最新Guo's Solution to Derivatives for FM/MFE

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FM
1 introduction to derivatives
2 introduction to forwards and options
3 insurance,collars and other strategies
4 introduction to risk management
5 financial forwards and futures
8 swaps

MFE
10 binomial option pricing 1
11 binomial option pricing 2
12 black-scholes formula
13 market making and delta hedging
14 exotic options:1
20 brownian motion and ito's lemma
24 interest rate models

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关键词：derivatives Derivative Solution solutio Soluti insurance interest exotic making market

2007 年11 月版

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