Solvable models in option pricing and credit risk

期权定价和信用风险的可解模型

• 批准号: 341233-2007
• 负责人: Kuznetsov, Alexey
• 金额: $ 0.87万
• 依托单位: York University
• 依托单位国家: 加拿大
• 项目类别: Discovery Grants Program - Individual
• 财政年份: 2010
• 资助国家: 加拿大
• 起止时间: 2010-01-01 至 2011-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=458290
• 关键词: Solvable; models; option; pricing; credit

The Science of Mathematical Finance deals with problems in financial markets, such as investing, hedging, pricing and risk management. Over the last 30 years ideas and methods of Math Finance have been adopted by the leading banks, insurance companies and pension funds around the globe and have become essential for the efficient operation of financial markets.

数学金融科学研究金融市场中的问题，例如投资、对冲、定价和风险管理。过去 30 年来，数学金融的理念和方法已被全球领先的银行、保险公司和养老基金采用，并已成为金融市场高效运作的关键。