2013-10-31から1日間の記事一覧
最近変動率と利益の関係に関して学んでいます。A problem in the Hull textbook’s problems manual discusses the market price of risk for the futures rate and the forward rate. For the forward rate, when the drift (mu) is 0, the market price of …
最近変動率と利益の関係に関して学んでいます。A problem in the Hull textbook’s problems manual discusses the market price of risk for the futures rate and the forward rate. For the forward rate, when the drift (mu) is 0, the market price of …