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  • Robert A. Jarrow - Derivative Securities-South-Western (1999).rar

    本附件包括：
    • Robert A. Jarrow - Derivative Securities-South-Western (1999).pdf
  • 76.16 MB
  • 2022-2-28

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

    本附件包括：
    • 37. Heath, Jarrow and Morton.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
    • 30. One-factor Interest Rate Modeling.XLS
    • 33. Convertible Bonds.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

  • palu willmit finance.rar

    本附件包括：
    • 18.Heath, Jarrow and Morton.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
    • 16.One-factor Interest Rate Modeling.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

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

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

  • 定价理论的经典文献2.zip
       经典第一部分

    本附件包括：
    • RJarrow%20MarketEfficiency6.pdf
    • (Harrison pliska)a stochastic calculus model of continuous trading complete markets.pdf
    • A Continuous Time Arbitrage Pricing Model with Stochastic Volatility and Jumps..pdf
    • A Path Integral Approach to Option Pricing with Stochastic Volatility Some Exact Results.pdf
    • Bond Pricing and the Term Structure o Interest Rates A New Methodology for Contingent Claims Valuation .pdf
    • Changes of Numéraire, Changes of Probability Measure and Option Pricing.pdf
    • coherent measures of risk.pdf
    • Hedging with Stochastic and Local Volatility.pdf
    • Louis Bachelier’s “Theory of Speculation.pdf
    • ON CHANGES OF MEASURE IN S TOCHASTIC volatility models.pdf
    • Option Pricing Kernels and the ICAPM.PDF
    • Option Pricing with Lévy Process .pdf
    • Option Valuation with Jumps in Returns and volatility.pdf
    • Peter Carr.pdf
    • stcochastic local volatility.pdf
    • The Pricing of Commodity Contracts.pdf
  • 7.64 MB
  • 2012-7-25

  • CDS.zip

    本附件包括：
    • Restructuring Risk in Credit Default Swaps-An Empirical Analysis_A. Berndt, R. Jarrow, and C. Kang.pdf
    • 20050222信用違約交換.pdf
    • The Relationship between Credit Default Swap Spreads, Bond Yields, and Credit Rating Announcements_J. Hull, M. Predescu, and A. White.pdf
    • Credit Derivatives - Pricing Equity Default Swaps [2005].pdf
  • 1.19 MB
  • 2010-5-14

  • 3.rar

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

  • Canina_1995_Handbooks-in-Operations-Research-and-Management-Science.rar

    本附件包括：
    • Jarrow_1995_Handbooks-in-Operations-Research-and-Management-Science.pdf
    • Jarrow_1995_Handbooks-in-Operations-Research-and-Management-Science_1.pdf
    • Canina_1995_Handbooks-in-Operations-Research-and-Management-Science.pdf
    • De-Bondt_1995_Handbooks-in-Operations-Research-and-Management-Science.pdf
    • Grinblatt_1995_Handbooks-in-Operations-Research-and-Management-Science.pdf
    • Kleidon_1995_Handbooks-in-Operations-Research-and-Management-Science.pdf
    • Constantinides_1995_Handbooks-in-Operations-Research-and-Management-Science.pdf
    • LeRoy_1995_Handbooks-in-Operations-Research-and-Management-Science.pdf
    • Mulvey_1995_Handbooks-in-Operations-Research-and-Management-Science.pdf
    • Connor_1995_Handbooks-in-Operations-Research-and-Management-Science.pdf
    • Hakansson_1995_Handbooks-in-Operations-Research-and-Management-Science.pdf
    • Torous_1995_Handbooks-in-Operations-Research-and-Management-Science.pdf
    • Easley_1995_Handbooks-in-Operations-Research-and-Management-Science.pdf
    • Stulz_1995_Handbooks-in-Operations-Research-and-Management-Science.pdf
    • Hausch_1995_Handbooks-in-Operations-Research-and-Management-Science.pdf
    • Hawawini_1995_Handbooks-in-Operations-Research-and-Management-Science.pdf
    • Carr_1995_Handbooks-in-Operations-Research-and-Management-Science.pdf
    • Marsh_1995_Handbooks-in-Operations-Research-and-Management-Science.pdf
    • Naik_1995_Handbooks-in-Operations-Research-and-Management-Science.pdf
    • Ferson_1995_Handbooks-in-Operations-Research-and-Management-Science.pdf
  • 35.16 MB
  • 2010-4-1

  • Paul Wilmott Introduces Quantitative Finance.zip

    本附件包括：
    • 18.Heath, Jarrow and Morton.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
    • 16.One-factor Interest Rate Modeling.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

  • Financial Derivatives Pricing - Selected Works of Jarrows.zip

    本附件包括：
    • Financial Derivatives Pricing - Selected Works of Jarrows.pdf
  • 23.79 MB
  • 2009-6-30

  • cds实例与定价模型.zip

    本附件包括：
    • Restructuring Risk in Credit Default Swaps-An Empirical Analysis_A. Berndt, R. Jarrow, and C. Kang.pdf
    • 20050222信用違約交換.pdf
    • The Relationship between Credit Default Swap Spreads, Bond Yields, and Credit Rating Announcements_J. Hull, M. Predescu, and A. White.pdf
    • Credit Derivatives - Pricing Equity Default Swaps [2005].pdf
  • 1.19 MB
  • 2009-6-27

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

    本附件包括：
    • 18.Heath, Jarrow and Morton.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
    • 16.One-factor Interest Rate Modeling.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

  • 222342.rar
       Bond Portfolio Optimization

    本附件包括：
    • HeathJarrowMorton (1992).pdf
    • Summary and Conclusion.pdf
    • 2.pdf
    • 3.pdf
    • 4.Static Bond Portfolio Optimization.pdf
    • 5.pdf
    • front-matter.pdf
    • Introduction.pdf
  • 1.61 MB
  • 2008-6-24

  • 28573.rar
       金融风险建模-->Dbaby转移

    本附件包括：
    • An Extension of the Jarrow-Lando-Turnbull Model to Random Recovery Rate.pdf
    • Calculating Credit Risk Capital Charges with the One-factor Model.pdf
    • Building a Credit Risk Valuation Framework for Loan Instruments.pdf
    • Bond_Pricing_and_EDF.pdf
    • A Comparative Anlss o Crrnt Cr Rsk Mdls.pdf
  • 2.26 MB
  • 2005-9-27
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