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  • 课件.rar

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

  • instrument technical doc.zip

    本附件包括：
    • bond_futures.pdf
    • bond_futures_options.pdf
    • bond_options.pdf
    • BonusCertificates.pdf
    • CapitalProtection.pdf
    • CapitalProtectionWithCoupon.pdf
    • caps_floors_and_collars.pdf
    • cash.pdf
    • cash_flow_stream.pdf
    • cds_index_option.pdf
    • cds_options.pdf
    • CliquetOption.pdf
    • CMS_spread_options.pdf
    • coco.pdf
    • commodity.pdf
    • commodity_average_rate_options.pdf
    • commodity_future_average_rate_options.pdf
    • commodity_future_options.pdf
    • commodity_futures.pdf
    • commodity_options.pdf
    • commodity_swaps.pdf
    • CommodityAverageRateOptionMR.pdf
    • CommodityDoubleBarrier.pdf
    • CommodityFutureGenericBarrierOption.pdf
    • CommodityFutureOptionMR.pdf
    • CommodityFuturesSpreadOptionMR.pdf
    • CommodityGenericBarrierOption.pdf
    • CommodityIndexSwapFutures.pdf
    • CommodityOptionMR.pdf
    • CommodityRollingFuturesAverageRateOption.pdf
    • CommoditySingleBarrier.pdf
    • ContingentSwaption.pdf
    • convertible_bond.pdf
    • convertible_bond_option.pdf
    • credit_default_swaps.pdf
    • credit_default_swaps_revisited.pdf
    • credit_index.pdf
    • credit_index_revisited.pdf
    • DiscountCertificates.pdf
    • DSF.pdf
    • DualAssetOption.pdf
    • DualBinaryOption.pdf
    • equity.pdf
    • equity_average_rate_options.pdf
    • equity_future_options.pdf
    • equity_futures.pdf
    • equity_options.pdf
    • equity_swaps.pdf
    • EquityCorrelationSwap.pdf
    • EquityDoubleBarrier.pdf
    • EquityGenericBarrierOption.pdf
    • EquitySingleBarrier.pdf
    • EquityVarianceSwap.pdf
    • forward_vol_agreement.pdf
    • fra.pdf
    • fund.pdf
    • fx_average_rate_options.pdf
    • FX_digital_option.pdf
    • fx_forward.pdf
    • fx_futures.pdf
    • FX_futures_option.pdf
    • FX_option.pdf
    • FXBarrierDigital.pdf
    • FXCorrelationSwap.pdf
    • FXDoubleBarrier.pdf
    • FXGenericBarrierOption.pdf
    • FXSingleBarrier.pdf
    • FXTouchOption.pdf
    • FXVarianceSwap.pdf
    • general_sensitivity_instrument.pdf
    • generic_bond.pdf
    • generic_convertible_bond.pdf
    • generic_convertible_bond_best_practice.pdf
    • GenericPayoffInstrument.pdf
    • HWOneFactorTree.pdf
    • ILB_Extension_of_GB.pdf
    • Inflation_Swap.pdf
    • InflationCapsAndFloors.pdf
    • InflationIndexedLiability.pdf
    • interest_rate_futures_options.pdf
    • IR_Bundle_futures.pdf
    • IR_futures.pdf
    • mandatory_convertible_bond_new.pdf
    • money_market.pdf
    • OutperformanceCertificates.pdf
    • overnight_indexed_swap.pdf
    • PassThroughModels.pdf
    • ReverseConvertible.pdf
    • SecuritizedProductsModelingOverview.pdf
    • SecuritizedTrancheModels.pdf
    • SOFR_Futures.pdf
    • SummaryTable.pdf
    • swap.pdf
    • Swaption.pdf
    • synthetic_CDO.pdf
    • TreasuryLock.pdf
    • UK_index-linked_Gilt.pdf
    • VIX_futures.pdf
    • Warrants.pdf
    • YoY_Inflation_Swap.pdf
    • Australia_New_Zealand_Capital_Index_Bonds.pdf
    • AutoCallableNote.pdf
    • BankLoan.pdf
    • BarrierDiscountCertificates.pdf
    • BDT_swaption_pricing.pdf
  • 83.26 MB
  • 2018-9-21

  • Debt Market.zip
       金融必备

    本附件包括：
    • Debt_Syllabus_FALL_2014.pdf
    • Demand-supply-session-1.pptx
    • Bond_Mathematics-2014.pptx
    • Bond_Mathematics-1-spreadsheet-2014.xlsx
    • Bio of Professor Sundaresan.pdf
    • risk-return-2014.pptx
    • Basel-III-Analysis.pptx
    • credit_channels-2014.pptx
    • SEC Approves Tighter Money Fund Rules - WSJ.pdf
    • PRACTICE QUESTIONS FOR QUIZ 1 - Fall 2014.docx
    • Market Transparency_2014.pptx
    • Dark-pools.pdf
    • Rich-Levin-Cravath-Binder.pdf
    • CB_Tools-2014.pptx
    • CB_Handout_2014.pptx
    • Spread_trade_2014.pptx
    • PRACTICE QUESTIONS FOR QUIZ 2 - Fall 2014.docx
    • Allan_Levin.docx
    • Deepak-bio.docx
    • Spread_trade_2014-1.pptx
    • Debt-auctions-2014.pptx
    • Bond-Math-Duration-2014.pptx
    • Fixed Income Investment Strategies-2014.pptx
    • Bond_Mathematics-1-spreadsheet-2014-1.xlsx
    • repo_spread_trade_solution_2014.xlsx
    • Fixed Income Investment Strategies-2014-1.pptx
    • pension_overview_2014a.pptx
    • MBS_2014.pptx
    • Hbg Report Extract.pdf
    • Ch 11-Ch 9 Comparison.pdf
    • PRACTICE QUESTIONS FOR QUIZ 3-Fall-2014.docx
    • Detroit Emerges From Bankruptcy, Yet Pension Risks Linger - NYTimes.pdf
    • TIPS Columbia 1 Dec 2014 - Final.ppt
    • Metacapital CBS Presentation Nov 19 2014.pptx
    • Interest_rate_swaps_2014.pptx
    • Review_B8308_2014.doc
  • 35.47 MB
  • 2018-1-22

  • Sciencedirect_articles_06Oct2017_07-15-12.447.zip

    本附件包括：
    • CHAPTER-14-Tools-for-Volatility-Engineering-Volatility-Swaps-and-Volatility-Trading_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-4-Engineering-Simple-Interest-Rate-Derivatives_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-20-Principal-Protection-Techniques_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-13-Fixed-Income-Engineering_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-17-Essentials-of-Structured-Product-Engineering_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • Copyright_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-19-Default-Correlation-Pricing-and-Trading_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-10-Options-Engineering-with-Applications_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-1-Introduction_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-7-Dynamic-Replication-Methods-and-Synthetics_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-22-Engineering-of-Equity-Instruments-Pricing-and-Replication_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-15-Volatility-as-an-Asset-Class-and-the-Smile_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-16-Credit-Markets-CDS-Engineering_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-8-Mechanics-of-Options_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-5-Introduction-to-Swap-Engineering_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • References_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • Front-Matter_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • Index_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-3-Cash-Flow-Engineering-and-Forward-Contracts_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-6-Repo-Market-Strategies-in-Financial-Engineering_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • Preface_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-21-Caps-Floors-and-Swaptions-with-an-Application-to-Mortgages_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • Dedication_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-12-Some-Applications-of-the-Fundamental-Theorem_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-11-Pricing-Tools-in-Financial-Engineering_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-2-An-Introduction-to-Some-Concepts-and-Definitions_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-9-Engineering-Convexity-Positions_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
    • CHAPTER-18-Credit-Indices-and-Their-Tranches_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
  • 5.73 MB
  • 2017-10-10

  • 期权波动率交易.zip
       期权波动率交易精彩集锦

    本附件包括：
    • 10、cboe_vix计算白皮书.pdf
    • 11、cboe_skew白皮书.pdf
    • 12、JP Morgan方差互换全面讲解.pdf
    • 1、波动率交易全面讲解_Volatility Trading-(second edition).pdf
    • 2、随机波动率模型和跳_The+Volatility+Surface+A+Practitioner’s+Guide.pdf
    • 3、Parameter risk in black and scholes model_HenrardM.pdf
    • 4、对冲时的波动率选择_wilmott implied vs actual vol for delta hedge.pdf
    • 5、动态对冲_dynamic hedging.pdf
    • 6、三次样条插值参考_Nonparametric regression and generalized linear models.pdf
    • 7、波动率偏度曲线拟合_Fengler's Arbitrage-free Smoothing.pdf
    • 8、vix铺垫论文_option prices, implied price processes and stochasitc volatility.pdf
    • 9、vix原理详解_More than you ever wanted to know about variance swaps.pdf
  • 33.5 MB
  • 2017-5-16

  • 5篇.zip

    本附件包括：
    • Wang_Q，_王倩._The_real_effects_of_credit_default_swaps［J］._HKU_Theses_Online_（HKUTO），_2012..pdf
    • 中国宏观经济结构失衡_理论与实证研究_魏婕.caj
    • 规模扩张和效率损失_政治关联对中国民营企业发展的影响研究_于蔚.caj
    • 贸易自由化_异质性与企业动态_对中国制造业企业的经验研究_毛其淋.caj
    • 量化分析中国宏观金融风险及其演变机制_宫晓琳.caj
  • 58.17 MB
  • 2016-10-27

  • Foundations and Trends in Finance.zip
       共11篇（全）

    本附件包括：
    • Volume 9, Issue 1–2 Credit Default Swaps_A Survey.pdf
    • Volume 6, Issue 1–2 Dynamic Models and Structural Estimation in Corporate Finance.pdf
    • Volume 6, Issue 3 Continuous-Time Linear Models.pdf
    • Volume 6, Issue 4 Theories of Liquidity.pdf
    • Volume 7, Issue 1–2 Accounting for Income Taxes_Primer, Extant Research, and Future Directions.pdf
    • Volume 7, Issue 3 Corporate Restructuring.pdf
    • Volume 7, Issue 4 The Equity Home Bias Puzzle_A Survey.pdf
    • Volume 8, Issue 1 Should Banks' Stress Test Results be Disclosed_An Analysis of the Costs and Benefits.pdf
    • Volume 8, Issue 2 Long Run Relationships in Banking.pdf
    • Volume 8, Issue 3 Text and Context_Language Analytics in Finance.pdf
    • Volume 8, Issue 4 The Empirical Analysis of Liquidity.pdf
  • 13.17 MB
  • 2016-8-3

  • JFE-2016-05-06-07.zip
       JFE最新文献资料

    本附件包括：
    • JFE-2016-05-Adverse selection, slow-moving capital, and misallocation .pdf
    • JFE-2016-05-Asset allocation and monetary policy_ Evidence from the eurozone.pdf
    • JFE-2016-05-Bankruptcy law and bank financing.pdf
    • JFE-2016-05-Discerning information from trade data.pdf
    • JFE-2016-05-Does the geographic expansion of banks reduce risk_.pdf
    • JFE-2016-05-Local financial capacity and asset values_ Evidence from bank failures.pdf
    • JFE-2016-05-Rethinking reversals.pdf
    • JFE-2016-05-Revolving doors on Wall Street.pdf
    • JFE-2016-05-Sentiments, financial markets, and macroeconomic fluctuations.pdf
    • JFE-2016-05-Shareholder nonparticipation in valuable rights offerings_ New findings for an old puzzle.pdf
    • JFE-2016-05-Time-to-produce, inventory, and asset prices.pdf
    • JFE-2016-05-Underwriter deal pipeline and the pricing of IPOs.pdf
    • JFE-2016-06-Does rating analyst subjectivity affect corporate debt pricing_.pdf
    • JFE-2016-06-Indexing and active fund management_ International evidence.pdf
    • JFE-2016-06-Roughing up beta_ Continuous versus discontinuous betas and the cross section of expected stock returns.pdf
    • JFE-2016-06-Taxes and bank capital structure.pdf
    • JFE-2016-06-The causal effect of option pay on corporate risk management.pdf
    • JFE-2016-06-The commitment problem of secured lending.pdf
    • JFE-2016-06-The leverage externalities of credit default swaps.pdf
    • JFE-2016-06-The value of a good credit reputation_ Evidence from credit card renegotiations.pdf
    • JFE-2016-06-Why do firms use high discount rates.pdf
    • JFE-2016-06-Why does the option to stock volume ratio predict stock returns.pdf
    • JFE-2016-07-Accruals, cash flows, and operating profitability in the cross.pdf
    • JFE-2016-07-Borrower protection and the supply of credit_ Evidence from foreclosure laws.pdf
    • JFE-2016-07-Does variance risk have two prices_ Evidence from the equity and option markets.pdf
    • JFE-2016-07-Have we solved the idiosyncratic volatility puzzle.pdf
    • JFE-2016-07-How costly is corporate bankruptcy for the CEO.pdf
    • JFE-2016-07-Liquidity, resiliency and market quality around predictable trades_ Theory and evidencE.pdf
    • JFE-2016-07-Passive investors, not passive owners.pdf
    • JFE-2016-07-Performance measurement with selectivity, market and volatility timing.pdf
    • JFE-2016-07-Short interest and aggregate stock returns.pdf
    • JFE-2016-07-The value of creditor control in corporate bonds.pdf
    • JFE-2016-07-Under new management_ Equity issues and the attribution of PAST RETURN.pdf
  • 30.4 MB
  • 2016-6-5

  • palu willmit finance.rar

    本附件包括：
    • 15.Swaps.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
    • 16.One-factor Interest Rate Modeling.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 Swaps and Other Derivatives(2012).rar

    本附件包括：
    • Interest Rate Swaps and Other Derivatives(2012).pdf
  • 10.64 MB
  • 2014-7-19

  • 87.rar
       (Wiley Finance 087)Swaps and other Derivattiv

    本附件包括：
    • (Wiley Finance 087)Swaps and other Derivattiv.pdf
  • 25.23 MB
  • 2014-7-15

  • Fred D. Arditti-Derivatives_ a comprehensive resource for options, futures, inte.rar
       epub格式

    本附件包括：
    • Fred D. Arditti-Derivatives_ a comprehensive resource for options, futures, interest rate swaps, and mortgage securities-Island Press (1996).epub
  • 2.13 MB
  • 2014-7-10

  • 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

  • 欧交所利率衍生品培训课件.rar
       欧交所利率衍生品培训课件

    本附件包括：
    • 6Credit Default Swaps Advanced.pdf
    • 4Trading Strategies Futures.pdf
    • 5Volatility Trading.pdf
    • 7OTC IROptions-Part1.pdf
    • 8OTC-IROptions-Part2.pdf
    • 9OTC-IROptions-Part3.pdf
    • 20130517_termstructure_volatility.pdf
    • HFT - Presentation 14 5 2013 (PART I&II-Finale Version)-GB.pdf
    • TradingStrategiesFuturesneu.pdf
    • ViolatilityTrading.pdf
    • 1Eurex Bonds Presentation.pdf
    • 2Eurex Repo Presentation.pdf
    • 3Futures Part1and2.pdf
  • 26.66 MB
  • 2013-6-19

  • 金融工程.zip
       很好的金融工程课件资料

    本附件包括：
    • 04_Swaps.ppt
    • 01_Introduction to Financial Engineering.ppt
    • 02_Forwards.ppt
    • 03_Futures.ppt
    • 05_Options.ppt
    • 06_Options_Pricing.ppt
    • 07_Options_ the Greeks.ppt
    • 08_Risk Management and Hedging.ppt
    • 10_Innovation in Bond Markets.ppt
    • 利率与久期.ppt
  • 2.51 MB
  • 2013-6-6

  • financial economics.rar

    本附件包括：
    • Lecture 8 Swaps(1).pptx
    • Lecture 4 CAPM(1).pptx
    • Lecture 5 APT(1)(1).pptx
    • Lecture 6 Bonds(1).pptx
    • Lecture 7 Forwards and futures(1).pptx
    • Lecture 9 Options(1).pptx
    • Lecture 1 Introduction(1).pptx
    • Lecture 2 Risk and return.pptx
    • Lecture 3 Portfolio theory(1).pptx
  • 1014.59 KB
  • 2013-1-28

  • CH012-017.rar

    本附件包括：
    • Ch014_Interest_Rate_and_Currency_Swaps.doc
    • Ch017_International Capital Structure and the Cost of Capital.doc
    • Ch012_International_Bond_Market.doc
    • Ch013_International_Equity_Markets.doc
    • Ch015_International_Portfolio_Investments.doc
    • Ch016_Foreign_Direct_Investment_and_Cross-Border_Acquisitions.doc
  • 200.09 KB
  • 2013-1-22

  • 衍生产品.rar
       衍生工具讲义

    本附件包括：
    • Topic6_Swaps.ppt
    • Topic1_Introduction.pdf
    • Topic2_Mechanics of Futures Markets.pdf
    • Topic3_Hedging with Futures.pdf
    • Topic4_Interest Rate & Forward Pricing.ppt
    • Topic7_Mechanics and Properties of Options.ppt
    • Topic8_TradingStrategiesInvolvingOptions.ppt
    • Topic9_IntroductionToBinomialTree.ppt
    • Topic10_Black-Shole-Merton Model.ppt
  • 2.57 MB
  • 2012-9-9

  • Swaps_and_Other_Derivatives.zip

    本附件包括：
    • Swaps and Other Derivatives.pdf
  • 26.1 MB
  • 2012-8-27

  • 关于衍生品市场.rar

    本附件包括：
    • Swaps.pdf
    • Long Short Call Put.pdf
    • Bull and Bear Spread.pdf
  • 593.1 KB
  • 2011-4-22

  • 《金融工程》北京大学.rar

    本附件包括：
    • 04_Swaps.ppt
    • 01_Introduction to Financial Engineering.ppt
    • 02_Forwards.ppt
    • 03_Futures.ppt
    • 05_Options.ppt
    • 07_Options_ the Greeks.ppt
    • 08_Risk Management and Hedging.ppt
    • 10_Innovation in Bond Markets.ppt
    • Options_Pricing.ppt
    • 利率与久期.ppt
  • 1.65 MB
  • 2011-2-16

  • 麻省理工学院《投资学》讲义（英文PDF版）.rar

    本附件包括：
    • Lecture 15_ Forwards, Futures & Swaps.pdf
    • Lecture 17_ The Credit Market Part 1_ Modeling Default Risk.pdf
    • Lecture 18_ The Credit Market Part 2_ Credit Derivatives.pdf
    • Lecture 19_ Security Analysis .pdf
    • Lecture 20_ Active Portfolio Management.pdf
    • Lecture 21_ Hedge Funds.pdf
    • Lecture 22_ Market Efficiency.pdf
    • Lecture 23_ Commodities.pdf
    • Lecture 1_ Introduction.pdf
    • Lecture 2_ Securities, Random Walk on Wall Street.pdf
    • Lecture 3_ Portfolio Theory Part 1_ Setting up the Problem.pdf
    • Lecture 4_ Portfolio Theory Part 2_ Extensions.pdf
    • Lecture 5_ Portfolio Theory Part 3_ Optimal Risky Portfolio.pdf
    • Lecture 6_ The CAPM and APT Part 1_ Theory.pdf
    • Lecture 7_ Applications and Tests.pdf
    • Lecture 8 & 9_ The Equity Market_ Cross Sectional Variation in Stock Returns.pdf
    • Lecture 10_ Equity Options Part 1_ Pricing.pdf
    • Lecture 11_ Equity Options Part 2_ Empirical Evidence .pdf
    • Lecture 13_ The Fixed Income Market Part 1_ Introduction.pdf
    • Lecture 14_ The Fixed Income Market Part 2_ Time Varying Interest Rates and Yield Curves.pdf
    • Lecture 16_ Risk Management.pdf
  • 3 MB
  • 2010-11-28

  • 悉尼大学国际金融课件.rar
       悉尼大学国际金融课件

    本附件包括：
    • Lecture5_Currency Futures & Swaps_31March2010_USYDstudents[1].pdf
    • Lecture1_Introductory Lecture and the FX Market (3March2010)_USYDstudents[1].pdf
    • Lecture2_FX Markets (Part II)_10March2010_USYDstudents[1].pdf
    • Lecture2_International Parity Conditions (Part I)_10March2010_USYDstudents[1].pdf
    • Lecture3_International Parity Conditions (Part II)_17March2010_USYDstudents[1].pdf
    • Lecture4_Currency Options and Option Strategies_24March2010_USYDstudents[1].pdf
    • Lecture6_Management of FX risk and exposure_21April2010_USYDstudents[1].pdf
    • Lecture7_Measuring and Managing Real Exchange Risk_28April2010_USYDstudents[1].pdf
    • Lecture9_Short and Long Term Investment_12May2010_USYDstudents[1].pdf
    • Lecture10_Political and Country Risk Analysis_26May2010_USYDstudents[1].pdf
    • Lecture11_International Capital Budgeting_2June2010_USYDstudents[1].pdf
  • 3.1 MB
  • 2010-6-24

  • 光华管理学院的金融工程课件.rar

    本附件包括：
    • 04_Swaps.pdf
    • 08_Risk Management and Hedging.pdf
    • 01_Introduction to Financial Engineering.pdf
    • 02_Forwards.pdf
    • 03_Futures.pdf
    • 05_Options_Fundamental.pdf
    • 06_Options_Pricing.pdf
    • 07_Options_ the Greeks.pdf
  • 3.25 MB
  • 2010-6-9

  • CDS.zip

    本附件包括：
    • Credit Derivatives - Pricing Equity Default Swaps [2005].pdf
    • 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
  • 1.19 MB
  • 2010-5-14

  • 7.rar

    本附件包括：
    • 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 Use of the Control Variate Technique in Option Pricing.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
    • Two-State Option Pricing.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

  • 6.rar

    本附件包括：
    • Swaps Plain and Fanciful.pdf
    • Arbitrage The Key to Pricing Options.pdf
    • Hansen singleton errata.pdf
    • Incorporating Stress Tests into Market Risk Modeling.pdf
    • INCORPORATING VOLATILITY UPDATING INTO THE HISTORICAL SIMULATION METHOD FOR VALUE AT RISK.pdf
    • Lattice Models for Pricing American Interest Rate Claims.pdf
    • Numerical evaluation of multivariate contingent claims.pdf
    • Options on the Maximum or the Minimum of Several Assets.pdf
    • Pricing interest-rate-derivative securities.pdf
    • Pricing Warrants An Empirical Study of the Black-Scholes Model and Its Alternatives.pdf
    • Recovering Probability Distributions from Option Prices.pdf
    • risk parameter exercise guide.pdf
    • SOLVING LINEAR EQUATIONS IN EXCEL.pdf
    • Static Portfolio Choice the CAPM, and the APT.pdf
    • VALUE AT RISK WHEN DAILY CHANGES IN MARKET VARIABLES ARE NOT NORMALLY DISTRIBUTED.pdf
  • 3.36 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

  • Futures,Forwards, Options and Swaps Theory and Practice3.rar

    本附件包括：
    • sessions 7 and 8 notes.pdf
    • CLASS 6 NOTES.pdf
  • 603.82 KB
  • 2010-4-20

  • Futures,Forwards, Options and Swaps Theory and Practice2.rar

    本附件包括：
    • Class 5 Notes (updated).pdf
    • Class 4 notes.pdf
  • 1.01 MB
  • 2010-4-20

  • Futures,Forwards, Options and Swaps Theory and Practice1.rar

    本附件包括：
    • session 3 notes.pdf
    • Section 1.pdf
    • Section 2 2003.pdf
  • 719.81 KB
  • 2010-4-20

  • Futures,Forwards, Options and Swaps Theory and Practice4.rar

    本附件包括：
    • Quiz 3 (swaps) guide.doc
    • Quiz 4 (convexity and TEDs) guide.doc
    • Quiz 5 (bond basis) guide.doc
    • Problem 1 guide.doc
    • Problem 2 guide.doc
    • Problem 3 guide.doc
    • Problem 4 guide (Peta).xls
    • Problem 4 guide.doc
    • Problem 5 guide.doc
    • Problem 6 guide.doc
    • Problem 7 guide.doc
    • Problem set 6 (Treasury hedging and trading).doc
    • Problem set 7 (volatility).doc
    • risk parameter exercise guide.pdf
    • Quiz 1 guide.doc
    • Quiz 2 (E$s) guide.doc
  • 227.55 KB
  • 2010-4-20

  • Pricing.and.Hedging.Swaps.rar

    本附件包括：
    • Pricing.and.Hedging.Swaps.djvu
  • 4.46 MB
  • 2010-3-21

  • Paul Wilmott Introduces Quantitative Finance.zip

    本附件包括：
    • 15.Swaps.XLS
    • 1.Products and Markets.XLS
    • 10.Black-Scholes Formulae.XLS
    • 11.Multi-asset options.XLS
    • 14.Fixed Income Products and Analysis.XLS
    • 16.One-factor Interest Rate Modeling.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

  • 2009 SchweserPro Question Bank (Level 2)$324.rar
       2009 SchweserPro Question Bank l2

    本附件包括：
    • 17Derivatives-Options, Swaps, and Interest Rate and Credit Derivatives.pdf
    • 1Ethical and Professional Standards.pdf
    • 2Ethical and Professional Standards.pdf
    • 3Quantitative Methods for Valuation.pdf
    • 4Economics for Valuation.pdf
    • 5Financial Reporting and Analysis-Intercorporate Investments.pdf
    • 6Financial Reporting and Analysis-Post-Retirement and Share-Based Compensation and Multinational .pdf
    • 7Financial Reporting and Analysis-Earnings Quality Issues and Financial Ratio Analysis.pdf
    • 8Corporate Finance.pdf
    • 9Corporate Finance-Financing and Control Issues.pdf
    • 10Equity Investments-Valuation Concepts.pdf
    • 11Equity Investments-Industry and Company Analysis in a Global Context.pdf
    • 12Equity Investments-Valuation Models.pdf
    • 13Alternative Asset Valuation.pdf
    • 14Fixed Income-Valuation Concepts.pdf
    • 15Fixed Income-Structured Securities.pdf
    • 16Derivatives-Forwards and Futures.pdf
    • 18Portfolio Management-Capital Market Theory and the Portfolio Management Process.pdf
  • 15.59 MB
  • 2010-2-20

  • 北大光华，金融工程，研究生课程讲义1.rar

    本附件包括：
    • 04_Swaps.pdf
    • 01_Introduction to Financial Engineering.pdf
    • 02_Forwards.pdf
    • 03_Futures.pdf
    • 05_Options_Fundamental.pdf
  • 2.24 MB
  • 2009-12-31

  • 关于违约相关CDS定价的论文.rar

    本附件包括：
    • Credit Risk - Models, Derivatives, and Management.pdf
    • 含交易对手风险的公司债券和信用衍生品的定价问题研究.nh
    • The_Credit_Default_Swap_Basis.PDF
    • 基于几何L_vy过程的期权定价.nh
    • 人民币CDS产品的初步设计_定价及相关思考.pdf
    • 信用违约互换定价分析.nh
    • 利率随机的基于跳_扩散过程的信用违约互换定价.nh
    • 11.pdf
    • 模型化交易对手风险的向导.pdf
    • 信用衍生品讲义.pdf
    • Aonuma_Nakagawa.pdf
    • Modelling the Price of a Credit Default Swap.pdf
    • doubleDefaultCorrelation.pdf
    • 基于copula函数族的信用违约互换组合定价模型.pdf
    • 基于跳_扩散过程的信用违约互换定价模型.pdf
    • Valuing Credit Derivatives Using an Implied Copula Approach.pdf
    • 交易对手风险和定价可违约债券.pdf
    • CREDIT——RISK——MODELS.pdf
    • 期限结构和信用价差的联合估计.pdf
    • Pricing Counterparty Credit Risk.ppt
    • 改进交易对手风险的实践.pdf
    • 信用违约互换的定价方法.pdf
    • Cyclical—correlationscreditcontagion(no use).pdf
    • 不完全信息下的违约相关.pdf
    • A Comparative Study of Structural and Reduced-Form Models.pdf
    • 双指数跳扩散模型信用违约互换短期价格研究.pdf
    • 信用违约互换与债券市场发展.pdf
    • Pricing Counterparty Credit Risk.pdf
    • CDS and CDO Pricing with Stochastic Recovery.pdf
    • Modelofcounterpartyritionandvaluatio.pdf
    • CreditRiskModelsII.pdf
    • 正确看待信用违约互换促进我国债券市场发展.pdf
    • A SIMULATION-BASED CREDIT DEFAULT SWAP PRICING APPROACH UNDER JUMP-DIFFUSION.pdf
    • 用随机动态模型对双边交易对手违约风险的估值.pdf
    • 信用违约互换的定价模型及实证分析.pdf
    • 关于双曲衰减的违约相关模型及CDS定价.pdf
    • CreditContagion_20070130.pdf
    • CreditSpreadsandInterestRatesACointegrationApproach.pdf
    • COUNTERPARTY RISK FOR CREDIT DEFAULT SWAPS.pdf
    • 交易对手风险和伴随利率与违约相关的CDS估值.pdf
    • Counterparty risk and Contingent CDS valuation.pdf
    • 违约风险证券化的评估模型.pdf
    • 基于违约过程的企业债券定价模型研究.pdf
    • CreditRiskModelsIII.pdf
    • 信用违约互换的定价.pdf
    • 流动性风险调整的信用违约互换定价.pdf
  • 38.6 MB
  • 2009-10-16

  • Pricing.and.Hedging.Swaps.rar

    本附件包括：
    • Pricing.and.Hedging.Swaps.djvu
  • 4.46 MB
  • 2009-7-9

  • cds实例与定价模型.zip

    本附件包括：
    • Credit Derivatives - Pricing Equity Default Swaps [2005].pdf
    • 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
  • 1.19 MB
  • 2009-6-27

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

    本附件包括：
    • Swaps Plain and Fanciful, pp. 831-850.pdf
    • An Economic Analysis of Interest Rate Swaps, pp. 645-655.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
    • The Behavior of Stock-Market Prices.pdf
    • The Efficiency of the Treasury Bill Futures Market, pp. 895-914.pdf
    • Two-State Option Pricing, pp. 1093-1110.pdf
    • A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices.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

  • 312701.pdf
       [$1000求助]Pricing and trading credit default swaps in a hazard process model

  • 317.89 KB
  • 2009-4-8

  • 247052.pdf
       Interests Rate Swaps

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  • 2008-9-15

  • 245536.pdf
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  • 7.95 MB
  • 2008-9-10

  • 241812.pdf
       [下载]2009 CFA L3 reading 38: Swaps

  • 9.17 MB
  • 2008-8-30

  • 233694.pdf
       [下载]Introduction to Derivative Financial Instruments: Bonds, Swaps, Options, and Hedging

  • 2.05 MB
  • 2008-8-5

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

    本附件包括：
    • 15.Swaps.XLS
    • 1.Products and Markets.XLS
    • 10.Black-Scholes Formulae.XLS
    • 11.Multi-asset options.XLS
    • 14.Fixed Income Products and Analysis.XLS
    • 16.One-factor Interest Rate Modeling.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

  • 225150.rar
       fixed income analysis---mogan stanley 内部培训材料

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    • CHAPTER9 Swaps.pdf
    • CHAPTER1.pdf
    • CHAPTER2.pdf
    • CHAPTER3.pdf
    • CHAPTER4 Forward prices.pdf
    • CHAPTER5 Yeild mesurement and total rate of return.pdf
    • CHAPTER6 Options.pdf
    • CHAPTER7 Futures.pdf
    • CHAPTER8 Corporate bonds.pdf
    • CHAPTER10 Mortgages.pdf
    • CHAPTER11 Portfolio theory and market dynamics.pdf
    • CoverTOCandForeward.pdf
    • EQUATIONREFERENCE.pdf
    • EXERCISESOLUTIONS.pdf
    • GLOSSARY2.pdf
    • maths finance.pdf
  • 9.19 MB
  • 2008-7-6

  • 196981.rar
       Futures,Forwards, Options and Swaps Theory and Practice1

  • 587.99 KB
  • 2008-3-10

  • 195352.rar
       Futures, Forwards, Options and Swaps: Theory and Practice （一较通俗易懂的衍生工具教材）

    本附件包括：
    • Quiz 3 (swaps) guide.doc
    • Quiz 4 (convexity and TEDs) guide.doc
    • Quiz 5 (bond basis) guide.doc
    • Problem 1 guide.doc
    • Problem 2 guide.doc
    • Problem 3 guide.doc
    • Problem 4 guide (Peta).xls
    • Problem 4 guide.doc
    • Problem 5 guide.doc
    • Problem 6 guide.doc
    • Problem 7 guide.doc
    • Problem set 6 (Treasury hedging and trading).doc
    • Problem set 7 (volatility).doc
    • risk parameter exercise guide.pdf
    • Quiz 1 guide.doc
    • Quiz 2 (E$s) guide.doc
  • 227.55 KB
  • 2008-3-3

  • 178115.pdf
       A practical guide for swaps and bonds

  • 183.49 KB
  • 2007-11-28

  • 92153.pdf
       [分享]Gilsie Level 3 Swaps

  • 100.68 KB
  • 2007-2-20

  • 84943.rar

    本附件包括：
    • 7. Swaps.ppt
    • 8. Global Cost Capital.ppt
    • 9. International Equity.ppt
  • 3.35 MB
  • 2007-1-16

  • 72315.rar
       [下载]金融工程课件和案例(洛伦兹.格利茨)

    本附件包括：
    • 04_Swaps.ppt
    • 10_Innovation in Bond Markets.ppt
    • Options_Pricing.ppt
    • 利率与久期.ppt
    • 01_Introduction to Financial Engineering.ppt
    • 02_Forwards.ppt
    • 03_Futures.ppt
    • 05_Options.ppt
    • 07_Options_ the Greeks.ppt
    • 08_Risk Management and Hedging.ppt
  • 1.65 MB
  • 2006-11-14

  • 65021.zip
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    本附件包括：
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    • Options & Swaps Notes.pdf
    • Alternative Investments Notes.doc
    • Alternative Investments Notes.pdf
    • Asset Allocation Notes.doc
    • Asset Allocation Notes.pdf
    • Debt Investments Notes.doc
    • Debt Investments Notes.pdf
    • Economics Notes.doc
    • Economics Notes.pdf
    • Forwards & Futures Notes.doc
    • Forwards & Futures Notes.pdf
    • Performance Evaluation & Attribution Notes.doc
    • Performance Evaluation & Attribution Notes.pdf
    • PM for Institutional Investors Notes.doc
    • PM for Institutional Investors Notes.pdf
    • PM for Private Clients Notes.doc
    • PM for Private Clients Notes.pdf
    • Portfolio Strategies Notes.doc
    • Portfolio Strategies Notes.pdf
    • Risk Management Notes.doc
    • Risk Management Notes.pdf
  • 572.95 KB
  • 2006-9-25

  • 48046.pdf
       [分享]Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Market

  • 1.57 MB
  • 2006-4-11

  • 48039.zip
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    本附件包括：
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  • 183.48 KB
  • 2006-4-11

  • 706.rar
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    本附件包括：
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  • 2.04 MB
  • 2004-7-8

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    • The Valuation of Default Risk in Corporate Bonds and Interest Rate Swaps.pdf
  • 425.88 KB
  • 2004-7-8
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