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An Introduction to Financial Mathematics in Continuous Time
In stochastic analysis in continuous time one usually considers R+ instead of N as the index set describing time, i.e at every time point t R one observes a random variable Xt. Whereas in discrete time one í dealing with random sequences X(t): N - R, in continuous time one is workng with stochastic functions X(t): R+ - R. Thuogh many results obtained in discrete time have a continuous time analogue we have to modify several notions and results
53 p itc 27/01/2013 354 2
Từ khóa: mathematical modeling, financial markets, trading and arbitrage, market completeness, black and scholes formula, thị trường tài chính
Dynamic Hedging: Managing Vanilla and Exotic Options
Dynamic Hedging is the definitive source on derivatives risk. It provides a real-world methodology for managing portfolios containing any nonlinear security. It presents risks from the vantage point of the option market maker and arbitrage operator. The only book about derivatives risk written by an experienced trader with theoretical training, it remolds option theory to fit the practitioner's environment. As a larger share of market exposure...
516 p itc 08/01/2013 335 1
Từ khóa: Hedging, Market makers, Risk management, Economic management, Market, Measuring risks, Trading, ...
Exchange-Traded Derivatives provides an overview of the global listed futures and options markets, and how individual exchanges and products are adapting to a new operating environment - an environment characterized by rapid, almost continuous, change. This book serves as an ideal resource on the 21st century listed derivative markets, products and instruments. Divided into three parts, Exchange-Traded Derivatives begins by providing an...
261 p itc 08/01/2013 309 2
Từ khóa: finance accounting, investing finance, investments securities, exchange traded derivatives, kinh tế tài chính, kế toán
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