金融期权组合交易策略 单个金融期权交易盈亏分析 期权及组合交易概述 期货与期权的组合交易 利率期权

现金流量和瓷金等值计算 一、现金流量构成 现金流量( Cash flow,CF) 现金流入( Cash In flow,CI) 销售(经营)收入、资产回收、借款等 现金流出( Cash Out flow,CO) 投资、经营成本、税、贷款本息偿还等 净现金流量(NCF) NCF=CI-CO

In this lecture, we consider the motion of a 3D rigid body. We shall see that in the general three dimensional case, the angular velocity of the body can change in magnitude as well as in direction, and, as a consequence, the motion is considerably more complicated than that in two dimensions. Rotation About a Fixed Point We consider first the simplified situation in which the 3D body moves in such a way that there is always a point, O, which is fixed. It is clear that, in this case, the path of any point in the rigid body which is at a

In this lecture, we will particularize the conservation principles presented in the previous lecture to the case in which the system of particles considered is a 2D rigid body. Mass Moment of Inertia In the previous lecture, we established that the angular momentum of a system of particles relative to the center of mass, G, was

In lecture D9, we saw the principle of impulse and momentum applied to particle motion. This principle was of particular importance when the applied forces were functions of time and when interactions between particles occurred over very short times, such as with impact forces. In this lecture, we extend these principles to two dimensional rigid body dynamics. Impulse and Momentum Equations Linear Momentum In lecture D18, we introduced the equations of motion for a two dimensional rigid body. The linear momen- tum for a system of particles is defined

In this lecture, we will revisit the application of Newton's second law to a system of particles and derive some useful relationships expressing the conservation of angular momentum. Center of Mass Consider a system made up of n particles. A typical particle, i, has mass mi, and, at the instant considered, occupies the position Ti relative to a frame xyz. We can then define the center of mass, G, as the point

In this lecture, we will revisit the principle of work and energy introduced in lecture D7 for particle dynamics, and extend it to 2D rigid body dynamics. Kinetic Energy for a 2D Rigid Body We start by recalling the kinetic energy expression for a system of particles derived in lecture D17

In this lecture, we will start from the general relative motion concepts introduced in lectures D11 and D12. and then apply them to describe the motion of 2D rigid bodies. We will think of a rigid body as a system of particles in which the distance between any two particles stays constant. The term 2-dimensional implies that particles move in parallel planes. This includes, for instance, a planar body moving within its plane

支付已知现金收益资产远期合约的定价 无收益资产远期合约的定价 远期价格与期货价格 远期(期货)价格与标的资产现货价格的关系 支付已知收益率资产远期合约的定价 远期与期货价格的一般结论

An accelerometer is a device used to measure linear acceleration without an external reference. The main idea has already been illustrated in the previous lecture with the example of the boy in the elevator. Clearly, if we know the weight of the boy when the acceleration is zero, we can determine from the reading on the scale the value of the acceleration. In summary, the acceleration will produce an inertial force on a test mass, and this force can be nulled and measured with precision. Below we have sketch of a very simple one axis accelerometer