1987年以来,我们在华东师范大学数学系对数学教育助教进修 班、在职教师硕士课程班、硕士研究生和本科生多次开设了“数学教学 测量和评估”这门课程,同时实施了全国第一次、第二次初中数学教学 抽样调查和上海市部分重点中学的高中数学教学测试与评估

Two Kinds of Underlying Assets · Investment assets: held for investment purposes by a significant numbers of investors. Examples: stocks, bonds, gold. Three different situations: 1. The asset provides no income 2. The asset provides a known dollar income 3. The asset provides a known dividend yield Consumption assets: held primarily for consumption. Examples: commodities such as copper, oil and live hogs

Nature of Swaps A swap is an agreement to exchange cash flows(现金流)at specified future times according to certain specified rules

Notation : European call C: American Call option option price price p: European put P: American Put option option price price So: Stock price today·Sr:Stock price at time X: Strike price D: Present value of T: Life of option

第一章 15 (a)The trader sells 100 million yen for $0.0080 per yen when the exchange rate is $0.0074 per yen. The gain is 100x0.0006 millions of dollars or $60,000. ()The trader sells 100 million yen for $0.0080 per yen when the exchange rate is $0.0091 per yen. The loss is 100.0011 millions of dollars or $110,000. 1.6 you could buy 5,000 put options (or 50 contracts)with a strike price of

Categorization of Stochastic Processes 1 Discrete time; discrete variable 2 Discrete time; continuous variable 3 Continuous time; discrete variable 4 Continuous time; continuous variable Options, Futures, and Other Derivatives,4 4th edition2000 by John.hull Tang Yincai, 2003, Shanghai Normal University

European Options on Stock 12.2 Paying Continuous Dividends We get the same probability distribution for the stock price at time T in each of the following cases 1. The stock starts at price So and provides a continuous dividend yield q 2. The stock starts at price Soe-q' and provides no dividend yield

The Question Being Asked in Value at Risk (VaR) \What loss level is such that we are X% confident it will not be exceeded in N business days?\

骨质变化除了与性别、年龄、激素水平、生活方式和机械受力等因素有关外,还与表观遗传调控途径有关。本文梳理近年来表观遗传调控在骨组织运动医学领域的研究进展,有助于为运动健骨和防治骨质疏松等代谢性疾病提供新思路

增长极理论是区域开发中常用的重要理论之一,有必要考察其研究进展与发展趋向。在理论与实践相结合的基础上,分国内与国外两条主线,回顾了增长极的理论发展过程以及增长极有关理论的实践效果