Nhập môn toán tài chính
Author
Abstract
Suggested Citation
DOI: 10.31219/osf.io/mu8th
Download full text from publisher
References listed on IDEAS
- Kosowski, Robert & Neftci, Salih N., 2014.
"Principles of Financial Engineering,"
Elsevier Monographs,
Elsevier,
edition 3, number 9780123869685.
- Neftci, Salih N., 2008. "Principles of Financial Engineering," Elsevier Monographs, Elsevier, edition 2, number 9780123735744.
- J Robert Buchanan, 2006. "An Undergraduate Introduction to Financial Mathematics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6009, February.
- Jaksa Cvitanic & Fernando Zapatero, 2004. "Introduction to the Economics and Mathematics of Financial Markets," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262532654, April.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Suleyman Basak & Georgy Chabakauri, 2012.
"Dynamic Hedging in Incomplete Markets: A Simple Solution,"
The Review of Financial Studies, Society for Financial Studies, vol. 25(6), pages 1845-1896.
- Georgy chabakauri & Suleyman Basak, 2009. "Dynamic Hedging in Incomplete Markets: A Simple Solution," 2009 Meeting Papers 594, Society for Economic Dynamics.
- Basak, Suleyman & Chabakauri, Georgy, 2011. "Dynamic Hedging in Incomplete Markets: A Simple Solution," CEPR Discussion Papers 8402, C.E.P.R. Discussion Papers.
- Suleyman Basak & Georgy Chabakauri, 2011. "Dynamic Hedging in Incomplete Markets: A Simple Solution," FMG Discussion Papers dp680, Financial Markets Group.
- Basak, Suleyman & Chabakauri, Georgy, 2011. "Dynamic hedging in incomplete markets: a simple solution," LSE Research Online Documents on Economics 119068, London School of Economics and Political Science, LSE Library.
- P. Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015.
"Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty,"
SIRE Discussion Papers
2015-71, Scottish Institute for Research in Economics (SIRE).
- Byrne, JP & Cao, S & Korobilis, D, 2016. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," Essex Finance Centre Working Papers 18195, University of Essex, Essex Business School.
- Joseph P. Byrne & Shuo Cao. & Dimitris Korobilis., 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," Working Papers 2015_08, Business School - Economics, University of Glasgow.
- Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," MPRA Paper 63844, University Library of Munich, Germany.
- Chung-Han Hsieh & Xin-Yu Wang, 2023. "Robust Trading in a Generalized Lattice Market," Papers 2310.11023, arXiv.org.
- Moawia Alghalith, 2012. "New methods of estimating volatility and returns," Journal of Asset Management, Palgrave Macmillan, vol. 13(1), pages 1-4, February.
- Gola, Carlo & Ilari, Antonio, 2015.
"Financial innovation oversight: a policy framework,"
Journal of Financial Perspectives, EY Global FS Institute, vol. 3(1), pages 59-100.
- Gola Carlo & Ilari Antonio, 2013. "Financial innovation oversight: a policy framework," Questioni di Economia e Finanza (Occasional Papers) 200, Bank of Italy, Economic Research and International Relations Area.
- Tamás Nepusz & Tamás Vicsek, 2013. "Hierarchical Self-Organization of Non-Cooperating Individuals," PLOS ONE, Public Library of Science, vol. 8(12), pages 1-9, December.
- Cvitanic, Jaksa & Lazrak, Ali & Wang, Tan, 2008.
"Implications of the Sharpe ratio as a performance measure in multi-period settings,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(5), pages 1622-1649, May.
- Ali Lazrak & Jaksa Cvitanic & Tan Wang, 2008. "Implications of Sharpe Ratio as a Performance Measure in Multi-Period Settings," Post-Print hal-00485697, HAL.
- Mehrdoust, Farshid & Noorani, Idin & Hamdi, Abdelouahed, 2023. "Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg–Marquardt optimization algorithm," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 204(C), pages 660-678.
- Katharina Finke & Jost H. Heckemeyer & Timo Reister & Christoph Spengel, 2013.
"Impact of Tax-Rate Cut cum Base-Broadening Reforms on Heterogeneous Firms: Learning from the German Tax Reform of 2008,"
FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 69(1), pages 72-114, March.
- Katharina Finke & Jost H. Heckemeyer & Timo Reister & Christoph Spengel, 2010. "Impact of Tax Rate Cut Cum Base Broadening Reforms on Heterogeneous Firms – Learning from the German Tax Reform 2008," Working Papers 1005, Oxford University Centre for Business Taxation.
- Finke, Katharina & Heckemeyer, Jost H. & Reister, Timo & Spengel, Christoph, 2011. "Impact of tax rate cut cum base broadening reforms on heterogeneous firms: Learning from the German tax reform 2008," ZEW Discussion Papers 10-036 [rev.], ZEW - Leibniz Centre for European Economic Research.
- Finke, Katharina & Heckemeyer, Jost Henrich & Reister, Timo & Spengel, Christoph, 2010. "Impact of tax rate cut cum base broadening reforms on heterogeneous firms: Learning from the German tax reform 2008," ZEW Discussion Papers 10-036, ZEW - Leibniz Centre for European Economic Research.
- Metodi TRAYKOV & Miglena TRENCHEVA & Radoslav MAVREVSKI & Anton STOILOV & Ivan TRENCHEV, 2016. "Using Partial Differential Equations For Pricing Of Goods And Services," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 63(2), pages 291-298, July.
- Alghalith, Moawia, 2010. "New methods of estimating stochastic volatility and the stock return," MPRA Paper 20303, University Library of Munich, Germany.
- Mark Setterfield & Bill Gibson, 2013. "Real and financial crises: A multi-agent approach," Working Papers 1309, Trinity College, Department of Economics, revised Jul 2014.
- Taurai Muvunza & Yong Jiang, 2023. "Determinants and hedging effectiveness of China's sovereign credit default swaps," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 2074-2087, April.
- Dietmar Leisen & Eckhard Platen, 2017.
"Investing for the Long Run,"
Papers
1705.03929, arXiv.org.
- Dietmar P.J. Leisen & Eckhard Platen, 2017. "Investing for the Long Run," Research Paper Series 381, Quantitative Finance Research Centre, University of Technology, Sydney.
- Pilar Valencia-DeLara & Alberto Ramírez-Ceballos, 2012. "A tool applicable to the payment of credits for projects of agricultural crops with different income levels," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 58(5), pages 231-221.
- Ben-Zhang Yang & Xin-Jiang He & Song-Ping Zhu, 2020. "Continuous time mean-variance-utility portfolio problem and its equilibrium strategy," Papers 2005.06782, arXiv.org, revised Nov 2020.
- Salazar Celis, Oliver & Liang, Lingzhi & Lemmens, Damiaan & Tempère, Jacques & Cuyt, Annie, 2015. "Determining and benchmarking risk neutral distributions implied from option prices," Applied Mathematics and Computation, Elsevier, vol. 258(C), pages 372-387.
- Richard W. Booser, 2018. "An Algorithm Exploiting Episodes of Inefficient Asset Pricing to Derive a Macro-Foundation Scaled Metric for Systemic Risk: A Time-Series Martingale Representation," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 8(1), pages 1-3.
- Abeba Nigussie Turi & Josep Domingo-Ferrer & David Sánchez & Dritan Osmani, 2017. "A co-utility approach to the mesh economy: the crowd-based business model," Review of Managerial Science, Springer, vol. 11(2), pages 411-442, March.
- Alghalith, Moawia, 2012. "The impact of background risk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(24), pages 6506-6508.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:osf:osfxxx:mu8th. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: OSF (email available below). General contact details of provider: https://osf.io/preprints/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.