Monthly Archives: October 2010

沥沥岚杂记_3

Posted on October 28, 2010 by Elliott Sun

This is the endogenous sin of the human being Everyone has to pay for what he owes Really feel contrite about creating such situation

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沥沥岚杂记_2

Posted on October 21, 2010 by Elliott Sun

‘…If capitalism is defined as an economic system in which the mean of production and distribution are operated by privately rather than publicly owned enterprise and in which decisions within individual enterprises are motivated by consumer demand rather than by … Continue reading →

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沥沥岚杂记_1

Posted on October 7, 2010 by Elliott Sun

风暴肆虐的1973年 经典期权定价模型Black-Scholes现世 (BS –> SB?) 从此之后的30年间 各式各样的奇异期权 掉期  开始折磨投资者 更可恶的 也折磨了我们广大学生  资产 尤其是债务资产证券化的出现更让此类折磨到达了新的一个登峰造极的高度 万恶的信用违约掉期 金融 变成了 金融工程 定量分析师们从设计产品的一开始就不假思索地随机游走(random walk)和假定无套利均衡 布朗运动 均值回复运动= 资产价格走势? 何时才能回归金融的本质? 衍生品到底该如何定价? 期待一位名符其实颠覆过去的诺贝尔 这篇日记里提到了：  

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