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应该学下面这些

(2023-04-13 20:09:32) 下一个

随便列一些,不免挂一漏万:

  • Option basics:
    • Puts and Calls. Put-Call Pairity
    • Forward Contracts, Forward rates and forward prices.
    • Fixed Income Securities
    • Float Notes and Interest Rate Swaps 
    • American Options and European Options 
  • Pricing 
    • No Arbitrage Pricing 
      • The Binomial Model
    • IRR and NPV
    • Expected Value 
    • Variance and Covariance
    • Mean Variance Analysis
    • Correlation and Independence 
    • Asset Pricing
      • First Fundamental Theorem
      • 2nd Fundamental Theorem
  • Probability stuff
    • Random Variables, Distributions and Expectations 
    • Comditional Expectations 
    • Martingales 
    • Markov Processes 
  • Stochastic Processes 
    • Brownian motion
    • Sample space, measure, and filtration 
    • Constructing Risk Neutral Measures
    • Black Scholes 
    • Martingale Representation Theorem
    • Ito Integral
    • Ito-Doeblin formula
  • Risk Neutral Pricing
  • Exotic Options
  • Term Structure Models

 

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