经典 Options, Futures, and Other Derivatives 9th Edition Technical Notes [推广有奖]

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ayumi55 发表于 2015-1-30 20:15:56 |只看作者 |坛友微信交流群|倒序 |AI写论文

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Hull Options, Futures, and Other Derivatives 9th edition（最新版）圣经书中
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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