摘要: 一般规律,通胀率于债券收益率正相关。当通胀率较高时,市场会降低对债券的需求(固定息票) =》 导致债券价格下跌,收益率上升。 阅读全文
posted @ 2013-10-22 23:25 LevyFan 阅读(245) 评论(0) 推荐(0) 编辑
摘要: 网上找到的, 总结的比较细。 看了其中一部分,还不错http://www.cs.ucr.edu/~lyan/c++interviewquestions.pdf 阅读全文
posted @ 2013-10-22 16:16 LevyFan 阅读(115) 评论(0) 推荐(0) 编辑
摘要: 欧式买方期权价值 C(S_{0},T,K), 美式 c(S_{0},T,K). 假设没有股息。 - 根据两类期权定义可知 对于任意时间 C≤c,- 根据期权平价公式 C(S_{t},T-t,K) + K DF(t,T) = P(S_{t},T-t,K) + S_{t} 可以得到 C(S_{t},T-t,K) = P(S_{t},T-t,K) + S_{t} - K DF(t,T) >= S_{t} - K DF(t,T) >= S_{t} - K 进一步可得 C(S_{t},T-t,K)>= max(0, S_{t} - K). max(0, S_{t} - K) 对应的是美 阅读全文
posted @ 2013-10-22 16:08 LevyFan 阅读(317) 评论(0) 推荐(0) 编辑
摘要: explicit is a key word to prevent the constructor to do the implicit type conversionclass String1 {public: String1(int n); // assign n bytes}class String2 {public: explicit String2(int n); // assign n bytes}String1 str1 = 'x'; // OK: 'x' will be converted to int and calls the String1 阅读全文
posted @ 2013-10-18 19:31 LevyFan 阅读(182) 评论(0) 推荐(0) 编辑
摘要: A smart pointer is an abstract data type that stimulates a pointer with additional funationality, such as auto memory deallocation, reference counting, etc. In practise it could be a wrapper around of a regular pointer and forwards all meaningfull operations to the pointerThe simplest smart pointer 阅读全文
posted @ 2013-10-18 11:27 LevyFan 阅读(719) 评论(0) 推荐(0) 编辑
摘要: 经常容易混淆的概念pointer to const -> 指向的数据不能被修改const pointer -> 指针的地址不能被修改int a = 3;int b = 4;// read from right to leftconst int * p1 = &a; // a pointer to a const intint * const p2 = &b; // a const pointer to an int*p1 = b; // not OKp1 = &b; // OKa = 4; // OK: *p1 = 4p2 = &a; // not 阅读全文
posted @ 2013-10-17 23:32 LevyFan 阅读(158) 评论(0) 推荐(0) 编辑