搜索结果
大小 上传时间

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

    本附件包括：
    • CH03 Binomial Model for Option Pricing.pdf
    • CH07 Black-Scholes Model for Option Pricing and Hedging Strategies.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
    • CH04 Absence of Arbitrage and Completeness of Market Models.pdf
    • CH05 Formula and Stochastic Differential Equations.pdf
    • CH06 Partial Differential Equations in Finance.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

  • DataSet.rar
       DataSet for theoretical quality option pricing

  • 152.23 KB
  • 2021-11-24

  • 31223.rar

    本附件包括：
    • Option pricing and estimation of financial models with R.pdf
  • 4.28 MB
  • 2019-8-26

  • 课件.rar

    本附件包括：
    • Chapter 4 Option Pricing Models.ppt
    • Chapter 8.ppt
    • Chapter 9.ppt
    • Chapter 10 Swaps.pptx
    • Chapter 1 Introduction.pptx
    • Chapter 2 The structure of options market.pptx
    • Chapter 3 Principles of option pricing.ppt
    • Chapter 5 The Black-Scholes Model.ppt
    • Chapter 6 Basic Option Strategies.ppt
    • Chapter 7.ppt
  • 1.24 MB
  • 2019-5-23

  • ACCA.zip
       ACCA教材及答案

    本附件包括：
    • Chapter 2 Financial strategy formulation.pdf
    • Chapter 4 Application of option pricing theory in investment decisions_24466.pptx
    • Chapter 5 Impact of financing on investment decisions and adjusted present values_31333.pptx
    • 高级财务.pdf
    • Chapter 1 The role and responsibility of the senior financial advisor.pdf
  • 13.65 MB
  • 2019-4-9

  • Advanced_Option_Pricing_Models.zip
       【期权定价模型，原版 PDF】 Advanced Option Pricing Models by Katz, McCormick

    本附件包括：
    • Advanced_Option_Pricing_Models.pdf
  • 1.44 MB
  • 2019-3-10

  • 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

  • Stochastic Analysis 1.zip

    本附件包括：
    • PDE and Martingale Methods in Option Pricing.pdf
    • Continuous Martingales and Brownian Motion Revuz.pdf
    • Introduction to Stochastic Calculus with Applications.pdf
    • Lévy Processes and Stochastic Calculus.pdf
    • Shreve Solutions.pdf
    • Stochastic Calculus for Finance I＆II.rar
    • Stochastic Differential Equations Oksendal.pdf
  • 70.79 MB
  • 2018-5-27

  • SpringerBriefs in Statistics.rar

    本附件包括：
    • (SpringerBriefs in Statistics) Telegraph Processes and Option Pricing-Springer-Verlag Berlin Heidelberg (2013).pdf
    • (SpringerBriefs in Statistics) An Introduction to Bartlett Correction and Bias Reduction-Springer-Verlag Berlin Heidelberg (2014).pdf
    • (SpringerBriefs in Statistics) Applied Matrix and Tensor Variate Data Analysis-Springer Japan (2016).pdf
    • (SpringerBriefs in statistics) Applied multidimensional scaling-Springer (2013).pdf
    • (SpringerBriefs in Statistics) Bayesians Versus Frequentists_ A Philosophical Debate on Statistical Reasoning-Springer-Verlag Berlin Heidelberg (2016).pdf
    • (SpringerBriefs in Statistics) Brief Guidelines for Methods and Statistics in Medical Research-Springer Singapore (2015).pdf
    • (SpringerBriefs in Statistics) Convolution Copula Econometrics-Springer International Publishing (2016).pdf
    • (SpringerBriefs in Statistics) Formulas Useful for Linear Regression Analysis and Related Matrix Theory_ It's Only Formulas But We Like Them-S.pdf
    • (SpringerBriefs in Statistics) Generalized Hyperbolic Secant Distributions_ With Applications to Finance-Springer-Verlag Berlin Heidelberg (2014).pdf
    • (SpringerBriefs in Statistics) Generalized Weibull Distributions-Springer-Verlag Berlin Heidelberg (2014).pdf
    • (SpringerBriefs in Statistics) Group-Sequential Clinical Trials with Multiple Co-Objectives-Springer Japan (2016).pdf
    • (SpringerBriefs in Statistics) Handling Missing Data in Ranked Set Sampling(2013).pdf
    • (SpringerBriefs in Statistics) Interactive LISREL in Practice_ Getting Started with a SIMPLIS Approach-Springer-Verlag Berlin Heidelberg (2011).pdf
    • (SpringerBriefs in Statistics) Introduction to Data Analysis and Graphical Presentation in Biostatistics with R_ Statistics in the Large-Springer International Publishing.pdf
    • (SpringerBriefs in statistics) L1-norm and L[infinity symbol]-norm estimation _ an introduction to the least absolute residuals, the minimax absolute residual and related fitting pro.pdf
    • (SpringerBriefs in Statistics) Lévy Processes and Their Applications in Reliability and Storage-Springer (2013).pdf
    • (SpringerBriefs in Statistics) Long-Range Dependence and Sea Level Forecasting-Springer International Publishing (2013).pdf
    • (SpringerBriefs in Statistics) Model Choice in Nonnested Families(2016).pdf
    • (SpringerBriefs in Statistics) Modern Methodology and Applications in Spatial-Temporal Modeling-Springer (2016).pdf
    • (SpringerBriefs in Statistics) Multivariate Statistical Quality Control Using R-Springer-Verlag New York (2013).pdf
    • (SpringerBriefs in Statistics) Optimal Experimental Design for Non-Linear Models_ Theory and Applications-Springer-Verlag Berlin Heidelberg (2013).pdf
    • (SpringerBriefs in Statistics) Optimal Stochastic Control Schemes within a Structural Reliability Framework-Springer International Publishing (2013).pdf
    • (SpringerBriefs in Statistics) Penalty, Shrinkage and Pretest Strategies_ Variable Selection and Estimation(2014).pdf
    • (SpringerBriefs in Statistics) Permutation Testing for Isotonic Inference on Association Studies in Genetics -Springer-Verlag Berlin.pdf
    • (SpringerBriefs in Statistics) Permutation Tests in Shape Analysis-Springer-Verlag New York (2013).pdf
    • (SpringerBriefs in Statistics) Person-Centered Methods_ Configural Frequency Analysis (CFA) and Other Methods for the Analysis of Contingency Tables-Springer International Publis.pdf
    • (SpringerBriefs in Statistics) Renewal Processes-Springer International Publishing (2014).pdf
    • (SpringerBriefs in Statistics) Restricted Kalman Filtering_ Theory, Methods, and Application(2012).pdf
    • (SpringerBriefs in Statistics) Sample Size Determination in Clinical Trials with Multiple Endpoints-Springer International.pdf
    • (SpringerBriefs in Statistics) Sampling Designs Dependent on Sample Parameters of Auxiliary Variables-Springer-Verlag Berlin Heidelberg (2015).pdf
    • (SpringerBriefs in Statistics) Singular Spectrum Analysis for Time Series-Springer-Verlag Berlin Heidelberg (2013).pdf
    • (SpringerBriefs in Statistics) Software Reliability Modeling_ Fundamentals and Applications(2014).pdf
    • (SpringerBriefs in Statistics) SPSS for Starters, Part 2-Springer Netherlands (2012).pdf
    • (SpringerBriefs in Statistics) Statistical Analysis of Clinical Data on a Pocket Calculator, Part 2_ Statistics on a Pocket Calculator, Part 2-Springer Ne.pdf
    • (SpringerBriefs in Statistics) Statistical Approaches to Orofacial Pain and Temporomandibular Disorder.pdf
    • (SpringerBriefs in Statistics) Statistical Decision Theory-Springer-Verlag Berlin Heidelberg (2013).pdf
    • (SpringerBriefs in Statistics) Statistical Inference for Discrete Time Stochastic Processes-Springer India (2013).pdf
    • (SpringerBriefs in Statistics) Statistical Inference for Financial Engineering-Springer International Publishing (2014).pdf
    • (SpringerBriefs in Statistics) Statistical Models for Proportions and Probabilities-Springer-Verlag Berlin Heidelberg (2013).pdf
    • (SpringerBriefs in Statistics) Statistical Signal Processing_ Frequency Estimation-Springer India (2012).pdf
    • (SpringerBriefs in Statistics) Strategic Economic Decision-Making_ Using Bayesian Belief Networks to Solve Complex Problems-Springer-Verlag New York (2013).pdf
    • (SpringerBriefs in Statistics) Student’s t-Distribution and Related Stochastic Processes-Springer-Verlag Berlin Heidelberg (2013).pdf
    • (SpringerBriefs in Statistics) The Naive Bayes Model for Unsupervised Word Sense Disambiguation_ Aspects Concerning Feature Selection-Springer-Verlag Berlin Heidelberg (2.pdf
    • (SpringerBriefs in Statistics) The Significance Test Controversy Revisited_ The Fiducial Bayesian Alternative-Springer (2014).pdf
    • (SpringerBriefs in Statistics) Theoretical Aspects of Spatial-Temporal Modeling-Springer Japan (2015).pdf
    • (SpringerBriefs in Statistics) Time Series Modeling for Analysis and Control_ Advanced Autopilot and Monitoring Systems-Springer Tokyo (2015).pdf
    • (SpringerBriefs in Statistics) Two-Way Analysis of Variance_ Statistical Tests and Graphics Using R -Springer-Verlag New York (2012).pdf
    • (SpringerBriefs in Statistics) Unobserved Variables_ Models and Misunderstandings-Springer-Verlag Berlin Heidelberg (2013).pdf
    • (SpringerBriefs in Statistics) A Concise Guide to Statistics-Springer-Verlag Berlin Heidelberg (2012).pdf
    • (SpringerBriefs in Statistics) A Multiple-Testing Approach to the Multivariate Behrens-Fisher Problem_ with Simulations and Examples in SAS(R)-Springer-Verlag New York (2013).pdf
    • (SpringerBriefs in Statistics) A Tiny Handbook of R-Springer-Verlag Berlin Heidelberg (2011).pdf
    • (SpringerBriefs in Statistics) Adaptive Sampling Designs_ Inference for Sparse and Clustered Populations-Springer-Verlag Berlin Heidelberg (2013).pdf
    • (SpringerBriefs in Statistics) Algebraic and Computational Aspects of Real Tensor Ranks-Springer Japan (2016).pdf
    • (SpringerBriefs in Statistics) Indexation and Causation of Financial Markets Nonstationary time series analysis method-Springer (2016).pdf
  • 85.77 MB
  • 2017-9-13

  • Option Pricing and Portfolio Optimization Modern Methods of Financial Mathematics.rar

    本附件包括：
    • Option Pricing and Portfolio Optimization Modern Methods of Financial Mathematics.djvu
  • 2.57 MB
  • 2017-5-5

  • Advanced Option Pricing Models.zip

    本附件包括：
    • Advanced Option Pricing Models.pdf
  • 1.44 MB
  • 2017-1-9

  • Mathematical Modeling and Methods of Option Pricing.rar

    本附件包括：
    • Mathematical Modeling and Methods of Option Pricing.pdf
  • 8.01 MB
  • 2016-7-26

  • BSMbin7e.xls
       Black-Scholes-Merton and Binomial Option Pricing

  • 119.5 KB
  • 2016-4-15

  • Mcgraw-Hill - Option Pricing And Volatility - Advanced Strategies And Trading Te.rar
       期权 衍生品

    本附件包括：
    • Mcgraw-Hill - Option Pricing And Volatility - Advanced Strategies And Trading Techniques - Sheldon Natenberg - (1994).pdf
  • 32.48 MB
  • 2014-10-9

  • Finance Option Pricing and Price Processes Simulation.rar

    本附件包括：
    • 6 Applications of Monte CarloQuasi-Monte Carlo Methods in Finance Option Pricing.pdf
    • 1 Quasi-Monte Carlo Approaches to Option Pricing.pdf
    • 2 Efficient Monte Carlo Pricing of Basket Options.pdf
    • 3 Monte Carlo Pricing.pdf
    • 4 Testing the Models of Stock Price Processes Using Monte Carlo Markov Chain Method.pdf
    • 5 Path Generation for Quasi-Monte Carlo Simulation of Mortgage Backed Securities.pdf
    • 7 Variance Reduction of Monte Carlo and Randomized Quasi-Monte Carlo Estimators for Stochastic Volatility Models in Finance.pdf
    • 8 Markov Chain Monte Carlo Calibration of Stochastic Volatility Models.pdf
  • 2.64 MB
  • 2014-9-8

  • jf97b.pdf
       Empirical Performance of Alternative Option Pricing Models

  • 4.9 MB
  • 2014-5-26

  • The Complete Guide to Option Pricing Formulas (2006 2nd ed. Haug).rar

    本附件包括：
    • The Complete Guide to Option Pricing Formulas (2006 2nd ed. Haug).pdf
  • 10.65 MB
  • 2014-5-16

  • Exotic Option Pricing And Advanced Levy Models.rar

    本附件包括：
    • Exotic Option Pricing And Advanced Levy Models(Kyprianou).pdf
  • 4.7 MB
  • 2014-3-15

  • Option Pricing Mathematical Models and Computation.rar

    本附件包括：
    • Option Pricing Mathematical Models and Computation.pdf
  • 13.28 MB
  • 2013-10-13

  • Handbooks in Mathematical Finance - Option Pricing.rar

    本附件包括：
    • Handbooks in Mathematical Finance - Option Pricing, Interest Rates and Risk Management.pdf
  • 2.97 MB
  • 2012-11-1

  • PDE and Martingale Methods in Option Pricing - Pascucci.rar

    本附件包括：
    • PDE and Martingale Methods in Option Pricing - Pascucci.pdf
  • 6.12 MB
  • 2012-10-21

  • Introduction to the Mathematics of Finance - Arbitrage and Option Pricing By Ste.rar

    本附件包括：
    • Introduction to the Mathematics of Finance - Arbitrage and Option Pricing By Steven Roman.pdf
  • 1.98 MB
  • 2012-8-27

  • 定价理论的经典文献2.zip
       经典第一部分

    本附件包括：
    • A Path Integral Approach to Option Pricing with Stochastic Volatility Some Exact Results.pdf
    • Changes of Numéraire, Changes of Probability Measure and Option Pricing.pdf
    • Option Pricing Kernels and the ICAPM.PDF
    • Option Pricing with Lévy Process .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
    • Bond Pricing and the Term Structure o Interest Rates A New Methodology for Contingent Claims Valuation .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 Valuation with Jumps in Returns and volatility.pdf
    • Peter Carr.pdf
    • RJarrow%20MarketEfficiency6.pdf
    • stcochastic local volatility.pdf
    • The Pricing of Commodity Contracts.pdf
  • 7.64 MB
  • 2012-7-25

  • 经典1.zip
       经典第二部分

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

  • 经典论文2.zip
       经典第三部分

    本附件包括：
    • 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

  • reportB04-04.pdf
       American Option Pricing （美式期权定价详谈）

  • 198.55 KB
  • 2012-7-13

  • Excel Modeling in Corporate Finance, 4th edition.rar
       Excel Modeling in Corporate Finance, 4th edition

    本附件包括：
    • Ch 20 Binomial Option Pricing - Ready-To-Build.xlsx
    • Ch 22 Black-Scholes Option Pricing - Ready-To-Build.xlsx
    • Excel Modeling in Corporate Finance Fourth Edition.pdf
    • Ch 01 Single Cash Flow - Ready-To-Build.xlsx
    • Ch 02 Annuity - Ready-To-Build.xlsx
    • Ch 03 NPV Using Constant Discounting - Ready-To-Build.xlsx
    • Ch 04 NPV Using General Discounting - Ready-To-Build.xlsx
    • Ch 05 Loan Amortization - Ready-To-Build.xlsx
    • Ch 06 Bond Pricing - Ready-To-Build.xlsx
    • Ch 07 Estimating the Cost of Capital - Ready-To-Build.xlsx
    • Ch 08 Stock Valuation - Ready-To-Build.xlsx
    • Ch 09 Firm And Project Val - Ready-To-Build.xlsx
    • Ch 10 The Yield Curve - Ready-To-Build.xlsx
    • Ch 11 US Yield Curve Dynamics - Ready-To-Build.xlsx
    • Ch 12 Capital Structure - Ready-To-Build.xlsx
    • Ch 13 Project NPV - Ready-To-Build.xlsx
    • Ch 14 Cost-Reducing Project - Ready-To-Build.xlsx
    • Ch 15 Break Even Analysis - Ready-To-Build.xlsx
    • Ch 16 Corporate Financial Planning - Ready-To-Build.xlsx
    • Ch 17 Du Pont System of Ratio Analysis - Ready-To-Build.xlsx
    • Ch 18 Life-Cycle Financial Planning - Ready-To-Build.xlsx
    • Ch 19 International Parity - Ready-To-Build.xlsx
    • Ch 21 Real Options - Ready-To-Build.xlsx
    • Ch 23 Debt and Equity Valuation - Ready-To-Build.xlsx
  • 14.39 MB
  • 2012-7-2

  • Option Pricing - Volatility Strategies - Natenberg.rar

    本附件包括：
    • Option Pricing - Volatility Strategies - Natenberg.pdf
  • 32.48 MB
  • 2012-6-22

  • 1111.zip

    本附件包括：
    • Option Pricing Valuation Models and Applications.pdf
    • Sundaresan JF 2000.pdf
  • 553.39 KB
  • 2012-5-2

  • 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

  • Option Pricing Models And Volatility Using Excel VBA.rar
       e-book, no CD

    本附件包括：
    • Option Pricing Models And Volatility Using Excel VBA.pdf
  • 10.83 MB
  • 2011-9-30

  • Black-Scholes and beyond~ Option Pricing Models 1997 Niel Chris.rar

    本附件包括：
    • Black-Scholes and beyond~ Option Pricing Models 1997 Niel Chris.chm
  • 3.71 MB
  • 2011-9-3

  • Financial Theory.rar
       Financial Theory and Corporate Policy

    本附件包括：
    • ICMF473_Financial Theory_T6_Pricing Contingent Claims-Option Pricing Theory and Evidence.pptx
    • 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_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

  • 5.rar

    本附件包括：
    • Value-at-Risk.pdf
    • Term structure of interest rates.pdf
    • Binomial term structure models.pdf
    • Black-Scholes and exotic options.pdf
    • The binomial option pricing model.pdf
  • 1.39 MB
  • 2011-5-26

  • 1.rar

    本附件包括：
    • Option Pricing Mathematical Models and Computation.pdf
  • 13.28 MB
  • 2011-3-22

  • s Option Pricing Models - Exposition and Appraisal.rar

    本附件包括：
    • Vinzenz Bronzin's Option Pricing Models - Exposition and Appraisal.pdf
  • 5.01 MB
  • 2011-2-12

  • option pricing.rar

    本附件包括：
    • OP_chap_two_add_training.pdf
    • OP_chap_eight.pdf
    • OP_chap_five.pdf
    • OP_chap_four.pdf
    • OP_chap_one.pdf
    • OP_chap_seven.pdf
    • OP_chap_six.pdf
    • OP_chap_ten.pdf
    • OP_chap_three.pdf
    • OP_chap_two.pdf
  • 2.72 MB
  • 2010-10-21

  • Achdou Y., Pironneau O. Computational methods for option pricing.rar
       DJV格式，比较小，要用专门阅读器

    本附件包括：
    • Achdou Y., Pironneau O. Computational methods for option pricing (SIAM, 2005)(ISBN 0898715733)(T)(O)(316s)_MVspf_.djvu
  • 3.05 MB
  • 2010-8-31

  • Computational Methods for Option Pricing.rar
       pdf格式

    本附件包括：
    • Computational Methods for Option Pricing.pdf
  • 11.28 MB
  • 2010-8-31

  • abbr_67f40874e1f4aa32784beef8c0aa31cf.rar

    本附件包括：
    • Achdou Y., Pironneau O. Computational methods for option pricing (SIAM, 2005)(ISBN 0898715733)(T)(O)(316s)_MVspf_.djvu
  • 3.05 MB
  • 2010-8-31

  • Computational Methods for Option Pricing.rar

    本附件包括：
    • Computational Methods for Option Pricing.pdf
  • 11.28 MB
  • 2010-8-31

  • Theory of Rational Option Pricing.rar

    本附件包括：
    • Theory of Rational Option Pricing.pdf
  • 785.32 KB
  • 2010-6-23

  • COS method.pdf
       Cosine transform for option pricing

  • 378.63 KB
  • 2010-5-26

  • 1990 to 1999.rar

    本附件包括：
    • 1997 Empirical Performance Of Alternative Option Pricing Models.pdf
    • 1998 Market Efficiency, Long-Term Returns, And Behavioral Finance.pdf
    • 1998 Nonparametric Efficiency Testing Of Asian Stock Markets Using Weekly Data.pdf
    • 1990 Habit Formation-A Resolution Of The Equity Premium Puzzle.pdf
    • 1990 Lcapital Asset Prices With And Without Negative Holdings.pdf
    • 1990 Predicting Stock Returns In An Efficient Market.pdf
    • 1990 Price Reversals, Bid-Ask Spreads, And Market Efficiency.pdf
    • 1991 Efficient Capital Markets-II.pdf
    • 1992 Financial Market Efficiency Tests.pdf
    • 1992 The Cross-Section Of Expected Stock Returns.pdf
    • 1993 A Test Of Efficiency For The S&P Index Option Market Using Variance Forecasts.pdf
    • 1993 Common Risk Factors In The Returns On Stocks And Bonds.pdf
    • 1993 Privileged Traders And Asset Market Efficiency-A Laboratory Study.pdf
    • 1993 Returns To Buying Winners And Selling Losers-Implications For Stock Market Efficiency.pdf
    • 1993 Stock Markets Volatility Efficiency And Tests-A Survey.pdf
    • 1994 Behavioral Capital Asset Pricing Theory.pdf
    • 1994 Internal Versus External Capital Markets.pdf
    • 1995 Measurement Of Market Integration And Arbitrage.pdf
    • 1996 Evaluating Fund Performance In A Dynamic Market.pdf
    • 1996 Multifactor Explanations Of Asset Pricing Anomalies.pdf
    • 1996 The Spirit Of Capitalism And Stock-Market Prices.pdf
    • 1997 Anomalies-The Equity Premium Puzzle.pdf
    • 1997 Market Efficiency, Long-Term Returns, And Behavioral Finance.pdf
    • 1997 Measuring The Efficiency Of Capital Allocation In Commercial Banking.pdf
    • 1997 Stock Market Efficiency And Economic Efficiency-Is There A Connection.pdf
    • 1997 The Limits Of Arbitrage.pdf
  • 26.02 MB
  • 2010-5-5

  • 7.rar

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

  • 5.rar

    本附件包括：
    • Empirical Performance of Alternative Option Pricing Models.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
    • 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

  • 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

  • 3.rar

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

  • 1990 to 1999.rar

    本附件包括：
    • 1997 Empirical Performance Of Alternative Option Pricing Models.pdf
    • 1998 Market Efficiency, Long-Term Returns, And Behavioral Finance.pdf
    • 1998 Nonparametric Efficiency Testing Of Asian Stock Markets Using Weekly Data.pdf
    • 1990 Habit Formation-A Resolution Of The Equity Premium Puzzle.pdf
    • 1990 Lcapital Asset Prices With And Without Negative Holdings.pdf
    • 1990 Predicting Stock Returns In An Efficient Market.pdf
    • 1990 Price Reversals, Bid-Ask Spreads, And Market Efficiency.pdf
    • 1991 Efficient Capital Markets-II.pdf
    • 1992 Financial Market Efficiency Tests.pdf
    • 1992 The Cross-Section Of Expected Stock Returns.pdf
    • 1993 A Test Of Efficiency For The S&P Index Option Market Using Variance Forecasts.pdf
    • 1993 Common Risk Factors In The Returns On Stocks And Bonds.pdf
    • 1993 Privileged Traders And Asset Market Efficiency-A Laboratory Study.pdf
    • 1993 Returns To Buying Winners And Selling Losers-Implications For Stock Market Efficiency.pdf
    • 1993 Stock Markets Volatility Efficiency And Tests-A Survey.pdf
    • 1994 Behavioral Capital Asset Pricing Theory.pdf
    • 1994 Internal Versus External Capital Markets.pdf
    • 1995 Measurement Of Market Integration And Arbitrage.pdf
    • 1996 Evaluating Fund Performance In A Dynamic Market.pdf
    • 1996 Multifactor Explanations Of Asset Pricing Anomalies.pdf
    • 1996 The Spirit Of Capitalism And Stock-Market Prices.pdf
    • 1997 Anomalies-The Equity Premium Puzzle.pdf
    • 1997 Market Efficiency, Long-Term Returns, And Behavioral Finance.pdf
    • 1997 Measuring The Efficiency Of Capital Allocation In Commercial Banking.pdf
    • 1997 Stock Market Efficiency And Economic Efficiency-Is There A Connection.pdf
    • 1997 The Limits Of Arbitrage.pdf
  • 26.02 MB
  • 2010-3-24

  • Asset Pricing2.rar

    本附件包括：
    • Option Pricing：A Simplified Approach.doc
    • Option Pricing-A Simplified Approach.pdf
    • 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
    • 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：
    • Changes of Numéraire, Changes of Probability Measure and Option Pricing.pdf
    • 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
    • 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

  • Option Pricing and Portfolio Optimization.rar
       Option Pricing and Portfolio Optimization

    本附件包括：
    • Option Pricing and Portfolio Optimization.djvu
  • 2.37 MB
  • 2009-11-29

  • Java Methods for Financial Engineering.rar

    本附件包括：
    • Analytical Option Pricing Methods.pdf
    • Complex Conditional Options.pdf
    • Conditional Options.pdf
    • Digital Options.pdf
    • Double Barrier Options.pdf
    • Duration.pdf
    • front-matter.pdf
    • Futures.pdf
    • Interest Rate Calculations.pdf
    • Interest Rate Derivatives.pdf
    • Introduction.pdf
    • Modelling Stock Prices.pdf
    • Options.pdf
    • Other Exotics.pdf
    • Sensitivity Measures (The ‘Greeks’).pdf
    • Special Case Barrier Options.pdf
    • The Binomial Model.pdf
    • back-matter.pdf
    • Barrier Type Options.pdf
    • Bonds.pdf
  • 5.77 MB
  • 2009-9-30

  • 325547.pdf
       [下载] Why We Have Never Used the Black-Scholes-Merton Option Pricing Formula

  • 267.74 KB
  • 2009-5-14

  • 322877.pdf
       [下载]Exotic Option Pricing and Advanced Levy Models (Wilmott Collection)

  • 13.49 MB
  • 2009-5-7

  • 322870.pdf
       [下载]Computational Methods for Option Pricing

  • 32.98 MB
  • 2009-5-7

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

    本附件包括：
    • Two-State Option Pricing, pp. 1093-1110.pdf
    • 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
    • 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

  • 322185.pdf
       帝国理工金融工程课件(option pricing math)

  • 1.13 MB
  • 2009-5-6

  • 322184.pdf
       帝国理工金融工程课件(option pricing math)

  • 1.64 MB
  • 2009-5-6

  • 322181.rar
       帝国理工金融工程课件(option pricing math)

  • 10.88 MB
  • 2009-5-6

  • 322172.pdf
       帝国理工金融工程课件(option pricing math)

  • 357.62 KB
  • 2009-5-6

  • 321236.pdf
       Option Pricing in Fractional Brownian Markets

  • 2.22 MB
  • 2009-5-2

  • 319043.pdf
       [下载] The Complete Guide to Option Pricing Formulas

  • 8.79 MB
  • 2009-4-26

  • 316330.rar
       [下载]Option Pricing Models with Excel-VBA

    本附件包括：
    • Option_Pricing_Models.pdf
  • 10.83 MB
  • 2009-4-17

  • 289827.rar
       [下载]CQF教程之七_The Complete Guide to Option Pricing Formulas

  • 2.83 MB
  • 2009-2-1

  • 289826.rar
       [下载]CQF教程之七_The Complete Guide to Option Pricing Formulas

  • 3.2 MB
  • 2009-2-1

  • 289825.rar
       [下载]CQF教程之七_The Complete Guide to Option Pricing Formulas

  • 3.2 MB
  • 2009-2-1

  • 289749.rar
       [下载]CQF教程之七_The Complete Guide to Option Pricing Formulas

  • 2.83 MB
  • 2009-2-1

  • 289748.rar
       [下载]CQF教程之七_The Complete Guide to Option Pricing Formulas

  • 3.2 MB
  • 2009-2-1

  • 289747.rar
       [下载]CQF教程之七_The Complete Guide to Option Pricing Formulas

  • 3.2 MB
  • 2009-2-1

  • 289687.rar
       [下载]CQF随书光盘之3_OPTION PRICING FORMULAS

  • 2.68 MB
  • 2009-1-31

  • 286507.pdf
       【下载】全新书籍：The Complete Guide to Option Pricing Formulas (2nd edition)

  • 9.98 MB
  • 2009-1-16

  • 278512.pdf
       Theory of Rational Option Pricing Merton 1973

  • 1.14 MB
  • 2008-12-19

  • 274350.pdf
       The adaptive mesh model A new approach to efficient option pricing

  • 526 KB
  • 2008-12-8

  • 269805.pdf
       Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing

  • 2.61 MB
  • 2008-11-24

  • 263613.pdf
       [下载] Advanced Methods in Option Pricing

  • 2.54 MB
  • 2008-11-5

  • 257130.rar
       [下载]金融计量经济学手册 Handbook of Financial Econometrics

    本附件包括：
    • 12.Option Pricing Bounds and Statistical Uncertainty.pdf
    • 18.The Econometrics of Option Pricing.pdf
    • 4.Estimating Functions for Discretely Sampled Diffusion-Type Models.pdf
    • 5.Exotic Options and Levy Processes.pdf
    • 6.Heterogeneity and Portfolio Choice Theory and Evidence.pdf
    • 7.Inference for Stochastic Processes.pdf
    • 8.MCMC Methods for Continuous-Time Financial Econometrics.pdf
    • 9.Measuring and Modeling Variation in the Risk-Return Tradeoff.pdf
    • 10.Nonstationary Continuous-Time Processes.pdf
    • 11.Operator Methods for Continuous-Time Markov Processes.pdf
    • 13.Parametric and Nonparametric Volatility Measurement.pdf
    • 14.Portfolio Choice Problems.pdf
    • 15.Simulated Score Methods and Indirect Inference for Continuous-time Models.pdf
    • 16.Stock Market Trading Volume.pdf
    • 17.The Analysis of the Cross Section of Security Returns.pdf
    • 19.Value at Risk.pdf
    • 1.A Theory of the Term Structure of Interest Rates1985.pdf
    • 2.Affine Term Structure Models.pdf
    • 3.Analysis of High Frequency Data.pdf
  • 14.39 MB
  • 2008-10-17

  • 250068.pdf
       Monte Carlo Option Pricing

  • 3.38 MB
  • 2008-9-24

  • 246666.rar
       金融随机过程

    本附件包括：
    • 19791201Two-State Option Pricing, pp. 1093-1110.pdf
    • assign1.pdf
    • Assign2.pdf
    • exam99.pdf
    • FiniteDif.xls
    • Gamma.xls
    • 数量金融讲坛.doc
    • midterm98.pdf
    • midterm99.pdf
    • riskstoc.pdf
    • sol2.pdf
    • sol3.pdf
    • sol45.pdf
    • SolExam98.pdf
    • SolExam99.pdf
    • Solmidterm99.pdf
    • StCalc1.pdf
    • StCalc2.pdf
    • StCalc3.pdf
    • StCalc4.pdf
    • StCalc5.pdf
    • StCalc7.pdf
    • StCalc8.pdf
    • StCalc9.pdf
    • StCalc10.pdf
    • stochastic.pdf
    • 文章顺序.jpg
  • 2.34 MB
  • 2008-9-14

  • 246415.pdf
       Option pricing E. Richard Percy, Jr

  • 1.07 MB
  • 2008-9-13

  • 245133.pdf
       学习金融编程的好书： Option pricing models and volatility using Excel-VBA

  • 14.53 MB
  • 2008-9-8

  • 235502.pdf
       [下载]Option Pricing: Mathematical Models and Computation

  • 14.48 MB
  • 2008-8-10

  • 232171.pdf
       The Complete Guide to Option Pricing Formulas [Ebook and Excel resource]

  • 9.98 MB
  • 2008-7-31

  • 231987.rar
       Excel sources in The Complete Guide to Option Pricing Formulas

  • 2.68 MB
  • 2008-7-30

  • 226062.rar
       期权定价的蒙特卡罗模型（EXCEL）

    本附件包括：
    • Monte Carlo Simulation Model for Option Pricing.xls
  • 13.31 KB
  • 2008-7-10

  • 222533.rar
       [分享]金融计量经济学手册

    本附件包括：
    • Option Pricing Bounds and Statistical Uncertainty.pdf
    • The Econometrics of Option Pricing.pdf
    • Heterogeneity and Portfolio Choice Theory and Evidence.pdf
    • Inference for Stochastic Processes.pdf
    • MCMC Methods for Continuous-Time Financial Econometrics.pdf
    • Measuring and Modeling Variation in the Risk-Return Tradeoff.pdf
    • Nonstationary Continuous-Time Processes.pdf
    • Operator Methods for Continuous-Time Markov Processes.pdf
    • Parametric and Nonparametric Volatility Measurement.pdf
    • Portfolio Choice Problems.pdf
    • Simulated Score Methods and Indirect Inference for Continuous-time Models.pdf
    • Stock Market Trading Volume.pdf
    • The Analysis of the Cross Section of Security Returns.pdf
    • Value at Risk.pdf
    • Affine Term Structure Models.pdf
    • Analysis of High Frequency Data.pdf
    • Estimating Functions for Discretely Sampled Diffusion-Type Models.pdf
    • Exotic Options and Levy Processes.pdf
  • 12.55 MB
  • 2008-6-25

  • 222495.rar
       Option Pricing: Mathematical Models and Computation

    本附件包括：
    • Option Pricing Mathematical Models and Computation.pdf
  • 13.27 MB
  • 2008-6-25

  • 222339.rar
       Binomial Models in Finance

    本附件包括：
    • 7.American and Exotic Option Pricing.pdf
    • The Binomial Model for Other Contracts.pdf
    • 2.pdf
    • 5.Hedging.pdf
    • 6.Forward and Futures Contracts.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

  • 221552.rar
       monte carlo 期权定价excel程序

    本附件包括：
    • Option Pricing via Monte Carlo Simulation.xls
  • 707.89 KB
  • 2008-6-21

  • 211869.pdf
       100求助好人下载英文文献：Option pricing and hedging with minimum local expected shortfall

  • 279.85 KB
  • 2008-5-11

  • 209217.pdf
       [下载]Option Pricing Models and Volatility Using Excel-VBA

  • 14.53 MB
  • 2008-4-30

  • 201380.rar
       [下载]Monte Carlo Simulation Model for Option Pricing(excel 文档)

    本附件包括：
    • MC_Antithetic_Monthly.xls
  • 13.27 KB
  • 2008-3-27

  • 199467.pdf
       barrier option pricing

  • 359.04 KB
  • 2008-3-20

  • 193032.rar
       [原创]2008年即将发表的风险管理(Risk Management)英文原版文献（首期25篇，有人响应再后续150篇

    本附件包括：
    • A dynamic stochastic programming model for international portfolio management.pdf
    • Small transaction cost asymptotics and dynamic hedging.pdf
    • Feature Cluster Operational Research for Risk Management.pdf
    • An inverse problem of determining the implied volatility in option pricing.pdf
    • Asset and liability modelling for participating policies with guarantees.pdf
    • Informing risk-mitigation priorities using uncertainty measures derived from heterogeneous expert panels A demonstration using foodborne pathogens.pdf
    • The risk of second-tier supplier failures in serial supply chains Implications for order policies and distributor autonomy.pdf
    • How should the cost of joint risk capital be allocated for performance measurement.pdf
    • A minimal repair replacement model with two types of failure and a safety constraint.pdf
    • Corporate international diversification and the cost of equity European evidence.pdf
    • Project risk management practice The case of a South African utility company.pdf
    • Risk perception and Bayesian analysis of international construction contract risks The case of payment delays in a developing economy.pdf
    • Evaluation of insurance products with guarantee in incomplete markets.pdf
    • On the distribution tail of an integrated risk model A numerical approach.pdf
    • The quality of food risk management in Europe Perspectives and priorities.pdf
    • Dynamics of supply chain networks with corporate social responsibility through integrated environmental decision-making.pdf
    • Endocrine disrupting pesticides Implications for risk assessment.pdf
    • Day-ahead price forecasting in restructured power systems using artificial neural networks.pdf
    • An intelligent data collection tool for chemical safety risk assessment.pdf
    • Application of the Beck model to stock markets Value-at-Risk and portfolio risk assessment.pdf
    • A statistical study on temporary work and occupational accidents Specific risk factors and risk management strategies.pdf
    • A reliability model for assessing the risk of termite attack on housing in Australia.pdf
    • Active portfolio management with benchmarking Adding a value-at-risk constraint.pdf
    • A web-based integrated system for international project risk management.pdf
  • 10.26 MB
  • 2008-2-17

  • 184505.rar
       [下载]发点期权定价跳跃过程的经典文章，希望版主给点钱买东西

    本附件包括：
    • A Jump-Diffusion Model for Option Pricing.pdf
    • http___www.jstor.org_cgi-A General Derivation of the Jump Process Option Pricing Formula.pdf
    • Option Pricing - A Simplified Approach.doc
    • A SIMPLE OPTION FORMULA FOR GENERAL JUMP-DIFFUSION AND OTHER EXPONENTIAL LéVY PROCESSES.pdf
    • option pricing when underlying stock returns are discontinuous.pdf
    • the valuation of options for alternative stochastic processes.pdf
    • 基于跳跃过程的指数期权模型.pdf
    • the pricing of options for jump processes.pdf
    • Amin（1993）-Jump Diffusion Option Valuation in Discrete Time.pdf
  • 4.84 MB
  • 2007-12-27

  • 182893.pdf
       求:翻译OPTION PRICING BY ESSCHER TRANSFORMS等等

  • 3.06 MB
  • 2007-12-19

  • 178603.pdf
       Option Pricing Models and Volatility Using Excel-VBA

  • 14.53 MB
  • 2007-11-30

  • 172436.pdf
       [下载]Option Pricing Model & Volatility 所有VBA程序和template

  • 14.53 MB
  • 2007-11-10

  • 172433.rar
       [下载]Option Pricing Model & Volatility 所有VBA程序和template

  • 4.56 MB
  • 2007-11-10

  • 172430.rar
       [下载]Option Pricing Model & Volatility 所有VBA程序和template

  • 114.08 KB
  • 2007-11-10

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

    本附件包括：
    • Lect 11 Option Pricing.PDF
    • Lect 8 Market Efficiency.pdf
    • Lect 9 Valuation of Equity.pdf
    • Lect 10 Forward and Future.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

  • 166904.pdf
       Reading assignment:Empirical Performance of Alternative Option Pricing Models

  • 996.71 KB
  • 2007-10-22

  • 162570.pdf
       3 paper which built up the modern theory of option pricing

  • 448.8 KB
  • 2007-10-8

  • 162569.pdf
       3 paper which built up the modern theory of option pricing

  • 5.69 MB
  • 2007-10-8

  • 162568.pdf
       3 paper which built up the modern theory of option pricing

  • 1.76 MB
  • 2007-10-8

  • 162197.pdf
       老师给的Reading Assignment：Option Pricing: A simplified approach，附我的读后感

  • 623.54 KB
  • 2007-10-7

  • 162195.pdf
       老师给的Reading Assignment：Option Pricing: A simplified approach，附我的读后感

  • 623.54 KB
  • 2007-10-7

  • 133384.pdf
       [下载]Option Pricing Models and Volatility Using Excel VBA 2007

  • 14.53 MB
  • 2007-7-6

  • 126746.rar
       Option Pricing Models and Volatility Using Excel-VBA

    本附件包括：
    • bbl.nfo
    • 0471794643_Wiley_-_Option.Pricing.Models.and.Volatility.Using.Excel.VBA.Apr.2007.pdf
    • MobilesBurn.url
    • VDO Funny.url
    • www.eBooks-share.info.url
  • 10.83 MB
  • 2007-6-16

  • 126423.rar
       Option Pricing Models and Volatility Using Excel-VBA

    本附件包括：
    • bbl.nfo
    • 0471794643_Wiley_-_Option.Pricing.Models.and.Volatility.Using.Excel.VBA.Apr.2007.pdf
    • MobilesBurn.url
    • VDO Funny.url
    • www.eBooks-share.info.url
  • 10.83 MB
  • 2007-6-15

  • 118847.rar
       good

    本附件包括：
    • option pricing.mp3
  • 481.33 KB
  • 2007-5-22

  • 111659.zip
       国外论文：A Path Integral Approach to Option Pricing with Stochastic VolatilitySome Exact

    本附件包括：
    • Baaquie97a.ps
  • 75.79 KB
  • 2007-4-28

  • 95897.pdf
       [下载]Option Pricing Valuation Models and Applications

  • 379.43 KB
  • 2007-3-6

  • 93407.pdf
       [分享]OPTION PRICING MODELS WITH JUMPS INTEGRO-DIFFERENTIAL EQUATIONS AND INVERSE PROBLEM

  • 210.7 KB
  • 2007-2-27

  • 84966.rar
       求paper: Changes of Numeraire, Geman写的

    本附件包括：
    • Changes of Numeraire, Changes of Probability Measure and Option Pricing.pdf
  • 320.4 KB
  • 2007-1-16

  • 80793.pdf
       [下载]Quasi Monte carlo for option pricing（英文31页）

  • 1.2 MB
  • 2006-12-27

  • 69980.rar
       Option Pricing: A Simplified Approach----john c.cox

    本附件包括：
    • Option Pricing - A Simplified Approach.doc
  • 106.8 KB
  • 2006-11-2

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

    本附件包括：
    • Lect 11 Option Pricing.PDF
    • Lect 8 Market Efficiency.pdf
    • Lect 9 Valuation of Equity.pdf
    • Lect 10 Forward and Future.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

  • 66790.pdf
       option pricing kernel and ICAPM

  • 214.98 KB
  • 2006-10-10

  • 59826.zip
       Harvard Business School - Robert Merton- Application of Option Pricing Theory 25 Years La

    本附件包括：
    • Application of Option Pricing Theory- 25 Years Later - Robert Merton.pdf
  • 5.39 MB
  • 2006-8-4

  • 55514.rar
       现代金融经典文献必读22篇(从CAPM、期权到行为金融)(陈志武北大授课推荐的金融必读文献)4-4

    本附件包括：
    • Theory of Rational Option Pricing.pdf
    • The Pricing of Options and Corporate Liabilities.pdf
    • The Spirit of Capitalism and Stock-Market Prices.pdf
    • Returns to Buying Winners and Selling Losers.pdf
    • The Cost of Capital, Corporation Finance and the Theory of Investment.pdf
    • The Limits of Arbitrage.pdf
  • 16.2 MB
  • 2006-6-14

  • 55485.rar
       现代金融经典文献必读22篇(从CAPM、期权到行为金融)(陈志武北大授课推荐的金融必读文献)4-2

    本附件包括：
    • Empirical Performance of Alternative Option Pricing Models.pdf
    • Contrarian Investment, Extrapolation, and Risk.pdf
    • Continuous-Time Methods in Finance.pdf
  • 13.3 MB
  • 2006-6-13

  • 51802.rar

    本附件包括：
    • Analyzing Convertible Securities.pdf
    • A Continuous Time Approach to the Pricing of Bonds.pdf
    • Option pricing A simplified approach.pdf
    • Inside the black Box,Credit Channel of Monetary Policy Transmission.pdf
    • Its Baaack Japan's Slump AND Return of the Liquidity Trap.pdf
    • notes on the economics of infinity.pdf
    • Private and Public Supply of Liquidity.pdf
    • Public Debt and Private Liquidity.pdf
    • Recent Developments in Modeling Financial Intermediation.pdf
    • Some Unpleasant Monetarist Arithmetic.pdf
    • Thefinancial accelerator in a quantitative business cycle framework.pdf
    • 汇率规避.pdf
  • 15.83 MB
  • 2006-5-8

  • 51180.rar
       Option Pricing, Arbitrage and Martingales

    本附件包括：
    • arbitrage4.pdf
  • 131.27 KB
  • 2006-5-4

  • 50993.pdf
       下载Option pricing: a simplified approach, Cox, Rubinstein and Ross

  • 293.69 KB
  • 2006-5-2

  • 25626.rar
       [下载] Theory of rational opion pricing

    本附件包括：
    • Merton, Robert - Theory of Rational Option Pricing.pdf
  • 3.58 MB
  • 2005-9-8

  • 19586.rar
       [分享]Option Pricing: a simplified approach

    本附件包括：
    • cox_ross_rubinstein.doc
  • 109.37 KB
  • 2005-7-16

  • 19531.rar
       Option Pricing: A Simplified Approach（COX、ROSS的大作

    本附件包括：
    • Option Pricing：A Simplified Approach(cox ross rubinstein).doc
  • 106.88 KB
  • 2005-7-15

  • 18628.rar
       smth 一网友写的 我心目中的10大经典金融论文

    本附件包括：
    • Theory of Rational Option Pricing.pdf
  • 1.02 MB
  • 2005-7-5

  • 17646.rar
       回复：呵呵

    本附件包括：
    • Time-dependent Hurst exponent in financial time series.pdf
    • A comment on measuring the Hurst exponent of financial time series.pdf
    • Can one make any crash prediction in finance using the local Hurst exponent idea.pdf
    • Are Hurst exponents estimated from short or irregular time series meaningful.pdf
    • testing the assertion that emerging markets are becoming more efficient.pdf
    • Long-range correlations and nonstationarity in the Brazilian stock market.pdf
    • Option pricing of fractional version of the Black–Scholes model with Hurst exponent H being in.pdf
  • 2.27 MB
  • 2005-6-23

  • 12850.rar
       Cox, J. C., Ross, S. A., Rubinstein, M.(1979) Option Pricing: A Simplified Approach

    本附件包括：
    • cox_ross_rubinstein.doc
  • 106.79 KB
  • 2005-4-22

  • 10806.rar
       Handbook of Financial Econometrics（2004）

    本附件包括：
    • Option Pricing Bounds and Statistical Uncertainty.pdf
    • The Econometrics of Option Pricing.pdf
    • MCMC Methods for Continuous-Time Financial Econometrics.pdf
    • Measuring and Modeling Variation in the Risk-Return Tradeoff.pdf
    • Nonstationary Continuous-Time Processes .pdf
    • Operator Methods for Continuous-Time Markov Processes.pdf
    • Parametric and Nonparametric Volatility Measurement.pdf
    • Portfolio Choice Problems.pdf
    • Simulated Score Methods and Indirect Inference for Continuous-time Models.pdf
    • Stock Market Trading Volume.pdf
    • The Analysis of the Cross Section of Security Returns.pdf
    • Value at Risk.pdf
    • 新建 文本文档.txt
    • Affine Term Structure Models.pdf
    • Analysis of High Frequency Data.pdf
    • Estimating Functions for Discretely Sampled Diffusion-Type Models.pdf
    • Exotic Options and Levy Processes.pdf
    • Heterogeneity and Portfolio Choice_ Theory and Evidence.pdf
    • Inference for Stochastic Processes.pdf
  • 12.81 MB
  • 2005-3-24

  • 7768.rar
       Option Pricing: A Simplified Approach

    本附件包括：
    • cox_ross_rubinstein.doc
  • 106.79 KB
  • 2005-1-13

  • 3264.rar
       Handbook of Financial Econometrics

    本附件包括：
    • The Econometrics of Option Pricing.pdf
  • 623.53 KB
  • 2004-11-18

  • 762.rar
       The history of finance-Miller

    本附件包括：
    • the theory of rational option pricing.pdf
  • 3.58 MB
  • 2004-7-10
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