结果：找到“market risk”相关内容382个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
完全复制A Theoretical and Empirical Comparison of Systemic Risk Measures的代码0 个回复 - 1077 次查看 完全复制A Theoretical and Empirical Comparison of Systemic Risk Measures的matlab代码，是发表高质量论文的极好材料。 Sylvain Benoit, Gilbert Colletaz, Christophe Hurlin, Christophe Pérignony ...2017-11-22 23:07 - xiaorenwuhyl - 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 - 6277 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）
16 个回复 - 6277 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）
Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk
7 个回复 - 1843 次查看 【作者(必填)】Andrea Roncoroni, Gianluca Fusai, Mark Cummins 【文题(必填)】Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Management 【年份(必填)】2014 【全文 ...2015-3-13 09:39 - lipj - 求助成功区
7 个回复 - 1843 次查看 【作者(必填)】Andrea Roncoroni, Gianluca Fusai, Mark Cummins 【文题(必填)】Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Management 【年份(必填)】2014 【全文 ...2015-3-13 09:39 - lipj - 求助成功区
Option Market Making: Trading and Risk Analysis for the Financial and Commodity
14 个回复 - 5394 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
14 个回复 - 5394 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
Market Risk Analysis (All Volumes) 共四卷
167 个回复 - 42869 次查看 以前都是零散的，现在集中了四卷，外加CD上的excel and matlab 数据 这个是作者的 CV http://www.carolalexander.org/cv.php 还有一个文件是 Financial Market Risk - Measurement and Analysis by ...2011-8-15 07:25 - yiweidon - 金融学（理论版）
167 个回复 - 42869 次查看 以前都是零散的，现在集中了四卷，外加CD上的excel and matlab 数据 这个是作者的 CV http://www.carolalexander.org/cv.php 还有一个文件是 Financial Market Risk - Measurement and Analysis by ...2011-8-15 07:25 - yiweidon - 金融学（理论版）
Analytical Finance:The Mathematics of Equity Derivatives,Markets,Risk and Valuat
89 个回复 - 9303 次查看 Analytical Finance, Volume I: The Mathematics of Equity Derivatives, Markets, Risk and Valuation by Roman Jan R.M. Palgrave Macmillan | 2017 | ISBN 978-3-319-34026-5 | 509 pages | PDF | 12 ...2017-2-9 10:09 - igs816 - 量化投资
89 个回复 - 9303 次查看 Analytical Finance, Volume I: The Mathematics of Equity Derivatives, Markets, Risk and Valuation by Roman Jan R.M. Palgrave Macmillan | 2017 | ISBN 978-3-319-34026-5 | 509 pages | PDF | 12 ...2017-2-9 10:09 - igs816 - 量化投资
Quantifying Structural Risks in Modern Financial Markets (2021)
2 个回复 - 660 次查看 书籍Quantifying Structural Risks in Modern Financial Markets (2021) 作者：Hari P. Krishnan, Ash Bennington 出版时间：2021年9月 出版社：Palgrave Macmillan 内容简介：This book provides a pra ...2021-9-22 17:27 - douer2016007 - 管理科学
2 个回复 - 660 次查看 书籍Quantifying Structural Risks in Modern Financial Markets (2021) 作者：Hari P. Krishnan, Ash Bennington 出版时间：2021年9月 出版社：Palgrave Macmillan 内容简介：This book provides a pra ...2021-9-22 17:27 - douer2016007 - 管理科学
书籍推荐 Derivatives Markets, Valuation, and Risk Management
30 个回复 - 12088 次查看 个人感觉更容易懂，比那本derivative markets 讲的更容易懂一些2009-8-21 05:33 - nonsingular - Forum
30 个回复 - 12088 次查看 个人感觉更容易懂，比那本derivative markets 讲的更容易懂一些2009-8-21 05:33 - nonsingular - Forum
Market Liquidity Risk: Implications for Asset Pricing, Risk Management, and Fina
118 个回复 - 16138 次查看 What is market liquidity? How can market liquidity be priced and managed? Understanding liquidity in the marketplace is no simple task but understanding the implications in the increasing complex fina ...2015-8-8 06:14 - 大家开心 - 投资人（实务版）
118 个回复 - 16138 次查看 What is market liquidity? How can market liquidity be priced and managed? Understanding liquidity in the marketplace is no simple task but understanding the implications in the increasing complex fina ...2015-8-8 06:14 - 大家开心 - 投资人（实务版）
Systemic Risk, Institutional Design, and the Regulation of Financial Markets
8 个回复 - 1888 次查看 Following the recent financial crisis, regulators have been preoccupied with the concept of systemic risk in financial markets, believing that such risk could cause the markets that they oversee to im ...2017-6-26 05:55 - nivastuli - 金融学（理论版）
8 个回复 - 1888 次查看 Following the recent financial crisis, regulators have been preoccupied with the concept of systemic risk in financial markets, believing that such risk could cause the markets that they oversee to im ...2017-6-26 05:55 - nivastuli - 金融学（理论版）
Capital Markets, Institutions, Instruments, and Risk Management
4 个回复 - 778 次查看 Capital Markets, Institutions, Instruments, and Risk Management 5th edition Author: Frank J. Fabozzi2021-9-9 01:24 - jxapp_54536 - 爱问频道
4 个回复 - 778 次查看 Capital Markets, Institutions, Instruments, and Risk Management 5th edition Author: Frank J. Fabozzi2021-9-9 01:24 - jxapp_54536 - 爱问频道
Comparing Strategy Risk Models on the Taiwanese Stock Market
4 个回复 - 784 次查看 【作者(必填)】Plamen Patev and Kaloyan Petkov 【文题(必填)】Comparing Strategy Risk Models on the Taiwanese Stock Market 【年份(必填)】The Journal of Wealth Management Winter 2018, 21 (3) 79-93 ...2019-8-9 00:32 - wangzt - 文献求助专区
4 个回复 - 784 次查看 【作者(必填)】Plamen Patev and Kaloyan Petkov 【文题(必填)】Comparing Strategy Risk Models on the Taiwanese Stock Market 【年份(必填)】The Journal of Wealth Management Winter 2018, 21 (3) 79-93 ...2019-8-9 00:32 - wangzt - 文献求助专区
An Introduction to Derivative Securities, Financial Markets, and Risk Management
23 个回复 - 13624 次查看 An Introduction to Derivative Securities, Financial Markets, and Risk Management The first real introductory text in derivatives. Written by Robert Jarrow, one of the true titans of finance, a ...2014-9-12 20:06 - chenchen116 - 金融学（理论版）
23 个回复 - 13624 次查看 An Introduction to Derivative Securities, Financial Markets, and Risk Management The first real introductory text in derivatives. Written by Robert Jarrow, one of the true titans of finance, a ...2014-9-12 20:06 - chenchen116 - 金融学（理论版）
An Introduction to Derivative Securities, Financial Markets, and Risk Management
2 个回复 - 1303 次查看 2021-9-14 04:49 - dongdong1010 - 金融工程（数量金融）与金融衍生品
2 个回复 - 1303 次查看 2021-9-14 04:49 - dongdong1010 - 金融工程（数量金融）与金融衍生品
market capitalization，default risk, 市 值，市场化资本率，违约风险：数据+代码2 个回复 - 949 次查看 market capitalization，default risk, 市 值，市场化资本率，违约风险：数据+代码 Mktcap raw data BS liability.zip Code.xlsx input_cap_filename.xlsx input_dp_filename.xlsx input_mktcap_file ...2022-2-4 14:41 - lotus_sss - 现金交易版
An introduction to market risk measurement by Kevin Dowd
4 个回复 - 5362 次查看 《An Introduction to Market Risk Measurement》 by Kevin Dowd INTENDED READERSHIP This book provides an introduction to VaR and ETL estimation, and is a more basic, student-oriented version of M ...2011-5-9 05:52 - checheche - 金融学（理论版）
4 个回复 - 5362 次查看 《An Introduction to Market Risk Measurement》 by Kevin Dowd INTENDED READERSHIP This book provides an introduction to VaR and ETL estimation, and is a more basic, student-oriented version of M ...2011-5-9 05:52 - checheche - 金融学（理论版）
The Effect of Dependence on European Market Risk. A Nonparametric Time Varying A
1 个回复 - 790 次查看 【作者(必填)】 23 【文题(必填)】 The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://amstat.tandfonlin ...2022-3-2 11:35 - internet.hzx - 求助成功区
1 个回复 - 790 次查看 【作者(必填)】 23 【文题(必填)】 The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://amstat.tandfonlin ...2022-3-2 11:35 - internet.hzx - 求助成功区
Risk Parity: How to Invest for All Market Environments
2 个回复 - 707 次查看 Risk Parity: How to Invest for All Market Environments English | December 29th, 2021 | ISBN: 1119812569 | 208 pages | True EPUB[/backcolor] [/backcolor] [/backcolor]2022-1-1 17:00 - zhangke0987 - 投资人（实务版）
2 个回复 - 707 次查看 Risk Parity: How to Invest for All Market Environments English | December 29th, 2021 | ISBN: 1119812569 | 208 pages | True EPUB[/backcolor] [/backcolor] [/backcolor]2022-1-1 17:00 - zhangke0987 - 投资人（实务版）
MMR Measuring Market Risk (BOOK+CD)
7 个回复 - 5489 次查看 有人卖的太贵了,SHARE一个便宜点的2010-1-13 12:48 - 新加坡华人 - MATLAB等数学软件专版
7 个回复 - 5489 次查看 有人卖的太贵了,SHARE一个便宜点的2010-1-13 12:48 - 新加坡华人 - MATLAB等数学软件专版
【经典教材系列】Hedging Market Exposures: Identifying and Managing Market Risks
49 个回复 - 6585 次查看 市场风险教材降价出售3天！想要随时跟踪最新降价好书，请点击头像下方“加关注”。关注成功后，查看这里即可：关注的帖子。 [相关阅读] 【经典教材系列】（资料汇总帖，附链接，持续添加中） Hedging ...2015-6-16 07:56 - wwqqer - 金融学（理论版）
49 个回复 - 6585 次查看 市场风险教材降价出售3天！想要随时跟踪最新降价好书，请点击头像下方“加关注”。关注成功后，查看这里即可：关注的帖子。 [相关阅读] 【经典教材系列】（资料汇总帖，附链接，持续添加中） Hedging ...2015-6-16 07:56 - wwqqer - 金融学（理论版）
The Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfol
1 个回复 - 689 次查看 【作者(必填)】Théo Roncalli, Théo Le Guenedal, Frédéric Lepetit, Thierry Roncalli and Takaya Sekine 【文题(必填)】The Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfo ...2021-8-29 10:11 - rawstone - 求助成功区
1 个回复 - 689 次查看 【作者(必填)】Théo Roncalli, Théo Le Guenedal, Frédéric Lepetit, Thierry Roncalli and Takaya Sekine 【文题(必填)】The Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfo ...2021-8-29 10:11 - rawstone - 求助成功区
water risk and its impact on the financial markets and society (2021）
0 个回复 - 628 次查看 water risk and its impact on the financial markets and society (2021）2021-8-24 17:58 - loneshark - 投资人（实务版）
0 个回复 - 628 次查看 water risk and its impact on the financial markets and society (2021）2021-8-24 17:58 - loneshark - 投资人（实务版）
Quantifying market risk with Value-at-Risk or Expected Shortfall? – Consequence
2 个回复 - 790 次查看 【作者(必填)】 2323 【文题(必填)】 Quantifying market risk with Value-at-Risk or Expected Shortfall? – Consequences for capital requirements and model risk【年份(必填)】 2323 【全文链接或数据库名 ...2021-8-22 11:20 - internet.hzx - 求助成功区
2 个回复 - 790 次查看 【作者(必填)】 2323 【文题(必填)】 Quantifying market risk with Value-at-Risk or Expected Shortfall? – Consequences for capital requirements and model risk【年份(必填)】 2323 【全文链接或数据库名 ...2021-8-22 11:20 - internet.hzx - 求助成功区
求Managing Credit Risk: The Great Challenge for Global Financial Markets
3 个回复 - 1178 次查看 Managing Credit Risk: The Great Challenge for Global Financial Markets [精装] ~ John B. Caouette (作者), Edward I. Altman (作者), Paul Narayanan (作者), Robert Nimmo (作者)2014-2-12 10:33 - 鲛人泣月 - 求助成功区
3 个回复 - 1178 次查看 Managing Credit Risk: The Great Challenge for Global Financial Markets [精装] ~ John B. Caouette (作者), Edward I. Altman (作者), Paul Narayanan (作者), Robert Nimmo (作者)2014-2-12 10:33 - 鲛人泣月 - 求助成功区
The Effect of Dependence on European Market Risk. A Nonparametric Time Varying A
6 个回复 - 829 次查看 【作者(必填)】 23 【文题(必填)】 The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach 【年份(必填)】 23 【全文链接或数据库名称(选填)】 https://amstat.tandfonl ...2021-6-2 21:40 - internet.hzx - 求助成功区
6 个回复 - 829 次查看 【作者(必填)】 23 【文题(必填)】 The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach 【年份(必填)】 23 【全文链接或数据库名称(选填)】 https://amstat.tandfonl ...2021-6-2 21:40 - internet.hzx - 求助成功区
Can stock market investors hedge energy risk? Evidence from Asia
1 个回复 - 1780 次查看 《Can stock market investors hedge energy risk? Evidence from Asia》 本文发表在2017年Energy Economics上。作者主要讨论了亚洲主要股票市场（中国，日本，和印度等国家）和能源大宗商品市场（石油，天气，煤 ...2017-3-12 08:31 - DuShu16 - 能源经济学
1 个回复 - 1780 次查看 《Can stock market investors hedge energy risk? Evidence from Asia》 本文发表在2017年Energy Economics上。作者主要讨论了亚洲主要股票市场（中国，日本，和印度等国家）和能源大宗商品市场（石油，天气，煤 ...2017-3-12 08:31 - DuShu16 - 能源经济学
Forecasting value at risk and conditional value at risk using option market data
3 个回复 - 780 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
3 个回复 - 780 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
Dynamic return-volatility dependence and risk measure of CoVaR in the oil market
1 个回复 - 656 次查看 【作者(必填)】 23 【文题(必填)】 Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model【年份(必填)】 23 【全文链接或数据库名称(选填)】 ...2021-6-17 03:34 - internet.hzx - 求助成功区
1 个回复 - 656 次查看 【作者(必填)】 23 【文题(必填)】 Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model【年份(必填)】 23 【全文链接或数据库名称(选填)】 ...2021-6-17 03:34 - internet.hzx - 求助成功区
Modeling systemic risk and dependence structure between oil and stock markets us
1 个回复 - 503 次查看 【作者(必填)】 23 【文题(必填)】 Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method【年份(必填)】 23 【全文链 ...2021-6-15 15:08 - internet.hzx - 求助成功区
1 个回复 - 503 次查看 【作者(必填)】 23 【文题(必填)】 Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method【年份(必填)】 23 【全文链 ...2021-6-15 15:08 - internet.hzx - 求助成功区
Market Risk Analysis Volumes IV Value At Risk的CD-ROM文件
17 个回复 - 3582 次查看 关于这本书，论坛里有个汇总贴 http://bbs.pinggu.org/thread-1154148-1-1.html 但是只有第三卷的CD-ROM， 缺了1，2，4卷的CD-ROM，其中第四卷讲var模型部分的光盘非常重要，因此我上传了上来。 ...2014-12-28 04:14 - cufezhusy - 金融学（理论版）
17 个回复 - 3582 次查看 关于这本书，论坛里有个汇总贴 http://bbs.pinggu.org/thread-1154148-1-1.html 但是只有第三卷的CD-ROM， 缺了1，2，4卷的CD-ROM，其中第四卷讲var模型部分的光盘非常重要，因此我上传了上来。 ...2014-12-28 04:14 - cufezhusy - 金融学（理论版）
Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk
1 个回复 - 743 次查看 【作者(必填)】 23 【文题(必填)】 Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://amstat.tandfonline.com/doi/full/10.10 ...2021-5-6 22:20 - internet.hzx - 文献求助专区
1 个回复 - 743 次查看 【作者(必填)】 23 【文题(必填)】 Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://amstat.tandfonline.com/doi/full/10.10 ...2021-5-6 22:20 - internet.hzx - 文献求助专区
Downside Risk in the Chinese Stock Market - Has it Fundamentally Changed?
0 个回复 - 654 次查看 【作者(必填)】Ghysels, Eric & Liu, Hanwei 【文题(必填)】"Downside Risk in the Chinese Stock Market - Has it Fundamentally Changed?[/backcolor]” 【年份(必填)】2017 【全文链接或数据库名称(选填 ...2021-1-12 10:27 - 450789583 - 文献求助专区
0 个回复 - 654 次查看 【作者(必填)】Ghysels, Eric & Liu, Hanwei 【文题(必填)】"Downside Risk in the Chinese Stock Market - Has it Fundamentally Changed?[/backcolor]” 【年份(必填)】2017 【全文链接或数据库名称(选填 ...2021-1-12 10:27 - 450789583 - 文献求助专区
Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk
1 个回复 - 486 次查看 【作者(必填)】 23 【文题(必填)】 Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://amstat.tandfonline.com/doi/full/10.10 ...2020-9-14 11:30 - internet.hzx - 求助成功区
1 个回复 - 486 次查看 【作者(必填)】 23 【文题(必填)】 Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://amstat.tandfonline.com/doi/full/10.10 ...2020-9-14 11:30 - internet.hzx - 求助成功区
Inflation-at-risk-in-advanced-and-emerging-market-economies_40页_5mb
0 个回复 - 475 次查看 BIS国际清算银行-Inflation-at-risk-in-advanced-and-emerging-market-economies_40页_5mb2020-9-6 07:46 - wangjx_ - 行业分析报告
0 个回复 - 475 次查看 BIS国际清算银行-Inflation-at-risk-in-advanced-and-emerging-market-economies_40页_5mb2020-9-6 07:46 - wangjx_ - 行业分析报告
Managing Credit Risk: The Great Challenge for Global Financial Markets, 2nd
6 个回复 - 2324 次查看 SOA QFI Track 参考书超全大合集https://bbs.pinggu.org/thread-6906828-1-1.html 书籍名称：Managing Credit Risk -The Great Challenge for the Global FinancialMarkets作者：John B. Caouette, Edward I. Alt ...2019-1-31 15:11 - gonnaago - 金融学（理论版）
6 个回复 - 2324 次查看 SOA QFI Track 参考书超全大合集https://bbs.pinggu.org/thread-6906828-1-1.html 书籍名称：Managing Credit Risk -The Great Challenge for the Global FinancialMarkets作者：John B. Caouette, Edward I. Alt ...2019-1-31 15:11 - gonnaago - 金融学（理论版）
【文献求助】Derivation of a Dynamic Market Risk Signal Using Kernel PCA and Mach
0 个回复 - 659 次查看 【作者】Alireza Yazdani 【文题】Derivation of a Dynamic Market Risk Signal Using Kernel PCA and Machine Learning 【年份】2020 【全文链接】https://jfds.pm-research.com/content/2/3/732020-8-10 14:34 - 24436_web - 文献求助专区
0 个回复 - 659 次查看 【作者】Alireza Yazdani 【文题】Derivation of a Dynamic Market Risk Signal Using Kernel PCA and Machine Learning 【年份】2020 【全文链接】https://jfds.pm-research.com/content/2/3/732020-8-10 14:34 - 24436_web - 文献求助专区
2020FRM二级slides - Market Risk Measurement and Management
0 个回复 - 1262 次查看 FRM P2B1 Market Risk Measurement and Management2020-7-2 13:06 - i执念菌 - CFA、CVA、FRM等金融考证论坛
0 个回复 - 1262 次查看 FRM P2B1 Market Risk Measurement and Management2020-7-2 13:06 - i执念菌 - CFA、CVA、FRM等金融考证论坛
The predictive power of value-at-risk models in commodity futures markets
1 个回复 - 666 次查看 The predictive power of value-at-risk models in commodity futures markets [*]Roland Füss[/backcolor], [*]Zeno Adams[/backcolor] & [*]Dieter G Kaiser[/backcolor] Journal of Asset Management[/bac ...2020-6-26 16:33 - freiburgskirt - 求助成功区
1 个回复 - 666 次查看 The predictive power of value-at-risk models in commodity futures markets [*]Roland Füss[/backcolor], [*]Zeno Adams[/backcolor] & [*]Dieter G Kaiser[/backcolor] Journal of Asset Management[/bac ...2020-6-26 16:33 - freiburgskirt - 求助成功区
2020FRM2级-book2-Market Risk Measurement and Management
0 个回复 - 1139 次查看 book2-Market Risk Measurement and Management2020-6-25 13:01 - i执念菌 - CFA、CVA、FRM等金融考证论坛
0 个回复 - 1139 次查看 book2-Market Risk Measurement and Management2020-6-25 13:01 - i执念菌 - CFA、CVA、FRM等金融考证论坛
2020FRM二级原版教材 - Market Risk Measurement and Management
0 个回复 - 4 次查看 Market Risk Measurement and Management.pdf2020-6-21 21:55 - i执念菌 - 版权审核区（不对外开放）
0 个回复 - 4 次查看 Market Risk Measurement and Management.pdf2020-6-21 21:55 - i执念菌 - 版权审核区（不对外开放）
独家原创免费：Market Risk Analysis v1. Quantitative Methods in Finance
34 个回复 - 10321 次查看 -朋友 好不容易扫出来的 更新以下, 某些朋友下了的说有缺页，谢谢youlinshan 验证, 请下Foxit Reader 3.0 阅读. Acrobat Reader 读起来就会有缺页. 谁有v2 Practical financial Econometrics? Volume I: ...2010-1-20 12:17 - lanxyn - 金融学（理论版）
34 个回复 - 10321 次查看 -朋友 好不容易扫出来的 更新以下, 某些朋友下了的说有缺页，谢谢youlinshan 验证, 请下Foxit Reader 3.0 阅读. Acrobat Reader 读起来就会有缺页. 谁有v2 Practical financial Econometrics? Volume I: ...2010-1-20 12:17 - lanxyn - 金融学（理论版）
China’s Closed Pyramidal Managerial Labor Market and the Stock Price Crash Risk
0 个回复 - 564 次查看 China’s Closed Pyramidal Managerial Labor Market and the Stock Price Crash Risk Donghua Chen Nanjing University Jeong-Bon Kim City University of Hong Kong and University of Waterloo Oliver Zhen ...2020-4-17 17:50 - 2464_1576338390 - 论文版
0 个回复 - 564 次查看 China’s Closed Pyramidal Managerial Labor Market and the Stock Price Crash Risk Donghua Chen Nanjing University Jeong-Bon Kim City University of Hong Kong and University of Waterloo Oliver Zhen ...2020-4-17 17:50 - 2464_1576338390 - 论文版
[Basel IV]: Revised internal models approach for market risk(pwc)
2 个回复 - 1522 次查看 Basel IV: Revised internal models approach for market risk New challenges for banks Preface.................................................................................................... ...2019-5-27 21:48 - mikeleung110 - 金融学（理论版）
2 个回复 - 1522 次查看 Basel IV: Revised internal models approach for market risk New challenges for banks Preface.................................................................................................... ...2019-5-27 21:48 - mikeleung110 - 金融学（理论版）
Measuring market risk(2th Edition) by Kevin Down
3 个回复 - 2662 次查看 风险管理经典名著2014-3-6 20:11 - hellokitty1992 - 真实世界经济学(含财经时事)
3 个回复 - 2662 次查看 风险管理经典名著2014-3-6 20:11 - hellokitty1992 - 真实世界经济学(含财经时事)
【独家发布】FRM Part 2 Book 1_Market Risk Measurement and Management
1 个回复 - 1203 次查看 FRM Part 2 Book 1_Market Risk Measurement and Management Author(s): Kaplan Schweser Series: FRM Exam Prep Publisher: Kaplan Schweser, Year: 20192019-12-29 19:20 - hhasoka - Forum
1 个回复 - 1203 次查看 FRM Part 2 Book 1_Market Risk Measurement and Management Author(s): Kaplan Schweser Series: FRM Exam Prep Publisher: Kaplan Schweser, Year: 20192019-12-29 19:20 - hhasoka - Forum
Understanding Market, Credit and Operational Risk The Value at Risk Approach
0 个回复 - 623 次查看 risk measure and management Understanding Market, Credit and Operational Risk The Value at Risk Approach2020-1-10 14:13 - 842882779 - 灌水吧
0 个回复 - 623 次查看 risk measure and management Understanding Market, Credit and Operational Risk The Value at Risk Approach2020-1-10 14:13 - 842882779 - 灌水吧
Systemic risk in an interconnected banking system with endogenous asset markets
1 个回复 - 472 次查看 【作者(必填)】 2323 【文题(必填)】 Systemic risk in an interconnected banking system with endogenous asset markets【年份(必填)】 232 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/sc ...2020-1-10 00:29 - internet.hzx - 求助成功区
1 个回复 - 472 次查看 【作者(必填)】 2323 【文题(必填)】 Systemic risk in an interconnected banking system with endogenous asset markets【年份(必填)】 232 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/sc ...2020-1-10 00:29 - internet.hzx - 求助成功区
Systemic risk in European sovereign debt markets: A CoVaR-copula approach
1 个回复 - 687 次查看 【作者(必填)】 2223 【文题(必填)】 Systemic risk in European sovereign debt markets: A CoVaR-copula approach【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/a ...2020-1-9 10:48 - internet.hzx - 求助成功区
1 个回复 - 687 次查看 【作者(必填)】 2223 【文题(必填)】 Systemic risk in European sovereign debt markets: A CoVaR-copula approach【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/a ...2020-1-9 10:48 - internet.hzx - 求助成功区
Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk
28 个回复 - 5400 次查看 Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk, Second Edition by Takashi Yasuoka (Author) About the Author Takashi Yasuoka, Professor, Graduate School of Enginee ...2019-6-23 12:15 - slowry - 金融学（理论版）
28 个回复 - 5400 次查看 Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk, Second Edition by Takashi Yasuoka (Author) About the Author Takashi Yasuoka, Professor, Graduate School of Enginee ...2019-6-23 12:15 - slowry - 金融学（理论版）
The Chinese Bond Market: Risk, Return, and Opportunities
3 个回复 - 703 次查看 【作者(必填)】Longzhen Fan, Fuwei Jiang and Guofu Zhou 【文题(必填)】The Chinese Bond Market: Risk, Return, and Opportunities 【年份(必填)】2015 【全文链接或数据库名称(选填)】https://jpm.pm-res ...2019-12-29 20:56 - deem - 文献求助专区
3 个回复 - 703 次查看 【作者(必填)】Longzhen Fan, Fuwei Jiang and Guofu Zhou 【文题(必填)】The Chinese Bond Market: Risk, Return, and Opportunities 【年份(必填)】2015 【全文链接或数据库名称(选填)】https://jpm.pm-res ...2019-12-29 20:56 - deem - 文献求助专区
EIU Market Indicators & Forecasts、EIU Country Risk Model-国家风险模型数据库
2 个回复 - 3863 次查看 需要用到EIU Market Indicators & Forecasts、EIU Country Risk Model数据库的四组数据，请各位朋友帮我下载下来，每组数据会给100论坛币作为报酬，谢谢！ EIU Market Indicators & Forecasts数据库中三个变量： （ ...2016-6-5 08:22 - wzw03 - 悬赏大厅
2 个回复 - 3863 次查看 需要用到EIU Market Indicators & Forecasts、EIU Country Risk Model数据库的四组数据，请各位朋友帮我下载下来，每组数据会给100论坛币作为报酬，谢谢！ EIU Market Indicators & Forecasts数据库中三个变量： （ ...2016-6-5 08:22 - wzw03 - 悬赏大厅
各个国家月度的market return和risk-free return的数据在哪里找？或者用什么数据算？
0 个回复 - 940 次查看 求助各位，各个国家月度的market return和risk-free return的数据在哪里找？或者用什么数据算，这些数据从哪里找？2019-12-10 15:20 - 麦麦芋 - 爱问频道
0 个回复 - 940 次查看 求助各位，各个国家月度的market return和risk-free return的数据在哪里找？或者用什么数据算，这些数据从哪里找？2019-12-10 15:20 - 麦麦芋 - 爱问频道
Liquidity Shocks, Market Discipline and Liquidity Risk:详见下文
1 个回复 - 468 次查看 【作者(必填)】 Miguel Sarmiento[/backcolor]Tilburg University, CentER, European Banking Center (EBC); Central Bank of Colombia【文题(必填)】 Liquidity Shocks, Market Discipline and Liquidity Risk: E ...2019-11-29 21:36 - xianglizii - 求助成功区
1 个回复 - 468 次查看 【作者(必填)】 Miguel Sarmiento[/backcolor]Tilburg University, CentER, European Banking Center (EBC); Central Bank of Colombia【文题(必填)】 Liquidity Shocks, Market Discipline and Liquidity Risk: E ...2019-11-29 21:36 - xianglizii - 求助成功区
FRM二级Market Risk Management知识框架图_李斯克
3 个回复 - 1506 次查看 链接：https://pan.baidu.com/s/1MAonmMXKyLS620QlDAbWRA 提取码：bf3b 复制这段内容后打开百度网盘手机App，操作更方便哦2019-10-25 21:22 - 老张X - CFA Level 3 学习群组
3 个回复 - 1506 次查看 链接：https://pan.baidu.com/s/1MAonmMXKyLS620QlDAbWRA 提取码：bf3b 复制这段内容后打开百度网盘手机App，操作更方便哦2019-10-25 21:22 - 老张X - CFA Level 3 学习群组
The Social Life of Financial Derivatives: Markets, Risk, and Time
23 个回复 - 3919 次查看 The Social Life of Financial Derivatives: Markets, Risk, and Time by Edward LiPuma (Author) About the Author Edward LiPuma is Professor of Anthropology at the University of Miami, coauthor of Fi ...2019-6-27 06:37 - slowry - 金融学（理论版）
23 个回复 - 3919 次查看 The Social Life of Financial Derivatives: Markets, Risk, and Time by Edward LiPuma (Author) About the Author Edward LiPuma is Professor of Anthropology at the University of Miami, coauthor of Fi ...2019-6-27 06:37 - slowry - 金融学（理论版）
Bond-Market Risk Factors and Manager Performance
0 个回复 - 723 次查看 【作者(必填)】 Peter Mladina and Steven Germani 【文题(必填)】 Bond-Market Risk Factors and Manager Performance 【年份(必填)】 2019 【全文链接或数据库名称(选填)】 https://jpm.pm-research.co ...2019-10-15 11:03 - pengerge - 文献求助专区
0 个回复 - 723 次查看 【作者(必填)】 Peter Mladina and Steven Germani 【文题(必填)】 Bond-Market Risk Factors and Manager Performance 【年份(必填)】 2019 【全文链接或数据库名称(选填)】 https://jpm.pm-research.co ...2019-10-15 11:03 - pengerge - 文献求助专区
求一文：Financial Markets with Trade on Risk and Return
2 个回复 - 649 次查看 【作者(必填)】Kevin Smith 【文题(必填)】Financial Markets with Trade on Risk and Return 【年份(必填)】2019,Oct 【全文链接或数据库名称(选填)】Review of Financial Studies, Volume 32,Issue 10, P ...2019-10-3 15:45 - onrush - 求助成功区
2 个回复 - 649 次查看 【作者(必填)】Kevin Smith 【文题(必填)】Financial Markets with Trade on Risk and Return 【年份(必填)】2019,Oct 【全文链接或数据库名称(选填)】Review of Financial Studies, Volume 32,Issue 10, P ...2019-10-3 15:45 - onrush - 求助成功区
【新书】Valuation and Risk Management in Energy Markets
44 个回复 - 9646 次查看 分享一本关于ERM的新书：Valuation and Risk Management in Energy Markets作者：Glen Swindle [*]出版社: Cambridge University Press (2014年2月17日) [*]精装: 494页 [*]语种： 英语 [*]ISBN: 11070368 ...2014-9-8 22:08 - 莪的噯°迩罘懂 - 金融学（理论版）
44 个回复 - 9646 次查看 分享一本关于ERM的新书：Valuation and Risk Management in Energy Markets作者：Glen Swindle [*]出版社: Cambridge University Press (2014年2月17日) [*]精装: 494页 [*]语种： 英语 [*]ISBN: 11070368 ...2014-9-8 22:08 - 莪的噯°迩罘懂 - 金融学（理论版）
有需要的请跟贴 Risk Management: Approaches for Fixed Income Markets by B. Golub
30 个回复 - 7994 次查看 只弄了一点 实在累了 有人要再说吧。这书不好找 花了我不少钱买了新的。跟贴或站内信吧。 无偿share吧 又不是没钱……但你们确定要看啊 这书感觉没什么特别好的，估计跟一般的FI risk书一样，只不过 我老板要我买 ...2012-5-2 10:19 - kapsmane - 金融学（理论版）
30 个回复 - 7994 次查看 只弄了一点 实在累了 有人要再说吧。这书不好找 花了我不少钱买了新的。跟贴或站内信吧。 无偿share吧 又不是没钱……但你们确定要看啊 这书感觉没什么特别好的，估计跟一般的FI risk书一样，只不过 我老板要我买 ...2012-5-2 10:19 - kapsmane - 金融学（理论版）
FRM二级Market Risk Management知识
0 个回复 - 298 次查看 链接：https://pan.baidu.com/s/1B-B33Jax-DryZTebCj_k9g <br> 提取码：nm8a <br> 复制这段内容后打开百度网盘手机App，操作更方便哦2019-8-28 20:29 - 夏琴XIA - 爱问频道
0 个回复 - 298 次查看 链接：https://pan.baidu.com/s/1B-B33Jax-DryZTebCj_k9g <br> 提取码：nm8a <br> 复制这段内容后打开百度网盘手机App，操作更方便哦2019-8-28 20:29 - 夏琴XIA - 爱问频道
FRM二级Market Risk Management知识
0 个回复 - 319 次查看 链接：https://pan.baidu.com/s/1B-B33Jax-DryZTebCj_k9g <br> 提取码：nm8a <br> 复制这段内容后打开百度网盘手机App，操作更方便哦2019-8-28 20:29 - 夏琴XIA - 投资人（实务版）
0 个回复 - 319 次查看 链接：https://pan.baidu.com/s/1B-B33Jax-DryZTebCj_k9g <br> 提取码：nm8a <br> 复制这段内容后打开百度网盘手机App，操作更方便哦2019-8-28 20:29 - 夏琴XIA - 投资人（实务版）
Essential Mathematics for Market Risk Management
5 个回复 - 1947 次查看 Essential Mathematics for Market Risk Management Simon Hubbert Wiley2015-3-8 22:46 - michaelfu301 - 金融学（理论版）
5 个回复 - 1947 次查看 Essential Mathematics for Market Risk Management Simon Hubbert Wiley2015-3-8 22:46 - michaelfu301 - 金融学（理论版）
Measuring Market Risk
1 个回复 - 675 次查看 【作者(必填)】John McMurray and Stanislav Melnikov 【文题(必填)】Measuring Market Risk: Approaches and Inherent Assumptions 【年份(必填)】The Journal of Investing Spring 2013, 22 (1) 49-56 【全 ...2019-7-30 00:21 - czl - 求助成功区
1 个回复 - 675 次查看 【作者(必填)】John McMurray and Stanislav Melnikov 【文题(必填)】Measuring Market Risk: Approaches and Inherent Assumptions 【年份(必填)】The Journal of Investing Spring 2013, 22 (1) 49-56 【全 ...2019-7-30 00:21 - czl - 求助成功区
(Wiley Finance 15+16)Investment strategies of hedge funds+Measuring market risk
2 个回复 - 2449 次查看 2014-7-12 11:19 - 514050209 - 量化投资
2 个回复 - 2449 次查看 2014-7-12 11:19 - 514050209 - 量化投资
Financial Risk Management, Market Credit and Asset-Liability Management
0 个回复 - 1100 次查看 By Jimmy Skoglund, Wei Chen 712 Pages, 8 Chapters2019-7-19 18:45 - leanawongpp - 风险管理
0 个回复 - 1100 次查看 By Jimmy Skoglund, Wei Chen 712 Pages, 8 Chapters2019-7-19 18:45 - leanawongpp - 风险管理
Financial Risk Forecasting - The Theory and Practice of Forecasting Market Risk
23 个回复 - 8295 次查看 Financial Risk Forecasting: The Theory and Practice of Forecasting Market Risk with Implementation in R and Matlab Jon Danielsson ISBN: 978-0-470-66943-3 Hardcover 296 pages March 2011 ...2012-5-13 22:45 - martinnyj - 金融学（理论版）
23 个回复 - 8295 次查看 Financial Risk Forecasting: The Theory and Practice of Forecasting Market Risk with Implementation in R and Matlab Jon Danielsson ISBN: 978-0-470-66943-3 Hardcover 296 pages March 2011 ...2012-5-13 22:45 - martinnyj - 金融学（理论版）
Measuring the Performance of Market-Based Credit Risk Models PPT 56 Slides
4 个回复 - 790 次查看 Measuring the Performance of Market-Based Credit Risk Models PPT 56 Slides Quantitative Analytics Research Group Standard & Poor’s2019-4-26 16:45 - zlghs - 投资人（实务版）
4 个回复 - 790 次查看 Measuring the Performance of Market-Based Credit Risk Models PPT 56 Slides Quantitative Analytics Research Group Standard & Poor’s2019-4-26 16:45 - zlghs - 投资人（实务版）
Modeling systemic risk and dependence structure between oil and stock markets us
1 个回复 - 397 次查看 【作者(必填)】 232 【文题(必填)】 Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method【年份(必填)】 3 【全文链 ...2019-6-20 11:24 - internet.hzx - 求助成功区
1 个回复 - 397 次查看 【作者(必填)】 232 【文题(必填)】 Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method【年份(必填)】 3 【全文链 ...2019-6-20 11:24 - internet.hzx - 求助成功区
Modeling systemic risk and dependence structure between oil and stock markets us
1 个回复 - 278 次查看 【作者(必填)】 3 【文题(必填)】 Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method【年份(必填)】 23 【全文链接 ...2019-6-20 11:18 - internet.hzx - 求助成功区
1 个回复 - 278 次查看 【作者(必填)】 3 【文题(必填)】 Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method【年份(必填)】 23 【全文链接 ...2019-6-20 11:18 - internet.hzx - 求助成功区
Risk spillover between energy and agricultural commodity markets: A dependence-s
1 个回复 - 339 次查看 【作者(必填)】 23 【文题(必填)】 Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model【年份(必填)】 232 【全文链接或数据库名称(选填)】https: ...2019-6-20 10:51 - internet.hzx - 求助成功区
1 个回复 - 339 次查看 【作者(必填)】 23 【文题(必填)】 Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model【年份(必填)】 232 【全文链接或数据库名称(选填)】https: ...2019-6-20 10:51 - internet.hzx - 求助成功区
Jump risk premia across major international equity markets
1 个回复 - 429 次查看 【作者(必填)】 23 【文题(必填)】 Jump risk premia across major international equity markets【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii/S0 ...2019-5-30 21:16 - internet.hzx - 求助成功区
1 个回复 - 429 次查看 【作者(必填)】 23 【文题(必填)】 Jump risk premia across major international equity markets【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii/S0 ...2019-5-30 21:16 - internet.hzx - 求助成功区
Market Risk Measurement and Management
5 个回复 - 873 次查看 2019-3-11 15:27 - cfaroute - CFA、CVA、FRM等金融考证论坛
5 个回复 - 873 次查看 2019-3-11 15:27 - cfaroute - CFA、CVA、FRM等金融考证论坛
免费下载Understanding Market,Credit,and Operational Risk
27 个回复 - 5530 次查看 Understanding Market,Credit,and Operational Risk by Linda Allen ，Jacob Boudoukh, and Anthony Saunders2010-1-13 06:33 - revengerlord - 金融学（理论版）
27 个回复 - 5530 次查看 Understanding Market,Credit,and Operational Risk by Linda Allen ，Jacob Boudoukh, and Anthony Saunders2010-1-13 06:33 - revengerlord - 金融学（理论版）
求Carol Alexander Market Risk Analysis 系列书籍
36 个回复 - 7579 次查看 <p></p><p>Volume I: Quantitative Methods in Finance</p><p></p><p>Volume II: Practical Financial Econometrics</p><p></p><p><font color="#ee3d11">Volu ...2009-5-27 01:59 - holdser - 经管书评
36 个回复 - 7579 次查看 <p></p><p>Volume I: Quantitative Methods in Finance</p><p></p><p>Volume II: Practical Financial Econometrics</p><p></p><p><font color="#ee3d11">Volu ...2009-5-27 01:59 - holdser - 经管书评
Can Tail Risk Explain Size, Book-to-Market, Momentum, and Idiosyncratic Volatili
2 个回复 - 503 次查看 【作者(必填)】Sofiane Aboura 【文题(必填)】Can Tail Risk Explain Size, Book-to-Market, Momentum, and Idiosyncratic Volatility Anomalies 【年份(必填)】2019 【全文链接或数据库名称(选填)】https: ...2019-5-9 09:14 - MemMao - 求助成功区
2 个回复 - 503 次查看 【作者(必填)】Sofiane Aboura 【文题(必填)】Can Tail Risk Explain Size, Book-to-Market, Momentum, and Idiosyncratic Volatility Anomalies 【年份(必填)】2019 【全文链接或数据库名称(选填)】https: ...2019-5-9 09:14 - MemMao - 求助成功区
Portfolio value-at-risk estimation in energy futures markets with time-varying c
2 个回复 - 414 次查看 【作者(必填)】 23 【文题(必填)】 Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model【年份(必填)】 23 【全文链接或数据库名称(选填)】https://link.spri ...2019-5-8 19:14 - internet.hzx - 求助成功区
2 个回复 - 414 次查看 【作者(必填)】 23 【文题(必填)】 Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model【年份(必填)】 23 【全文链接或数据库名称(选填)】https://link.spri ...2019-5-8 19:14 - internet.hzx - 求助成功区
commodity trade 方面的经典教材 Risk Management in Commodity Markets
5 个回复 - 3214 次查看 Preface xi About the Editor xv About the Contributors xvii 1 Structural Models of Commodity Prices 1 Craig Pirrong, University of Houston 1.1 Introduction 1 1.2 A Commodity Taxonomy 1 1.3 Funda ...2010-8-11 12:39 - 张啊九 - 金融工程（数量金融）与金融衍生品
5 个回复 - 3214 次查看 Preface xi About the Editor xv About the Contributors xvii 1 Structural Models of Commodity Prices 1 Craig Pirrong, University of Houston 1.1 Introduction 1 1.2 A Commodity Taxonomy 1 1.3 Funda ...2010-8-11 12:39 - 张啊九 - 金融工程（数量金融）与金融衍生品
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
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
Market Mind Games: A Radical Psychology of Investing, Trading and Risk
25 个回复 - 1645 次查看 English | January 5, 2012 | ISBN: 0071756221 | EPUB | 288 pages | 1.2 MB Seize the advantage in every trade using your greatest assetpsychological capital! When it comes to investing, we'r ...2017-6-26 17:08 - igs816 - 经管书评
25 个回复 - 1645 次查看 English | January 5, 2012 | ISBN: 0071756221 | EPUB | 288 pages | 1.2 MB Seize the advantage in every trade using your greatest assetpsychological capital! When it comes to investing, we'r ...2017-6-26 17:08 - igs816 - 经管书评
Barron's（Sizing Up The Market's New Risk） 2019-01-28 PDF
40 个回复 - 3765 次查看 更多精彩财经资讯请订阅2019经济报刊周刊精选**** 本内容被作者隐藏 ****2019-1-27 21:50 - william9225 - 真实世界经济学(含财经时事)
40 个回复 - 3765 次查看 更多精彩财经资讯请订阅2019经济报刊周刊精选**** 本内容被作者隐藏 ****2019-1-27 21:50 - william9225 - 真实世界经济学(含财经时事)
