搜索结果
大小 上传时间

  • 社会网络分析, 复杂网络分析：参考文献之三.rar
       社会网络分析, 复杂网络分析

    本附件包括：
    • Knowledge network dissemination in a family-firm sector（研究视角特别，实证研究）.pdf
    • Leadership groups on Social Network Sites based on Personalized PageRank（可模仿）.pdf
    • Less effortful thinking leads to more social networking- The associations between the use of social network sites and personality traits.pdf
    • Leveraging personal photos to inferring friendships in social network services（挺神奇的研究，可模仿）.pdf
    • MEK- Using spatial–temporal information to improve social networks and knowledge dissemination（有参考价值）.pdf
    • Moving knowledge to action through dissemination and exchange.pdf
    • New technology facilitates the study of social networks.pdf
    • Online and offline social networks- Use of social networking sites by emerging adults（跨领域，可参考）.pdf
    • Online social networks—Paradise of computer viruses（病毒=知识？）.pdf
    • Organising Knowledge Management and Dissemination in New Product Development- Lessons from 12 Global Corporations（早期研究）.pdf
    • Evolution of trust networks in social web applications using supervised learning.pdf
    • Exploiting user interest similarity and social links for micro-blog forwarding in mobile opportunistic networks.pdf
    • Exploring computer supported collaborative coordination through social networks（很好，值得一读）.pdf
    • Facing scalability- Naming faces in an online social network（有趣的研究，挺难）.pdf
    • Game Analysis of Google's Information Dissemination Strategy in China：a New Perspective for Knowledge Engineering（可精度）.pdf
    • How companies cultivate relationships with publics on social network sites- Evidence from China and the United States（实证）.pdf
    • How to keep members using the information in a computer-supported social network（实证）.pdf
    • Implications of the Internet for Knowledge Creation and Dissemination in Clusters of Hi-tech Firms（参考）.pdf
    • Importance of tie strengths in the prisoner’s dilemma game on social networks（刘鲁文章，参考）.pdf
    • Improving learning management through semantic web and social networks in e-learning environments（偏技术的可参考）.pdf
    • Inferring preference correlations from social networks（可参考）.pdf
    • Investigating an online social network using spatial interaction models（挺简单的研究）.pdf
    • JCRFulL2014-sci.pdf
    • Knowledge communication and translation.pdf
    • Knowledge flows through social networks in a cluster- Comparing university and industry links.pdf
    • Knowledge management techniques- teaching and dissemination concepts.pdf
  • 15.25 MB
  • 2021-10-31

  • Ken Binmore数学集.zip

    本附件包括：
    • Ken Binmore Joan Davies - Calculus_ Concepts and Methods-Cambridge Univers.pdf
    • Ken Binmore - Mathematical Analysis_ A Straightforward Approach-Cambridge.djvu
    • Ken Binmore - The Foundations of Analysis_ A Straightforward Introduction Vol1.pdf
    • Ken Binmore - The Foundations of Analysis_ A Straightforward Introduction Vol2.pdf
  • 38.12 MB
  • 2019-5-6

  • derivatives.zip
       课件以及期中期末考试习题

    本附件包括：
    • Lec02_Interest Rates.pdf
    • Lec07_Properties of Stock Options.pdf
    • Midterm Practice Questions Solutions.pdf
    • Lec06_Introduction to Options.pdf
    • Final Practice Questions Solution.pdf
    • Midterm Practice Questions.pdf
    • Lec04_Determination of Forward Futures Prices.pdf
    • Lec10_Binomial Trees I.pdf
    • Lec07_Supplementary_American_PutCallParity.pdf
    • Lec09_Trading Strategies Using Options.pdf
    • Lec11_Properties of Stock Options II.pdf
    • Lec03_Hedging Strategies Using Futures.pdf
    • Lec05_Determination of Forward Futures Prices II.pdf
    • Lec08_Trading Strategies Using Options.pdf
    • Final Practice Questions.pdf
  • 6.19 MB
  • 2019-3-16

  • International Money and Finance (Ninth Edition) 2017.zip
       International Money and Finance (Ninth Edition) 2017

    本附件包括：
    • Preface_2017_International-Money-and-Finance.pdf
    • To-the-Student_2017_International-Money-and-Finance.pdf
    • Copyright_2017_International-Money-and-Finance.pdf
    • Chapter-3---The-Balance-of-Payments_2017_International-Money-and-Finance.pdf
    • Chapter-9---Financial-Management-of-the-Multin_2017_International-Money-and-.pdf
    • Chapter-2---International-Monetary-Arrangem_2017_International-Money-and-Fin.pdf
    • Chapter-1---The-Foreign-Exchange-Market_2017_International-Money-and-Finance.pdf
    • Chapter-15---Extensions-and-Challenges-to-the-M_2017_International-Money-and.pdf
    • Front-matter_2017_International-Money-and-Finance.pdf
    • Chapter-7---Prices--Exchange-Rates--and-Purchas_2017_International-Money-and.pdf
    • Index_2017_International-Money-and-Finance.pdf
    • Acknowledgments_2017_International-Money-and-Finance.pdf
    • Glossary_2017_International-Money-and-Finance.pdf
    • Chapter-8---Foreign-Exchange-Risk-and-Forec_2017_International-Money-and-Fin.pdf
    • Chapter-14---The-Monetary-Approach_2017_International-Money-and-Finance.pdf
    • Chapter-12---Determinants-of-the-Balance-of_2017_International-Money-and-Fin.pdf
    • Chapter-6---Exchange-Rates--Interest-Rates--and_2017_International-Money-and.pdf
    • Chapter-13---The-IS-LM-BP-Approach_2017_International-Money-and-Finance.pdf
    • Chapter-4---Forward-Looking-Market-Instrum_2017_International-Money-and-Fina.pdf
    • Chapter-10---International-Investment_2017_International-Money-and-Finance.pdf
    • Chapter-5---Eurocurrency-Markets-and-the-L_2017_International-Money-and-Fina.pdf
    • Chapter-11---International-Lending-and-Cri_2017_International-Money-and-Fina.pdf
  • 3.07 MB
  • 2019-1-28

  • fast forward investing - how to profit from AI, driverless vehicles, gene editin.rar
       fast forward investing - how to profit from AI, driverless vehicles, gene editing, robotics, and oth ...

    本附件包括：
    • fast forward investing - how to profit from AI, driverless vehicles, gene editing, robotics, and other technologies (2018).epub
  • 618.31 KB
  • 2018-12-6

  • instrument technical doc.zip

    本附件包括：
    • bond_futures.pdf
    • bond_futures_options.pdf
    • bond_options.pdf
    • BonusCertificates.pdf
    • CapitalProtection.pdf
    • CapitalProtectionWithCoupon.pdf
    • caps_floors_and_collars.pdf
    • cash.pdf
    • cash_flow_stream.pdf
    • cds_index_option.pdf
    • cds_options.pdf
    • CliquetOption.pdf
    • CMS_spread_options.pdf
    • coco.pdf
    • commodity.pdf
    • commodity_average_rate_options.pdf
    • commodity_future_average_rate_options.pdf
    • commodity_future_options.pdf
    • commodity_futures.pdf
    • commodity_options.pdf
    • commodity_swaps.pdf
    • CommodityAverageRateOptionMR.pdf
    • CommodityDoubleBarrier.pdf
    • CommodityFutureGenericBarrierOption.pdf
    • CommodityFutureOptionMR.pdf
    • CommodityFuturesSpreadOptionMR.pdf
    • CommodityGenericBarrierOption.pdf
    • CommodityIndexSwapFutures.pdf
    • CommodityOptionMR.pdf
    • CommodityRollingFuturesAverageRateOption.pdf
    • CommoditySingleBarrier.pdf
    • ContingentSwaption.pdf
    • convertible_bond.pdf
    • convertible_bond_option.pdf
    • credit_default_swaps.pdf
    • credit_default_swaps_revisited.pdf
    • credit_index.pdf
    • credit_index_revisited.pdf
    • DiscountCertificates.pdf
    • DSF.pdf
    • DualAssetOption.pdf
    • DualBinaryOption.pdf
    • equity.pdf
    • equity_average_rate_options.pdf
    • equity_future_options.pdf
    • equity_futures.pdf
    • equity_options.pdf
    • equity_swaps.pdf
    • EquityCorrelationSwap.pdf
    • EquityDoubleBarrier.pdf
    • EquityGenericBarrierOption.pdf
    • EquitySingleBarrier.pdf
    • EquityVarianceSwap.pdf
    • forward_vol_agreement.pdf
    • fra.pdf
    • fund.pdf
    • fx_average_rate_options.pdf
    • FX_digital_option.pdf
    • fx_forward.pdf
    • fx_futures.pdf
    • FX_futures_option.pdf
    • FX_option.pdf
    • FXBarrierDigital.pdf
    • FXCorrelationSwap.pdf
    • FXDoubleBarrier.pdf
    • FXGenericBarrierOption.pdf
    • FXSingleBarrier.pdf
    • FXTouchOption.pdf
    • FXVarianceSwap.pdf
    • general_sensitivity_instrument.pdf
    • generic_bond.pdf
    • generic_convertible_bond.pdf
    • generic_convertible_bond_best_practice.pdf
    • GenericPayoffInstrument.pdf
    • HWOneFactorTree.pdf
    • ILB_Extension_of_GB.pdf
    • Inflation_Swap.pdf
    • InflationCapsAndFloors.pdf
    • InflationIndexedLiability.pdf
    • interest_rate_futures_options.pdf
    • IR_Bundle_futures.pdf
    • IR_futures.pdf
    • mandatory_convertible_bond_new.pdf
    • money_market.pdf
    • OutperformanceCertificates.pdf
    • overnight_indexed_swap.pdf
    • PassThroughModels.pdf
    • ReverseConvertible.pdf
    • SecuritizedProductsModelingOverview.pdf
    • SecuritizedTrancheModels.pdf
    • SOFR_Futures.pdf
    • SummaryTable.pdf
    • swap.pdf
    • Swaption.pdf
    • synthetic_CDO.pdf
    • TreasuryLock.pdf
    • UK_index-linked_Gilt.pdf
    • VIX_futures.pdf
    • Warrants.pdf
    • YoY_Inflation_Swap.pdf
    • Australia_New_Zealand_Capital_Index_Bonds.pdf
    • AutoCallableNote.pdf
    • BankLoan.pdf
    • BarrierDiscountCertificates.pdf
    • BDT_swaption_pricing.pdf
  • 83.26 MB
  • 2018-9-21

  • structural reforms - moving the economy forward (2018).rar
       structural reforms - moving the economy forward (2018)

    本附件包括：
    • structural reforms - moving the economy forward (2018).pdf
    • structural reforms - moving the economy forward (2018).epub
  • 8.49 MB
  • 2018-3-26

  • financial modelling with forward-looking information - an intuitive approach to .rar
       financial modelling with forward-looking information - an intuitive approach to asset pricing (2017)

    本附件包括：
    • financial modelling with forward-looking information - an intuitive approach to asset pricing (2017).epub
  • 1.93 MB
  • 2017-11-6

  • Sciencedirect_articles_06Oct2017_07-15-12.447.zip

    本附件包括：
    • CHAPTER-4-Engineering-Simple-Interest-Rate-Derivatives_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-20-Principal-Protection-Techniques_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-13-Fixed-Income-Engineering_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-17-Essentials-of-Structured-Product-Engineering_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • Copyright_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-19-Default-Correlation-Pricing-and-Trading_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-10-Options-Engineering-with-Applications_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-1-Introduction_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-7-Dynamic-Replication-Methods-and-Synthetics_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-22-Engineering-of-Equity-Instruments-Pricing-and-Replication_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-15-Volatility-as-an-Asset-Class-and-the-Smile_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-16-Credit-Markets-CDS-Engineering_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-8-Mechanics-of-Options_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-5-Introduction-to-Swap-Engineering_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • References_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • Front-Matter_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • Index_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-3-Cash-Flow-Engineering-and-Forward-Contracts_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-6-Repo-Market-Strategies-in-Financial-Engineering_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • Preface_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-21-Caps-Floors-and-Swaptions-with-an-Application-to-Mortgages_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • Dedication_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-12-Some-Applications-of-the-Fundamental-Theorem_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-11-Pricing-Tools-in-Financial-Engineering_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-2-An-Introduction-to-Some-Concepts-and-Definitions_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-9-Engineering-Convexity-Positions_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-18-Credit-Indices-and-Their-Tranches_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-14-Tools-for-Volatility-Engineering-Volatility-Swaps-and-Volatility-Trading_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
  • 5.73 MB
  • 2017-10-10

  • Springer Series in Statistics(2002S-2004).rar

    本附件包括：
    • 2002.Smoothing Spline ANOVA Models(2002).pdf
    • 2003.All of Statistics_ A Concise Course in Statistical Inference(2003).pdf
    • 2003.Bayesian Nonparametrics.djvu
    • 2003.Nonlinear Time Series,Nonparametric and Parametric Methods[Fan and Yao].pdf
    • 2003.Partial identification of probability distributions-Springer (2003).pdf
    • 2003.Resampling Methods for Dependent Data.pdf
    • 2003.Sample Survey Theory_ Some Pythagorean Perspectives(2003).pdf
    • 2003.The Design and Analysis of Computer Experiments(2003).djvu
    • 2003.Unified Methods for Censored Longitudinal Data and Causality(2003).pdf
    • 2004.Exploring Multivariate Data with the Forward Search-Springer-Verlag New York (2004).pdf
    • 2004.Introduction to Rare Event Simulation(2004).pdf
    • 2004.Monte Carlo Strategies in Scientific Computing(2004).pdf
    • 2004.Nonparametric and Semiparametric Models(2004).pdf
    • 2004.Statistical Inference for Ergodic Diffusion Processes(2004).pdf
    • 2004.Statistical Tools for Nonlinear Regression_ A Practical Guide with S-PLUS and R Examples(2004).pdf
  • 93.47 MB
  • 2017-9-15

  • TB.zip
       [这个是pdf，下这个] Investment Analysis and Portfolio Management 10th edition Reilly test bank

    本附件包括：
    • CHAPTER 21--FORWARD AND FUT.pdf
    • CHAPTER 1 APPENDIX.pdf
    • CHAPTER 1--THE INVESTMENT S.pdf
    • CHAPTER 10--ANALYSIS OF FIN.pdf
    • CHAPTER 11--INTRODUCTION TO.pdf
    • CHAPTER 12--MACROANALYSIS A.pdf
    • CHAPTER 13--INDUSTRY ANALYS.pdf
    • CHAPTER 14--COMPANY ANALYSI.pdf
    • CHAPTER 15--TECHNICAL ANALY.pdf
    • CHAPTER 16--EQUITY PORTFOLI.pdf
    • CHAPTER 17--BOND FUNDAMENTA.pdf
    • CHAPTER 18--THE ANALYSIS AN.pdf
    • CHAPTER 19--BOND PORTFOLIO .pdf
    • CHAPTER 2 APPENDIX.pdf
    • CHAPTER 2--THE ASSET ALLOCA.pdf
    • CHAPTER 20--AN INTRODUCTION.pdf
    • CHAPTER 22--OPTION CONTRACT.pdf
    • CHAPTER 23--SWAP CONTRACTS,.pdf
    • CHAPTER 24--PROFESSIONAL MO.pdf
    • CHAPTER 3 APPENDIX.pdf
    • CHAPTER 3--SELECTING INVEST.pdf
    • CHAPTER 4--ORGANIZATION AND.pdf
    • CHAPTER 5--SECURITY-MARKET .pdf
    • CHAPTER 6--EFFICIENT CAPITA.pdf
    • CHAPTER 7 APPENDIX A.pdf
    • CHAPTER 7 APPENDIX B.pdf
    • CHAPTER 7--AN INTRODUCTION .pdf
    • CHAPTER 8--AN INTRODUCTION .pdf
    • CHAPTER 9--MULTIFACTOR MODE.pdf
  • 4.59 MB
  • 2017-3-15

  • Slides and readings.zip
       固定收益课件

    本附件包括：
    • 1. Outline and introduction to taxes.pdf
    • 2. US fixed income markets part I (Overview, securities, quotes).pdf
    • 3. US fixed income markets part II (Primary market and repos).pdf
    • 4. Discount factors, spot rates and forward rates.pdf
    • 5. Risk Income Risk Management.pdf
    • Discussion. LTCM (Long-term capital management).pdf
    • Discussion. O.C (orange county).pdf
    • Discussion. Ultra-low Yields.pdf
  • 4.79 MB
  • 2017-3-2

  • Globalization and Private Law_The Way Forward.zip

    本附件包括：
    • Globalization and Private Law_The Way Forward.pdf
  • 1.82 MB
  • 2017-1-19

  • Bodie8ce_ExcelTemplateSolutions_Complete.zip
       excel template problem solution

    本附件包括：
    • Ch_13_OLC_Spot_And_Forward_Yields_Solutions.xlsx
    • Ch_14A_OLC_Bond_Pricing_and_Duration_Solution.xlsx
    • Ch_14B_OLC_Holding_Period_Immunization.xlsx
    • Ch_16_OLC_Three_Stage_Growth_Solutions.xlsx
    • Ch_19_OLC_Black_Scholes_Option_Valuation_Solutions.xlsx
    • Ch_19_TXT_EOC_21_Solution.xls
    • Ch_20_OLC_Parity_and_Spreads_Template.xls
    • Ch_21_OLC_Perf_Attribution.xls
    • Ch_21_OLC_Perf_Measurement.xls
    • Ch_24_OLC_Web_Portfolio_Solution.xls
    • Ch_3A_OLC_Buying_On_Margin_Solutions.xlsx
    • Ch_3B_OLC_Short_Sale_Solutions.xls
    • Ch_6_OLC_Two_Security_Portfolio_Solutions.xlsx
    • Ch_8_OLC_Estimating_Beta_Coefficient_Solution.xls
  • 279.84 KB
  • 2016-9-13

  • Geostatistical Applications For Precision Agriculture.rar
       利用R语言在精准农业中的地统计研究

    本附件包括：
    • Front Matter.pdf
    • 1 An Overview Of Geostatistics And Precision Agriculture.pdf
    • 2 Sampling In Precision Agriculture.pdf
    • 3 Sampling In Precision Agriculture，Optimal Designs From Uncertain Models.pdf
    • 4 The Spatial Analysis Of Yield Data.pdf
    • 5 Space-Time Geostatistics For Precision Agriculture：A Case Study Of NDVI Mapping For A Dutch Potato Field.pdf
    • 6 Delineating Site-Specific Management Units With Proximal Sensors.pdf
    • 7 Using Ancillary Data To Improve Prediction Of Soil And Crop Attributes In Precision Agriculture.pdf
    • 8 Spatial Variation And Site-Specific Management Zones.pdf
    • 9 Weeds，Worms And Geostatistics.pdf
    • 10 The Analysis Of Spatial Experiments.pdf
    • 11 Application Of Geostatistical Simulation In Precision Agriculture.pdf
    • 12 Geostatistics And Precision Agriculture：A Way Forward.pdf
    • Back Matter.pdf
  • 7.65 MB
  • 2016-1-28

  • Straightforward statistics using Excel and Tableau - Stephen Peplow PhD.rar

    本附件包括：
    • Straightforward statistics using Excel and Tableau - Stephen Peplow PhD.pdf
    • Straightforward statistics using Excel and Tableau - Stephen Peplow PhD.epub
    • Straightforward statistics using Excel and Tableau - Stephen Peplow PhD.mobi
  • 4.86 MB
  • 2015-6-11

  • Cox Ingersoll Ross 1981 - The relation between forward prices and futures prices.rar

    本附件包括：
    • Cox Ingersoll Ross 1981 - The relation between forward prices and futures prices.pdf
  • 1.09 MB
  • 2015-6-8

  • B.G. Binmore-Foundations of Analysis-A Straightforward Approach.rar
       基础数学分析（经典）

    本附件包括：
    • C9_B_G_Binmore_FoundationsofAnalysis.pdf
    • C10_B_G_Binmore_FoundationsofAnalysis.pdf
    • C11_B_G_Binmore_FoundationsofAnalysis.pdf
    • C12_B_G_Binmore_FoundationsofAnalysis.pdf
    • Contents_B_G_Binmore_FoundationsofAnalysis.pdf
    • Index_B_G_Binmore_FoundationsofAnalysis.pdf
    • Intro_B_G_Binmore_FoundationsofAnalysis.pdf
    • Notation_B_G_Binmore_FoundationsofAnalysis.pdf
    • C1_B_G_Binmore_FoundationsofAnalysis.pdf
    • C2_B_G_Binmore_FoundationsofAnalysis.pdf
    • C3_B_G_Binmore_FoundationsofAnalysis.pdf
    • C4_B_G_Binmore_FoundationsofAnalysis.pdf
    • C5_B_G_Binmore_FoundationsofAnalysis.pdf
    • C6_B_G_Binmore_FoundationsofAnalysis.pdf
    • C7_B_G_Binmore_FoundationsofAnalysis.pdf
    • C8_B_G_Binmore_FoundationsofAnalysis.pdf
  • 7.55 MB
  • 2015-5-10

  • Derivatives.rar

    本附件包括：
    • Theory & Practice of Financial Options.pdf
    • Binomial Trees.pdf
    • Futures & Forward Contracts.pdf
    • FUTURES & OPTIONS.pdf
    • Options on Stock Indices,Currencies and Futures.pdf
    • The Black-Scholes Model.pdf
    • The Greek Letters and Volatility Smiles 1.pdf
    • The Greek Letters and Volatility Smiles 2.pdf
    • The Random Behaviour of Financial Assets.pdf
  • 343.03 KB
  • 2015-4-8

  • Salomon Brothers Fixed Income Reading.rar
       所罗门兄弟固定收益证券教材

    本附件包括：
    • Salomon Brothers Fixed Income Series - Overview of Forward Rate Analysis.pdf
    • Salomon Brothers Fixed Income Series - A Framework for Analyzing Yield Curve Trades.pdf
    • Salomon Brothers Fixed Income Series - Convexity Bias and the Yield Curve.pdf
    • Salomon Brothers Fixed Income Series - Does Duration Extension Exhance Long Term Expected Returns.pdf
    • Salomon Brothers Fixed Income Series - Dynamics of the Shape of the Yield Curve.pdf
    • Salomon Brothers Fixed Income Series - Forecasting U.S. Bond Returns.pdf
    • Salomon Brothers Fixed Income Series - Market's Rate Expectation and Forward Rates.pdf
  • 6.63 MB
  • 2015-3-28

  • 国信证券.rar
       金融工程-量化投资研究报告（国信证券）

    本附件包括：
    • 国信证券_20130701_市场情绪指标量化之二：超跌个股择时.pdf
    • 国信证券_20130807_多因子系列研究报告之四：直接指标VS相对指标.pdf
    • 国信证券_20130815_结构性产品专题报告之二：基于二叉树模型的可转债定价.pdf
    • 国信证券_20131008_结构性产品专题报告之三：可转债的Delta对冲套利策略.pdf
    • 国信证券_20140103_新股专题研究报告：打新股策略研究.pdf
    • 国信证券_20140331_衍生品应用与产品设计系列：创新策略指数，BXM及策略实证.pdf
    • 国信证券_20140331_衍生品应用与产品设计系列——VIX指数介绍及GSVX编制.pdf
    • 国信证券_20140404_行业投资时钟系列：基于长期趋势投资的行业成交量模型.pdf
    • 国信证券_20140630_风格投资专题研究之二：成长到价值常规路径.pdf
    • 国信证券_20140630_风格投资专题研究之一：Alpha因子风格适应性.pdf
    • 国信证券-20100617-中期策略会专题(ppt)A股市场量化基金实践探讨.pdf
    • 国信证券-20140104-量化行业配置报告-相对强弱方法在大小盘风格轮动中的应用.pdf
    • 国信证券-20140917-投资时钟-市场周期与杠杆切换逻辑.pdf
    • 国信证券-20141208-行业弹性指数择时模型：7月25日以来持续看多.pdf
    • 国信证券-20141229-量化行业配置报告之一：基于GSISI择时的行业配置模型.pdf
    • 国信证券_20090921_算法交易与程序化交易-VWAP 策略模拟效果及未来扩展.pdf
    • 国信证券_20091214_2010年年度策略会金融工程专题-数量化投资展望与国信量化研究体系.pdf
    • 国信证券_20091214_算法交易与程序化交易-算法交易及其在A股的实证分析.pdf
    • 国信证券_20091215_2010年年度策略会金融工程专题-基于CART决策树的行业选股方法.pdf
    • 国信证券_20091221_创新产品专题研究系列之五-折价远期结构产品：KOF（Knock Out Forward）.pdf
    • 国信证券_20100111_宏观因子量化投资应用系列之一-A 股宏观风险因子筛选与选股策略.pdf
    • 国信证券_20100114_基金研究专题报告-开放式股票型基金仓位估算方法研究及应用.pdf
    • 国信证券_20100224_相对强弱方法在大小盘风格轮动中的应用.doc
    • 国信证券_20100301_创新型股指期货产品研究系列之一-封基套利产品——利用股指期货实现绝对收益.pdf
    • 国信证券_20100303_股指期货专题报告-风险事件与股指期货风险管理.pdf
    • 国信证券_20100303_股指期货专题报告-股指期货风险管理的国际比较.pdf
    • 国信证券_20100308_股指期货与金融创新论坛专题报告-利用股指期货对量化投资组合进行beta管理(PPT).pdf
    • 国信证券_20100326_股指期货专题报告-股指期货保证金水平设臵研究.pdf
    • 国信证券_20100406_程序化交易专题报告系列之二-在高频数据中挖掘交易机会.pdf
    • 国信证券_20100406_程序化交易专题报告系列之一-程序化交易在股指期货中的应用.pdf
    • 国信证券_20100505_另类投资系列之1－艺术品投资综述及投资实务探讨.pdf
    • 国信证券_20100525_金融工程2010 年中期投资策略-基于小波分析和支持向量机的指数预测模型.pdf
    • 国信证券_20100601_金融工程2010 年中期投资策略-股指期货套利策略与实务分析.pdf
    • 国信证券_20100610_金融工程2010年年度投资策略-对冲策略在股指期货时代的应用.pdf
    • 国信证券_20100617_金融工程2010 年中期投资策略-多因子选股模型结合股指期货实现Alpha收益.pdf
    • 国信证券_20100621_金融工程2010 年中期投资策略-基于小波分析和支持向量机的指数预测模型（PPT）.pdf
    • 国信证券_20100712_股指期货套利专题报告-跨期套利，协整法优于成本法.pdf
    • 国信证券_20100722_海外资产管理业专题研究系列之八-金融类另类投资组合管理.pdf
    • 国信证券_20100907_算法交易专题研究-算法交易的历史与现状.pdf
    • 国信证券_20100907_投资性指标与策略系列之二-CART决策树在制造业中的选股效果.pdf
    • 国信证券_20100908_另类投资系列之二-赌局综述及其对金融创新的启发.pdf
    • 国信证券_20100910_变点技术应用之二-应用变点技术获得绝对收益.pdf
    • 国信证券_20100910_股指期货专题报告_基于小波消噪的股指期货日内交易实证.pdf
    • 国信证券_20100910_股指期货专题报告-基于ACD法则和枢轴点的股指期货日内交易实证.pdf
    • 国信证券_20100913_应用变点技术获得绝对收益(PPT).pdf
    • 国信证券_20101222_理解本土市场需求的数量研究及支持体系(PPT).pdf
    • 国信证券_20110223_策略指数专题研究之二-通胀下的理想投资标的：通胀防御策略指数.pdf
    • 国信证券_20110224_策略指数专题研究之一-因子选股构建130-30沪深300增强指数.pdf
    • 国信证券_20110526_行业轮动专题研究-核聚类之二：基于细分行业的子核行业轮动研究.pdf
    • 国信证券_20110530_算法交易研究系列之：交易成本分析.pdf
    • 国信证券_20110715_波动率研究系列之一：低波动率系列指数.pdf
    • 国信证券_20110808_策略指数专题研究之三：GARP行业中性选股策略指数.pdf
    • 国信证券_20110906_波动率研究系列之二：规模分层特质波动率选股.pdf
    • 国信证券_20110913_实现量化投资盈利的征程(PPT).pdf
    • 国信证券_20110914_高频交易领域的指令流毒性与波动性分析-A股市场交易毒性初探.pdf
    • 国信证券_20120903_管理期货专题研究-CTA发展脉络及其在中国的启示.pdf
    • 国信证券_20121225_分级基金专题报告之十四：收益率如何确定，折算权价值几何.pdf
    • 国信证券_20130321_市场情绪指标量化之一：协同性指标.pdf
    • 国信证券_20130527_结构性产品专题报告之一：海外结构性金融产品简介.pdf
    • 国信证券_20130603_行业配置α-β收益的解构与分析.pdf
  • 52.94 MB
  • 2015-3-2

  • Business Strategy_ A Guide to Taking Your Business Forward.rar

    本附件包括：
    • Business Strategy_ A Guide to Taking Your Business Forward (The Economist)-Bloomberg Press (2009).pdf
  • 610.92 KB
  • 2015-2-7

  • 利率曲线抓取模板.zip
       利率曲线 ytm spot forward

    本附件包括：
    • 利率曲线抓取模板.xlsm
  • 33.57 KB
  • 2015-2-5

  • Notes 9th edition.rar
       打包

    本附件包括：
    • 3. Warrant Valuation When Value of Equity plus Warrants Is Lognormal.pdf
    • 4. Exact Procedure for Valuing American Calls on Stocks Paying a Single Dividend.pdf
    • 5. Differential Equation for Price of a Derivative on a Stock Paying a Known Dividend Yield.pdf
    • 6. Calculation of the Cumulative Probability in a Bivariate Normal Distribution.pdf
    • 7. Differential Equation for Price of a Derivative on a Futures Price.pdf
    • 8. Analytic Approximation for Valuing American Options.pdf
    • 9. Generalized Tree Building Procedure.pdf
    • 10. The Cornish-Fisher Expansion to Estimate VaR.pdf
    • 11. Manipulation of Credit Transition Matrices.pdf
    • 12. Calculation of Cumulative Non-Central Chi Square Distribution.pdf
    • 13. Efficient Procedure for Valuing American-Style Lookback Options.pdf
    • 14. The Hull-White Two-Factor Model.pdf
    • 15. Valuing Options on Coupon-Bearing Bonds in a One-Factor Interest Rate Model.pdf
    • 16. Construction of an Interest Rate Tree with Nonconstant Time Steps and Nonconstant Parameters.pdf
    • 17. The Process for the Short Rate in an HJM Term Structure Model.pdf
    • 18. Valuation of a Compounding Swap.pdf
    • 19. Valuation of an Equity Swap.pdf
    • 20. Changing the Market Price of Risk for Variables That Are Not the Prices of Traded Securities.pdf
    • 21. Hermite Polynomials and Their Use for Integration.pdf
    • 22. Valuation of a Variance Swap.pdf
    • 23. The Black, Derman , Toy Model.pdf
    • 24. Proof that Forward and Futures Prices Are Equal When Interest Rates Are Constant.pdf
    • 25. A Cash Flow Mapping Procedure.pdf
    • 26. A Binomial Measure of Credit Correlation.pdf
    • 27. Calculation of Moments for Valuing Asian Options.pdf
    • 28. Calculation of Moments for Valuing Basket Options.pdf
    • 29. Proof of Extensions to Ito's Lemma.pdf
    • 30. The Return for a Security Dependent on Multiple Sources of Uncertainty.pdf
    • 31. Properties of Ho-Lee and Hull-White Interest Rate Models.pdf
    • 1. Convexity Adjustments to Eurodollar Futures.pdf
    • 2. Properties of the Lognormal Distribution.pdf
  • 1.37 MB
  • 2015-1-30

  • 5.pdf
       Chapter 5 Forward Look at Research Perspectives

  • 342.49 KB
  • 2014-12-15

  • GemDataEXTR.zip
       世界银行全球各国宏观数据，非常全面、详细，包含月度、季度和年度，更新至2014年9月

    本附件包括：
    • Broad Money (M2) to foreign reserves, ratio.xlsx
    • Broad Money (M2) to monetary base, ratio (M2 multiplier).xlsx
    • Commodity Prices.xlsx
    • Core CPI, not seas. adj..xlsx
    • Core CPI, seas. adj..xlsx
    • CPI Price, % y-o-y, median weighted, seas. adj..xlsx
    • CPI Price, % y-o-y, nominal, seas. adj..xlsx
    • CPI Price, nominal, seas. adj..xlsx
    • Emerging Market Bond Index (JPM Total Return Index).xlsx
    • Exchange rate, new LCU per USD extended backward, period average.xlsx
    • Exchange rate, old LCU per USD extended forward, period average.xlsx
    • Exports Merchandise, Customs, constant 2010 US$, millions, seas. adj..xlsx
    • Exports Merchandise, Customs, current US$, millions, seas. adj..xlsx
    • Exports Merchandise, Customs, Price, US$, seas. adj..xlsx
    • Foreign Reserves, Months Import Cover, Goods.xlsx
    • GDP at market prices, constant 2010 LCU, millions, seas. adj..xlsx
    • GDP at market prices, constant 2010 US$, millions, seas. adj..xlsx
    • GDP at market prices, current LCU, millions, seas. adj..xlsx
    • GDP at market prices, current US$, millions, seas. adj..xlsx
    • GDP Deflator at Market Prices, LCU.xlsx
    • Imports Merchandise, Customs, constant 2010 US$, millions, seas. adj..xlsx
    • Imports Merchandise, Customs, current US$, millions, seas. adj..xlsx
    • Imports Merchandise, Customs, Price, US$, seas. adj..xlsx
    • Industrial Production, constant 2010 US$, not seasonally adjusted.xlsx
    • Industrial Production, constant 2010 US$, seas. adj..xlsx
    • Nominal Effecive Exchange Rate.xlsx
    • Official exchange rate, LCU per USD, period average.xlsx
    • Real Effective Exchange Rate.xlsx
    • Retail Sales Volume Index, seas. adj..xlsx
    • Sovereign Bond Interest Rate Spreads, basis points over US Treasuries.xlsx
    • Stock Markets, LCU.xlsx
    • Stock Markets, US$.xlsx
    • Terms of Trade.xlsx
    • Total Reserves.xlsx
    • Unemployment Rate, seas. adj..xlsx
  • 8.71 MB
  • 2014-11-22

  • Session2Updated.pdf
       page94-423.interest rate and term structure:forward, swap, floor, cap, swaption, vasicek, cir, cir++ ...

  • 3.22 MB
  • 2014-5-21

  • GemDataEXTR.zip
       Global Economic Monitor

    本附件包括：
    • Broad Money (M2) to foreign reserves, ratio.xlsx
    • Broad Money (M2) to monetary base, ratio (M2 multiplier).xlsx
    • Commodity Prices.xlsx
    • CPI Price, % y-o-y, median weighted, seas. adj..xlsx
    • CPI Price, % y-o-y, nominal, seas. adj..xlsx
    • CPI Price, nominal, seas. adj..xlsx
    • Emerging Market Bond Index (JPM Total Return Index).xlsx
    • Exchange rate, new LCU per USD extended backward, period average.xlsx
    • Exchange rate, old LCU per USD extended forward, period average.xlsx
    • Exports Merchandise, Customs, constant US$, millions, seas. adj..xlsx
    • Exports Merchandise, Customs, current US$, millions, seas. adj..xlsx
    • Exports Merchandise, Customs, Price, US$, seas. adj..xlsx
    • Foreign Reserves, Months Import Cover, Goods.xlsx
    • GDP at market prices, constant 2005 LCU, millions, seas. adj..xlsx
    • GDP at market prices, constant 2005 US$, millions, seas. adj..xlsx
    • GDP at market prices, current LCU, millions, seas. adj..xlsx
    • GDP at market prices, current US$, millions, seas. adj..xlsx
    • GDP Deflator at Market Prices, LCU.xlsx
    • Imports Merchandise, Customs, constant US$, millions, seas. adj..xlsx
    • Imports Merchandise, Customs, current US$, millions, seas. adj..xlsx
    • Imports Merchandise, Customs, Price, US$, seas. adj..xlsx
    • Industrial Production, constant US$, seas. adj..xlsx
    • J.P. Morgan Emerging Markets Bond Index (EMBI+).xlsx
    • London Interbank Offered 3-month rates (LIBOR).xlsx
    • London Interbank Offered 6-month rates (LIBOR).xlsx
    • Nominal Effecive Exchange Rate.xlsx
    • Official exchange rate, LCU per USD, period average.xlsx
    • Real Effective Exchange Rate.xlsx
    • Sovereign Bond Interest Rate Spreads, basis points over US Treasuries.xlsx
    • Stock Market Index, Local Currency.xlsx
    • Stock Market Index, US$.xlsx
    • Stock Markets, LCU.xlsx
    • Stock Markets, US$.xlsx
    • Terms of Trade.xlsx
    • Total Reserves.xlsx
  • 9.43 MB
  • 2014-4-17

  • 价格粘性英文文献.zip
       经济学经典文献-价格粘性

    本附件包括：
    • -1935-Hicks-Annual Survey of Economic Theory The Theory of Monopoly.pdf
    • -1972-Barro-A_Theory_of_Monopolistic_Price_Adjustment.pdf
    • -1983-calvo-Staggered prices in a utility-maximizing framework .pdf
    • -1984-Rotemberg-A Supergame-Theoretical Model of Price Wars during Boomsrt7.pdf
    • -1989-Bailey Brorsen Price asymmetry in spatial fed cattle markets[J]. Western Journal of Agricultural Economics.pdf
    • -1994-Ball and Mankiw-Asymmetric Price Adjustments and Economic Fluctuations’.pdf
    • -2002-Mankiw N G, Reis-Sticky Information versus Sticky Price.pdf
    • -2004-gewecke-综述油-Issues in the rockets and feathers gasoline price literature.pdf
    • -2005-Asymmetric Wholesale Pricingpdf.pdf
    • -2005-Rotemberg -Customer anger at price increases, changes in the frequency of price adjustment and monetary policy[J]. Journal of Monetary Economics..pdf
    • -2009-Kleshchelski-Market share and price rigidity.pdf
    • -2010-Price settinginforward-lookingcustomermarkets.pdf
  • 8.82 MB
  • 2013-9-6

  • 全球经济监测.zip

    本附件包括：
    • Broad Money (M2) to foreign reserves, ratio.xlsx
    • Broad Money (M2) to monetary base, ratio (M2 multiplier).xlsx
    • Commodity Prices.xlsx
    • Emerging Market Bond Index (JPM Total Return Index).xlsx
    • Exchange rate, new LCU per USD extended backward, period average.xlsx
    • Exchange rate, old LCU per USD extended forward, period average.xlsx
    • Export Prices, Seasonally Adjusted, 2005=1.xlsx
    • Foreign Reserves, Months Import Cover, Goods.xlsx
    • GDP at Constant Market Prices in mln Local Currency.xlsx
    • GDP at Constant Market Prices in mln US$.xlsx
    • GDP at Current Market Prices in mln Local Currency.xlsx
    • GDP at Current Market Prices in mln US$.xlsx
    • GDP Deflator at Market Prices, LCU.xlsx
    • Goods Exports, Seasonally Adjusted,Value, mln US$.xlsx
    • Goods Exports, Seasonally Adjusted,Volume US$ growth rate.xlsx
    • Goods Exports, Seasonally Adjusted,Volume, mln US$.xlsx
    • Goods Imports, Seasonally Adjusted,Value, mln US$.xlsx
    • Goods Imports, Seasonally Adjusted,Volume US$ growth rate.xlsx
    • Goods Imports, Seasonally Adjusted,Volume, mln US$.xlsx
    • Import Prices, Seasonally Adjusted, 2005=1.xlsx
    • Industrial Production, Seasonally Adjusted Volumes.xlsx
    • Inflation (CPI) by aggregate, 2005=1, y-o-y growth median .xlsx
    • Inflation (CPI) by country, 2005=1, y-o-y growth .xlsx
    • Inflation (CPI) by country, 2005=1.xlsx
    • London Interbank Offered 3-month Rates (LIBOR).xlsx
    • London Interbank Offered 6-month Rates (LIBOR).xlsx
    • Nominal Effective Exchange Rate.xlsx
    • Official exchange rate, LCU per USD, period average.xlsx
    • Real Effective Exchange Rate.xlsx
    • Sovereign Bond Interest Rate Spreads, basis points over US Treasuries.xlsx
    • Stock Market Index, Local Currency.xlsx
    • Stock Market Index, US$.xlsx
    • Terms of Trade.xlsx
    • Total Foreign Reserves, excl gold, mln US$.xlsx
  • 9.9 MB
  • 2013-8-7

  • FutureForwardOptionSwap.zip
       芝加哥大学MBA课程“Future, Forward, Option and Swap"讲义。

    本附件包括：
    • uclec10.pdf
    • uclec1.pdf
    • uclec2.pdf
    • uclec3.pdf
    • uclec4.pdf
    • uclec5.pdf
    • uclec6.pdf
    • uclec7.pdf
    • uclec8.pdf
    • uclec9.pdf
  • 4.22 MB
  • 2013-6-26

  • spasm.zip
       把spasm包加到搜索目录下就可用使用lasso函数

    本附件包括：
    • center.m
    • choldelete.m
    • cholinsert.m
    • elasticnet.m
    • example_elasticnet.m
    • example_forwardselection.m
    • example_lar.m
    • example_lasso.m
    • example_slda.m
    • example_spca.m
    • forwardselection.m
    • lar.m
    • larsen.m
    • lasso.m
    • normalize.m
    • profile_elasticnet.m
    • profile_lar.m
    • profile_lasso.m
    • profile_slda.m
    • profile_spca.m
    • slda.m
    • spca.m
    • test_cholesky.m
    • test_elasticnet_lasso_equivalence.m
    • test_elasticnet_orthogonal_variables.m
    • test_elasticnet_ridge_equivalence.m
    • test_lar_lasso_equivalence.m
    • test_lar_ols_equivalence.m
    • test_lasso_ols_equivalence.m
    • test_lasso_orthogonal_variables.m
    • test_slda_orthogonality.m
    • test_slda_pda_equivalence.m
    • test_slda_ridge_equivalence.m
    • test_spca_pca_equivalence.m
  • 34.22 KB
  • 2013-6-22

  • 金融工程.zip
       很好的金融工程课件资料

    本附件包括：
    • 01_Introduction to Financial Engineering.ppt
    • 02_Forwards.ppt
    • 03_Futures.ppt
    • 04_Swaps.ppt
    • 05_Options.ppt
    • 06_Options_Pricing.ppt
    • 07_Options_ the Greeks.ppt
    • 08_Risk Management and Hedging.ppt
    • 10_Innovation in Bond Markets.ppt
    • 利率与久期.ppt
  • 2.51 MB
  • 2013-6-6

  • HBS_Case_Strategy_2009－2010.zip

    本附件包括：
    • Alibaba Group -2010.pdf
    • Alibaba's Taobao (A) -2009.pdf
    • Alibaba's Taobao (B) -2009.pdf
    • Arauco (A)_Forward Integration or Horizontal Expansion -2009.pdf
    • Arauco (B)_'Papel' in Brazil -2009.pdf
    • Cola Wars Continue Coke and Pepsi in 2006 -2009.pdf
    • Holt Lunsford Commercial -2010.pdf
    • HTC Corp. in 2009 -2009.pdf
  • 6.28 MB
  • 2013-5-15

  • HBS Case Strategy 2009-2010.zip

    本附件包括：
    • Alibaba Group -2010.pdf
    • Alibaba's Taobao (A) -2009.pdf
    • Alibaba's Taobao (B) -2009.pdf
    • Arauco (A)_Forward Integration or Horizontal Expansion -2009.pdf
    • Arauco (B)_'Papel' in Brazil -2009.pdf
    • Cola Wars Continue Coke and Pepsi in 2006 -2009.pdf
    • Holt Lunsford Commercial -2010.pdf
    • HTC Corp. in 2009 -2009.pdf
  • 6.28 MB
  • 2013-5-14

  • Multiperiod corporate default prediction—A forward intensity approach.rar

    本附件包括：
    • Multiperiod corporate default prediction—A forward intensity approach.pdf
  • 1.35 MB
  • 2013-5-4

  • 找到的其他的文献.zip

    本附件包括：
    • Determinants of Net Interest Margins of Commercial Banks in Kenya_ A Panel Study.pdf
    • Information shares in the US Treasury market.pdf
    • Interest rate futures and forwards_ Evidence from the sterling futures and FRA markets .pdf
    • Market-making costs in Treasury bills_ A benchmark for the cost of liquidity .pdf
    • Ted tandems_ Arbitrage restrictions and the us treasury bill_eurodollar futures spread.pdf
    • The spillover effects of the trading suspension of the treasury bond futures market in China.pdf
    • Arbitrage, carrying costs, and inflation_ A reexamination of market efficiency in treasury bill futures .pdf
  • 3.4 MB
  • 2013-4-20

  • Spread and volatility in spot and forward exchange rates.rar

    本附件包括：
    • Spread and volatility in spot and forward exchange rates.pdf
  • 616.92 KB
  • 2013-3-8

  • financial economics.rar

    本附件包括：
    • Lecture 4 CAPM(1).pptx
    • Lecture 5 APT(1)(1).pptx
    • Lecture 6 Bonds(1).pptx
    • Lecture 7 Forwards and futures(1).pptx
    • Lecture 8 Swaps(1).pptx
    • Lecture 9 Options(1).pptx
    • Lecture 1 Introduction(1).pptx
    • Lecture 2 Risk and return.pptx
    • Lecture 3 Portfolio theory(1).pptx
  • 1014.59 KB
  • 2013-1-28

  • Eating Bitterness.zip

    本附件包括：
    • Eating Bitterness_ New Perspectives on China_s Great Leap Forward and Famine.pdf
  • 1.29 MB
  • 2012-10-25

  • 衍生产品.rar
       衍生工具讲义

    本附件包括：
    • Topic1_Introduction.pdf
    • Topic2_Mechanics of Futures Markets.pdf
    • Topic3_Hedging with Futures.pdf
    • Topic4_Interest Rate & Forward Pricing.ppt
    • Topic6_Swaps.ppt
    • Topic7_Mechanics and Properties of Options.ppt
    • Topic8_TradingStrategiesInvolvingOptions.ppt
    • Topic9_IntroductionToBinomialTree.ppt
    • Topic10_Black-Shole-Merton Model.ppt
  • 2.57 MB
  • 2012-9-9

  • 经济学.zip
       经济学 必读 经典 论文合集

    本附件包括：
    • Analysis of real GDP growth rates of greater China An asymmetric conditional volatility approach .pdf
    • Collusion in transport group effects .pdf
    • Corporate governance in China An overview .pdf
    • Corruption by monopoly Bribery in Chinese enterprise licensing as a repeated bargaining game.pdf
    • Crown, corporation and church the role of institutions in the stability of pioneer settlements in the Canadian West, 1870–1914 .pdf
    • Emergence of urban poverty and inequality in China evidence from household survey.pdf
    • Fairness as a source of hysteresis in empolyment and relative wages .pdf
    • Growth and regional inequality in China during the reform era .pdf
    • Have the Chinese provinces become integrated under reform.pdf
    • High benefits and low wages Employees as monitor of managerment in soes.pdf
    • Interregional protection Implications of fiscal decentralization and trade liberalization .pdf
    • Is Chinese provincial real GDP per capita nonstationary Evidence from multiple trend break unit root tests.pdf
    • Making sense of institutions as a factor shaping economic performance.pdf
    • On the pareto-optimality of futures contracts over Islamic forward contracts implications for the emerging muslim ecomomics.pdf
    • Privatization and efficiency differentiating ownership effects from political orgnizatinal and dynamic effects.pdf
    • Rural–urban income disparity impact of growth, allocative efficiency, and local growth welfare .pdf
    • Rural–urban migration and urbanization in China Evidence from time-series and cross-section analyses .pdf
    • Segmentation and discrimination in China’s emerging industrial labor market .pdf
    • Sources of China’s economic growth 1952–1999 incorporating human capital accumulation .pdf
    • The effort effects of prizes in the second half in second half of tournaments.pdf
    • The nature of multinational firm boundaries Transaction costs, firm capabilities and foreign maket entry model.pdf
    • The open constitution and its enemies competition rent seeking and the rise of moder state.pdf
    • The wage effects of schooling under socialism and transition evidence in romania1995-2000.pdf
    • What has caused regional inequality in China.pdf
    • What is China’s true unemployment rate.pdf
    • a consititutional theroy of public goods.pdf
    • a general equilibrium of modern crime and punishment.pdf
    • alloction efficiency in competitive bribery game.pdf
    • china gross demestic production estimation.pdf
    • china human capital investment.pdf
    • contructure strcture in agriculture .pdf
    • do tournamets solve of tow-side moral hazard problem .pdf
    • dynanmic externelity modern growth.pdf
    • efficency wages and the quality of job matching.pdf
    • growing inequality and poverty in chian.pdf
    • how much do we care about absolute versus ralative income and consumption.pdf
    • information age orgnaization dynamic and perfermance .pdf
    • investment in uncertainty and policy change.pdf
    • is more data better.pdf
    • job transfer and influence activitise.pdf
    • non-prioner delimma.pdf
    • optimal investment with lumpy costs.pdf
    • productivity growth in oecd countries.pdf
    • regional diparity and economic develop in china .pdf
    • team selection with asymmetric agents.pdf
    • the impacts of income gap decision in china.pdf
    • trade insititutions and credit.pdf
  • 7.77 MB
  • 2012-7-21

  • The New Palgrave Dictionary of Economics H.rar

    本附件包括：
    • hunting and gathering economies The New Palgrave Dictionary of Economics.mht
    • Huskisson, William (1770–1830) The New Palgrave Dictionary of Economics.mht
    • Hutcheson, Francis (1694–1746) The New Palgrave Dictionary of Economics.mht
    • Hutchison, Terence Wilmot (1912–2007) The New Palgrave Dictionary of Economics.mht
    • hyperinflation The New Palgrave Dictionary of Economics.mht
    • Haavelmo, Trygve (1911–1999) The New Palgrave Dictionary of Economics.mht
    • Habakkuk, John Hrothgar (1915–2002) The New Palgrave Dictionary of Economics.mht
    • Haberler, Gottfried (1900–1995) The New Palgrave Dictionary of Economics.mht
    • habit persistence The New Palgrave Dictionary of Economics.mht
    • Hadley, Arthur Twining (1856–1930) The New Palgrave Dictionary of Economics.mht
    • Hagen, Everett Einar (1906–1993) The New Palgrave Dictionary of Economics.mht
    • Hamilton, Alexander (1755–1804) The New Palgrave Dictionary of Economics.mht
    • Hamiltonians The New Palgrave Dictionary of Economics.mht
    • Hannan, Edward J_ (1921–1994) The New Palgrave Dictionary of Economics.mht
    • Hansen, Alvin (1887–1975) The New Palgrave Dictionary of Economics.mht
    • happiness, economics of The New Palgrave Dictionary of Economics.mht
    • Harris, Seymour Edwin (1897–1975) The New Palgrave Dictionary of Economics.mht
    • Harris–Todaro hypothesis The New Palgrave Dictionary of Economics.mht
    • Harrod, Roy Forbes (1900–1978) The New Palgrave Dictionary of Economics.mht
    • Harsanyi, John C_ (1920–2000) The New Palgrave Dictionary of Economics.mht
    • Hart, Albert Gailord (1909–1997) The New Palgrave Dictionary of Economics.mht
    • Hawkins–Simon conditions The New Palgrave Dictionary of Economics.mht
    • Hawley, Frederick Barnard (1843–1929) The New Palgrave Dictionary of Economics.mht
    • Hawtrey, Ralph George (1879–1975) The New Palgrave Dictionary of Economics.mht
    • Hayek, Friedrich August von (1899–1992) The New Palgrave Dictionary of Economics.mht
    • hazardous waste, economics of The New Palgrave Dictionary of Economics.mht
    • health economics The New Palgrave Dictionary of Economics.mht
    • health insurance, economics of The New Palgrave Dictionary of Economics.mht
    • health outcomes (economic determinants) The New Palgrave Dictionary of Economics.mht
    • Hearn, William Edward (1826–1888) The New Palgrave Dictionary of Economics.mht
    • heavy-tailed densities The New Palgrave Dictionary of Economics Online.mht
    • Heckman, James (born 1944) The New Palgrave Dictionary of Economics.mht
    • Heckscher, Eli Filip (1879–1952) The New Palgrave Dictionary of Economics.mht
    • Heckscher–Ohlin trade theory The New Palgrave Dictionary of Economics.mht
    • hedging The New Palgrave Dictionary of Economics.mht
    • hedonic prices The New Palgrave Dictionary of Economics.mht
    • Heilbroner, Robert L_ (1919–2005) The New Palgrave Dictionary of Economics.mht
    • Heller, Walter Perrin (1942–2001) The New Palgrave Dictionary of Economics.mht
    • Heller, Walter Wolfgang (1915–1987) The New Palgrave Dictionary of Economics.mht
    • Hennipman, Pieter (1911–1994) The New Palgrave Dictionary of Economics.mht
    • Hermann, Friedrich Benedict Wilhelm von (1795–1868) The New Palgrave Dictionary of Economics.mht
    • Herskovits, Melville Jean (1895–1963) The New Palgrave Dictionary of Economics.mht
    • heterodox economics The New Palgrave Dictionary of Economics.mht
    • heteroskedasticity and autocorrelation corrections The New Palgrave Dictionary of Economics.mht
    • Hicks, John Richard (1904–1989) The New Palgrave Dictionary of Economics.mht
    • Hicks, Ursula Kathleen (1896–1985) The New Palgrave Dictionary of Economics.mht
    • Hicksian and Marshallian demands The New Palgrave Dictionary of Economics.mht
    • hierarchical Bayes models The New Palgrave Dictionary of Economics.mht
    • hierarchy The New Palgrave Dictionary of Economics.mht
    • Hildebrand, Bruno (1812–1878) The New Palgrave Dictionary of Economics.mht
    • Hilferding, Rudolf (1877–1941) The New Palgrave Dictionary of Economics.mht
    • Hill, Polly (1914–2005) The New Palgrave Dictionary of Economics.mht
    • Hirshleifer, Jack (1926–2005) The New Palgrave Dictionary of Economics.mht
    • historical demography The New Palgrave Dictionary of Economics.mht
    • historical economics, British The New Palgrave Dictionary of Economics.mht
    • Historical School, German The New Palgrave Dictionary of Economics.mht
    • history of economic thought The New Palgrave Dictionary of Economics.mht
    • history of forward contracts (historical evidence for forward contracts) The New Palgrave Dictionary of Economics.mht
    • Hobson, John Atkinson (1858–1940) The New Palgrave Dictionary of Economics.mht
    • hold-up problem The New Palgrave Dictionary of Economics.mht
    • home production The New Palgrave Dictionary of Economics.mht
    • homogeneous and homothetic functions The New Palgrave Dictionary of Economics.mht
    • horizontal and vertical equity The New Palgrave Dictionary of Economics.mht
    • Hotelling, Harold (1895–1973) The New Palgrave Dictionary of Economics.mht
    • hours worked (long-run trends) The New Palgrave Dictionary of Economics.mht
    • household portfolios The New Palgrave Dictionary of Economics.mht
    • household production and public goods The New Palgrave Dictionary of Economics.mht
    • household surveys The New Palgrave Dictionary of Economics.mht
    • housing policy in the United States The New Palgrave Dictionary of Economics.mht
    • housing supply The New Palgrave Dictionary of Economics.mht
    • human capital The New Palgrave Dictionary of Economics.mht
    • human capital, fertility and growth The New Palgrave Dictionary of Economics.mht
    • Hume, David (1711–1776) The New Palgrave Dictionary of Economics.mht
    • hunters, gatherers, cities and evolution The New Palgrave Dictionary of Economics.mht
  • 5.3 MB
  • 2012-5-13

  • 5章13章赫尔课后.zip
       赫尔的课后推荐阅读

    本附件包括：
    • 005 Forward and Futures JFE 1981.pdf
    • 2007410129191633.pdf
    • 4652030.pdf
    • 5910432.pdf
    • A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices.pdf
    • A Test for Multivariate Normality in Stock Returns.pdf
    • AE-sample-Ch12.pdf
    • Black-howwecameupwiththeformula.pdf
    • Cox Ross 1976the valuation of options for alternative stochastic processes.pdf
    • Merton1973theory of rational option pricing.pdf
    • Roll Orange Juice and Weather.pdf
    • Stock_Returns_and_weekend_effect.pdf
    • The Behavior of Stock-Market Prices, Fama, 1965.pdf
    • blackscholesthe prices of options and corporate liabilities.pdf
    • equilbrium forward curves for commodities.pdf
    • fact and fantasy in the use of options and corporate liabilities .pdf
    • inventories and the short-run dynamiscs of commodity prices.pdf
    • market incompleteness and divergences between forward and futures interest rate.pdf
    • models of stock returns ---a comparison.pdf
    • the behavior of stock market prices.pdf
  • 47.84 MB
  • 2012-4-3

  • 120211.zip
       Matlab Codes

    本附件包括：
    • setup.m
    • README.txt
    • cap.m
    • LICENSE.txt
    • gpl.txt
    • FactorGraph.m
    • checkFactorGraph.m
    • absorb.m
    • absorption.m
    • absorptionID.m
    • ancestors.m
    • ancestralorder.m
    • ancestralsample.m
    • assign.m
    • bar3zcolor.m
    • bucketelim.m
    • condindep.m
    • condpot.m
    • dag.m
    • deltapot.m
    • descendents.m
    • disptable.m
    • divpots.m
    • edges.m
    • elimtri.m
    • evalpot.m
    • eyepot.m
    • ind2subv.m
    • istree.m
    • jtassignpot.m
    • jtree.m
    • jtreeID.m
    • lengthcell.m
    • markov.m
    • maxpot.m
    • maxprodFG.m
    • maxsumpot.m
    • mostprobablepath.m
    • multpots.m
    • numstates.m
    • orderpotfields.m
    • orderpot.m
    • potscontainingonly.m
    • potvariables.m
    • randgen.m
    • replace.m
    • setdiff_unsorted.m
    • setevpot.m
    • setpot.m
    • spantree.m
    • subv2ind.m
    • triangulateComponent.m
    • sumpot.m
    • sumpots.m
    • sumprodFG.m
    • triangulate.m
    • triangulatePorder.m
    • uniquepots.m
    • validgridposition.m
    • whichpot.m
    • maxarray.m
    • connectedComponents.m
    • changevar.m
    • FactorConnectingVariable.m
    • VariableConnectingFactor.m
    • drawFG.m
    • maxNarray.m
    • maxNpot.m
    • maxNprodFG.m
    • mvrandn.m
    • dirrnd.m
    • mygamrnd.m
    • blanknames.m
    • blankstates.m
    • MesstoFact.m
    • squeezepots.m
    • MDPsolve.m
    • table.m
    • normp.m
    • argmax.m
    • potsample.m
    • logpot.m
    • condindepEmp.m
    • condMI.m
    • count.m
    • chi2test.m
    • neigh.m
    • field2cell.m
    • mynchoosek.m
    • mynanmean.m
    • MDPemDeterministicPolicy.m
    • EMqTranMarginal.m
    • EMqUtilMarginal.m
    • EMminimizeKL.m
    • EMvalueTable.m
    • EMTotalBetaMessage.m
    • sumpotID.m
    • IDvars.m
    • noselfpath.m
    • parents.m
    • children.m
    • drawJTree.m
    • drawNet.m
    • drawID.m
    • exppot.m
    • LoopyBP.m
    • MaxFlow.m
    • myones.m
    • setstate.m
    • condindepPot.m
    • myzeros.m
    • myrand.m
    • mostprobablepathmult.m
    • mynansum.m
    • isoctave.m
    • potistyped.m
    • logsigma.m
    • setfields.m
    • PCskeletonOracle.m
    • PCorient.m
    • PCskeletonData.m
    • BDscore.m
    • learnBayesNet.m
    • normpot.m
    • KLdiv.m
    • condMIemp.m
    • MIemp.m
    • squeezestates.m
    • JTsample.m
    • singleparenttree.m
    • neighboursize.m
    • argmin.m
    • IPF.m
    • nonzerovalue.m
    • empdist.m
    • learnMarkovDecomp.m
    • EntropyEmp.m
    • GibbsSample.m
    • mylogsig.m
    • grouppot.m
    • ungrouppot.m
    • groupstate.m
    • makeThinJT.m
    • gatherstrings.m
    • getdimind.m
    • EMbeliefnet.m
    • majority.m
    • nearNeigh.m
    • svdm.m
    • BayesLogRegressionRVM.m
    • CanonVar.m
    • GPreg.m
    • LogReg.m
    • avsigmaGauss.m
    • covfnGE.m
    • logdet.m
    • plsa.m
    • plsaCond.m
    • sigmoid.m
    • sigma.m
    • softloss.m
    • rbf.m
    • kernel.m
    • sqdist.m
    • BayesLinReg.m
    • HMMem.m
    • condp.m
    • condexp.m
    • HMMviterbi.m
    • HMMsmooth.m
    • HMMforward.m
    • HMMbackward.m
    • logsumexp.m
    • HMMgamma.m
    • mixMarkov.m
    • pointsCov.m
    • GMMem.m
    • Kmeans.m
    • MIXprodBern.m
    • LDSsmooth.m
    • LDSsubspace.m
    • LDSforwardUpdate.m
    • LDSbackwardUpdate.m
    • LDSforward.m
    • LDSbackward.m
    • SLDSforward.m
    • SLDSbackward.m
    • logeps.m
    • mix2mix.m
    • placeobject.m
    • sumlog.m
    • metropolis.m
    • logp.m
    • compat.m
    • betaXbiggerY.m
    • HebbML.m
    • NaiveBayesTrain.m
    • NaiveBayesTest.m
    • NaiveBayesDirichletTrain.m
    • NaiveBayesDirichletTest.m
    • logZdirichlet.m
    • SARlearn.m
    • ARtrain.m
    • HMMforwardSAR.m
    • HMMbackwardSAR.m
    • HMMsmoothSAR.m
    • ARlds.m
    • pca.m
    • hinton.m
    • FA.m
    • plotCov.m
    • GaussCond.m
    • SVMtrain.m
    • cca.m
    • SLDSmargGauss.m
    • binaryMRFmap.m
    • GPclass.m
    • cliquedecomp.m
    • rasch.m
    • conjgrad.m
    • Contents.m
  • 4.63 MB
  • 2012-3-20

  • Financial Theory.rar
       Financial Theory and Corporate Policy

    本附件包括：
    • ICMF473_Financial Theory_T4_Objects of Choice Mean-Variance Portfolio Theory.pptx
    • ICMF473_Financial Theory_T5_Market Equilibrium CAPM and APT.pptx
    • ICMF473_Financial Theory_T6_Pricing Contingent Claims-Option Pricing Theory and Evidence.pptx
    • ICMF473_Financial Theory_T7_The Term Structure of Interest Rates, Forward Contracts, and Futures.pptx
    • ICMF473_Financial Theory_T8_Efficient Capital Markets-Theory and Evidence.pptx
    • ICMF473_Financial Theory_T1_Investment Decisions with Certainty.pptx
    • ICMF473_Financial Theory_T2_The Theory of Choice Utility Theory Given Uncertainty.pptx
    • ICMF473_Financial Theory_T3_State Preference Theory.pptx
  • 26.35 MB
  • 2011-9-2

  • CDS.rar

    本附件包括：
    • Abid and Naifar-Copula Based Simulation Procedures for Pricing Basket Credit Derivatives-University of Sfax-200703.pdf
    • Alabanese and Vidler-a Structural Model for Credit Equity Derivatives and Bespoke CDOs-20070301.pdf
    • Albanese and Vidler-Dynamic Conditioning and Credit Correlation Baskets-20080325.pdf
    • Albrecher et al-a Generic One Factor Levy Model for Pricing Synthetic CDOs.pdf
    • Antonov et al-Analytical Techniques for Synthetic CDOs and Credit Default Risk Measures-NumeriX-20050523.pdf
    • CDO Squared a Closer Look at Correlation-Fitch Ratings-20040202.pdf
    • Claudio Ferrarese-a Comparative Analysis of Correlation Skew Modeling Techniques for CDO Index Tranches-MPRA-20060908.pdf
    • Collateralized Debt Obligation Supplement-Total Securitization-2007.pdf
    • Crane and van der Hoek-Using Distortions of Copulas for CDOs-University of Adelaide.pdf
    • First Generation CPDO Case Study on Performance and Ratings-Derivative Fitch-20070418.pdf
    • Garcia et al-Levy Base Correlation-20070904.pdf
    • Hisakado et al-Correlated Binomial Models and Correlation Structures-20071009.pdf
    • Hofert and Scherer-CDO Pricing with Nested Archimedean Copulas-Universitat ULM-200803.pdf
    • Hull and White-Forwards and European Options on CDO Tranches-University of Toronto-200703.pdf
    • Hull and White-Valuation of a CDO and an n to Default CDS Without MC Sim -University of Toront, 200409.pdf
  • 7.79 MB
  • 2011-6-19

  • 《金融工程》北京大学.rar

    本附件包括：
    • 01_Introduction to Financial Engineering.ppt
    • 02_Forwards.ppt
    • 03_Futures.ppt
    • 04_Swaps.ppt
    • 05_Options.ppt
    • 07_Options_ the Greeks.ppt
    • 08_Risk Management and Hedging.ppt
    • 10_Innovation in Bond Markets.ppt
    • Options_Pricing.ppt
    • 利率与久期.ppt
  • 1.65 MB
  • 2011-2-16

  • 麻省理工学院《投资学》讲义（英文PDF版）.rar

    本附件包括：
    • Lecture 17_ The Credit Market Part 1_ Modeling Default Risk.pdf
    • Lecture 18_ The Credit Market Part 2_ Credit Derivatives.pdf
    • Lecture 19_ Security Analysis .pdf
    • Lecture 20_ Active Portfolio Management.pdf
    • Lecture 21_ Hedge Funds.pdf
    • Lecture 22_ Market Efficiency.pdf
    • Lecture 23_ Commodities.pdf
    • Lecture 1_ Introduction.pdf
    • Lecture 2_ Securities, Random Walk on Wall Street.pdf
    • Lecture 3_ Portfolio Theory Part 1_ Setting up the Problem.pdf
    • Lecture 4_ Portfolio Theory Part 2_ Extensions.pdf
    • Lecture 5_ Portfolio Theory Part 3_ Optimal Risky Portfolio.pdf
    • Lecture 6_ The CAPM and APT Part 1_ Theory.pdf
    • Lecture 7_ Applications and Tests.pdf
    • Lecture 8 & 9_ The Equity Market_ Cross Sectional Variation in Stock Returns.pdf
    • Lecture 10_ Equity Options Part 1_ Pricing.pdf
    • Lecture 11_ Equity Options Part 2_ Empirical Evidence .pdf
    • Lecture 13_ The Fixed Income Market Part 1_ Introduction.pdf
    • Lecture 14_ The Fixed Income Market Part 2_ Time Varying Interest Rates and Yield Curves.pdf
    • Lecture 15_ Forwards, Futures & Swaps.pdf
    • Lecture 16_ Risk Management.pdf
  • 3 MB
  • 2010-11-28

  • A note on arbitrage-free pricing of forward contracts in energy markets .rar

    本附件包括：
    • A note on arbitrage-free pricing of forward contracts in energy markets .pdf
  • 101.76 KB
  • 2010-10-31

  • GemDataEXTR201002 new format.rar

    本附件包括：
    • Stock Market Index, US$.xls
    • Terms of Trade.xls
    • Total Foreign Reserves, excl gold, mln US$.xls
    • Broad Money (M2) to foreign reserves, ratio.xls
    • Broad Money (M2) to monetary base, ratio (M2 multiplier).xls
    • Commodities.xls
    • Emerging Market Bond Index (JPM Total Return Index).xls
    • Exchange rate, new LCU per USD extended backward, period average.xls
    • Exchange rate, old LCU per USD extended forward, period average.xls
    • Export Prices, Seasonally Adjusted, 2005=1.xls
    • Foreign Reserves, Months Import Cover, Goods.xls
    • GDP at Constant Market Prices in mln Local Currency.xls
    • GDP at Constant Market Prices in mln US$.xls
    • GDP at Current Market Prices in mln Local Currency.xls
    • GDP at Current Market Prices in mln US$.xls
    • GDP Deflator at Market Prices, LCU.xls
    • Goods Exports, Seasonally Adjusted,Value, mln US$.xls
    • Goods Exports, Seasonally Adjusted,Volume US$ growth rate.xls
    • Goods Exports, Seasonally Adjusted,Volume, mln US$.xls
    • Goods Imports, Seasonally Adjusted,Value, mln US$.xls
    • Goods Imports, Seasonally Adjusted,Volume US$ growth rate.xls
    • Goods Imports, Seasonally Adjusted,Volume, mln US$.xls
    • Import Prices, Seasonally Adjusted, 2005=1.xls
    • Industrial Production, Non Seasonally Adjusted Volumes.xls
    • Industrial Production, Seasonally Adjusted Volumes.xls
    • Inflation (CPI) by aggregate, 2005=1, y-o-y growth median .xls
    • Inflation (CPI) by country, 2005=1, y-o-y growth .xls
    • Inflation (CPI) by country, 2005=1.xls
    • London Interbank Offered 3-month Rates (LIBOR).xls
    • London Interbank Offered 6-month Rates (LIBOR).xls
    • M2 by Reserves.xls
    • M2 Mutliplier .xls
    • Nominal Effective Exchange Rate.xls
    • Official exchange rate, LCU per USD, period average.xls
    • Real Effective Exchange Rate.xls
    • Sovereign Bond Interest Rate Spreads, basis points over US Treasuries.xls
    • Stock Market Index, Local Currency.xls
  • 9.03 MB
  • 2010-8-16

  • 耶鲁大学金融市场视频.rar

    本附件包括：
    • Lecture 4 - Portfolio Diversification and Supporting Financial Institutions.docx
    • Lecture 5 - Insurance-- The Archetypal Risk Management Institution.docx
    • Lecture 6 - Efficient Markets vs. Excess Volatility.docx
    • Lecture 7 - Behavioral Finance- The Role of Psychology.docx
    • Lecture 8 - Human Foibles, Fraud, Manipulation, and Regulation 人性的弱点，诈骗，操纵以及金融监管.docx
    • Lecture 9 - Guest Lecture by David Swensen .docx
    • Lecture 10 - Debt Markets- Term Structure.docx
    • Lecture 11 - Stocks.docx
    • Lecture 12 - Real Estate Finance and Its Vulnerability to Crisis.docx
    • Lecture 13 - Banking- Successes and Failures.docx
    • Lecture 14 - Guest Lecture by Andrew Redleaf.docx
    • Lecture 15 - Guest Lecture by Carl Icahn.docx
    • Lecture 16 - The Evolution and Perfection of Monetary Policy.docx
    • Lecture 17 - Investment Banking and Secondary Markets.docx
    • Lecture 18 - Professional Money Managers and Their Influence .docx
    • Lecture 20 - Guest Lecture by Stephen Schwarzman.docx
    • Lecture 21 - Forwards and Futures.docx
    • Lecture 22 - Stock Index, Oil and Other Futures Markets.docx
    • Lecture 24 - Making It Work for Real People- The Democratization of Finance.docx
    • Lecture 25 - Okun Lecture- Learning from and Responding to Financial Crisis-part1.docx
    • Lecture 26 - Okun Lecture- Learning from and Responding to Financial Crisis-Part II (Guest Lecture by Lawrence Summers.docx
    • ecture 19 - Brokerage, ECNs, etc.docx
    • ecture 23 - Options Markets.docx
    • Lecture 1 - Finance and Insurance as Powerful Forces in Our Economy and Society.docx
    • Lecture 2 - The Universal Principle of Risk Management- Pooling and the Hedging of Risks.docx
    • Lecture 3 - Technology and Invention in Finance.docx
  • 831.05 KB
  • 2010-8-5

  • 厦大-金融工程ppt.rar

    本附件包括：
    • Chapter 17_风险管理.ppt
    • Chapter 1.ppt
    • Chapter 2_forward&future.ppt
    • Chapter 3_price for forward&future.ppt
    • Chapter 4_hedge.ppt
    • Chapter 5_股指期货、FRA.ppt
    • Chapter 6_swap.ppt
    • Chapter 7_swap.ppt
    • Chapter 8_swap.ppt
    • Chapter 9_option.ppt
    • Chapter 10_option.ppt
    • Chapter 11_option_BS模型.ppt
    • Chapter 12_option的数值方法.ppt
    • Chapter 13_option策略.ppt
    • Chapter 14_希腊字母.ppt
    • Chapter 15_股指、期货、外汇、利率期权.ppt
    • Chapter 16_exotic option.ppt
  • 8.28 MB
  • 2010-7-4

  • 光华管理学院的金融工程课件.rar

    本附件包括：
    • 08_Risk Management and Hedging.pdf
    • 01_Introduction to Financial Engineering.pdf
    • 02_Forwards.pdf
    • 03_Futures.pdf
    • 04_Swaps.pdf
    • 05_Options_Fundamental.pdf
    • 06_Options_Pricing.pdf
    • 07_Options_ the Greeks.pdf
  • 3.25 MB
  • 2010-6-9

  • 5.rar

    本附件包括：
    • FORWARD RATE VOLATILITIES, SWAP RATE VOLATILITIES,AND THE IMPLEMENTATION OF THE LIBOR MARKET MODEL.pdf
    • 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
    • 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

  • 4.rar

    本附件包括：
    • An Economic Analysis of Interest Rate Swaps.pdf
    • an empirical comparison of forward-rate and spot-rate options.pdf
    • An Empirical Test of a Valuation Model for American Options on Futures Contracts.pdf
    • Tests of the Black-Scholes and Cox Call Option Valuation Models.pdf
    • THE 2000 PRESIDENTIAL ELECTION AND THE INFORMATION COST OF SENSITIVE VS. NON-SENSITIVE S&P 500 STOCKS.pdf
    • The adaptive mesh model A new approach to efficient option pricing.pdf
    • The Behavior of Stock-Market Prices.pdf
    • The CAPM Theory and Evidence.pdf
    • the Components of the Return from Hedging Options Against Stocks.pdf
    • The Declining Equity Premium What Role Does Macroeconomic Risk Play.pdf
    • The Efficiency of the Treasury Bill Futures Market.pdf
    • The Pricing of Options and Corporate Liabilities.pdf
    • The Pricing of Options on Debt Securities.pdf
    • USING HULL-WHITE INTEREST-RATE TREES.pdf
    • Utility Indifference Discount of Restricted Stock Value.pdf
  • 12.21 MB
  • 2010-4-23

  • Futures,Forwards, Options and Swaps Theory and Practice3.rar

    本附件包括：
    • sessions 7 and 8 notes.pdf
    • CLASS 6 NOTES.pdf
  • 603.82 KB
  • 2010-4-20

  • Futures,Forwards, Options and Swaps Theory and Practice2.rar

    本附件包括：
    • Class 5 Notes (updated).pdf
    • Class 4 notes.pdf
  • 1.01 MB
  • 2010-4-20

  • Futures,Forwards, Options and Swaps Theory and Practice1.rar

    本附件包括：
    • session 3 notes.pdf
    • Section 1.pdf
    • Section 2 2003.pdf
  • 719.81 KB
  • 2010-4-20

  • Futures,Forwards, Options and Swaps Theory and Practice4.rar

    本附件包括：
    • Quiz 3 (swaps) guide.doc
    • Quiz 4 (convexity and TEDs) guide.doc
    • Quiz 5 (bond basis) guide.doc
    • Problem 1 guide.doc
    • Problem 2 guide.doc
    • Problem 3 guide.doc
    • Problem 4 guide (Peta).xls
    • Problem 4 guide.doc
    • Problem 5 guide.doc
    • Problem 6 guide.doc
    • Problem 7 guide.doc
    • Problem set 6 (Treasury hedging and trading).doc
    • Problem set 7 (volatility).doc
    • risk parameter exercise guide.pdf
    • Quiz 1 guide.doc
    • Quiz 2 (E$s) guide.doc
  • 227.55 KB
  • 2010-4-20

  • 2009 SchweserPro Question Bank (Level 2)$324.rar
       2009 SchweserPro Question Bank l2

    本附件包括：
    • 1Ethical and Professional Standards.pdf
    • 2Ethical and Professional Standards.pdf
    • 3Quantitative Methods for Valuation.pdf
    • 4Economics for Valuation.pdf
    • 5Financial Reporting and Analysis-Intercorporate Investments.pdf
    • 6Financial Reporting and Analysis-Post-Retirement and Share-Based Compensation and Multinational .pdf
    • 7Financial Reporting and Analysis-Earnings Quality Issues and Financial Ratio Analysis.pdf
    • 8Corporate Finance.pdf
    • 9Corporate Finance-Financing and Control Issues.pdf
    • 10Equity Investments-Valuation Concepts.pdf
    • 11Equity Investments-Industry and Company Analysis in a Global Context.pdf
    • 12Equity Investments-Valuation Models.pdf
    • 13Alternative Asset Valuation.pdf
    • 14Fixed Income-Valuation Concepts.pdf
    • 15Fixed Income-Structured Securities.pdf
    • 16Derivatives-Forwards and Futures.pdf
    • 17Derivatives-Options, Swaps, and Interest Rate and Credit Derivatives.pdf
    • 18Portfolio Management-Capital Market Theory and the Portfolio Management Process.pdf
  • 15.59 MB
  • 2010-2-20

  • 北大光华，金融工程，研究生课程讲义1.rar

    本附件包括：
    • 01_Introduction to Financial Engineering.pdf
    • 02_Forwards.pdf
    • 03_Futures.pdf
    • 04_Swaps.pdf
    • 05_Options_Fundamental.pdf
  • 2.24 MB
  • 2009-12-31

  • Martingale Methods in Financial Modelling.rar

    本附件包括：
    • 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
    • Exotic 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

  • Asset Pricing2.rar

    本附件包括：
    • The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets.pdf
    • The Valuation of Uncertain Income Streams and the Pricing of Options.pdf
    • Theory of rational option pricing.pdf
    • Transformations of Weiner Integrals Under Translations.pdf
    • on moment inequalities for stochastic integrals.pdf
    • on the Pricing of American Options.pdf
    • On the theory of option pricing.pdf
    • On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures.pdf
    • Optimal consumption and portfolio policies when asset prices follow a diffusion process.pdf
    • Optimal investment and consumption strategies under risk for a class of utility functions.pdf
    • Optimal Portfolio and Consumption Decisions for a Small Investor on a Finite Horizon.pdf
    • Optimum consumption and portfolio rules in a continuous-time model.pdf
    • Option Pricing：A Simplified Approach.doc
    • Option Pricing-A Simplified Approach.pdf
    • Pricing Interest-rate-derivative securities.pdf
    • risk, return and equilibrium.pdf
    • Risk, Return, and Equilibrium-Empirical Tests.pdf
    • some new stock market indexes.pdf
    • Stock market prices and long-range dependence.pdf
    • substitution, risk aversion, and the temporal behavior of consumption and asset returns_an empirical analysis.pdf
    • substitution, risk aversion, and the temporal behavior of consumption and returns.pdf
    • Term Structure Movements and Pricing Interest Rate Contingent Claims.pdf
    • The arbitrage theory of capital asset pricing.pdf
    • The Behavior of Stock-Market Prices.pdf
    • The market model of interest rate dynamics.pdf
    • The pricing of commodity contracts.pdf
    • the pricing of options and corporate liabilites.pdf
    • The Pricing of Options on Assets with Stochastic Volatilities.pdf
    • The relation between forward prices and futures prices.pdf
  • 30.83 MB
  • 2009-12-13

  • Asset Pricing1.rar

    本附件包括：
    • Martingales and Stochastic Integrals in the Theory of Continuous Trading.pdf
    • A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options.pdf
    • A stochastic calculus model of continuous trading.pdf
    • A stochastic calculus model of continuous trading_ complete markets.pdf
    • A Stochastic Calculus Model of Continuous Trading_Optimal Portfolios.pdf
    • A Theory of the Term Structure of Interest Rates.pdf
    • a variational problem arising in financial economics.pdf
    • An equilibrium characterization of the term structure.pdf
    • An intertemporal asset pricing model with stochastic consumption and investment opportunities.pdf
    • an intertemporal capital asset pricing model.pdf
    • Arbitrage in fractional Brownian motion models.pdf
    • Arbitrage with Fractional Brownian Motion.pdf
    • Bond Pricing and the Term Structure of Interest Rates.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 Discrete Time Approximation.pdf
    • Bond Pricing and the Term Structure of Interest Rates_A New Methodology for Contingent Claims Valuation.pdf
    • Capital Asset Prices.pdf
    • Capital Market Equilibrium with Restricted Borrowing.pdf
    • Changes of Numéraire, Changes of Probability Measure and Option Pricing.pdf
    • Comments on the life and mathematical legacy of Wolfgang Doeblin.pdf
    • Common risk factors in the returns on stocks and bonds.pdf
    • Efficient Capital Markets and Martingales.pdf
    • Erratum.pdf
    • Existence of an Equilibrium for a Competitive Economy.pdf
    • Forward contracts and futures contracts.pdf
    • From Discrete- to Continuous-Time Finance.pdf
    • Lifetime portfolio selection under uncertainty_The continuous-time case.pdf
    • Liquitidty Preference as behavior towards risk.pdf
    • Martingales and arbitrage in multiperiod security markets.pdf
  • 34.65 MB
  • 2009-12-13

  • Martingale Methods in Financial Modelling.rar

    本附件包括：
    • 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
    • Exotic 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

  • John Hull, Futures, Options, and Other Derivatives.zip

    本附件包括：
    • Theory & Practice of Financial Options.pdf
    • Futures & Forward Contracts.pdf
    • Introduction To Derivatives.pdf
    • Options on Stock Indices, Currencies and Futures.pdf
    • The Black-Scholes Models.pdf
    • The Greek Letter & Volatility Smiles, Part I.pdf
    • The Greek Letter & Volatility Smiles, Part II.pdf
    • The Random Behavior of Financial Assets.pdf
    • Binomial Trees.pdf
  • 346.77 KB
  • 2009-6-20

  • futures,options,and other derivatives.（课件英文版）.zip

    本附件包括：
    • Theory & Practice of Financial Options.pdf
    • Futures & Forward Contracts.pdf
    • Introduction To Derivatives.pdf
    • Options on Stock Indices, Currencies and Futures.pdf
    • The Black-Scholes Models.pdf
    • The Greek Letter & Volatility Smiles, Part I.pdf
    • The Greek Letter & Volatility Smiles, Part II.pdf
    • The Random Behavior of Financial Assets.pdf
    • Binomial Trees.pdf
  • 346.77 KB
  • 2009-6-19

  • 331323.zip
       free! Matlab-based Equity Derivative Calculator README

    本附件包括：
    • americanoption.m
    • AssetorNth.fig
    • AssetorNth.m
    • CashorNth.fig
    • CashorNth.m
    • cbnd.m
    • Chooser.fig
    • Chooser.m
    • ChooserOption.m
    • Compound.fig
    • Compound.m
    • DerivativeGui.fig
    • DerivativeGui.m
    • EuroAssetDigital.m
    • EuroDigitalGB.m
    • European.fig
    • European.m
    • EuropeanCompound.m
    • Exchange.fig
    • Exchange.m
    • ExchangeOption.m
    • FloatingLookback.m
    • GeometricAsia.m
    • GeometricAverage.fig
    • GeometricAverage.m
    • IndexFuture.fig
    • IndexFuture.m
    • LookBack.fig
    • LookBack.m
    • Power.fig
    • Power.m
    • PowerOption.m
    • StockForward.m
    • Readme.doc
    • American.fig
    • American.m
  • 79.89 KB
  • 2009-5-30

  • 329218.pdf
       经典原版教材：Forward-Backward Stochastic Differential Equations and Their Applications倒

  • 9.94 MB
  • 2009-5-24

  • 328053.rar
       [下载]熊伟——衍生品课件

    本附件包括：
    • assignment4_prob.doc
    • assignment4re.doc
    • assignment5.doc
    • assignment5_prob.doc
    • assignment6.doc
    • assignment6_prob.doc
    • assignment7.xls
    • assignment7_prob.doc
    • 1intro.pdf
    • 2basics.pdf
    • 3forwards.pdf
    • 4commodity.pdf
    • 6binomial.pdf
    • 7black-scholes.pdf
    • 8Credit risk.pdf
    • assignment1.doc
    • assignment2.doc
    • assignment3.doc
    • assignment3_prob.doc
    • assignment4.doc
  • 2.02 MB
  • 2009-5-21

  • 322403.rar
       [下载]一些金融工程的电子书打包

    本附件包括：
    • INCORPORATING VOLATILITY UPDATING INTO THE HISTORICAL SIMULATION METHOD FOR VALUE AT RISK.pdf
    • Market Incompleteness and Divergences Between Forward and Futures Interest.pdf
    • principles of microeconomics.pdf
    • Put-Call Parity and Market Efficiency, pp. 1141-1155.pdf
    • riskstoc.pdf
    • stock1.pdf
    • strategyguide.pdf
    • Swaps Plain and Fanciful, pp. 831-850.pdf
    • The Behavior of Stock-Market Prices.pdf
    • The Efficiency of the Treasury Bill Futures Market, pp. 895-914.pdf
    • Two-State Option Pricing, pp. 1093-1110.pdf
    • A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices.pdf
    • An Economic Analysis of Interest Rate Swaps, pp. 645-655.pdf
    • Arbitrage The Key to Pricing Options.pdf
    • Assessing Credit Risk in a Financial Institution's Off-Balance Sheet Commitments, pp. 489-501.pdf
    • Forward and Futures Prices Evidence from the Foreign Exchange Markets, pp..pdf
  • 19.75 MB
  • 2009-5-6

  • 321497.rar
       [下载]巴塞尔协议原始文件

    本附件包括：
    • 巴塞尔协议2.pdf
    • 操作风险的管理与监管的稳健做法.pdf
    • 核心原则方法1999.pdf
    • 核心原则方法2006.pdf
    • 交易和资本市场活动手册.pdf
    • 商业银行检查手册.pdf
    • 实施巴塞尔新资本协议的具体考虑.pdf
    • 信贷风险和管制资本.pdf
    • 信用风险模型——当前的实践和应用.pdf
    • 有效银行监管的核心原则1997.pdf
    • 有效银行监管的核心原则2006.pdf
    • Basel and the Evolution of Capital Regulation Moving Forward, Looking Back.PDF
    • bcbs151.pdf
    • BISworking paper NO.90 2000.pdf
    • 巴塞尔1——市场风险补充案.pdf
    • 巴塞尔协议1.pdf
  • 10.45 MB
  • 2009-5-3

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

    本附件包括：
    • 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
    • Exotic 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

  • 287139.rar
       3篇外文文献

    本附件包括：
    • Relationship-Specific Investments AND EM.pdf
    • Determinants and Consequences of IT BUGET.PDF
    • Extracting Forward-Looking Inf for security pricing.pdf
    • Management Earnings Forecasts.pdf
  • 912.71 KB
  • 2009-1-18

  • 271637.rar
       [下载]联合国人居署：Moving Forward the Sustainable and Welcome Uses of a Global Resource

    本附件包括：
    • Moving Forward the Sustainable and Welcome Uses of a Global Resource.pdf
  • 4.26 MB
  • 2008-11-30

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

    本附件包括：
    • 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
    • 6 Exotic 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

  • 255153.pdf
       [下载]Free FRM 2008 Core Reading:　Commodity Forwards and Futures

  • 2.01 MB
  • 2008-10-11

  • 243179.rar
       [下载]最新博弈论经典论文（全英文）

    本附件包括：
    • Equilibrium Rejection of a Mechanism.pdf
    • Sharp identification regions in games.pdf
    • THE EVOLUTION OF BIDDING BEHAVIOR IN PRIVATE-VALUES AUCTIONS AND DOUBLE AUCTIONS.pdf
    • Imperfect Information Processing in Sequential Bargaining Games with Present Biased Preferences.pdf
    • Decision-Theoretic Forward Induction.pdf
    • Computing Equilibria of N-Player Games with Arbitrary Accuracy.pdf
    • Updating Claims in Bankruptcy Problems.pdf
    • Inference in a Synchronization Game with Social Interactions, Second Version.pdf
    • Marriage Matching and Intercorrelation of Preferences.pdf
    • Gender in Job Negotiations_ A Two-Level Game.pdf
    • Herding and Bank Runs.pdf
    • The Dynamic Pivot Mechanism.pdf
    • Achievable Outcomes in Smooth Dynamic Contribution Games.pdf
    • Negatively Correlated Bandits.pdf
    • Information and Beliefs in a Repeated Normal-Form Game.pdf
    • Dynamic Markets with Randomly Arriving Agents.html
    • The Relationship Between Classical and Quantum Correlation in Games.pdf
  • 5.41 MB
  • 2008-9-3

  • 241813.pdf
       [下载]2009 CFA L3 reading 39: Commodity Forwards and Futures

  • 8.83 MB
  • 2008-8-30

  • 228311.pdf
       The Fast Forward MBA in Finance, Second Edition

  • 2.02 MB
  • 2008-7-17

  • 225150.rar
       fixed income analysis---mogan stanley 内部培训材料

    本附件包括：
    • CHAPTER1.pdf
    • CHAPTER2.pdf
    • CHAPTER3.pdf
    • CHAPTER4 Forward prices.pdf
    • CHAPTER5 Yeild mesurement and total rate of return.pdf
    • CHAPTER6 Options.pdf
    • CHAPTER7 Futures.pdf
    • CHAPTER8 Corporate bonds.pdf
    • CHAPTER9 Swaps.pdf
    • CHAPTER10 Mortgages.pdf
    • CHAPTER11 Portfolio theory and market dynamics.pdf
    • CoverTOCandForeward.pdf
    • EQUATIONREFERENCE.pdf
    • EXERCISESOLUTIONS.pdf
    • GLOSSARY2.pdf
    • maths finance.pdf
  • 9.19 MB
  • 2008-7-6

  • 225123.pdf
       The Fast Forward Mba In Project Management

  • 3.66 MB
  • 2008-7-6

  • 222498.rar
       Martingale Methods in Financial Modelling

    本附件包括：
    • 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
    • 6. Exotic 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

  • 222376.rar
       Mertons 《finance lecture notes》，诺奖大师的经典金融教材，值得收藏。

    本附件包括：
    • Chpt1 introduction.pdf
    • Chpt2 On the Arithmetic of Compound Interest-The Time Value of Money.pdf
    • Chpt3 On the Theory of Accumulation and Intertemporal Consumption Choice by Households in an Environment of Certainty.pdf
    • Chpt4 On the Role of Business Firms, Financial Instruments and Markets in an Environment of Certainty.pdf
    • Chpt5 The Default-Free Bond Market and Financial Intermediation in Borrowing and Lending.pdf
    • Chpt6 The Value of the Firm Under Certainty.pdf
    • Chpt7 The Firm's Investment Decision Under Certainty- Capital Budgeting and Ranking of New Investment Projects.pdf
    • Chpt8 Forward Contracts, Futures Contracts and Options.pdf
    • Chpt9 The Financing Decision by Firms-Impact of Capital Structure Choice on Value.pdf
    • Chpt10 The Investor's Decision Under Uncertainty- Portfolio Selection.pdf
    • Chpt11 Implications of Portfolio Theory for the Operation of the Capital Markets-The Capital Asset Pricing Model.pdf
    • Chpt12 Risk-Spreading via Financial Intermediation-Life Insurance.pdf
    • Chpt13 Optimal Use of Security Analysis and Investment Management.pdf
    • Chpt14 Theory of Value and Capital Budgeting Under Uncertainty.pdf
    • Chpt15 Introduction to Mergers and Acquisitions-Firm Diversification.pdf
    • Chpt16 The Financing Decision by Firms-Impact of Dividend Policy on Value.pdf
    • Chpt17 Security Pricing and Security Analysis in an Efficient Market.pdf
    • Contents.pdf
  • 2.39 MB
  • 2008-6-24

  • 222339.rar
       Binomial Models in Finance

    本附件包括：
    • The Binomial Model for Other Contracts.pdf
    • 2.pdf
    • 5.Hedging.pdf
    • 6.Forward and Futures Contracts.pdf
    • 7.American and Exotic Option Pricing.pdf
    • 8.Path-Dependent Options.pdf
    • 9.The Greeks.pdf
    • 10.Dividends.pdf
    • 11.Implied Volatility Trees.pdf
    • 12.Implied Binomial Trees.pdf
    • 13.Interest Rate Models.pdf
    • 14.Real Options.pdf
    • a.The Binomial Distribution.pdf
    • b.An Application of Linear Programming.pdf
    • back-matter.pdf
    • c.Volatility Estimation.pdf
    • d.Existence of a Solution.pdf
    • d.Yield Curves and Splines.pdf
    • e.Some Generalizations.pdf
    • front-matter.pdf
    • introductiom.pdf
    • Multiperiod Binomial Models.pdf
  • 3.15 MB
  • 2008-6-24

  • 215106.pdf
       forward exchange rates as optimal predictors of future spot rates:an econometric analysis

  • 15.84 MB
  • 2008-5-26

  • 213286.zip
       经典书目John Hull, Futures, Options, and Other Derivatives

    本附件包括：
    • Theory & Practice of Financial Options.pdf
    • Futures & Forward Contracts.pdf
    • Introduction To Derivatives.pdf
    • Options on Stock Indices, Currencies and Futures.pdf
    • The Black-Scholes Models.pdf
    • The Greek Letter & Volatility Smiles, Part I.pdf
    • The Greek Letter & Volatility Smiles, Part II.pdf
    • The Random Behavior of Financial Assets.pdf
    • Binomial Trees.pdf
  • 346.77 KB
  • 2008-5-18

  • 209551.rar
       2008年留美经济学年会论文集（中国.天津.南开）

    本附件包括：
    • Evaluating Chinese Farm Level Yield Risks and Crop Insurance with Nonparametric Methods.doc
    • Examining the Changes in Fruit and Vegetable Consumption over Time and across Regions in China.pdf
    • Exchange Rate Policy and the Relative Distribution of FDI among Host Countries.pdf
    • Explaining Production Inefficiency in China’s Agriculture using Data Envelope Analysis and Semi-Parametric Bootstrapping.doc
    • Factors Affecting Alcohol Purchase Decisions and Expenditures in Malaysia.pdf
    • Finance and Cluster-Based Industrial Development in China.doc
    • Firm Heterogeneity and Location Choices Evidence from Foreign Manufacturing Investments in China.doc
    • Fundamental Causes of Inland-coastal Income Inequality in Post-reform China.pdf
    • Geographically Weighted Regression Bandwidth Selection and Spatial Autocorrelation.doc
    • Health Shocks and Children’s School Attainments in Rural China.doc
    • Housing Reforms, Incomplete Property Rights and Its Implication on Housing Pricing.doc
    • How Do Social Interactions Affect Peer Effect in Migration Decision.doc
    • How Does RMB Appreciation affect China and the World Economy.doc
    • How Much Does Social Network Contribute to Income Inequality in Rural China During Marketization.doc
    • A Strategic Ramsey Model With Huge Number Of Agents And Production Side Increasing Return To Scale.doc
    • Adolescent Obesity and Academic Achievement in Korea.doc
    • An Analysis of so-called Export-led Growth.pdf
    • An Empirical Analysis of China’s Recent Waves of Cooperative Medical Insurance.doc
    • Business and Financial Risks of Small Rural Enterprises in China.pdf
    • Can Education Expansion Improve Income Di stribution.doc
    • Can Education Expansion Improve Income Distribution.doc
    • China in the World Economy：Dynamic Correlation Analysis of Business Cycles.pdf
    • China’s Iron Ore Import Demand and Its Determinants.doc
    • Chinese Intellectual Property Policy at the Crossroads.doc
    • CO2 Emission and Development.doc
    • Count on the Growth Pole Strategy for Economic Growth？The Spread-Backwash Effects in Greater Central China.doc
    • Cream-Skimmer or Underdog？A pilot study of rural labor training program in Zhejiang, China.pdf
    • Damming the Nu：Energy and Economics on China’s Angry River.doc
    • Dependent Development？Macau’s Gaming Industry：Its Problems and Prospects.doc
    • Determinants of Office Property Value in China’s Emerging Markets.pdf
    • Development Strategy, Technology Choice and Inequality.doc
    • Does China’s Trade Expansion Help African Development - A South-South Trade Model Approach.doc
    • Does crop insurance influence agrochemical uses under current Chinese situations.doc
    • Does Taking One Step Back Get You Two Steps Forward？Grade Retention and School Performance in Rural China.doc
    • Economic emergence of China and its potentials in Boosting Economic Growth in developing economies.doc
    • Economic Growth and Employment：What Determines Employment Elasticity.doc
    • Economists as the Institutional Entrepreneur in China’s Market Reform.doc
    • Effects of Rice Price Uncertainty on Vulnerability to Poverty in Rural Nepal.pdf
    • Equal Work Opportunity but Unequal Pay：Sexual disparities among urban poor in China.doc
    • Equipment Investment, Output and Productivity in China.doc
  • 5.78 MB
  • 2008-5-1

  • 205960.rar
       雍炯敏-Forward-Backward Stochastic Differential Equations and Their Application

  • 9.35 MB
  • 2008-4-16

  • 203178.pdf
       [求文献]VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE

  • 138.23 KB
  • 2008-4-4

  • 196981.rar
       Futures,Forwards, Options and Swaps Theory and Practice1

  • 587.99 KB
  • 2008-3-10

  • 196616.rar
       Feenstra高级国际贸易理论和实证_英文版下载

    本附件包括：
    • chapter1.pdf
    • Chapter2.pdf
    • chapter3.pdf
    • chapter4.pdf
    • chapter5.pdf
    • chapter6.pdf
    • chapter7.pdf
    • chapter8.pdf
    • chapter9.pdf
    • chapter10.pdf
    • chapter11.pdf
    • Forward.pdf
    • References.pdf
    • AppendixA.pdf
    • AppendixB.pdf
  • 2.24 MB
  • 2008-3-8

  • 195352.rar
       Futures, Forwards, Options and Swaps: Theory and Practice （一较通俗易懂的衍生工具教材）

    本附件包括：
    • Quiz 3 (swaps) guide.doc
    • Quiz 4 (convexity and TEDs) guide.doc
    • Quiz 5 (bond basis) guide.doc
    • Problem 1 guide.doc
    • Problem 2 guide.doc
    • Problem 3 guide.doc
    • Problem 4 guide (Peta).xls
    • Problem 4 guide.doc
    • Problem 5 guide.doc
    • Problem 6 guide.doc
    • Problem 7 guide.doc
    • Problem set 6 (Treasury hedging and trading).doc
    • Problem set 7 (volatility).doc
    • risk parameter exercise guide.pdf
    • Quiz 1 guide.doc
    • Quiz 2 (E$s) guide.doc
  • 227.55 KB
  • 2008-3-3

  • 191157.pdf
       The Fast Forward MBA in Finance (Second Edition)

  • 2.02 MB
  • 2008-1-29

  • 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

  • 170055.rar
       [分享]spss统计软件在社会学中的应用

    本附件包括：
    • Lect 8 Market Efficiency.pdf
    • Lect 9 Valuation of Equity.pdf
    • Lect 10 Forward and Future.PDF
    • Lect 11 Option Pricing.PDF
    • Lect 2 Principles of finance.PDF
    • Lect 3 Portfolio Theory.PDF
    • Lect 4 CAPM.PDF
    • Lect 5 APT.PDF
    • Lect 7 Portfolio Management.PDF
  • 3.87 MB
  • 2007-11-5

  • 157182.rar
       the fast forard MBA in finance

    本附件包括：
    • Finance-TheFastForwardMbaInFinance.pdf
  • 866.08 KB
  • 2007-9-24

  • 147269.pdf
       [下载]2008 CFA L3 reading 38: Risk Management Applications of Forward and Future

  • 602.59 KB
  • 2007-8-19

  • 145531.rar
       [公告]非平稳面板计量讨论

    本附件包括：
    • 2001Panel Unit-root Evidence from the Term Structure of Forward Premiums.pdf
  • 136.95 KB
  • 2007-8-11

  • 136473.pdf
       Forward-Backward Stochastic Differential Equations and Their Applications

  • 9.94 MB
  • 2007-7-13

  • 134253.rar
       人民币兑美元远期汇率数据CNYUSD EXCHANGE RATE FORWARD

    本附件包括：
    • CNY EX Forward.xls
  • 84.09 KB
  • 2007-7-7

  • 133846.pdf
       The Fast Forward Mba In Finance

  • 2.02 MB
  • 2007-7-6

  • 126337.rar
       [下载]国外某航空公司ISO体系全套文

    本附件包括：
    • Marking management of casc 303.DOC
    • methods and work flow of domestic payment collection 343.DOC
    • Operation and flow map of agent export tax-rebate 333.doc
    • operation method of export cancel after verification and domestic payment 334.DOC
    • Operation method of imports payment 317.DOC
    • preventive action control procedures 204.doc
    • procedures of establishing bids appraisal report 341.DOC
    • quality records control procedures 202.doc
    • Review method on demand information of customer procurement sevives 305.doc
    • Risk Assessment Procedures of Suppliers 345.doc
    • Rules of aviation spare parts transportation 324.DOC
    • Rules of Equipment management 314.DOC
    • Rules of foreign-currency clearance managemant 342.doc
    • services-provide process control procedures 207.doc
    • Suppliers Selection Evaluation Management 306.doc
    • The management of tendering agent 329.DOC
    • the operation rules of huacai cargo dept. 323.doc
    • The process of Engine purchase and repair 327.DOC
    • The verification and review method of bids department 332.DOC
    • Training procedures of division 2 328.DOC
    • Transportation rules of aviation engine 325.DOC
    • verification management of import and export documentary credit establishing 304.doc
    • Warehouse management of business department 322.DOC
    • Work procedures of business department 321.DOC
    • work procedures of customs clearance & transportation dept. 319.DOC
    • Annual assessment method of personnel in casc 311.DOC
    • Assessment method of forwarder management of casc 339.DOC
    • Bids procedures of casc 331.DOC
    • casc quality manual 101.doc
    • control & protection Procedures os Customer Property in Division three 344.doc
    • correction action control procedures 203.doc
    • documentation control procedures 201.doc
    • Documentation verification rules of import payment 316.DOC
    • Employee training method of casc 312.DOC
    • Establishment procedures of bid documents 330.DOC
    • Export contract management method 302.doc
    • failure products control procedures 205.doc
    • Import contract management method 301.doc
    • internal audit control procedures 206.doc
    • Job responsibilities and description of personnel in casc 313.DOC
    • Management of bonded warehouse 320.DOC
    • Management of business handover among department 318.DOC
    • Management of raw material-supplied and raw material-purchased process 307.doc
    • management of repair & claims of aviation equipment outside china 310.DOC
  • 343.92 KB
  • 2007-6-15

  • 121114.rar
       [下载]understanding the yield curve

    本附件包括：
    • forcasting US returns-4.pdf
    • market's rate expectations and forward rate-2.pdf
    • overview of forwrd rate analysis-1.pdf
    • cinvexity bias and yield curv-5.pdf
    • dose duration extention enhance long-term expected returns-3.pdf
  • 4.86 MB
  • 2007-5-26

  • 120026.zip
       Matlab GUI股票衍生品定价器

    本附件包括：
    • americanoption.m
    • AssetorNth.fig
    • AssetorNth.m
    • CashorNth.fig
    • CashorNth.m
    • cbnd.m
    • Chooser.fig
    • Chooser.m
    • ChooserOption.m
    • Compound.fig
    • Compound.m
    • DerivativeGui.fig
    • DerivativeGui.m
    • EuroAssetDigital.m
    • EuroDigitalGB.m
    • European.fig
    • European.m
    • EuropeanCompound.m
    • Exchange.fig
    • Exchange.m
    • ExchangeOption.m
    • FloatingLookback.m
    • GeometricAsia.m
    • GeometricAverage.fig
    • GeometricAverage.m
    • IndexFuture.fig
    • IndexFuture.m
    • LookBack.fig
    • LookBack.m
    • Power.fig
    • Power.m
    • PowerOption.m
    • StockForward.m
    • Readme.doc
    • American.fig
    • American.m
  • 79.89 KB
  • 2007-5-24

  • 104456.rar
       【下载】项目管理中的快速向前的MBA （原版）

    本附件包括：
    • John.Wiley.and.Sons.The.Fast.Forward.MBA.in.Project.Management.2nd.Edition.eBook-LinG.pdf
  • 2.1 MB
  • 2007-4-1

  • 92427.pdf
       [下载]Level3_LOS47_Derivatives Markets,CH6_CommodityForwards&FuturesMcDonald 2003

  • 5.81 MB
  • 2007-2-22

  • 78460.pdf
       [下载]Fast Forward MBA in Finance(Second Edition)

  • 2.02 MB
  • 2006-12-18

  • 77820.pdf
       [下载]Fast Forward MBA in Finance(Second Edition)

  • 2.02 MB
  • 2006-12-14

  • 77811.pdf
       [下载]Fast Forward MBA in Finance(Second Edition)

  • 2.02 MB
  • 2006-12-14

  • 72315.rar
       [下载]金融工程课件和案例(洛伦兹.格利茨)

    本附件包括：
    • 10_Innovation in Bond Markets.ppt
    • Options_Pricing.ppt
    • 利率与久期.ppt
    • 01_Introduction to Financial Engineering.ppt
    • 02_Forwards.ppt
    • 03_Futures.ppt
    • 04_Swaps.ppt
    • 05_Options.ppt
    • 07_Options_ the Greeks.ppt
    • 08_Risk Management and Hedging.ppt
  • 1.65 MB
  • 2006-11-14

  • 71674.pdf
       Wiley - The Fast Forward MBA Pocket Reference, Second Edition Ebook-fly

  • 2.16 MB
  • 2006-11-11

  • 70005.zip
       John Hull, Futures, Options, and Other Derivatives, Summarized Notes

    本附件包括：
    • Theory & Practice of Financial Options.pdf
    • Futures & Forward Contracts.pdf
    • Introduction To Derivatives.pdf
    • Options on Stock Indices, Currencies and Futures.pdf
    • The Black-Scholes Models.pdf
    • The Greek Letter & Volatility Smiles, Part I.pdf
    • The Greek Letter & Volatility Smiles, Part II.pdf
    • The Random Behavior of Financial Assets.pdf
    • Binomial Trees.pdf
  • 346.77 KB
  • 2006-11-2

  • 68433.pdf
       Forward and Futures Prices with Markovian Interest-Rate Processes

  • 1.56 MB
  • 2006-10-22

  • 68153.rar
       [转帖]北师大的微观金融学导论课程

    本附件包括：
    • Lect 8 Market Efficiency.pdf
    • Lect 9 Valuation of Equity.pdf
    • Lect 10 Forward and Future.PDF
    • Lect 11 Option Pricing.PDF
    • Lect 2 Principles of finance.PDF
    • Lect 3 Portfolio Theory.PDF
    • Lect 4 CAPM.PDF
    • Lect 5 APT.PDF
    • Lect 7 Portfolio Management.PDF
  • 3.87 MB
  • 2006-10-20

  • 65021.zip
       New study notes for CFA 2007 level 3 exam

    本附件包括：
    • Alternative Investments Notes.doc
    • Alternative Investments Notes.pdf
    • Asset Allocation Notes.doc
    • Asset Allocation Notes.pdf
    • Debt Investments Notes.doc
    • Debt Investments Notes.pdf
    • Economics Notes.doc
    • Economics Notes.pdf
    • Forwards & Futures Notes.doc
    • Forwards & Futures Notes.pdf
    • Options & Swaps Notes.doc
    • Options & Swaps Notes.pdf
    • Performance Evaluation & Attribution Notes.doc
    • Performance Evaluation & Attribution Notes.pdf
    • PM for Institutional Investors Notes.doc
    • PM for Institutional Investors Notes.pdf
    • PM for Private Clients Notes.doc
    • PM for Private Clients Notes.pdf
    • Portfolio Strategies Notes.doc
    • Portfolio Strategies Notes.pdf
    • Risk Management Notes.doc
    • Risk Management Notes.pdf
  • 572.95 KB
  • 2006-9-25

  • 57913.zip
       [下载]《Options, Futures. And Other Derivatives》slides

    本附件包括：
    • Theory & Practice of Financial Options.pdf
    • Futures & Forward Contracts.pdf
    • Introduction To Derivatives.pdf
    • Options on Stock Indices, Currencies and Futures.pdf
    • The Black-Scholes Models.pdf
    • The Greek Letter & Volatility Smiles, Part I.pdf
    • The Greek Letter & Volatility Smiles, Part II.pdf
    • The Random Behavior of Financial Assets.pdf
    • Binomial Trees.pdf
  • 346.77 KB
  • 2006-7-12

  • 50724.zip
       The Foreign Exchange Market in the United States

    本附件包括：
    • chap1.pdf
    • chap2.pdf
    • chap3.pdf
    • chap4.pdf
    • chap5.pdf
    • chap6.pdf
    • chap7.pdf
    • chap8.pdf
    • chap9.pdf
    • chap10.pdf
    • chap11.pdf
    • chap12.pdf
    • forward.pdf
    • notes.pdf
    • toc.pdf
  • 3.65 MB
  • 2006-4-30

  • 48368.rar
       [分享]2005年Journal of Empirical Finance

    本附件包括：
    • A comparison of extreme value theory approaches for determining value at risk (1).pdf
    • A comparison of extreme value theory approaches for determining value at risk (2).pdf
    • A comparison of extreme value theory approaches for determining value at risk (3).pdf
    • A comparison of extreme value theory approaches for determining value at risk .pdf
    • Equilibrium analysis of volatility clustering .pdf
    • European exchange rate volatility dynamics_ an empirical investigation .pdf
    • Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach .pdf
    • Forecasting asymmetries in aggregate stock market returns_ Evidence from conditional skewness .pdf
    • Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements .pdf
    • Foreign acquisitions by UK limited companies_ short- and long-run performance .pdf
    • Index futures and positive feedback trading_ evidence from major stock exchanges .pdf
    • Index futures arbitrage before and after the introduction of sixteenths on the NYSE .pdf
    • Internationally cross-listed stock prices during overlapping trading hours_ price discovery and exchange rate effects .pdf
    • Measuring tail thickness under GARCH and an application to extreme exchange rate changes .pdf
    • Order imbalance and liquidity supply_ Evidence from the bubble burst of Nasdaq stocks .pdf
    • Ownership concentration and executive compensation in closely held firms_ Evidence from Hong Kong .pdf
    • Price limit performance_ evidence from transactions data and the limit order book .pdf
    • Pricing American options when the underlying asset follows GARCH processes .pdf
    • Regime shifts in interest rate volatility .pdf
    • STAR and ANN models_ forecasting performance on the Spanish ______Ibex-35______ stock index .pdf
    • Testing dividend signaling models .pdf
    • Testing for contagion_ a conditional correlation analysis .pdf
    • Testing forward rate unbiasedness allowing for persistent regressors .pdf
    • The econometrics of efficient portfolios .pdf
    • The pricing discount for limited liquidity_ evidence from SWX Swiss Exchange and the Nasdaq .pdf
    • The relationship between stock returns and inflation_ new evidence from wavelet analysis .pdf
    • The relationship between stock returns and volatility in international stock markets .pdf
    • Trading volume and contract rollover in futures contracts .pdf
    • Winter blues and time variation in the price of risk .pdf
    • Yet another look at mutual fund tournaments .pdf
  • 8.08 MB
  • 2006-4-14

  • 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

  • 43375.zip
       [下载] 金融计算器 Excel 版本

    本附件包括：
    • Bonds.xls
    • FinCalc.xla
    • Floating Rate Note.xls
    • FX Book.xls
    • FX Forward.xls
    • IRS Book.xls
    • Options.xls
    • PortfolioAnalysis.xls
    • PortfolioVaR.xls
    • PPP.xls
    • StyleAnalysis.xls
    • Yield Curve.xls
  • 466.83 KB
  • 2006-3-13

  • 43306.rar
       [下载] 金融计算器 Excel 版本

    本附件包括：
    • FinCalc.xla
    • Bonds.xls
    • Floating Rate Note.xls
    • FX Book.xls
    • FX Forward.xls
    • IRS Book.xls
    • Options.xls
    • PortfolioAnalysis.xls
    • PortfolioVaR.xls
    • PPP.xls
    • StyleAnalysis.xls
    • Yield Curve.xls
  • 377.93 KB
  • 2006-3-13

  • 40820.zip
       资金管理（英文版）

    本附件包括：
    • moneyMan2.htm
    • moneyMan.htm
    • moneyMan1.htm
    • moneyMan10.htm
    • moneyMan3.htm
    • moneyMan4.htm
    • moneyMan5.htm
    • moneyMan6.htm
    • moneyMan7.htm
    • moneyMan8.htm
    • moneyMan9.htm
    • forward.gif
    • ImageTape.class
    • overlib.js
    • zipblack.gif
    • flower.jpg
    • Bullet.jpg
    • home.gif
    • back.gif
    • mr1email.gif
    • Golf.gif
    • Cigaret.gif
  • 413 KB
  • 2006-2-26

  • 32848.rar
       [下载] Future and Forward Contract

    本附件包括：
    • Futures & Forward Contracts.pdf
  • 22.1 KB
  • 2005-11-11

  • 22445.rar
       [下载]一篇利率模型的经典文献

    本附件包括：
    • Continuous-time term structure models Forward measure approach.pdf
  • 238.67 KB
  • 2005-8-10

  • 7234.rar
       推荐张圣平：偏好、信念、信息与证券价格

    本附件包括：
    • index and forward.pdf
  • 415.79 KB
  • 2005-1-6

  • 7232.rar
       推荐张圣平：偏好、信念、信息与证券价格

    本附件包括：
    • index and forward.pdf
  • 415.79 KB
  • 2005-1-6

  • 3275.rar
       Futures, Options, and Other Derivatives

    本附件包括：
    • The Black-Scholes Models.pdf
    • The Greek Letter & Volatility Smiles, Part I.pdf
    • The Greek Letter & Volatility Smiles, Part II.pdf
    • The Random Behavior of Financial Assets.pdf
    • Theory & Practice of Financial Options.pdf
    • Binomial Trees.pdf
    • Futures & Forward Contracts.pdf
    • Introduction To Derivatives.pdf
    • Options on Stock Indices, Currencies and Futures.pdf
  • 342.86 KB
  • 2004-11-18
举报 手机版人大经济论坛联系我们招聘英才

京ICP备11001960号 京ICP证090565号 京公网安备1101084107号 论坛法律顾问：王进律师 知识产权保护声明 免责及隐私声明
联系QQ：75102711 MSN：pinggu.org@hotmail.com 邮箱：service@pinggu.org

合作咨询电话：(010)62719935 广告合作电话：010-68456523 13811729406 （李老师）
投诉电话：(010)68466864 不良信息处理电话：13661292478

有资料需求
请微信我