A CLOSED‐FORM EXACT SOLUTION FOR PRICING VARIANCE SWAPS WITH STOCHASTIC VOLATILITY In this paper, we present a highly efficient approach to price variance swaps with discrete sampling times. We have found a closed-form exact solution for ... SP Zhu,GH Lian - 《Mathematical Finance》 被引量:...
AnElementaryIntroductiontoMathematicalFinanceOptionsandOtherTopicsSecondEditionSHELDONM.ROSSUniversityofCaliforniaatBerkeleypublis..
The reader progresses from a solid grounding in multivariable calculus through a derivation of the Black-Scholes equation, its solution, properties, and applications. The text attempts to be as self-contained as possible without relying on advanced mathematical and statistical topics. The material ...
mathematical framework provided by each mathematical discipline, and the application of each framework to the solution of finance problems. It emphasizes the thought process and mathematical approach taken to develop each result instead of the memorization of formulas to be applied (or misapplied) ...
An Elementary Introduction to Mathematical Finance: Stochastic Dynamic Programming An Elementary Introduction to Mathematical Finance: Stochastic Dynamic ProgrammingInvestmentsThis textbook on the basics of option pricing is accessible to readers... SM Ross - China Machine Press :Cambridge University Press 被...
How to choose the right predictive model for your organization Splunk ITSI is an Industry Leader in AIOps Splunk IT Service Intelligence (ITSI)is an AIOps, analytics and IT management solution that helps teams predict incidents before they impact customers. ...
Introduction_to_Operations_Research
This book provides a concise introduction to stochastic calculus with some of its applications in mathematical finance, engineering and the sciences. Applications in finance include pricing of financial derivatives, such as options on stocks, exotic options and interest rate options. The filtering problem...
5. We want to apply DRL to finance (FinRL). Can you find some recent applications of deep reinforcement learning in financial markets, for example, automated trading, portfolio allocation, cryptocurrency (BTC), hedging, high-frequency (minute level or tick data)? What are the critic-based appr...
The design of quantum algorithms is complex because it must take a real-world problem, consisting of classical information, and formulate it in such a way that can be mapped to a quantum system, manipulated as quantum information, and then transformed back into a classical solution. In general...