精算金融--衍生品，定量模型和风险管理 （EN2019）

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Table of contents :
The actuary and its environment --
Financial markets and their securities --
Forwards and futures --
Swaps --
Options --
Engineering basic options --
Engineering advanced derivatives --
Equity-linked insurance and annuities --
One-period binomial tree model --
Two-period binomial tree model --
Multi-period binomial tree model --
Further topics in the binomial tree model --
Market incompleteness and one-period trinomial tree models --
Brownian motion --
Introduction to stochastic calculus --
Introduction to the black-scholes-merton model --
Rigorous derivations of the black-scholes formula --
Applications and extensions of the black-scholes formula --
Simulation methods --
Hedging strategies in practice.



Boudreault, Mathieu_ Renaud, Jean-François - Actuarial finance _ derivati.pdf (10.29 MB, 需要: 55 个论坛币)

2019-9-12 12:53:08 上传

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是英文版的吗？要好吃力呢

有点贵。。