2002 / June Volume 26 No.2
| Published Date |
2002 / June
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| Author | |
| Keyword |
財務數學, 金融數學, 經濟學, 風險管理, 預測, 無風險機率測度(risk neutral probability measure), martingale(鞅、平賭過程), 無套利(no arbitrage), 隨機微積分, 隨機漫步(random walk), 布朗運動, Wiener過程, 幾何布朗運動(geometric Brownian motion), 效率市場(efficient market), Markov process, 信息流程(information flow), Black-Scholes公式, 平賭差序列, 停止時間(stopping time), 選擇權訂價, 歐式選擇權, 美式選擇權, 波動率(volatility)
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