[公告] 財務數學分組名單
以下是彙整好的財數分組名單,請各位確認一下
如果無誤的話,我明天上課就交給老師了喔~
如果同學要自己選文章的話...可能就要麻煩你自己去問問老師了~
還沒有選好文章的同學也請你明天來找我登記,謝謝!
5. Boyle, P. P., “Options: a Monte Carlo Approach,” Journal of Financial
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79621103李昇隆,79621105童信智
6. Brennan, M. J. and Schwartz, E. S., “The Valuation of the American
Put Option,” Journal of Finance, 32, 449-462, 1977.
79621102賴麒安,79621222蔡惠朱
7. Cox, J. “The Constant Elasticity of Variance Option Pricing Model,”
Journal of Portfolio Management, 15-17, 1996.
79621214蔡逸賢,79621220許皓程
12.Geske, R. and Johnson, H. E., “The American Put Valued Analytically,”
Journal of Finance, 39, 1511-1524, 1984.
79621201吳柏賢,79621211陳柏榮
15.Heston, S., “A Closed-Form Solution for Options with Stochastic
Volatility with Application to Bond and Currency Options,”
The Review of Financial Studies, 6, 327-343, 1993. 89553302何秀榮
16.Hull, J. and White, A., “The Pricing of Options with Stochastic
Volatilities,” Journal of Finance, 42, 281-300, 1987.
79621101朱佩霞,79621208杜夏蘭
17.Hull, J. and White, A., “Pricing Interest Rate Derivatives Securities,”
Review of Financial Studies, 3, 573-592, 1990.
79621104邱榆恒,79621107邱世鈞
19.Kon, S. J. “Models of Stocks Returns—A Comparison,” Journal of Finance,
39, 147-165, 1984.
79621106袁舒敏,79621207陳盈珊
22.Merton, R. “An Intertemporal Capital Asset Pricing Model,” Econometrica,
41, 867-887, 1973.
79621209張簡佳玲,79621218高禎佑
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