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Intermediate Financial Reporting 2014.zip
本附件包括：
- Week 01 SG - overview.pdf
- Week 02 SG - framework.pdf
- Week 03 SG - provisions.pdf
- Week 04 SG - ethics.pdf
- Week 05 SG - non current assets.pdf
- Week 06 SG - tax.pdf
- Week 07 SG - intangible assets.pdf
- Week 08 SG - leases.pdf
- Week 09 SG - financial instruments.pdf
- Week 10 SG - foreign currency translation.pdf
- Week 11 SG - share based payments.pdf
8.47 MB
2014-6-25

A note on the hedging effectiveness of foreign currency futures.pdf
298.19 KB
2014-3-17

Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures.pdf
900.87 KB
2013-11-15

The impact of price limits on foreign currency futures_ price volatility and mar.pdf
916.05 KB
2013-7-16

Cross-hedging foreign currency risk_Empirical evidence from an error correction model.pdf
447.76 KB
2013-3-24

Lecture 5 Foreign currency derivatives to print.pdf
2.16 MB
2012-10-25

第九章.doc
第九讲　外币业务 foreign currency transaction
43 KB
2012-10-7

Pricing Foreign Currency and Cross-Currency Options Under GARCH.pdf
103.01 KB
2012-9-14

经典1.zip
经典第二部分
本附件包括：
- a general framework for credit risk portfolio models.pdf
- a general theory of asset valuation under diffusion state process.pdf
- Asset pricing for general processes.pdf
- BS formula the pricing of options and corporate liabilities.pdf
- Coherent measures of risk in everyday market.pdf
- Foreign Currency Option Values.pdf
- hedging under gamma constraints.pdf
- MertonBJEMS73 the thoery of rational option pricing.pdf
- numeraire change and pricing.pdf
7.69 MB
2012-7-25

经典论文2.zip
经典第三部分
本附件包括：
- PRICING FOREIGN CURRENCY OPTIONS .pdf
- option pricing when underlying stock returns are discntinuious.pdf
- OPTION VALUES UNDER STOCHASTIC VOLATILITY .pdf
- Option values under stochastic volatility Theory and empirical estimates.pdf
- pricing with smile.pdf
- Probability_of_Loss_on_Loan_Portfolio.pdf
- qunatitative strategies research notes.pdf
- static simplicity.pdf
- the market model of interest rate dynamics.pdf
- The Pricing of Foreign Currency Options.pdf
- The Valuation of Option Contracts and a Test of Market Efficiency.pdf
5.62 MB
2012-7-25

P4 Foreign Currency.pdf
1.26 MB
2012-6-18

AFA 2010 4 Foreign Currency translation.pdf
259.86 KB
2012-5-10

class 11 slides final revised spring 2012.ppt
foreign currency translation
1.85 MB
2012-4-9

Lecture 5 Foreign currency derivatives to print.pdf
2.16 MB
2012-1-12

Lecture 5 Foreign currency derivatives Example.pdf
178.76 KB
2012-1-12

Lecture 5 Foreign currency derivatives - Lecture example.pdf
168.34 KB
2012-1-12

1 Cross hedging foreign currency risk.pdf
1.36 MB
2011-7-22

stability and the hedging performance of foreign currency futures.pdf
498.83 KB
2011-5-31

6-Stability and the hedging performance of foreign currency futures.pdf
331.11 KB
2011-5-27

7.rar
本附件包括：
- THE RELATIONSHIP BETWEEN CREDIT DEFAULT SWAP SPREADS, BOND YIELDS, AND CREDIT RATING ANNOUNCEMENTS.pdf
- The Term Structure of Volatility Implied by Foreign Exchange Options.pdf
- The Trade Performance of Bangladesh in Clothing.pdf
- The Use of the Control Variate Technique in Option Pricing.pdf
- THE VALUATION OF CREDIT DEFAULT SWAP OPTIONS.pdf
- The Valuation of Options on Futures Contracts.pdf
- Time-Dependent Variance and the Pricing of Bond Options.pdf
- Two-State Option Pricing.pdf
- Valuation of Foreign Currency Options Some Empirical Tests.pdf
- Value at Risk An Approach to Calculating Market Risk.pdf
- Value at Risk for Interst Rate-Dependent Securities.pdf
- VALUE AT RISK WHEN DAILY CHANGES IN MARKET.pdf
- VALUING CREDIT DEFAULT SWAPS I NO COUNTERPARTY DEFAULT RISK.pdf
- VALUING CREDIT DEFAULT SWAPS IIMODELING DEFAULT CORRELATIONS.pdf
- Valuing Derivative Securities Using the Explicit Finite Difference Method.pdf
- Volatility SurfacesTheory, Rules of Thumb, and Empirical Evidence.pdf
- When does resale restriction make sense to the value of stocks.pdf
- Writing Tips for Ph. D. Students.pdf
4.25 MB
2010-4-23

5.rar
本附件包括：
- An Equilibrium Model of Bond Pricing and a Test of Market Efficiency.pdf
- An Exact Bond Option Formula.pdf
- An Intertemporal General Equilibrium Model of Asset Prices1985.pdf
- Bond Pricing and the Term Structure of Interest Rates A Discrete Time Approximation.pdf
- Bond Pricing and the Term Structure of Interest Rates A New Methodology for Contingent Claims Valuation.pdf
- Consumption-Based Asset Pricing.pdf
- discount with varying expected returns.pdf
- Empirical Performance of Alternative Option Pricing Models.pdf
- Financial Markets and the Real Economy.pdf
- FORWARD RATE VOLATILITIES, SWAP RATE VOLATILITIES,AND THE IMPLEMENTATION OF THE LIBOR MARKET MODEL.pdf
- Generalized HW model and Super Calibration.pdf
- hansen richard econometrica.pdf
- LINEST in Excel.pdf
- Multi-Period Market Asset PricingEquilibrium.pdf
- Valuation of a CDO and an nth to Default CDS Without Monte Carlo Simulation.pdf
- Valuation of Foreign Currency Options Some Empirical Tests.pdf
- Value at Risk An Approach to Calculating Market Risk.pdf
- Value at Risk for Interst Rate-Dependent Securities.pdf
- VALUE AT RISK WHEN DAILY CHANGES IN MARKET.pdf
11.2 MB
2010-4-23

3.rar
本附件包括：
- A Lattice Framework for Option Pricing with Two State Variables.pdf
- A METHODOLOGY FOR ASSESSING MODEL RISK AND ITS APPLICATION TO THE IMPLIED VOLATILITY FUNCTION MODEL.pdf
- A Theory of the Term Structure of Interest Rates1985.pdf
- AccountingforStockOptions.pdf
- Backtesting Value-at-Risk A Duration-Based Approach.pdf
- CHARACTERISTICS AND RISKS OF STANDARDIZED OPTIONS.pdf
- Discount of Illiquid Asset Value under Utility Indifference Pricing.pdf
- Handen and Jagannathan bounds.pdf
- Modeling the dynamics of Chinese spot interest rates.pdf
- Portfolio advice for a multifactor world.pdf
- sensitivity analysis of VAR.pdf
- Single Factor Heath-Jarrow-Morton Term Structure Models Based on Markov Spot Interest Rate Dynamics.pdf
- Term Structure Movements and Pricing Interest Rate Contingent Claims.pdf
- Tests of an American Option Pricing Model on the Foreign Currency Options Market.pdf
- Tests of Market Efficiency of the Chicago Board Options Exchange.pdf
7.59 MB
2010-4-23

国际金融基础复旦大学经济学学院孙立坚.zip
本附件包括：
- Fisher Parities.ppt
- forecast.ppt
- foreign currency deposit in china.ppt
- Foreign Exchange Rate Behavior.ppt
- FOREX Market Efficiency.ppt
- International Finance.ppt
- International forex markets.ppt
- Introduction to international finance.ppt
- monetarist approach.ppt
- Overshooting Model.ppt
- Portfolio Balance Approach.ppt
- PPP.ppt
- relation between parities.ppt
- Structure of FOREX Market.ppt
- trading process.ppt
- triangular arbitrage.ppt
1.1 MB
2009-11-4

Corporate issues of foreign currency exchange warrants.pdf
1.6 MB
2009-8-17

234670.pdf
VALUING FOREIGN CURRENCY OPTIONS WITH A MEANREVERTING
611.54 KB
2008-8-7

179030.rar
[下载]情奉献本人最近收集的Risk Management实证文献100篇！
本附件包括：
- Risk management strategies for banks.pdf
- Scale economies in hedging foreign exchange cash flow exposures.pdf
- Selective hedging with market views and risk limits - the case of Hydro-Quebec.pdf
- Statistical Modelling for Risk Assessment.pdf
- Stock return exposure to exchange rate risk - A perspective from delayed reactions and hedging effects.pdf
- Strategic use of futures and options by commodity processors.pdf
- Tax asymmetry, production and hedging.pdf
- The Asian exposure of U.S. firms - Operational and risk management strategies.pdf
- The basis risk of catastrophic-loss index securities.pdf
- The effects of management compensation on firm hedging - Does SFAS 133 matter.pdf
- The effects of SFAS 133 on foreign currency exposure of US-based multinational corporations.pdf
- The influence of product market dynamics on a firm's cash holdings and hedging behavior.pdf
- The use and abuse of the hedging effectiveness measure.pdf
- To hedge or not to hedge - the performance of simple strategies for hedging foreign exchange risk.pdf
- What makes firms manage FX risk.pdf
- Risk and hedging - Do credit derivatives increase bank risk.pdf
- Risk hedging against the fuel price fluctuation in energy service business.pdf
- Risk management and the credit risk premium.pdf
- Risk management in the oil industry - can information on long-run equilibrium prices be utilized.pdf
- The Value of Corporate Risk Management.pdf
3.97 MB
2007-12-3

179028.rar
[下载]情奉献本人最近收集的Risk Management实证文献100篇！
本附件包括：
- Hedging using simulation - a least squares approach.pdf
- Exploration of the role of expectations in foreign exchange risk management.pdf
- Extent of hedging in the US lodging industry.pdf
- Family ownership, dual-class shares, and risk management.pdf
- Financial versus operative hedging of currency risk.pdf
- Foreign currency debt in emerging markets - firm-level evidence from Mexico.pdf
- Foreign exchange exposure of exporting and importing firms.pdf
- Foreign exchange exposure, risk management, and quarterly earnings announcements.pdf
- Foreign exchange rate exposure of US multinational corporations - a firm-specific approach.pdf
- Foreign exchange risk management by Swedish and Korean nonfinancial firms - A comparative survey.pdf
- Foreign-denominated debt and foreign currency derivatives - complements or substitutes in hedging foreign currency risk.pdf
- Forward contracts and market power in an electricity market.pdf
- From Brownian motion to operational risk - Statistical physics and financial markets.pdf
- Hedgers, speculators and forward markets - Evidence from currency markets.pdf
- Hedging behavior in small and medium-sized enterprises - The role of unobserved heterogeneity.pdf
- Hedging Carbon Risk - Protecting Customers and Shareholders from the Financial Risk Associated with Carbon Dioxide Emissions.pdf
- Hedging downside risk - futures vs. options.pdf
- Hedging Exposure to Volatile Retail Electricity Prices.pdf
- Hedging grain price risk in the SADC - Case studies of Malawi and Zambia.pdf
- Hedging Price Risks of Farmers by Commodity Boards - A Simulation Applied to the Indian Natural Rubber Market.pdf
3.63 MB
2007-12-3

179027.rar
[下载]情奉献本人最近收集的Risk Management实证文献100篇！
本附件包括：
- Exchange rate exposure, hedging, and the use of foreign currency derivatives.pdf
- Credit risk - The case of First Interstate Bankcorp.pdf
- Cross hedging and forward-contract pricing of electricity.pdf
- Currency hedging for multinationals under liquidity constraints.pdf
- Currency hedging with options and futures.pdf
- Definitions Are Not What They Seem.pdf
- Derivative activities and managerial incentives in the banking industry.pdf
- Derivatives hedging, geographical diversification, and firm market value.pdf
- Does executive portfolio structure affect risk management - CEO risk-taking incentives and corporate derivatives usage.pdf
- Does oil move equity prices - A global view.pdf
- Downside risk for short and long hedgers.pdf
- Economic reassessment of energy technologies with risk-management techniques.pdf
- Efficiency of the Dojima rice futures market in Tokugawa-period Japan.pdf
- Electricity derivatives and risk management.pdf
- Empirical evidence on the relation between stock option compensation and risk taking.pdf
- Energy price risk management.pdf
- Estimating the commodity market price of risk for energy prices.pdf
- Evaluation of the interaction of risk management tools for cotton and soybeans.pdf
- Exchange rate exposure and foreign exchange derivatives - do ineffective hedgers modify future derivatives use.pdf
- Exchange rate exposure of sectoral returns and volatilities - Evidence from Japanese industrial sectors.pdf
4.05 MB
2007-12-3

179026.rar
[下载]情奉献本人最近收集的Risk Management实证文献100篇！
本附件包括：
- Credit enhancement through financial engineering - Freeport McMoRan's gold-denominated depositary shares.pdf
- A multivariate neuro-fuzzy system for foreign currency risk management decision making.pdf
- A note on hedging cost and basis risks.pdf
- A primer on the exposure of non-financial corporations to foreign exchange rate risk.pdf
- A survey on physical delivery versus cash settlement in futures contracts.pdf
- An analysis of asymmetry in foreign currency exposure of the Australian equities market.pdf
- An innovative analysis of taxes and corporate hedging.pdf
- Asymmetric effect of basis on dynamic futures hedging - Empirical evidence from commodity markets.pdf
- Bank foreign exchange and interest rate risk management - simultaneous versus separate hedging strategies.pdf
- Can event study methods solve the currency exposure puzzle.pdf
- Can the use of foreign currency derivatives explain variations in foreign exchange exposure - Evidence from Australian companies.pdf
- Cephalon, Inc. Taking risk management theory seriously.pdf
- Comparative analysis of accounting treatments for derivatives.pdf
- Comparisons of short and long hedge performance - the case of Taiwan.pdf
- Congestion management, transmission pricing and area price hedging in the Nordic region.pdf
- Corporate cash flow and stock price exposures to foreign exchange rate risk.pdf
- Corporate risk management - A Theoretical Appraisal.pdf
- Corporate risk management - Costs and benefits.pdf
- Corporate risk management and asymmetric information.pdf
- Corporate valuation, capital structure and risk management - A stochastic DCF approach.pdf
3.86 MB
2007-12-3

84941.rar
本附件包括：
- 4. International Parity Conditions.ppt
- 5. Foreign Exchange Market.ppt
- 6. Foreign Currency Derivatives.ppt
3.13 MB
2007-1-16

68531.zip
世界银行项目管理培训资料
本附件包括：
- D1S4_Interest rate risk case2-Chinese.doc
- D1S5_Currency Considerations-Chinese.ppt
- D1S6_Cur2-Chinese.doc
- D1S7_Borrowing in Foreign Currency Hist Exp v3-chinese.ppt
- D1S8_Intro to Derivatives-Chinese.ppt
- D2S1_FSL and VSL-chinese.ppt
- D2S2_IBRD Hedging Products-Chinese.ppt
- D2S3_Local Currency-Chinese.ppt
- D2S4_ Swap Calculator Exercise-Chinese.doc
- D2S5_Cap Collar Calculator Exercise-Chinese.doc
- D2S6_Pan Pan Airport Case2-chinese.doc
- D2S8_IBRD Repayment Terms-Chinese.ppt
- D3S01 PAG introductory case-Chinese.doc
- D1S1_Intro to Banking Products-Chinese.ppt
- D1S2_Intro to Risk Mgmt Issues-Chinese.ppt
- D1S3_Interest Rate Considerationsv3-Chinese.ppt
- China Workshop Agenda-Chinese v3.doc
- Spreadsheets.zip
7.37 MB
2006-10-23

44036.rar
[下载]人大版卡思伯森的英文ppt
本附件包括：
- Chp01 Derivatives An Overview.ppt
- Chp01-figures.ppt
- Chp02 Futures Markets.ppt
- Chp02-figures.ppt
- Chp03 Stock Index Futures.ppt
- Chp03-figures.ppt
- Chp04 Currency Forwards and Futures.ppt
- Chp04-figures.ppt
- Chp05a Forward Rates and Yield Curve.ppt
- Chp05a Fxorward Rates and Yield Curve.ppt
- Chp05b Interest Rate Futures.ppt
- Chp05-figures.ppt
- Chp06 T-Bond Futures.ppt
- Chp06-figures.ppt
- Chp07 Options Markets.ppt
- Chp07-figures.ppt
- Chp08 - fixed.xls
- Chp08a Options Pricing(B-S).ppt
- Chp08b Options Pricing(BOPM).ppt
- Chp09 - fixed.xls
- Chp09 Hedging and Volatility.ppt
- Chp09-figures.ppt
- Chp10 Option Spreads and Stock Options.ppt
- Chp11 Foreign Currency Options.ppt
- Chp11-figures.ppt
- Chp12 Futures Options.ppt
- Chp12-figures.ppt
- Chp13 - fixed.xls
- Chp13 Portfolio Insurance.ppt
- Chp15 - fixed.xls
- Chp15 Interest Rate Derivatives.ppt
- Chp15-figures.ppt
- Chp16 - fixed.xls
- Chp16 Complex Derivatives.ppt
- Chp16-figures.ppt
- Chp17 - fixed.xls
- Chp17 Asset Price Dynamics.ppt
- Chp17-figures.ppt
- Chp18 - fixed.xls
- Chp18 Pricing Int Rate Derivatives.ppt
- Chp18-figures.ppt
- Chp19 Real Options.ppt
- Chp19-figures.ppt
- Chp20 Regulation of FIs.ppt
- Chp21 Regulatory Framework UK-USA.ppt
- Chp22a VaR-RiskGrades.ppt
- Chp22b VaR-Market Risk.ppt
- Chp22-figures.ppt
- Chp23 VaR-Mapping Cash Flows.ppt
- Chp23-figures.ppt
- Chp23-fixed.xls
- Chp24 - fixed.xls
- Chp24 VaR-Statistical Issues.ppt
- Chp24-figures.ppt
- Chp25 Credit Risk.ppt
- Chp25-figures.ppt
- Excel chapter 08.xls
- Excel chapter 13.xls
- Excel chapter 15.xls
- Excel chapter 16.xls
- Excel chapter 17.xls
- Excel chapter 18.xls
- Excel chapter 23.xls
- Excel chapter 24.xls
- Excel chfapter 08.xls
- index.htm
6.07 MB
2006-3-17