<P>Topic in Applied Probability: The Mathematics of Financial Risk Management</P>
<P><BR>[内容介绍] <BR>Marco Avellaneda 的 course note, 根据第一页的 Syllabus 课程内容有<BR>1. Probability and stochastic processes in nancial modeling Review of continuoustimefinance and of the BlackScholesMerton theory of derivative asset pricing<BR>2. Liquidity constraints in dynamic riskmanagement hedging with transaction costs and with limits on cashmarket positions<BR>3.Stochastic volatility and its impact on pricing and hedging Implied ArrowDebreu probabilities the <BR>inverse problem of Mathematical finance<BR>4. The Uncertain Volatility Model hedging exotic options and option portfolios using liquid options<BR>但我没仔细看，不确定这份 note 是否真的包含了这些东西。确定的是后面有两篇 Avellaneda 的论文。</P>
<P>[文件数/格式/大小] 一个 rar 压缩档(829 K) 内含一个 pdf 档</P>
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