August 2022
Intermediate to advanced
689 pages
15h 46m
French
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CHAPITRE 19 Évaluation de produits dérivés
Les produits dérivés forment un sujet vaste et complexe.
—Judd Gregg
L’évaluation des options et des produits dérivés est longtemps restée réservée à quelques boss des maths, des personnes bardées d’un doctorat en mathématiques appliquées ou dans une autre discipline prouvant des capacités à naviguer parmi des équations mystiques. Cela dit, tirer profit de modèles basés sur des méthodes numériques telles que la simulation de Monte Carlo demande en général un peu moins de compétences de haut vol en mathématiques.
C’est en particulier le cas de l’évaluation d’options européennes, pour lesquelles l’exercice de l’option n’est possible qu’à la date de maturité ou d’échéance qui est fixée au départ. Les choses ...
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O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
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.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
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.