|
Dòng
|
Nội dung
|
|
1
|
|
|
2
|
|
|
3
|
Financial modeling. Simon Benninga. 2 / Cambridge, Massachusetts : The MIT Press, 20141111 p. ; 29 cm.This book is the standard text for explaining the implementation of financial models in Excel. As in previous editions, this fourth edition maintains the "cookbook" features and Excel dependence; it explains basic and advanced models in the areas of corporate finance, portfolio management, options, and bonds with detailed Excel spreadsheets. It also includes: a new section explaining the principles of Monte Carlo methods and their application to portfolio management and exotic option valuation; a new chapter discussing term structure modeling, with special emphasis on the Nelson-Siegel model; and a discussion of corporate valuation using pro forma models with the introduction of a new, simple model for corporate valuation based on accounting data and a minimal number of valuation parameters
|
|
4
|
|
|
5
|
Option pricing in incomplete markets : modeling based on geometric Lévy processes and minimal entropy martingale measures / Yoshio Miyahara. London : Imperial College Press, 2012xiv, 185 p. ; 23 cm.This volume offers the reader practical methods to compute the option prices in the incomplete asset markets. The [GLP & MEMM] pricing models are clearly introduced, and the properties of these models are discussed in great detail. It is shown that the geometric Levy process (GLP) is a typical example of the incomplete market, and that the MEMM (minimal entropy martingale measure) is an extremely powerful pricing measure. This volume also presents the calibration procedure of the [GLP \ & MEMM] model that has been widely used in the application of practical problems
|
|
|
|
|