作者eddit (滴)
看板YZUfinGrad96
标题[公告] 衍生性上台报告内容及顺序
时间Tue Mar 18 20:26:00 2008
as title. the group presentation will start from April 19 (for
the first group). God bless everyone in this semester.
textbook:Principles of Financial Engineering by Salih Neftci
Group 1
Chapter 3-1 to 3-6 cashflow engineering and forward contracts
Group 2
Chapter 3-7 to 3-11 cashflow engineering and forward contracts
Group 3
Chapter 4-1 to 4-4 engineering simple interest rate derivatives
Group 4
Chapter 4-5 to 4-10 engineering simple interest rate derivatives
Group 5
Chapter 5-1 to 5-4 introduction to swap engineering
Group 6
Chapter 5-5 to 5-10 introduction to swap engineering
Group 7
Chapter 6 repo market strategies in financial engineering
Group 8
Chapter 9-1 to 9-4 engineering convexity positions
Group 9
Chapter 10-1 to 10-3 option engineering with applications
Group 10
Chapter 10-4 to 10-6 option engineering with applications
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※ 编辑: eddit 来自: 220.132.59.49 (03/18 22:13)
1F：→ bigcurly:God bless everyone in this semester. 03/19 01:18