數學模型英文的問題，透過圖書和論文來找解法和答案更準確安心。 我們找到下列問答集和資訊懶人包

金融衍生品數學模型(英文影印本)

為了解決數學模型英文的問題，作者郭宇權 這樣論述：

本書旨在運用金融工程方法講述模型衍生品背後的理論，作為重點介紹了對大多數衍生證券很常用的鞅定價原理。書中還分析了固定收入市場中的大量金融衍生品，強調了定價、對沖及其風險策略。 本書從著名的期權定價模型的Black-Scholes-Merton公式開始，講述衍生品定價模型和利率模型中的最新進展，解決各種形式衍生品定價問題的解析技巧和數值方法。目次：衍生品工具介紹；金融經濟和隨機計算；期權定價模型；路徑依賴期權；美國期權；定價期權的數值方案；利率模型和債券計價；利率衍生品：債券期權、LIBOR和交換產品。 Preface 1 Introduction to Derivat

ive Instruments 1.1Financial Options and Their Trading Strategies 1.1.1Trading Strategies Involving Options 1.2Rational Boundaries for Option Values 1.2.1Effects of Dividend Payments 1.2.2Put-Call Parity Relations 1.2.3Foreign Currency Options 1.3Forward and Futures Contracts

1.3.1Values and Prices of Forward Contracts 1.3.2Relation between Forward and Futures Prices 1.4Swap Contracts 1.4.1Interest Rate Swaps 1.4.2Currency Swaps 1.5Problems 2 Financial Economics and Stochastic Calculus 2.1Single Period Securities Models 2.1.1Dominant Trading Stra

tegies and Linear Pricing Measures 2.1.2Arbitrage Opportunities and Risk Neutral Probability Measures 2.1.3Valuation of Contingent Claims 2.1.4Principles of Binomial Option Pricing Model 2.2Filtrations, Martingales and Multiperiod Models 2.2.1Information Structures and Filtrations

2.2.2Conditional Expectations and Martingales 2.2.3Stopping Times and Stopped Processes 2.2.4Multiperiod Securities Models 2.2.5Multiperiod Binomial Models 2.3Asset Price Dynamics and Stochastic Processes 2.3.1Random Walk Models 2.3.2Brownian Processes 2.4Stochastic Calcu

lus: Ito’’s Lemma and Girsanov’’s Theorem 2.4.1Stochastic Integrals 2.4.2Ito’’s Lemma and Stochastic Differentials 2.4.3Ito’’s Processes and Feynman-Kac Representation Formula 2.4.4Change of Measure: Radon-Nikodym Derivative and Girsanov’’s Theorem. 2.5Problems 3 Option Pricing Mod

els: Blaek-Scholes-Merton Formulation 3.1Black-Scholes-Merton Formulation 3.1.1Riskless Hedging Principle 3.1.2Dynamic Replication Strategy 3.1.3Risk Neutrality Argument 3.2Martingale Pricing Theory 3.2.1Equivalent Martingale Measure and Risk Neutral Valuation 3.2.2Black-Scho

les Model Revisited 3.3Black-Scholes Pricing Formulas and Their Properties 3.3.1Pricing Formulas for European Options 3.3.2Comparative Statics 3.4Extended Option Pricing Models 3.4.1Options on a Dividend-Paying Asset 3.4.2Futures Options 3.4.3Chooser Options 3.4.4Compound

Options 3.4.5Merton’’s Model of Risky Debts 3.4.6Exchange Options 3.4.7Equity Options with Exchange Rate Risk Exposure 3.5Beyond the Black-Scholes Pricing Framework 3.5.1Transaction Costs Models 3.5.2Jump-Diffusion Models 3.5.3Implied and Local Volatilities 3.5.4Stocha

stic Volatility Models 3.6Problems 4 Path Dependent Options 4.1Barrier Options 4.1.1European Down-and-Out Call Options 4.1.2Transition Density Function and First Passage Time Density 4.1.3Options with Double Barriers 4.1.4Discretely Monitored Barrier Options 4.2Lookback Options

4.2.1European Fixed Strike Lookback Options 4.2.2European Floating Strike Lookback Options 4.2.3More Exotic Forms of European Lookback Options 4.2.4Differential Equation Formulation 4.2.5Discretely Monitored Lookback Options 4.3Asian Options. 4.3.1Partial Differential Equa

tion Formulation 4.3.2Continuously Monitored Geometric Averaging Options 4.3.3Continuously Monitored Arithmetic Averaging Options 4.3.4Put-Call Parity and Fixed-Floating Symmetry Relations 4.3.5Fixed Strike Options with Discrete Geometric Averaging 4.3.6Fixed Strike Options with

Discrete Arithmetic Averaging 4.4Problems 5 American Options 5.1Characterization of the Optimal Exercise Boundaries 5.1.1American Options on an Asset Paying Dividend Yield 5.1.2Smooth Pasting Condition. 5.1.3Optimal Exercise Boundary for an American Call 5.1.4Put-Call Symmetry Re

lations. 5.1.5American Call Options on an Asset Paying Single Dividend 5.1.6One-Dividend and Multidividend American Put Options 5.2Pricing Formulations of American Option Pricing Models 5.2.1Linear Complementarity Formulation 5.2.2Optimal Stopping Problem 5.2.3Integral Represen

tation of the Early Exercise Premium 5.2.4American Barrier Options 5.2.5American Lookback Options 5.3Analytic Approximation Methods 5.3.1Compound Option Approximation Method 5.3.2Numerical Solution of the Integral Equation 5.3.3Quadratic Approximation Method 5.4 Options with

Voluntary Reset Rights 5.4.1Valuation of the Shout Floor 5.4.2Reset-Strike Put Options 5.5Problems 6 Numerical Schemes for Pricing Options 7 Interest Rate Models and Bond Pricing 8 Interest Rate Derivatives: Bond Options, LIBOR and Swap Products References Author Index Subject Index

數學模型英文進入發燒排行的影片

父母親身體狀況與嬰幼兒先天性缺陷之關聯性研究

為了解決數學模型英文的問題，作者陳悠祈 這樣論述：

隨著社會經濟壓力逐漸增大，晚婚生子成了趨勢。根據內政部人口統計，西元2019年台灣女性生育第一胎年齡在35歲以上者高達23％，約為西元2009年的2.4倍。高齡產婦的增加，導致妊娠糖尿病、羊水過多、懷孕引起之高血壓等妊娠風險上升，進而造成出生兒的先天性缺陷風險增加。近來，商業保險中的婦嬰險推展，不僅提供產婦保障，同時為新生兒帶來保障。且因應客戶需求，不再侷限於孩子一兩年短期的保障，也觀察其多年後的情形，加強對特定先天缺陷及相關住院、手術醫療面的給付。此外，一般保險公司在提供此保障時，產婦需要填寫健康告知聲明書，藉此預測未來承保的風險，然而父親對嬰幼兒先天缺陷隱含的潛在危險因子可能仍需

再列入考量。因此本研究期望透過「衛生福利部衛生福利資料科學中心」所提供之資料，藉由廣義線性模型，探討2004年至2017年0-7歲嬰幼兒之先天缺陷與父母親危險因子的關聯性。 研究顯示，觀察西元2004年至2017年的2,326,774位新生兒，其0-7歲罹患先天缺陷的機率為4.067%，當中約有20%的先天缺陷者於2歲後才發覺。在其他條件皆相同之下，父親年齡、母親年齡增加十歲時，則會分別使嬰幼兒其先天缺陷率提高為原本的1.013倍（95%CI=0.995-1.031）、1.185倍（95%CI=1.162-1.209）。而母親有任一懷孕危險因子所生育的嬰幼兒其先天缺陷率(例如:心臟疾病、

孕期抽煙、妊娠糖尿病)則是母親無任一懷孕危險因子的1.144倍（95%CI=0.995-1.314）-2.003倍（95%CI=1.932-2.077）之間。希望藉由本研究所得先天缺陷相關資訊，提供保險公司作為訂價上風險的評估，也使雙親藉由事先瞭解懷孕的危險因子能有效做好相關的預防措施，在生育的路上更加順利。