Könyv Financial Derivatives Yongxin Yan

Financial Derivatives

Tianjin Philosophy and Social Science Planning Project: TJGL16-034

Szerző: Yongxin Yan
Nyelv: Angol
Kötés: Puha kötésű
Elérhetőség: Beszállítói készleten
Küldés 8-11 napon belül
21 617 Ft
Yongxin Yan, Professor, Ph.D., Tianjin Normal University, the main research direction is financial e...

Információk a könyvről

Szerző
Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
2016
oldal
188
EAN
9783330004207
ISBN
3330004207
Enbook ID
15545274
Súly
296
Méretek
150 x 220 x 11

Teljes leírás

Yongxin Yan, Professor, Ph.D., Tianjin Normal University, the main research direction is financial engineering. He proposed a series of closed American option pricing models. For example, the closed American option pricing model on dividend stock (2008), closed American exchange rate option pricing model (2009), closed Bermudan option pricing model (2010), and closed fractional American option pricing model (2013). He established pricing relationships between American, European and Bermuda option (2013). He proposed closed general American option pricing model (2016), closed American foreign equity option pricing model (2015,2016), closed American equity warrants pricing model, closed American convertible bond pricing model, early loans spreads pricing model, closed American interest rate limitations and swaptions pricing model (2014), and fractional segmented volatility long-term options pricing models (2016). He written Chinese book (2013),and many universities use the book as graduate or undergraduate textbook. He published papers more than 10.

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