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  • Mathematical Finance. Theory Review and Exercises.rar
       Mathematical Finance. Theory Review and Exercises

    本附件包括：
    • CH09 Exotic Options.pdf
    • CH12 Risk Measures- Value at Risk and Beyond.pdf
    • list.pdf
    • CH01 Short Review of Probability and of Stochastic Processes.pdf
    • CH02 Portfolio Optimization in Discrete-Time Models.pdf
    • CH03 Binomial Model for Option Pricing.pdf
    • CH04 Absence of Arbitrage and Completeness of Market Models.pdf
    • CH05 Formula and Stochastic Differential Equations.pdf
    • CH06 Partial Differential Equations in Finance.pdf
    • CH07 Black-Scholes Model for Option Pricing and Hedging Strategies.pdf
    • CH08 American Options.pdf
    • CH10 Interest Rate Models.pdf
    • CH11 Pricing Models Beyond Black-Scholes.pdf
  • 4.11 MB
  • 2023-6-25

  • Nassim Nicholas Taleb Dynamic Hedging Managing Vanilla and Exotic Options.rar

    本附件包括：
    • Nassim Nicholas Taleb Dynamic Hedging Managing Vanilla and Exotic Options.pdf
  • 19.26 MB
  • 2016-11-5

  • Mohamed Bouzoubaa, Adel Osseiran-Exotic Options and Hybrids_ A Guide to Structur.rar

    本附件包括：
    • Mohamed Bouzoubaa, Adel Osseiran-Exotic Options and Hybrids_ A Guide to Structuring, Pricing and Trading-Wiley (2010).pdf
  • 2.1 MB
  • 2015-11-21

  • Robert A. Jarrow-Over the rainbow_ Developments in exotic options and complex sw.rar

    本附件包括：
    • Robert A. Jarrow-Over the rainbow_ Developments in exotic options and complex swaps-Risk Books (1996).chm
  • 4.53 MB
  • 2014-7-8

  • Exotic Options and Hybrids.rar
       This one is another book.

    本附件包括：
    • 0470517905.pdf
  • 12.67 MB
  • 2012-8-27

  • Ch E.zip
       Exotic Options

  • 8.31 MB
  • 2012-8-11

  • 5.rar

    本附件包括：
    • Value-at-Risk.pdf
    • Term structure of interest rates.pdf
    • Binomial term structure models.pdf
    • Black-Scholes and exotic options.pdf
    • The binomial option pricing model.pdf
  • 1.39 MB
  • 2011-5-26

  • Exotic Options Trading.zip

    本附件包括：
    • 0470517905.pdf
  • 1.27 MB
  • 2010-8-4

  • Martingale Methods in Financial Modelling.rar

    本附件包括：
    • Exotic Options.pdf
    • front-matter2.pdf
    • An Introduction to Financial Derivatives.pdf
    • Discrete-time Security Markets.pdf
    • Benchmark Models in Continuous Time.pdf
    • Foreign Market Derivatives.pdf
    • American Options.pdf
    • Volatility Risk.pdf
    • Continuous-time Security Markets.pdf
    • Interest Rates and Related Contracts.pdf
    • Short-Term Rate Models.pdf
    • Models of Instantaneous Forward Rates.pdf
    • Market LIBOR Models.pdf
    • Alternative Market Models.pdf
    • Cross-currency Derivatives.pdf
    • back matter.pdf
    • front-matter.pdf
    • front-matter1.pdf
    • back-matter.pdf
    • Fixed-income Markets front-matter.pdf
    • Spot and Futures Markets front-matter.pdf
  • 6.84 MB
  • 2009-12-18

  • Martingale Methods in Financial Modelling.rar

    本附件包括：
    • Exotic Options.pdf
    • front-matter2.pdf
    • An Introduction to Financial Derivatives.pdf
    • Discrete-time Security Markets.pdf
    • Benchmark Models in Continuous Time.pdf
    • Foreign Market Derivatives.pdf
    • American Options.pdf
    • Volatility Risk.pdf
    • Continuous-time Security Markets.pdf
    • Interest Rates and Related Contracts.pdf
    • Short-Term Rate Models.pdf
    • Models of Instantaneous Forward Rates.pdf
    • Market LIBOR Models.pdf
    • Alternative Market Models.pdf
    • Cross-currency Derivatives.pdf
    • back matter.pdf
    • front-matter.pdf
    • front-matter1.pdf
  • 6.12 MB
  • 2009-9-30

  • Exotic Options Trading.zip

    本附件包括：
    • 0470517905.pdf
  • 1.27 MB
  • 2009-8-10

  • 321746.pdf
       Pricing Of Exotic Options By Monte Carlo Simulation (2002)

  • 358.25 KB
  • 2009-5-4

  • 315633.rar
       [下载]martingale methods in financial modelling 清晰版

    本附件包括：
    • Exotic Options.pdf
    • front-matter2.pdf
    • An Introduction to Financial Derivatives.pdf
    • Discrete-time Security Markets.pdf
    • Benchmark Models in Continuous Time.pdf
    • Foreign Market Derivatives.pdf
    • American Options.pdf
    • Volatility Risk.pdf
    • Continuous-time Security Markets.pdf
    • Interest Rates and Related Contracts.pdf
    • Short-Term Rate Models.pdf
    • Models of Instantaneous Forward Rates.pdf
    • Market LIBOR Models.pdf
    • Alternative Market Models.pdf
    • Cross-currency Derivatives.pdf
    • back matter.pdf
    • front-matter.pdf
    • front-matter1.pdf
  • 6.12 MB
  • 2009-4-15

  • 257793.rar
       [推荐]Martingale Methods in Financial Modelling

    本附件包括：
    • 6 Exotic Options.pdf
    • 13 Alternative Market Models.pdf
    • Front Matter.pdf
    • 1 An Introduction to Financial Derivatives.pdf
    • 2 Discrete-time Security Markets.pdf
    • 3 Benchmark Models in Continuous Time.pdf
    • 4 Foreign Market Derivatives.pdf
    • 5 American Options.pdf
    • 7 Volatility Risk.pdf
    • 8 Continuous-time Security Markets.pdf
    • 10 Short-Term Rate Models.pdf
    • 11 Models of Instantaneous Forward Rates.pdf
    • 9 Interest Rates and Related Contracts.pdf
    • 12 Market LIBOR Models.pdf
    • back-matter.pdf
    • 14 Cross-currency Derivatives.pdf
  • 43.88 MB
  • 2008-10-20

  • 257130.rar
       [下载]金融计量经济学手册 Handbook of Financial Econometrics

    本附件包括：
    • 5.Exotic Options and Levy Processes.pdf
    • 4.Estimating Functions for Discretely Sampled Diffusion-Type Models.pdf
    • 6.Heterogeneity and Portfolio Choice Theory and Evidence.pdf
    • 7.Inference for Stochastic Processes.pdf
    • 8.MCMC Methods for Continuous-Time Financial Econometrics.pdf
    • 9.Measuring and Modeling Variation in the Risk-Return Tradeoff.pdf
    • 10.Nonstationary Continuous-Time Processes.pdf
    • 11.Operator Methods for Continuous-Time Markov Processes.pdf
    • 12.Option Pricing Bounds and Statistical Uncertainty.pdf
    • 13.Parametric and Nonparametric Volatility Measurement.pdf
    • 14.Portfolio Choice Problems.pdf
    • 15.Simulated Score Methods and Indirect Inference for Continuous-time Models.pdf
    • 16.Stock Market Trading Volume.pdf
    • 17.The Analysis of the Cross Section of Security Returns.pdf
    • 18.The Econometrics of Option Pricing.pdf
    • 19.Value at Risk.pdf
    • 1.A Theory of the Term Structure of Interest Rates1985.pdf
    • 2.Affine Term Structure Models.pdf
    • 3.Analysis of High Frequency Data.pdf
  • 14.39 MB
  • 2008-10-17

  • 230175.pdf
       [下载]Dynamic Hedging Managing Vanilla and Exotic Options

  • 21.08 MB
  • 2008-7-24

  • 222533.rar
       [分享]金融计量经济学手册

    本附件包括：
    • Exotic Options and Levy Processes.pdf
    • Heterogeneity and Portfolio Choice Theory and Evidence.pdf
    • Inference for Stochastic Processes.pdf
    • MCMC Methods for Continuous-Time Financial Econometrics.pdf
    • Measuring and Modeling Variation in the Risk-Return Tradeoff.pdf
    • Nonstationary Continuous-Time Processes.pdf
    • Operator Methods for Continuous-Time Markov Processes.pdf
    • Option Pricing Bounds and Statistical Uncertainty.pdf
    • Parametric and Nonparametric Volatility Measurement.pdf
    • Portfolio Choice Problems.pdf
    • Simulated Score Methods and Indirect Inference for Continuous-time Models.pdf
    • Stock Market Trading Volume.pdf
    • The Analysis of the Cross Section of Security Returns.pdf
    • The Econometrics of Option Pricing.pdf
    • Value at Risk.pdf
    • Affine Term Structure Models.pdf
    • Analysis of High Frequency Data.pdf
    • Estimating Functions for Discretely Sampled Diffusion-Type Models.pdf
  • 12.55 MB
  • 2008-6-25

  • 222498.rar
       Martingale Methods in Financial Modelling

    本附件包括：
    • 6. Exotic Options.pdf
    • 13. Alternative Market Models.pdf
    • 14. Cross-currency Derivatives.pdf
    • back-matter.pdf
    • front-matter.pdf
    • 1. An Introduction to Financial Derivatives.pdf
    • 2. Discrete-time Security Markets.pdf
    • 3. Benchmark Models in Continuous Time.pdf
    • 4. Foreign Market Derivatives.pdf
    • 5. American Options.pdf
    • 7. Volatility Risk.pdf
    • 8. Continuous-time Security Markets.pdf
    • 9. Interest Rates and Related Contracts.pdf
    • 10. Short-Term Rate Models.pdf
    • 11. Models of Instantaneous Forward Rates.pdf
    • 12. Market LIBOR Models.pdf
  • 43.87 MB
  • 2008-6-25

  • 55027.pdf
       [下载] dynamic Hedging - Managing Vanilla And Exotic Options

  • 21.16 MB
  • 2006-6-9

  • 10806.rar
       Handbook of Financial Econometrics（2004）

    本附件包括：
    • Exotic Options and Levy Processes.pdf
    • MCMC Methods for Continuous-Time Financial Econometrics.pdf
    • Measuring and Modeling Variation in the Risk-Return Tradeoff.pdf
    • Nonstationary Continuous-Time Processes .pdf
    • Operator Methods for Continuous-Time Markov Processes.pdf
    • Option Pricing Bounds and Statistical Uncertainty.pdf
    • Parametric and Nonparametric Volatility Measurement.pdf
    • Portfolio Choice Problems.pdf
    • Simulated Score Methods and Indirect Inference for Continuous-time Models.pdf
    • Stock Market Trading Volume.pdf
    • The Analysis of the Cross Section of Security Returns.pdf
    • The Econometrics of Option Pricing.pdf
    • Value at Risk.pdf
    • 新建 文本文档.txt
    • Affine Term Structure Models.pdf
    • Analysis of High Frequency Data.pdf
    • Estimating Functions for Discretely Sampled Diffusion-Type Models.pdf
    • Heterogeneity and Portfolio Choice_ Theory and Evidence.pdf
    • Inference for Stochastic Processes.pdf
  • 12.81 MB
  • 2005-3-24

  • 3272.rar
       Handbook of Financial Econometrics

    本附件包括：
    • Exotic options and Levy processes.pdf
  • 266.82 KB
  • 2004-11-18
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