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金融经济学：北大大三上学习资料.rar
金融经济学+Security Markets Stochastic Models - 95.49 MB
- 2022-2-4
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Advances in Economic Theory.rar
本附件包括：- Chapter 1 - Behavior under risk recent developments in theory and applications.pdf
- Chapter 8 - Infinite-dimensional equilibrium theory discussion of Jones.pdf
- Chapter 7 - Equilibrium in competitive, infinite dimensional settings.pdf
- Chapter 6 - Endogenous fluctuations.pdf
- Chapter 5 - Incomplete financial markets and indeterminacy of competitive equilibrium.pdf
- Chapter 4 - The nature of incomplete security markets.pdf
- Chapter 3 - Collusion and the theory of organizations.pdf
- Chapter 2 - Financial contracting theory.pdf
- 21.08 MB
- 2019-9-17
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A rolling test of granger causality between the Finnish and Japanese security markets.pdf
- 611.98 KB
- 2013-2-17
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投资学.rar
韦伯兹迪的投资学本附件包括：- Chapter7 Capital Asset Pricing and Arbitrage Pricing Theory.ppt
- Chapter8 Efficient Markets and the Behavioral Critique.ppt
- Chapter9 Bonds Prices and Yields.ppt
- Chapter10 Managing Bond Portfolio.ppt
- Chapter11 Macroeconomic and industry analysis.ppt
- Chapter12 Equity Valuation.ppt
- Chapter13 Financial Statement Analysis.ppt
- Chapter14 Options Markets.ppt
- Chapter15 Option Valuation.ppt
- Chapter16 Futures Markets.ppt
- Chapter17 Performance Evaluation and Active Portfolio Management.ppt
- Chapter19 Behavioral Finance and Technical Analysis.ppt
- Chapter21 Investors and the Investment Process.ppt
- Chapter 1.doc
- Chapter 1 Answers.doc
- Chapter 2.doc
- Chapter 2 Answers.doc
- Chapter 3 Answers.doc
- Chapter 4.doc
- Chapter 4 Answers.doc
- Chapter 5 solution manual.ppt
- Chapter 6 solution manual.ppt
- Chapter 7 solution mamual.ppt
- Chapter 8 solution mamual.ppt
- Chapter 9 solution mamual.ppt
- Chapter 10 solution mamual.ppt
- Chapter1 Investments Background and Issues.ppt
- Chapter2 Financial Securities.ppt
- Chapter3 Security Markets.ppt
- Chapter4 Mutual Funds and Other Investment Companies.ppt
- Chapter5 Risk and Return Past and Prologue.ppt
- Chapter6 Efficient Diverdification.ppt
- 17.45 MB
- 2011-4-6
- 3.96 MB
- 2010-6-9
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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
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本附件包括：
- Martingales and Stochastic Integrals in the Theory of Continuous Trading.pdf
- A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options.pdf
- A stochastic calculus model of continuous trading.pdf
- A stochastic calculus model of continuous trading_ complete markets.pdf
- A Stochastic Calculus Model of Continuous Trading_Optimal Portfolios.pdf
- A Theory of the Term Structure of Interest Rates.pdf
- a variational problem arising in financial economics.pdf
- An equilibrium characterization of the term structure.pdf
- An intertemporal asset pricing model with stochastic consumption and investment opportunities.pdf
- an intertemporal capital asset pricing model.pdf
- Arbitrage in fractional Brownian motion models.pdf
- Arbitrage with Fractional Brownian Motion.pdf
- Bond Pricing and the Term Structure of Interest Rates.pdf
- Bond pricing and the term structure of interest rates_ a discrete time approximation.pdf
- Bond Pricing and the Term Structure of Interest Rates_A Discrete Time Approximation.pdf
- Bond Pricing and the Term Structure of Interest Rates_A New Methodology for Contingent Claims Valuation.pdf
- Capital Asset Prices.pdf
- Capital Market Equilibrium with Restricted Borrowing.pdf
- Changes of Numéraire, Changes of Probability Measure and Option Pricing.pdf
- Comments on the life and mathematical legacy of Wolfgang Doeblin.pdf
- Common risk factors in the returns on stocks and bonds.pdf
- Efficient Capital Markets and Martingales.pdf
- Erratum.pdf
- Existence of an Equilibrium for a Competitive Economy.pdf
- Forward contracts and futures contracts.pdf
- From Discrete- to Continuous-Time Finance.pdf
- Lifetime portfolio selection under uncertainty_The continuous-time case.pdf
- Liquitidty Preference as behavior towards risk.pdf
- Martingales and arbitrage in multiperiod security markets.pdf
- 34.65 MB
- 2009-12-13
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本附件包括：
- Security Markets.djvu
- 3.48 MB
- 2009-10-24
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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
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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
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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
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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
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181135.pdf
security markets - stochastic models，duffie（1988）的另一本经典数理金融教材 - 25.07 MB
- 2007-12-12
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181132.pdf
security markets - stochastic models，duffie（1988）的另一本经典数理金融教材 - 2.07 MB
- 2007-12-12
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