IDEAS home Printed from https://ideas.repec.org/p/osf/osfxxx/mu8th.html
   My bibliography  Save this paper

Nhập môn toán tài chính

Author

Listed:
  • , AISDL

Abstract

Nhập môn toán tài chính (Nguyễn Tiến Dũng, Đỗ Đức Thái - 2014)

Suggested Citation

  • , Aisdl, 2014. "Nhập môn toán tài chính," OSF Preprints mu8th, Center for Open Science.
  • Handle: RePEc:osf:osfxxx:mu8th
    DOI: 10.31219/osf.io/mu8th
    as

    Download full text from publisher

    File URL: https://osf.io/download/5fbf9232ab651801f3b10030/
    Download Restriction: no

    File URL: https://libkey.io/10.31219/osf.io/mu8th?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Kosowski, Robert & Neftci, Salih N., 2014. "Principles of Financial Engineering," Elsevier Monographs, Elsevier, edition 3, number 9780123869685.
    2. J Robert Buchanan, 2006. "An Undergraduate Introduction to Financial Mathematics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6009, February.
    3. Jaksa Cvitanic & Fernando Zapatero, 2004. "Introduction to the Economics and Mathematics of Financial Markets," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262532654, December.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Suleyman Basak & Georgy Chabakauri, 2012. "Dynamic Hedging in Incomplete Markets: A Simple Solution," The Review of Financial Studies, Society for Financial Studies, vol. 25(6), pages 1845-1896.
    2. P. Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," SIRE Discussion Papers 2015-71, Scottish Institute for Research in Economics (SIRE).
    3. Cocozza, Rosa & De Simone, Antonio, 2011. "One numerical procedure for two risk factors modeling," MPRA Paper 30859, University Library of Munich, Germany.
    4. Ata Ozkaya & Omer Altun, 2024. "Domestic and Global Causes for Exchange Rate Volatility: Evidence From Turkey," SAGE Open, , vol. 14(2), pages 21582440241, April.
    5. Alessandro Andreoli & Luca Vincenzo Ballestra & Graziella Pacelli, 2016. "From insurance risk to credit portfolio management: a new approach to pricing CDOs," Quantitative Finance, Taylor & Francis Journals, vol. 16(10), pages 1495-1510, October.
    6. Chung-Han Hsieh & Xin-Yu Wang, 2023. "Robust Trading in a Generalized Lattice Market," Papers 2310.11023, arXiv.org.
    7. Moawia Alghalith, 2012. "New methods of estimating volatility and returns," Journal of Asset Management, Palgrave Macmillan, vol. 13(1), pages 1-4, February.
    8. Carlo Gola & Antonio Ilari, 2015. "Financial innovation oversight: a policy framework," Journal of Financial Perspectives, EY Global FS Institute, vol. 3(1), pages 59-100.
    9. Tamás Nepusz & Tamás Vicsek, 2013. "Hierarchical Self-Organization of Non-Cooperating Individuals," PLOS ONE, Public Library of Science, vol. 8(12), pages 1-9, December.
    10. Cvitanic, Jaksa & Lazrak, Ali & Wang, Tan, 2008. "Implications of the Sharpe ratio as a performance measure in multi-period settings," Journal of Economic Dynamics and Control, Elsevier, vol. 32(5), pages 1622-1649, May.
    11. Mehrdoust, Farshid & Noorani, Idin & Hamdi, Abdelouahed, 2023. "Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg–Marquardt optimization algorithm," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 204(C), pages 660-678.
    12. Chung-Han Hsieh, 2022. "On Robustness of Double Linear Trading with Transaction Costs," Papers 2209.12383, arXiv.org.
    13. Katharina Finke & Jost H. Heckemeyer & Timo Reister & Christoph Spengel, 2013. "Impact of Tax-Rate Cut cum Base-Broadening Reforms on Heterogeneous Firms: Learning from the German Tax Reform of 2008," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 69(1), pages 72-114, March.
    14. Alghalith, Moawia, 2020. "Pricing the American options: A closed-form, simple formula," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 548(C).
    15. Hauser, Shmuel & Kedar-Levy, Haim, 2018. "Liquidity might come at cost: The role of heterogeneous preferences," Journal of Financial Markets, Elsevier, vol. 39(C), pages 1-23.
    16. Metodi TRAYKOV & Miglena TRENCHEVA & Radoslav MAVREVSKI & Anton STOILOV & Ivan TRENCHEV, 2016. "Using Partial Differential Equations For Pricing Of Goods And Services," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 63(2), pages 291-298, July.
    17. Alghalith, Moawia, 2010. "New methods of estimating stochastic volatility and the stock return," MPRA Paper 20303, University Library of Munich, Germany.
    18. Mark Setterfield & Bill Gibson, 2013. "Real and financial crises: A multi-agent approach," Working Papers 1309, Trinity College, Department of Economics, revised Jul 2014.
    19. Taurai Muvunza & Yong Jiang, 2023. "Determinants and hedging effectiveness of China's sovereign credit default swaps," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 2074-2087, April.
    20. Dietmar Leisen & Eckhard Platen, 2017. "Investing for the Long Run," Papers 1705.03929, arXiv.org.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:osf:osfxxx:mu8th. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: OSF (email available below). General contact details of provider: https://osf.io/preprints/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.