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风险模型选择的实现 in Excel and Python(Option risk management)
3 个回复 - 1269 次查看风险模型选择的实现 in Excel and Python 风险模型选择是风险管理中的重要点和关键点，我在这里分享的“风险模型选择的实现 in Excel and Python”，是基于Elements of Financial Risk Management(2012 2nd ed. ...2020-5-22 09:49 - Lotus_ss - 现金交易版

Option market making under inventory risk(一个期权做市商策略的paper)
16 个回复 - 6275 次查看一个期权做市商策略的paper。2016-1-30 15:36 - yujun1214 - 金融学（理论版）

Option Market Making: Trading and Risk Analysis for the Financial and Commodity
14 个回复 - 5392 次查看期权交易员的必读经典，全网独家首发。 [/backcolor] Option Market Making : Trading and Risk Analysis for the Financial and Commodity Option Markets[/backcolor] Product Details: [/backcolor][/backcolo ...2014-12-5 15:09 - gelster - 金融工程（数量金融）与金融衍生品

求“Does Option Compensation Increase Managerial Risk Appetite?”
4 个回复 - 534 次查看【作者(必填)】Jennifer N. Carpenter 【文题(必填)】 Does Option Compensation Increase Managerial Risk Appetite? 【年份(必填)】 2000 【全文链接或数据库名称(选填)】 https://onlinelibrary.wiley.co ...2022-11-28 09:00 - 2066891135 - 悬赏大厅

求“Does Option Compensation Increase Managerial Risk Appetite?”
1 个回复 - 334 次查看【作者(必填)】 Jennifer N. Carpenter 【文题(必填)】 Does Option Compensation Increase Managerial Risk Appetite?” 【年份(必填)】 2000 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.c ...2022-11-28 09:15 - 2066891135 - 文献求助专区

FX Options and Smile Risk
4 个回复 - 1487 次查看本书的内容与时俱进，集逻辑、严谨和易读于一身。如果你热衷于结构化产品，这本绝对是你的菜。2019-3-12 17:02 - qss0507 - 金融工程（数量金融）与金融衍生品

Forecasting value at risk and conditional value at risk using option market data
3 个回复 - 779 次查看【作者(必填)】Annalisa Molino[/backcolor], Carlo Sala[/backcolor] 【文题(必填)】Forecasting value at risk and conditional value at risk using option market data 【年份(必填)】2020 【全文链接或数 ...2021-6-18 21:14 - hnhs100 - 求助成功区

Pricing European options and risk measurement
1 个回复 - 560 次查看【作者(必填)】Khaled Salhi 【文题(必填)】Pricing European options and risk measurement under exponential Lévy models — a practical guide 【年份(必填)】2017 ---International Journal of Financia ...2021-1-21 16:54 - phdcs_2008 - 求助成功区

BIS国际清算银行-Firm-specific-risk-neutral-distributions-with-options-and-CDS
1 个回复 - 451 次查看 BIS国际清算银行-Firm-specific-risk-neutral-distributions-with-options-and-CDS_68页_2mb2021-1-21 15:32 - wangjx_ - 行业分析报告

Measuring banks’ liquidity risk: An option-pricing approach
2 个回复 - 688 次查看【作者(必填)】 23 【文题(必填)】 Measuring banks’ liquidity risk: An option-pricing approach【年份(必填)】 232 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/pii/S03 ...2019-12-7 15:14 - internet.hzx - 求助成功区

Exact solutions for bond and option prices with systematic jump risk
1 个回复 - 435 次查看【作者(必填)】【文题(必填)】Exact solutions for bond and option prices with systematic jump risk 【年份(必填)】 1996 【全文链接或数据库名称(选填)】https://link.springer.com/article/10.1007/BF01 ...2020-4-13 12:22 - ssylzz - 求助成功区

求 Explaining S&P500 option returns: an implied risk-adjusted approach
2 个回复 - 394 次查看【作者(必填)】Volkmann D. 【文题(必填)】 Explaining S&P500 option returns: an implied risk-adjusted approach 【年份(必填)】2019 【全文链接或数据库名称(选填)】Central European Journal of Opera ...2019-12-15 17:00 - 地下爆菊 - 求助成功区

Option Pricing of Earnings Announcement Risks
1 个回复 - 408 次查看【作者(必填)】Andrew Dubinsky, Michael Johannes, Andreas Kaeck, Norman J Seeger 【文题(必填)】Option Pricing of Earnings Announcement Risks 【年份(必填)】2019 【全文链接或数据库名称(选填)】http ...2020-1-10 22:07 - hnhs100 - 求助成功区

A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing
2 个回复 - 702 次查看【作者(必填)】Dario Alitab Giacomo Bormetti Fulvio Corsi Adam A Majewski 【文题(必填)】A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing 【年份(必填)】2019 【全文链接或数据 ...2019-5-19 20:23 - hnhs100 - 求助成功区

Short‐Term Market Risks Implied by Weekly Options
1 个回复 - 515 次查看【作者(必填)】TORBEN G. ANDERSEN[/backcolor] NICOLA FUSARI[/backcolor] VIKTOR TODOROV[/backcolor] 【文题(必填)】Short‐Term Market Risks Implied by Weekly Options 【年份(必填)】2017 【全 ...2019-3-17 23:08 - hnhs100 - 求助成功区

FX Options and Smile Risk pdf + CDROM
5 个回复 - 3769 次查看 pdf : CDROM (with Excel Worksheet) : FX Options and Smile Risk DescriptionThe FX options market represents one of the most liquid and strongly competitive markets in the world, and featur ...2014-8-27 11:31 - ipod4g - Excel

The Real Options Approach to Evaluating a Risky Investment
0 个回复 - 454 次查看 The Real Options Approach to Evaluating a Risky Investment by a New Generation Cooperative：Further Processing 20页2019-1-29 16:20 - zlghs - 投资人（实务版）

期权交易经典 Option Market Making: Trading and Risk Analysis - Baird
5 个回复 - 5884 次查看 Option Market Making: Trading and Risk Analysis for the Financial and Commodity Option Markets ...2014-11-10 17:12 - stonepiece2 - 经济金融数学专区

Option Market Making: Trading And Risk 【PDF下载】
0 个回复 - 2226 次查看 Option Market Making: Trading And Risk 【PDF下载】2018-12-20 09:34 - fcsms - 金融工程（数量金融）与金融衍生品

Mobile shopping apps adoption and perceived risks: A cross-country perspective
6 个回复 - 678 次查看【作者(必填)】 Wei PengRelated information1Department of Media and Information, Michigan State University, 404 Wilson, Room 409, East Lansing, MI 48824, USA , Shupei YuanRelated information2Depart ...2018-12-19 09:16 - yaoyaomama - 求助成功区

Option Strategy Risk / Return Ratios: A Revolutionary New Approach to Optimizing
55 个回复 - 9828 次查看 Written by Brian Johnson, a professional investment manager with many years of trading and teaching experience, Option Strategy Risk/Return Ratios introduces a revolutionary new framework for evaluati ...2014-7-21 21:52 - 大家开心 - 金融学（理论版）

Mortgage Valuation Models: Embedded Options, Risk, and Uncertainty
11 个回复 - 4051 次查看 Mortgage Valuation Models: Embedded Options, Risk, and Uncertainty (Financial Management Association Survey and Synthesis) 1st Edition by Andrew Davidson (Author), Alexander Levin ( ...2016-5-12 06:46 - Enthuse - 悬赏大厅

Dynamic Jump Intensities and Risk Premiums in Crude Oil Futures and Options Mark
1 个回复 - 638 次查看【作者(必填)】Peter Christoffersen, Kris Jacobs and Bingxin Li 【文题(必填)】Dynamic Jump Intensities and Risk Premiums in Crude Oil Futures and Options Markets 【年份(必填)】2016 【全文链接或数 ...2018-8-11 17:04 - hnhs100 - 求助成功区

A real options-based model to supporting risk allocation in price cap
1 个回复 - 509 次查看【作者(必填)】Pellegrino, Roberta1 Ranieri, Luigi2Costantino, Nicola1Mummolo, Giovanni1 【文题(必填)】A real options-based model to supporting risk allocation in price cap regulation approach for pub ...2018-5-19 17:36 - xiezhongren - 求助成功区

JFE文献下载求助：The risk premia embedded in index options
1 个回复 - 683 次查看【作者(必填)】Torben G.Andersen； NicolaFusari； ViktorTodorov 【文题(必填)】The risk premia embedded in index options 【年份(必填)】2015 【全文链接或数据库名称(选填)】https://www.sciencedire ...2018-4-24 10:39 - cooper56 - 求助成功区

The Valuation of Power Exchange Options with Counterparty Risk and Jump Risk
1 个回复 - 468 次查看【作者(必填)】Xingchun Wang, Shiyu Song, Yongjin Wang 【文题(必填)】The Valuation of Power Exchange Options with Counterparty Risk and Jump Risk 【年份(必填)】2017 【全文链接或数据库名称(选填 ...2018-1-30 11:12 - ssylzz - 求助成功区

The option pricing model and the risk factor of stock
3 个回复 - 539 次查看【作者(必填)】 G Dan， GW Schwert 【文题(必填)】 The option pricing model and the risk factor of stock 【年份(必填)】 1976 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=pap ... u_c1 ...2017-11-2 12:17 - hmhss - 求助成功区

Executive Stock Options: Early Exercise Provisions and Risk-taking Incentives
1 个回复 - 814 次查看【作者(必填)】 Brisley, N 【文题(必填)】 Executive Stock Options: Early Exercise Provisions and Risk-taking Incentives 【年份(必填)】 2006 【全文链接或数据库名称(选填)】2017-3-30 16:02 - ycbm132 - 求助成功区

Risk, ambiguity, and the exercise of employee stock options
1 个回复 - 785 次查看【作者(必填)】 Y Izhakian, D Yermack 【文题(必填)】 Risk,ambiguity, and the exercise of employee stock options 【年份(必填)】 2016 【全文链接或数据库名称(选填)】2017-3-20 20:18 - ycbm132 - 求助成功区

Auditor Quality, IFRS Adoption, and Stock Price Crash Risk: Korean Evidence
1 个回复 - 832 次查看【作者(必填)】H Lim, SK Kang, H Kim 【文题(必填)】Auditor Quality, IFRS Adoption, and Stock Price Crash Risk: Korean Evidence 【年份(必填)】【全文链接或数据库名称(选填)】 Emerging Markets Fi ...2017-2-19 16:14 - 酱油哥哥 - 求助成功区

Pricing black-scholes options with correlated credit risk and jump risk
5 个回复 - 956 次查看【作者(必填)】Weidong Xu, Weijun Xu & Weilin Xiao 【文题(必填)】Pricing black-scholes options with correlated credit risk and jump risk 【年份(必填)】2015 【全文链接或数据库名称(选填)】http:/ ...2015-6-1 13:41 - lipj - 求助成功区

Risk-adjusted Lending Conditions: An Option Pricing Approach by W. Rosenberger
1 个回复 - 821 次查看 Risk-adjusted Lending Conditions: An Option Pricing Approach (The Wiley Finance Series) by Werner Rosenberger (Author) In order to operate their lending business profitably, banks must kno ...2016-9-20 12:03 - cmwei333 - 金融学（理论版）

Pricing black-scholes options with correlated credit risk and jump risk
9 个回复 - 1117 次查看【作者(必填)】 Weidong Xu, Weijun Xu & Weilin Xiao 【文题(必填)】 Pricing black-scholes options with correlated credit risk and jump risk 【年份(必填)】 2015 【全文链接或数据库名称(选填)】 http ...2016-5-14 14:40 - feiyufans - 求助成功区

Pricing Credit-Risky Bonds And Spread Options Modelling Credit-Spread
2 个回复 - 904 次查看【作者(必填)】Son-Nan Chen, Pao-Peng Hsu & Chang-Yi Li 【文题(必填)】Pricing Credit-Risky Bonds And Spread Options Modelling Credit-Spread Term Structures With Two-Dimensional Markov-Modulated Jump ...2016-5-3 09:34 - lipj - 求助成功区

A risk-based approach for pricing American options
4 个回复 - 795 次查看【作者(必填)】Robert J. Elliottab* & Tak Kuen Siuc 【文题(必填)】A risk-based approach for pricing American options under a generalized Markov regime-switching model 【年份(必填)】2011 【全文链 ...2015-10-12 22:12 - hnu123 - 求助成功区

Pricing Black–Scholes options with correlated interest rate risk and credit ris
2 个回复 - 823 次查看【作者(必填)】Szu-Lang Liaoab* & Hsing-Hua Huangb 【文题(必填)】Pricing Black–Scholes options with correlated interest rate risk and credit risk: an extension 【年份(必填)】2005 【全文链接或数据 ...2016-1-31 12:15 - ssylzz - 求助成功区

Option Pricing, Interest Rates and Risk Management
6 个回复 - 2516 次查看 Option Pricing, Interest Rates and Risk Management Cambridge University Press | 2001-07-30 | ISBN: 0521792371 | 686 pages | PDF | 3 MB This handbook presents the current state of practice, ...2010-11-2 11:30 - lanxyn - 金融学（理论版）

MODELLING RISK COORDINATION OF SUPPLY CHAINS WITH PUT OPTION CONTRACTS AND SELEC
1 个回复 - 685 次查看【作者(必填)】Yi, HY 【文题(必填)】MODELLING RISK COORDINATION OF SUPPLY CHAINS WITH PUT OPTION CONTRACTS AND SELECTIVE RETURN POLICIES 【年份(必填)】2015 【全文链接或数据库名称(选填)】2015-10-19 21:05 - hzquan1992 - 文献求助专区

Equity Options(Risk Metrics, Technical Research Notes )
1 个回复 - 1452 次查看 BS模型和BAW模型2015-9-24 10:23 - LinXiao36 - 风险管理

Equity Single Barrier Options. RiskMetrics(Reserach Technic Notes)
0 个回复 - 1081 次查看定价single Barrier Option2015-9-24 10:19 - LinXiao36 - 风险管理

Option-implied risk-neutral distributions and risk aversion
1 个回复 - 799 次查看看谁可以下载SSRN上面只能share的文章否？ ] Option-implied risk-neutral distributions and risk aversion JC Jackwerth… - 2004 - papers.ssrn.com 有下载者可以设置五个论坛币，我会购买！2011-4-19 12:28 - sqq19860225 - 求助成功区

Does Mandatory IFRS Adoption Affect Crash Risk
1 个回复 - 1127 次查看【作者(必填)】Mark L. DeFond University of Southern California Mingyi Hung The Hong Kong University of Science and Technology and University of Southern California Siqi Li Santa Clara University ...2015-7-8 10:24 - nkky2011 - 求助成功区

Pricing fuzzy vulnerable options and risk management
1 个回复 - 675 次查看【作者(必填)】Yu-hong Liu 【文题(必填)】Pricing fuzzy vulnerable options and risk management 【年份(必填)】2009 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/ ...2015-6-18 19:13 - lipj - 求助成功区

Pricing Vulnerable Options with Correlated Credit Risk Under Jump-Diffusion
3 个回复 - 982 次查看【作者(必填)】Lihui Tian, Guanying Wang, Xingchun Wang and Yongjin Wang 【文题(必填)】Pricing Vulnerable Options with Correlated Credit Risk Under Jump-Diffusion Processes 【年份(必填)】2013 ...2015-6-2 12:28 - lipj - 求助成功区

Options Trading for the Institutional Investor: Managing Risk in Financial Insti
27 个回复 - 4605 次查看 To protect portfolios in today's volatile and uncertain market environment, institutional investors need to hedge losses, create extra sources of income, and reduce risk. In his extensively updated an ...2014-7-22 15:00 - 大家开心 - 金融学（理论版）

Robust Hedging Performance And Volatility Risk In Option Markets
3 个回复 - 763 次查看【作者(必填)】Chuan-Hsiang Hana, , , Chien-Hung Changb, , Chii-Shyan Kuoc, , Shih-Ti Yua, 【文题(必填)】Robust hedging performance and volatility risk in option markets: Application to Standard an ...2015-5-4 15:42 - lipj - 求助成功区

Options_Perception and Deception _ Position Dissection, Risk Analysis
1 个回复 - 1708 次查看 2014-7-17 12:43 - bukeyide111 - 金融学（理论版）

prepayment risk and option adjusted valuation of MBS
4 个回复 - 2633 次查看 2005-8-15 17:13 - tang_z - 金融学（理论版）

GARCH Option Pricing Models, the CBOE VIX, and Variance Risk Premium
5 个回复 - 2075 次查看【作者(必填)】 [*]Jinji Hao [*]Department of Economics, Washington University in St. Louis [*]Jin E. Zhang 【文题(必填)】GARCH Option Pricing Models, the CBOE VIX, and Variance Risk Prem ...2014-4-8 22:06 - nkky2011 - 求助成功区

正式版Pricing Path-Dependent Options with Jump Risk via Laplace Transforms
1 个回复 - 1020 次查看【作者(必填)】【文题(必填)】Pricing Path-Dependent Options with Jump Risk via Laplace Transforms 【年份(必填)】【全文链接或数据库名称(选填)】https://www.jstage.jst.go.jp/article/ker/74/1/74_1 ...2015-1-6 01:37 - ssylzz - 求助成功区

Option Strategy Risk / Return Ratios: A Revolutionary New Approach to Optimizing
1 个回复 - 1109 次查看 Brian Johnson, "Option Strategy Risk / Return Ratios: A Revolutionary New Approach to Optimizing, Adjusting, and Trading Any Option Income Strategy" 2014 | ISBN-10: 0692028293 | 206 pages | MOBI ...2014-12-20 23:36 - koalachen2013 - 金融学（理论版）

Value of a put option to the risk-averse newsvendor
8 个回复 - 660 次查看【作者(必填)】 Frank Chena & Mahmut Parlarb 【文题(必填)】 Value of a put option to the risk-averse newsvendor 【年份(必填)】 2007 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/ab ...2014-12-12 15:48 - jeaff - 求助成功区

Value of a put option to the risk-averse newsvendor
1 个回复 - 664 次查看【作者(必填)】 Frank Chen & Mahmut Parlar 【文题(必填)】 Value of a put option to the risk-averse newsvendor【年份(必填)】 2007 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10 ...2014-12-12 15:46 - jeaff - 求助成功区

The Effect of Model Risk on the Valuation of Barrier Options
5 个回复 - 1104 次查看【作者(必填)】 Ali Hirsa, Georges Courtadon, Dilip B. Madan 【文题(必填)】The Effect of Model Risk on the Valuation of Barrier Options 【年份(必填)】2003 【全文链接或数据库名称(选填)】Journal ...2014-11-6 16:59 - Bumboo - 求助成功区

john hull option Risk Management and Financial Institutions 3ed 全部资料
4 个回复 - 3113 次查看 Risk Management and Financial Institutions 3ed 全部资料，包括数据和练习软件，ppt。赚个辛苦钱。2014-9-6 05:20 - linnadu - 金融学（理论版）

GROWTH OPTIONS AND THE REAL DETERMINANTS OF SYSTEMATIC RISK
2 个回复 - 1105 次查看【作者】 [*]James A. Miles 【文题】 GROWTH OPTIONS AND THE REAL DETERMINANTS OF SYSTEMATIC RISK 【年份】 Volume 13[/backcolor], Issue 1[/backcolor],pages 95–105,March 1986 【全文链接或数据库名 ...2014-7-29 18:23 - fox1218 - 求助成功区

The Effect of Parameter Uncertainty on Option Pricing and Value-at-Risk Models
2 个回复 - 1141 次查看【作者(必填)】M Pollard 【文题(必填)】The Effect of Parameter Uncertainty on Option Pricing and Value-at-Risk Models 【年份(必填)】2007 【全文链接或数据库名称(选填)】http://sites.google.com/ ...2014-7-4 15:03 - lipj - 求助成功区

求书：Options: Trading Strategy and Risk Management
3 个回复 - 1574 次查看 http://www.amazon.com/Options-Trading-Strategy-Management-Finance-ebook/dp/B005K04740/ref=la_B001HD3VN2_1_1?s=books&ie=UTF8&qid=1398871524&sr=1-1 原版电子书。2014-4-30 23:26 - carvel - 悬赏大厅

求：Managing Commodity Risk: Using Commodities, Futures and Options
0 个回复 - 900 次查看 ~ John J. Stephens (作者) [*]出版社: John Wiley & Sons Ltd (2000年10月27日) [*]丛书名: Institute of Internal Auditors Risk Management Series [*]精装: 240页 [*]语种：英语 [*]ISBN: 047186625 ...2014-4-21 14:52 - 唐宋元清 - 悬赏大厅

【金融学】OptionTheory andTradingAStep-by-Step Guide To Control Risk and Gener
36 个回复 - 3286 次查看 Option Theory and Trading: A Step-by-Step Guide To Control Risk and Generate Profits (repost) Ron Ianieri, "Option Theory and Trading: A Step-by-Step Guide To Control Risk and Generate Prof ...2013-3-11 12:20 - 绵阳 - 金融学（理论版）

The option pricing model and the risk factor of stock
1 个回复 - 764 次查看【作者(必填)】 [*]Dan Galai， [*]Ronald W. Masulis 【文题(必填)】The option pricing model and the risk factor of stock 【年份(必填)】1976 【全文链接或数据库名称(选填)】http://www.sciencedire ...2013-12-16 21:17 - whudim - 求助成功区

FX Options and Smile Risk
24 个回复 - 8418 次查看从网络下载的，中间有缺失，好在内容非常实用，所以还是收1个论坛币2011-1-29 23:40 - dou1jiang - 金融工程（数量金融）与金融衍生品

Valuation of double trigger catastrophe options with counterparty risk
2 个回复 - 960 次查看【作者(必填)】I-Ming Jianga, , Sheng-Yung Yangb, , , Yu-Hong Liuc, , Alan T. Wangc, 【文题(必填)】Valuation of double trigger catastrophe options with counterparty risk 【年份(必填)】The North ...2013-10-10 10:55 - ssylzz - 求助成功区

The Pricing of Options with Default Risk
1 个回复 - 674 次查看【作者(必填)】 [*]HERB JOHNSON†, [*]RENÉ STULZ† 【文题(必填)】The Pricing of Options with Default Risk 【年份(必填)】The Journal of FinanceVolume 42, Issue 2, pages 267–2 ...2013-9-13 15:28 - ssylzz - 求助成功区

实物期权 The Real Options Solution: Finding Total Value in a High-Risk World
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