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

    本附件包括：
    • 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
    • CH10 Interest Rate Models.pdf
    • CH11 Pricing Models Beyond Black-Scholes.pdf
  • 4.11 MB
  • 2023-6-25

  • Market Models A Guide for Financial Data Analysis.djvu.zip
       Market Models A Guide to Financial Data Analysis (djbu)

    本附件包括：
    • Market Models A Guide for Financial Data Analysis.djvu
  • 5.83 MB
  • 2019-2-3

  • 经典论文2.zip
       经典第三部分

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

  • The LIBOR Market Model in Practice.rar

    本附件包括：
    • The Libor Market Model in Practice.pdf
  • 1.89 MB
  • 2010-4-30

  • 5.rar

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

  • 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

  • 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

  • 328853.rar
       [下载]（free）Market models - a guide to financial data analysis

  • 5.83 MB
  • 2009-5-24

  • 321658.pdf
       【金融Levy过程系列二】Levy Processes in Credit Risk and Market models

  • 759.32 KB
  • 2009-5-4

  • 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

  • 307810.rar
       [原创] Princeton, NYU, Bocconi 名校牛人 fixed income， term structure lecture notes

    本附件包括：
    • NYU - Fixedincome.pdf
    • Rutkowski - TERM STRUCTURE MODELLING.pdf
    • Bijork - Topics in Interest Rate Theory.pdf
    • D Filipovic ORF555.pdf
    • Damiano Brigo - LIBOR and swap market models.pdf
  • 2.89 MB
  • 2009-3-25

  • 290183.pdf
       [下载]The LIBOR Market Model in Practice (2006, ISBN0470014431).pdf

  • 3.76 MB
  • 2009-2-3

  • 273694.pdf
       Libor Market Model (LMM or BGM) and Its uses by Andrew Lesniewski

  • 4.83 MB
  • 2008-12-6

  • 264617.rar
       [推荐]个人收集的一些有关Efficient Market方面的中西方文献。【无耻的要点工本费】

    本附件包括：
    • 【新金融学—有效市场的反例】[美]罗伯特·A·哈根.pdf
    • 4-2金融市场中的噪音交易者风险.doc
    • Abstract--The Efficient Market Hypothesis and the Value of Traditional Security Analysis.pdf
    • Back on the Track with the Efficient Markets Hypothesis.pdf
    • Chp3-行为金融导论.doc
    • Efficient Capital Markets-Comment.pdf
    • Efficient Capital Markets-II.pdf
    • Efficient Capital Markets-Reply.pdf
    • Efficient Markets and the Professional Investor.pdf
    • Evaluating Fund Performance in a Dynamic Market.pdf
    • Information, Nonexcludability, and Financial Market Structure.pdf
    • Inside Information, Market Information and Efficient Markets.pdf
    • Investing with Ben Graham-An Ex Ante Test of the Efficient Markets Hypothesis.pdf
    • Market efficiency, long-term returns, and behavioral finance_Fama.pdf
    • Market Timing and Capital Structure.pdf
    • On the Difference between Internal and External Market Efficiency.pdf
    • Optimal Speculation Against an Efficient Market.pdf
    • Predicting Stock Returns in an Efficient Market.pdf
    • Price Reversals, Bid-Ask Spreads, and Market Efficiency.pdf
    • Privileged Traders and Asset Market Efficiency-A Laboratory Study.pdf
    • qr2442 Is the Stock Market Overvalued.pdf
    • Some Practical Applications of the Efficient-Market Concept.pdf
    • Stock Market Efficiency and Economic Efficiency-Is There a Connection.pdf
    • Stock Market Panics- A Test of the Efficient Market Hypothesis.pdf
    • Testing for a Flat Spectrum on Efficient Market Price Data.pdf
    • Testing the Efficiency of the Canadian-U.S. Exchange Market under the Assumption of no.pdf
    • THE EFFICIENT MARKET HYPOTHESIS.pdf
    • The Efficient Market Hypothesis and Its Critics.pdf
    • The Efficient Market Hypothesis on Trial.pdf
    • The Efficient Market Model.pdf
    • The Peter Principle and the Efficient Market Hypothesis.pdf
    • The Sensitivity of the Efficient Market Hypothesis to Alternative Specifications of the.pdf
    • The Speculative Efficiency Hypothesis.pdf
    • Warrant Price Movements and the Efficient Market Model.pdf
    • 西方有效市场假说综述二.doc
    • 西方有效市场假说综述一.doc
  • 35.85 MB
  • 2008-11-7

  • 263926.zip
       Market Models: A Guide to Financial Data Analysis

    本附件包括：
    • 20060919_ff11a423.djvu
  • 5.82 MB
  • 2008-11-6

  • 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

  • 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

  • 96152.pdf
       [下载]A market model for inflation

  • 317.99 KB
  • 2007-3-7

  • 74984.rar
       [下载]FAMA的foundation of finance(经典)

    本附件包括：
    • Chapter 4 The Market Model Estimates.pdf
    • Chapter 3 The Market Model Theory and Estimation.pdf
  • 4.9 MB
  • 2006-11-30

  • 70852.pdf
       Credit Risk and Market Models

  • 815.63 KB
  • 2006-11-7

  • 70849.pdf
       Credit Risk and Market Models

  • 759.32 KB
  • 2006-11-7

  • 60367.pdf
       Theory and calibration of swap market models

  • 354.55 KB
  • 2006-8-9

  • 11598.rar
       [分享]证券组合管理讲义(湖南大学 贺学会)

    本附件包括：
    • Ch06 Portfolio Selection with an Index Model.ppt
    • Course description.ppt
    • Ch01 Financial Instruments & Markets.ppt
    • Ch02 How Securities Are Traded.ppt
    • Ch03 Mean-Variance Analysis.ppt
    • Ch04 Calculating the Efficient Frontier.ppt
    • Ch05 Index Models and the Market Model.ppt
  • 242.24 KB
  • 2005-4-7
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