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

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

  • Continuous Time Processes for Finance.rar
       金融连续时间处理

    本附件包括：
    • CH 8 Lévy Interest Rate Models with a Long Memory.pdf
    • CH 11 A Fractional Dupire Equation for Jump-Diffusions.pdf
    • CH 1 Switching Models- Properties and Estimation.pdf
    • CH 2 Estimation of Continuous Time Processes by Markov Chain.pdf
    • CH 3 Particle Filtering and Estimation.pdf
    • CH 4 Modeling of Spillover Effects in Stock Markets.pdf
    • CH 5 Non-Markov Models for Contagion and Spillover.pdf
    • CH 6 Fractional Brownian Motion.pdf
    • CH 7 Gaussian Fields for Asset Prices.pdf
    • CH 9 Affine Volterra Processes and Rough Models.pdf
    • CH 10 Sub-diffusion for Illiquid Markets.pdf
  • 10.1 MB
  • 2023-6-25

  • 数量金融 Quantitative Finance,Paul Wilmott：Excel Spreadsheets and VBA.rar
       数量金融

    本附件包括：
    • 30. One-factor Interest Rate Modeling.XLS
    • 3. Random Behavior of Assets.XLS
    • 4. Stochastic Calculus.XLS
    • 7. Black-Scholes Formulae.XLS
    • 9. Early Exercise and American Options.xls
    • 10. Probability Density Functions and First Exit Times.XLS
    • 11. Multi-asset options.XLS
    • 12. How to Delta Hedge.XLS
    • 13. Fixed Income Products and Analysis.XLS
    • 15. Binomial Model.XLS
    • 17. Investment Lessons from Blackjack and Gambling.xls
    • 18. Portfolio Management.XLS
    • 19. Value at Risk.XLS
    • 20. Predicting the Markets.XLS
    • 23. Barrier Options.xls
    • 29. Equity and FX Term Sheets.xls
    • 33. Convertible Bonds.xls
    • 37. Heath, Jarrow and Morton.XLS
    • 38. Fixed Income Term Sheets.xls
    • 40. Credit Risk.xls
    • 43. CrashMetrics.XLS
    • 47. Discrete Hedging.XLS
    • 51. Stochastic Volatility.XLS
    • 52. Uncertain Parameters.xls
    • 56. Volatility Case Study The Cliquet Option.xls
    • 77. Finite-difference Methods for One-factor Models.xls
    • 80. Monte Carlo Simulation.XLS
    • 81. Numerical Integration.XLS
    • 82. Finite-difference Programs.XLS
    • 83. Monte Carlo Programs.xls
  • 5.05 MB
  • 2021-5-9

  • 金融数学.rar

    本附件包括：
    • FM-7 Stochastic control and Bellman's principle.pdf
    • FM-8-11 Probability space, conditional expection and stochastic calculus.pdf
    • FM-15 Matrix caculus.pdf
    • MF-12 Volatility modeling.pdf
    • FM 13 Interest rate modeling.pdf
    • FM-1 Syllabus of Mathematical Finance.pdf
    • FM-2 No arbitrage principle.pdf
    • FM-3 Binary tree pricing principle.pdf
    • FM-4 Brown motion.pdf
    • FM-5 Black-Scholes-Merton's option pricing model.pdf
    • FM-6 Feymann-Kac principle and PDE in Finance.pdf
  • 4.07 MB
  • 2018-11-11

  • (2006)Interest Rate Models-Theory and Practice_With Smile, Inflation and Credit_.rar

    本附件包括：
    • (2006)Interest Rate Models-Theory and Practice_With Smile, Inflation and Credit_Damiano Brigo, Fabio Mercurio.pdf
  • 6.98 MB
  • 2018-11-1

  • (2006)Interest Rate Models_an Infinite Dimensional Stochastic Analysis Perspecti.rar

    本附件包括：
    • (2006)Interest Rate Models_an Infinite Dimensional Stochastic Analysis Perspective_Rene A. Carmona, M.R. Tehranchi.pdf
  • 2.02 MB
  • 2018-11-1

  • Interest Rate Modelling in the Multi-Curve Framework.rar

    本附件包括：
    • Interest Rate Modelling in the - Henrard, Marc.azw3
    • Interest Rate Modelling in the - Henrard, Marc.epub
  • 7.47 MB
  • 2016-11-8

  • Interest Rate Models-Theory and Practice.rar

    本附件包括：
    • Interest Rate Models-Theory and Practice.pdf
  • 6.07 MB
  • 2016-7-26

  • Notes 9th edition.rar
       打包

    本附件包括：
    • 15. Valuing Options on Coupon-Bearing Bonds in a One-Factor Interest Rate Model.pdf
    • 31. Properties of Ho-Lee and Hull-White Interest Rate Models.pdf
    • 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
    • 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
    • 1. Convexity Adjustments to Eurodollar Futures.pdf
    • 2. Properties of the Lognormal Distribution.pdf
  • 1.37 MB
  • 2015-1-30

  • palu willmit finance.rar

    本附件包括：
    • 16.One-factor Interest Rate Modeling.XLS
    • 26.Monte Carlo Simulation.XLS
    • 1.Products and Markets.XLS
    • 2.Derivatives.XLS
    • 3.Predicting the Markets.XLS
    • 4.All the Math You Need.XLS
    • 5.Binomial Model.XLS
    • 6.Random Behavior of Assets.XLS
    • 7.Stochastic Calculus.XLS
    • 8.Black-Scholes Model.XLS
    • 10.Black-Scholes Formulae.XLS
    • 11.Multi-asset options.XLS
    • 14.Fixed Income Products and Analysis.XLS
    • 15.Swaps.XLS
    • 18.Heath, Jarrow and Morton.XLS
    • 19.Portfolio Management.XLS
    • 20.Value at Risk.XLS
    • 21.Credit Risk.XLS
    • 22.RiskMetrics and CreditMetrics.XLS
    • 23.CrashMetrics.XLS
    • 25.Finite-difference methods for one-factor models.XLS
  • 2.91 MB
  • 2015-1-24

  • Interest rate Modeling Volume3 Piterbarg.rar
       Interest Rate Modeling Volume3 ---Products and Risk Management

    本附件包括：
    • Interest Rate Modeling Volume3 ---Products and Risk Management.djvu
    • windjview-0.4.1.exe
  • 10.54 MB
  • 2014-4-4

  • Interest rate Modeling Volume2 Piterbarg.rar
       Interest Rate Modeling Volume1 --- Foundations and Vanilla Models

    本附件包括：
    • Interest Rate Modeling Volume2 ---Term Structure Models.djvu
    • windjview-0.4.1.exe
  • 9.38 MB
  • 2014-4-4

  • Interest rate Modeling Volume1 Piterbarg.rar
       Interest Rate Modeling Volume2 ---Term Structure Models

    本附件包括：
    • Interest Rate Modeling Volume1 --- Foundations and Vanilla Models.djvu
    • windjview-0.4.1.exe
  • 12.53 MB
  • 2014-4-4

  • Springer - Interest Rate Models_ Theory and Practice.rar

    本附件包括：
    • Springer - Interest Rate Models_ Theory and Practice.pdf
  • 7.05 MB
  • 2014-1-14

  • Ch H.zip
       Interest Rate Models

  • 11.69 MB
  • 2012-8-11

  • Interest Rate Models.rar

    本附件包括：
    • Interest Rate Models.pdf
  • 42.03 MB
  • 2012-7-26

  • Interest Rate Modeling. Volume 1 Foundations and Vanilla Models.rar

    本附件包括：
    • Interest Rate Modeling. Volume 1 Foundations and Vanilla Models.djvu
  • 12.06 MB
  • 2012-7-7

  • Interest Rate Modeling volume 3 - Products and Risk Management.rar

    本附件包括：
    • Interest Rate Modeling volume 3 - Products and Risk Management.djvu
  • 10.07 MB
  • 2012-3-17

  • Interest Rate Modeling. Volume 3.rar

    本附件包括：
    • Interest Rate Modeling. Volume 3.djvu
  • 10.07 MB
  • 2011-3-18

  • abbr_6fd66fb0b98b1988d7844f2644b0e38e.rar

    本附件包括：
    • Interest Rate Models, Asset Allocation and Quantitative Techniques for Central Banks and Sovereign Wealth Funds.pdf
  • 4.06 MB
  • 2011-3-6

  • Interest Rate Modeling. Volume 2 - Term Structure Models.rar

    本附件包括：
    • Interest Rate Modeling. Volume 2 - Term Structure Models.djvu
  • 8.91 MB
  • 2011-3-6

  • Interest Rate Modeling. Volume 1 - Foundations and Vanilla Models.rar

    本附件包括：
    • Interest Rate Modeling. Volume 1 - Foundations and Vanilla Models.djvu
  • 12.06 MB
  • 2011-3-6

  • finance.rar

    本附件包括：
    • Two essays on corporate finance.pdf
    • Two essays on empirical asset pricing_ 1. Forecasted earnings per share and the cross section of expected returns and 2. The limits to arbitrage and the fundamental value-to-price trading strategies.pdf
    • Liquidity risk and volatility around the world.pdf
    • Testing interest rate models for China's repo market.pdf
    • Two essays on the informativeness of stock prices_perspectives from M&A and the cross-listing of American depository receipts.pdf
    • Buyer-supplier relationships and financial structure.pdf
    • Cross sectional and time series analysis of individual stock volatility_an international study.pdf
    • Estimation risk, information asymmetry and information production in public equity offerings.pdf
    • Two essays on corporate finance_the impact of independent non-executive directors and the longevity of family control.pdf
    • Operating performance following mergers and acquisitions.pdf
    • Two essays on stock market anomalies.pdf
    • Examine the debt equity choice with nested logit.pdf
    • Information, market sentiment and corporate finance_the role of investors' attention.pdf
    • The value of political connections_evidence from China's anti_corruption campaign.pdf
    • Two essays on empirical options studies.pdf
    • Two essays on empirical asset pricing.pdf
  • 31.4 MB
  • 2010-7-17

  • Paul Wilmott Introduces Quantitative Finance.zip

    本附件包括：
    • 16.One-factor Interest Rate Modeling.XLS
    • 1.Products and Markets.XLS
    • 10.Black-Scholes Formulae.XLS
    • 11.Multi-asset options.XLS
    • 14.Fixed Income Products and Analysis.XLS
    • 15.Swaps.XLS
    • 18.Heath, Jarrow and Morton.XLS
    • 19.Portfolio Management.XLS
    • 2.Derivatives.XLS
    • 20.Value at Risk.XLS
    • 21.Credit Risk.XLS
    • 22.RiskMetrics and CreditMetrics.XLS
    • 23.CrashMetrics.XLS
    • 25.Finite-difference methods for one-factor models.XLS
    • 26.Monte Carlo Simulation.XLS
    • 3.Predicting the Markets.XLS
    • 4.All the Math You Need.XLS
    • 5.Binomial Model.XLS
    • 6.Random Behavior of Assets.XLS
    • 7.Stochastic Calculus.XLS
    • 8.Black-Scholes Model.XLS
    • Paul Wilmott Introduces Quantitative Finance.pdf
    • README.TXT
  • 9.33 MB
  • 2010-2-26

  • Consistency Problems for Heath-Jarrow-Morton Interest Rate Models.rar

    本附件包括：
    • Consistency Problems for Heath-Jarrow-Morton Interest Rate Models.djvu
  • 1.22 MB
  • 2009-11-5

  • 322176.rar
       帝国理工金融工程课件(Stochastic Differential Equations and Interest Rate Models)

  • 2.97 MB
  • 2009-5-6

  • 268166.zip
       [下载]Interest Rate Modelling by Simona Svoboda

    本附件包括：
    • LiB.nfo
    • file_id.diz
    • Palgrave.Macmillan.Interest.Rate.Modelling.eBook-LiB.chm
    • intro.txt
  • 6.92 MB
  • 2008-11-19

  • 267835.rar
       [下载]Interest Rate Models_Theory & Practice_最新Edition

    本附件包括：
    • Springer - Interest Rate Models_ Theory and Practice.pdf
  • 7.05 MB
  • 2008-11-18

  • 267829.rar
       [下载]Interest Rate Models_Theory & Practice_最新Edition

    本附件包括：
    • Springer - Interest Rate Models_ Theory and Practice.pdf
  • 7.05 MB
  • 2008-11-18

  • 234173.zip
       [下载]Interest Rate Modelling by Simona Svoboda

    本附件包括：
    • LiB.nfo
    • file_id.diz
    • Palgrave.Macmillan.Interest.Rate.Modelling.eBook-LiB.chm
    • intro.txt
  • 6.92 MB
  • 2008-8-6

  • 234168.rar
       [下载]springer_-_interest_rate_models__theory_and_practice

    本附件包括：
    • Springer - Interest Rate Models_ Theory and Practice.pdf
  • 7.05 MB
  • 2008-8-6

  • 233071.zip
       [2008FRM] Paul Wilmott Introduces Quantitative Finance

    本附件包括：
    • 16.One-factor Interest Rate Modeling.XLS
    • 1.Products and Markets.XLS
    • 10.Black-Scholes Formulae.XLS
    • 11.Multi-asset options.XLS
    • 14.Fixed Income Products and Analysis.XLS
    • 15.Swaps.XLS
    • 18.Heath, Jarrow and Morton.XLS
    • 19.Portfolio Management.XLS
    • 2.Derivatives.XLS
    • 20.Value at Risk.XLS
    • 21.Credit Risk.XLS
    • 22.RiskMetrics and CreditMetrics.XLS
    • 23.CrashMetrics.XLS
    • 25.Finite-difference methods for one-factor models.XLS
    • 26.Monte Carlo Simulation.XLS
    • 3.Predicting the Markets.XLS
    • 4.All the Math You Need.XLS
    • 5.Binomial Model.XLS
    • 6.Random Behavior of Assets.XLS
    • 7.Stochastic Calculus.XLS
    • 8.Black-Scholes Model.XLS
    • README.TXT
  • 3.92 MB
  • 2008-8-3

  • 224859.pdf
       [原创]Interest rate modeling excel file for free

  • 4.03 MB
  • 2008-7-5

  • 224810.rar
       Interest rate modeling excel file for free

  • 1.74 MB
  • 2008-7-4

  • 222339.rar
       Binomial Models in Finance

    本附件包括：
    • 13.Interest Rate Models.pdf
    • 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
    • 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

  • 209832.rar
       [分享]Interest Rate Models - Theory and Practice

    本附件包括：
    • Springer - Interest Rate Models_ Theory and Practice.pdf
  • 7.05 MB
  • 2008-5-2

  • 209219.rar
       [下载]Interest Rate Models an Infinite Dimensional Stochastic Analysis Perspective

    本附件包括：
    • （01-01）front-matter.pdf
    • （03-42）Data and Instruments of the Term Structure of Interest Rates.pdf
    • （43-72）Term Structure Factor Models.pdf
    • （73-73）front-matter.pdf
    • （75-100）Infinite Dimensional Integration Theory.pdf
    • （101-133）Stochastic Analysis in Infinite Dimensions.pdf
    • （135-159）The Malliavin Calculus.pdf
    • （161-161）front-matter.pdf
    • （163-194）General Models.pdf
    • （195-215）Specific Models.pdf
    • （217-235）back-matter.pdf
    • （I-XIV）front-matter.pdf
    • cover-image-large.jpg
  • 2.6 MB
  • 2008-4-30

  • 205967.rar
       Interest Rate Models an Infinite Dimensional Stochastic Analysis Perspective

  • 2.53 MB
  • 2008-4-16

  • 158559.rar
       [下载] Interest Rate Models Theory and Practice

    本附件包括：
    • Springer - Interest Rate Models_ Theory and Practice.pdf
  • 7.05 MB
  • 2007-9-28

  • 134801.rar
       [下载]interest rate models

  • 517.82 KB
  • 2007-7-9

  • 134800.rar
       [下载]interest rate models

  • 4.77 MB
  • 2007-7-9

  • 134799.rar
       [下载]interest rate models

  • 4.77 MB
  • 2007-7-9

  • 134798.rar
       [下载]interest rate models

  • 4.77 MB
  • 2007-7-9

  • 134797.rar
       [下载]interest rate models

  • 4.77 MB
  • 2007-7-9

  • 134796.rar
       [下载]interest rate models

  • 4.77 MB
  • 2007-7-9

  • 87960.zip
       [下载]Interest Rate Models_Theory & Practice_2006 Edition 请版主加精！！！

  • 10.82 MB
  • 2007-1-29

  • 55631.pdf
       Interest rate Model

  • 605.17 KB
  • 2006-6-15

  • 36325.rar
       Nonparametric Density Estimation and Tests of Continuous Time Interest Rate model

    本附件包括：
    • Nonparametric Density Estimation and Tests of Continuous Time Interest Rate model.pdf
  • 824.97 KB
  • 2006-1-1

  • 9645.rar
       求文章、书籍及其他资料请跟贴 (学习西经版的做法)

    本附件包括：
    • the key development of Interest Rate Models-book reading now!!!!!!!!!.pdf
  • 518.04 KB
  • 2005-3-5
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