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... VAR. Определение. ... Линейная и квадратичная модель VAR. ... Применение биномиального дерева к оценке стоимости американского put опциона и греков. ... Моделирование цен опционов методом Монте-Карло. ... Экзотические опционы. ... Формулы для цен опционов знать не обязательно. ... Модели поведения цен акций. ... Модель Блэка. Опционы на бонд, капы, опционы на своп. ... Цена европейского опциона на облигацию в этой модели. ... Цена европейского опциона на бескупонную облигацию в этой модели. ...
... Bohm limit DB=vrg/3: Emax Emax ush 0.3 Ze B Rsh c 1014(B/Bism) Z eV B Hillas criterion ! ... Voelk 2000; Kang Jones 2006) - Bohm diffusion in amplified magnetic field B2/8 = 0.035 u2/2 ( Voelk et al. 2005 empirical; Bell 2004 , Zirakashvili VP 2008 theoretical) - account for Alfvenic drift w = u + Va upstream and downstream - relative SNR rates: SN Ia : IIP : Ib/c : IIb = 0.32 : 0.44 : 0.22 : 0.02 Chevalier 2004 , Leaman 2008, Smart et al 2004, Berezinsky et al 2006 Das et al. ...
... Internet: http://massm edia.msu.ru 23н24 (4334н4335) 2010 , ! ... 2 Moscow University / Moskauer Universitфt / Universitщ de Moscou / Universidad de Moscћ 23н24 (4334н4335) 2010 л Ё -- .. ... л SAPЁ, SAP University Alliance. : л . ... Moscow University / Moskauer Universitфt / Universitщ de Moscou / Universidad de Moscћ л Ё 23н24 (4334н4335) 2010 3 , 955 30 2010 . ... л Ё 23н24 (4334н4335) 2010 Moscow University / Moskauer Universitфt / Universitщ de Moscou / Universidad de Moscћ 1. ( , . ...
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