検索結果 5 件
紙図書
国立国会図書館
- 内容細目Introduction and overview Tools from calculus and analysis Proba......ility Interest and bond prices Models of portfolio choice Prices ......mics of prices and returns Stochastic calculus Portfolio decisions over......atic arbitrage pricing Dunamic arbitrage pricing Properties of option prices Martingale pricing Modeling volat......rice processes Options on jump processes Options on stochastic volatility pro...
紙図書
国立国会図書館
- 内容細目Portfolio selection in t......g to financial optimization / Hiroshi Konn......tory, trading, and research / Lau......ic programming and financial trad......arameters in a pricing model with sta......ency risk with options or forwards /......hod in mergers and acquisitions /......tory framework and comparative evaluation of exi...
紙図書
国立国会図書館
- 要約等...ies into their portfolios. The handbook covers a r......uding the risk and return of commodities and diversification benefits.
- 内容細目...J. Fabozzi, Roland Füss, Dieter G. Kaiser The pricing and economics of c......ic motivations and tactical oppor......Zeno Adams, Roland Füss, Dieter G......n risk premium and convenience yi......enchmarks / Roland Füss, Christia...... : performance and review / Thoma...... for commodity portfolios / Jeffrey M. ...... for commodity portfolios / Moazzam Kho......modity risk in portfolios of futures co...... trading rules and signals from t......r of commodity portfolios / Juliane Pro......e role of CTAs and hedge funds / ...... a traditional portfolio : the case of......., hedge funds, and managed future......hore Strategic and tactical allocation to commod...
- 著者標目Fabozzi, Frank J Füss, Roland. Kaiser, Dieter G.
デジタル記事
全国の図書館
- 参照Remarks on the Optimal Portfolio Problem in Dis...... Value-at-Risk Portfolio Model Discrete......astic calculus and its applications : an exposit...
紙図書
全国の図書館
- 件名Options (Finance) -- Prices -- Mathematical models Portfolio management -- Mathematical mo...
- 件名（識別子）Options (Finance) -- Prices -- Mathematical models Portfolio management -- Mathematical mo...
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