Theory of Investment Portfolios and Derivative Securities

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

这个是Stanford的一门STAT237 的课，所有的课程资料，大家可以体会一下上课都讲点什么

In this course, we rst focus on investment portfolios,asset returns, their volatilities, and measure of market risk. We introduce
to Markowitzs portfolio theory and various pricing models including capital asset pricing model. Then we cover option pricing, geometric random walk and Brownian motion as models of risky assets, self-nancing replicating portfolios, Black-Scholes pricing of European options, implied volatility and the Greeks. We also address valuation of American options in discrete time and numerical methods for pricing nancial derivatives.

Text Books
1.Statistical Models and Methods for Financial Marketsby Lai and Xing
(chapters 3 and 8)
2.Arbitrage Theory in Continuous Timeby Bjork（论坛里有，可以搜一下，我这无法上传)
3.Options, Futures and Other Derivativesby Hull (论坛里有，可以搜一下，我这无法上传)

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1 回帖

关键词：Portfolios Investment Securities Derivative Portfolio Investment investment including capital returns

标题看了白激动了，内容老掉牙