Stefanica D. A Primer for the Mathematics of Financial Engineering
Подождите немного. Документ загружается.
284
derivative form, 144
integral form, 144
Taylor polynomial, 143
Taylor series, 152, 154, 155
radius
of convergence, 153, 154
Taylor's formula
multivariable functions, 147
single variable functions, 143
two variables functions,
150
Theta,
97, 216
call, 98, 102
finite difference approximation, 191
put,
98
Trapezoidal Rule, 54, 56,
59
Variance, 81, 85
Vega, 97
call, 98,
101
put,
98
vega
finite difference approximation, 191
Volatility, 94
Yield curve, 64
Zero
rate
curve, 64
INDEX
I
I
I
\
I