This class notes gives an overview of financial derivatives. It approaches the pricing from the discrte way (Bionomial tree) and introduces martingale concept.
含20个PDF 1.23M
Derivative Securities, Fall 2004
Robert V. Kohn
Professor of Mathematics
Courant Institute, New York University
Courant Institute, New York University
81174.zip
(1.23 MB, 需要: 5 个论坛币)
[此贴子已经被vbbill于2006-12-30 7:36:26编辑过]


雷达卡


京公网安备 11010802022788号







