity Swap.pdf
- 20. Changing the Market Price of Risk for Variables That Are Not the Prices of Traded Securities.pdf
- 21. Hermite Polynomials and Their Use for Integration.pdf
- 22. Valuation of a Variance Swap.pdf
- 23. The Black, Derman , Toy Model.pdf
- 24. Proof that Forward and Futures Prices Are Equal When Interest Rates Are Constant.pdf
- 25. A Cash Flow Mapping Procedure.pdf
- 26. A Binomial Measure of Credit Correlation.pdf
- 27. Calculation of Moments for Valuing Asian Options.pdf
- 28. Calculation of Moments for Valuing Basket Options.pdf
- 29. Proof of Extensions to Ito's Lemma.pdf
- 30. The Return for a Security Dependent on Multiple Sources of Uncertainty.pdf
- 31. Properties of Ho-Lee and Hull-White Interest Rate Models.pdf
- 1. Convexity Adjustments to Eurodollar Futures.pdf
- 2. Properties of the Lognormal Distribution.pdf
- 1.37 MB
- 2015-1-30
- 47.32 KB
- 2015-1-30
- 433.52 KB
- 2013-8-12
-
On approximating deep in-the-money Asian options under exponential Lévy processes.PDF
- 125.79 KB
- 2012-1-4
-
Analytic bounds and approximations for annuities and Asian options.pdf
- 366.35 KB
- 2011-6-2
- 223.37 KB
- 2010-5-26
-
本附件包括：
- Derivatives E5.5 Asian Option.xls
- Derivatives E5.6 Chooser Option.xls
- Derivatives E6.1 Option on Futures.xls
- Derivatives E6.2 Option on Foward.xls
- Derivatives E6.3 Spread Option.xls
- Derivatives E5.1 American Stock Option.xls
- Derivatives E5.2 Barrier Option.xls
- Derivatives E5.3 Digital Option.xls
- Derivatives E5.4 Compound Option.xls
- 290.99 KB
- 2010-1-18
-
A convergent quadratic-time lattice algorithm for pricing European-style Asian options.pdf
- 701.09 KB
- 2010-1-11
-
Approach to Asian Options Analytical and Numerical Evidence.PDF
- 1.2 MB
- 2009-11-29
手机版
有资料需求