April 2019
Intermediate to advanced
592 pages
17h 12m
English
Content preview from Actuarial Finance
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Index
a
b
- Bid-ask spread 36
- Binary option
- Binomial model 185, 397
- American option 269
- Approximation of the Black-Scholes formula 405
- Approximation of the Black-Scholes-Merton model 398
- Continuation value 270
- Cox-Ross-Rubinstein (CRR) model 243, 405
- Currency option 280
- Discrete (dollar) dividend 228
- Dividend-paying risky asset 276
- Dynamic trading strategy 212, 250
- Guaranteed minimum withdrawal benefit (GMWB) 232
- Holding value 270
- Investment guarantee 194
- Jarrow-Rudd (JR) model 243, 402
- Market completeness 192, 218, 253, 417
- Multi-period model 239
- No-arbitrage condition 187, 205, 207, 241
- One-period model 185
- Portfolio value process 251
- Rebalancing 212
- Recombining tree 204, 241
- Replicating portfolio 190, 213
- Risk-neutral pricing formula 196, 221, 260
- Risk-neutral probability 196, 220, 260
- Self-financing strategy 215, 252
- Static trading strategy 212, 250
- Stochastic interest rate 225
- Trading strategy 190, 250
- Two-period model 201
- Black-Scholes formula 403, 450, 455
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I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
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I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.