Perry, Michael J
자료유형 | 단행본 |
---|---|
개인저자 | Perry, Michael J. |
서명/저자사항 | The idea of human rights :four inquiries :Michael J. Perry. |
발행사항 | New York :Oxford University Press,1998. |
형태사항 | 162 p. ;24 cm. |
ISBN | 0195116364 (alk. paper) |
서지주기 | Includes bibliographical references (p. 107-157) and index. |
내용주기 | Pt. 1.Basic Theory of Derivatives.1.Products and Markets.2.Derivatives.3.The Random Behavior of Assets.4.Elementary Stochastic Calculus.5.The Black Scholes Model.6.Partial Differential Equations.7.The Black Scholes Formulae and the 'Greeks'.8.Simple Generalizations of the Black Scholes World.9.Early Exercise and American Options.10.Probability Density Functions and First Exit Times.11.Multi asset Options.12.The Binomial ModelPt. 2.Path Dependency.13.An Introduction to Exotic and Path dependent Options.14.Barrier Options.15.Strongly Path dependent Options.16.Asian Options.17.Lookback Options.18.Miscellaneous ExoticsPt. 3.Extending Black Scholes.19.Defects in the Black Scholes Model.20.Discrete Hedging.21.Transaction Costs.22.Volatility Smiles and Surfaces.23.Stochastic Volatility.24.Uncertain Parameters.25.Empirical Analysis of Volatility.26.Jump Diffusion.27.Crash Modeling.28.Speculating with Options.29.The Feedback Effect of Hedging in Illiquid Markets.30.Static HedgingPt. 4.Interest Rates and Products.31.Fixed income Products and Analysis: Yield, Duration and Convexity.32.Swaps.33.One factor Interest Rate Modeling.34.Yield Curve Fitting.35.Interest Rate Derivatives.36.Convertible Bonds.37.Two factor Interest Rate Modeling.38.Empirical Behavior of the Spot Interest Rate.39.Heath, Jarrow and Morton.40.Interest rate Modeling Without ProbabilitiesPt. 5.Risk Measurement and Management.41.Portfolio Management.42.Value at Risk.43.Credit Risk.44.Credit Derivatives.45. |
일반주제명 | Human rights -- Religious aspects Human rights -- Philosophy Derechos humanos -- Filosofï¼a Droits de l'homme (Droit international) -- Aspect religieux Droits de l'homme (Droit international) -- Philosophie |
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