[下载]Rubinstein On Derivatives(扫描PDF,492PAGES)

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Rubinstein On Derivatives(清晰扫描PDF,492PAGES)

Rubinstein on Derivatives
Mark Rubinstein
Contents
1 Assets,Derivatives and Markets
2 Forwards and Futures
3 Introdution options
4 The Binomial option pricing model
5 The BS formula
6 Volatility
7 Dynamic strategies

178203.pdf (20.88 MB, 需要: 2 个论坛币)

2007-11-28 16:46:00 上传

[下载]Rubinstein On Derivatives(扫描PDF,492PAGES)
需要: 2 个论坛币  [购买]

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：derivatives Rubinstein Derivative Stein pages 下载 PDF derivatives 扫描 Rubinstein

CONTENTS

Preface

Assets, Derivatives and Markets

Basic concepts
Underlying assets
Classes of derivatives
Examples of derivatives
Markets

Forwards and Futures

Asset and Cash
Valuation and replication
Examples of forwards and futures
Hedging with futures
Swaps

Introduction to Options

Basic positions
Combined positions
Valuation
Replication

The Binomial Option Pricing Model

Single-period model
Multiperiod model
Hedging with options
Extensions
Options on bonds

The Black-Scholes Formula

Derivation
Hedging parameters
Extensions

Volatility

Realised volatility
Implied volatility

Dynamic Strategies

Dynamic asset allocation
Portfolio insurance
Simulation

Glossary
Bibliography
Index