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  • Bloomberg固定收益数量模型培训系列.zip

    本附件包括：
    • Annual Coupons - Lizve Zero Coupon Rates and Live Discount Factors.xls
    • BCurve.xls
    • Curve Stripped.xls
    • Fitting the Nelson-Siegle (NS) Model to Data.xls
    • Fitting the Nelson-Siegle-Svensson (NSS) Model to Data.xls
    • German Government Bond Yield Spread on a Constant Maturity Basis versus Swap Rates.xls
    • Interpolated Spread Calculator to a Benchmark Corp or Govt Bond Curve.xls
    • Live Zero Coupon Rate and Discount Factor Calculator for EUR.xls
    • OIS Discounting Converter Help Page.xls
    • OIS Discounting or Dual-Curve String.xls
    • Spreading Bonds to the Par or Zero Coupon Curve.xls
    • The Term Structure of Interest Rates - Estimation Details.xls
    • Zero Coupon Curve Derived from a Custom List of Bonds.xls
  • 3.03 MB
  • 2014-11-9

  • Modeling the Term Structure of Interest Rates A Review of the Literature.rar

    本附件包括：
    • Modeling the Term Structure of Interest Rates A Review of the Literature.ps
  • 623.57 KB
  • 2012-7-2

  • A Consumption-Oriented Theory of the Demand for Financial Assets and the Term St.rar

    本附件包括：
    • A Consumption-Oriented Theory of the Demand for Financial Assets and the Term Structure of Interest Rates.pdf
  • 1.4 MB
  • 2012-6-5

  • Downloads.rar

    本附件包括：
    • The Pricing of options on Default Free Bonds.pdf
    • On the term structure of interest rates -.pdf
  • 1.01 MB
  • 2011-11-8

  • Financial Theory.rar
       Financial Theory and Corporate Policy

    本附件包括：
    • 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_T6_Pricing Contingent Claims-Option Pricing Theory and Evidence.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：
    • An Equilibrium Model of Bond Pricing and a Test of Market Efficiency.pdf
    • An Exact Bond Option Formula.pdf
    • An Intertemporal General Equilibrium Model of Asset Prices1985.pdf
    • Bond Pricing and the Term Structure of Interest Rates A Discrete Time Approximation.pdf
    • Bond Pricing and the Term Structure of Interest Rates A New Methodology for Contingent Claims Valuation.pdf
    • Consumption-Based Asset Pricing.pdf
    • discount with varying expected returns.pdf
    • Empirical Performance of Alternative Option Pricing Models.pdf
    • Financial Markets and the Real Economy.pdf
    • FORWARD RATE VOLATILITIES, SWAP RATE VOLATILITIES,AND THE IMPLEMENTATION OF THE LIBOR MARKET MODEL.pdf
    • Generalized HW model and Super Calibration.pdf
    • hansen richard econometrica.pdf
    • LINEST in Excel.pdf
    • Multi-Period Market Asset PricingEquilibrium.pdf
    • Valuation of a CDO and an nth to Default CDS Without Monte Carlo Simulation.pdf
    • Valuation of Foreign Currency Options Some Empirical Tests.pdf
    • Value at Risk An Approach to Calculating Market Risk.pdf
    • Value at Risk for Interst Rate-Dependent Securities.pdf
    • VALUE AT RISK WHEN DAILY CHANGES IN MARKET.pdf
  • 11.2 MB
  • 2010-4-23

  • 3.rar

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

  • Chapter010.doc
       Chapter 10: The term structure of interest rates

  • 327.5 KB
  • 2010-1-14

  • Asset Pricing1.rar

    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

  • 300494.pdf
       [下载]Monetary Policy and the Term Structure of Interest Rates in Japan

  • 263.42 KB
  • 2009-3-5

  • 274929.rar
       Walter Enders的7篇论文

    本附件包括：
    • Whose Line Is It？ Plagiarism in Economics.pdf
    • The Effectiveness of Antiterrorism Policies：A Vector-Autoregression- Intervention Analysis.pdf
    • The Impact of Transnational Terrorism on U.S. Foreign Direct Investment.pdf
    • The term structure of Japanese interest rates：The equilibrium spread with asymmetric dynamics.pdf
    • Theory and Tests of Generalized Purchasing-Power Parity： Common Trends and Real Exchange Rates In the Pacific Rim.pdf
    • Transnational Terrorism in the Post-Cold War Era.pdf
    • Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates.pdf
  • 5.99 MB
  • 2008-12-10

  • 274928.rar
       Walter Enders的7篇论文

    本附件包括：
    • Whose Line Is It？ Plagiarism in Economics.pdf
    • The Effectiveness of Antiterrorism Policies：A Vector-Autoregression- Intervention Analysis.pdf
    • The Impact of Transnational Terrorism on U.S. Foreign Direct Investment.pdf
    • The term structure of Japanese interest rates：The equilibrium spread with asymmetric dynamics.pdf
    • Theory and Tests of Generalized Purchasing-Power Parity： Common Trends and Real Exchange Rates In the Pacific Rim.pdf
    • Transnational Terrorism in the Post-Cold War Era.pdf
    • Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates.pdf
  • 5.99 MB
  • 2008-12-10

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

    本附件包括：
    • 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
    • 12.Option Pricing Bounds and Statistical Uncertainty.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
    • 18.The Econometrics of Option Pricing.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

  • 222805.rar
       Term Structure Modeling and Estimation in a State Space Framework

    本附件包括：
    • 6.State Space Models with a Gaussian Mixture.pdf
    • 7.Simulation Results for the Mixture Model.pdf
    • 8.Estimation of Term Structure Models in a State.pdf
    • 9.An Empirical Application.pdf
    • 10.Summary and Outlook.pdf
    • front-matter.pdf
    • Properties of the Normal Distribution.pdf
    • 1.Introduction.pdf
    • 1.The Term Structure of Interest Rates.pdf
    • 2.Discrete-Time Models of the Term Structure.pdf
    • 4.Continuous-Time Models of the Term Structure.pdf
    • 5.state Space Models.pdf
  • 8.3 MB
  • 2008-6-26

  • 209219.rar
       [下载]Interest Rate Models an Infinite Dimensional Stochastic Analysis Perspective

    本附件包括：
    • （01-01）front-matter.pdf
    • （03-42）Data and Instruments of the Term Structure of Interest Rates.pdf
    • （43-72）Term Structure Factor Models.pdf
    • （73-73）front-matter.pdf
    • （75-100）Infinite Dimensional Integration Theory.pdf
    • （101-133）Stochastic Analysis in Infinite Dimensions.pdf
    • （135-159）The Malliavin Calculus.pdf
    • （161-161）front-matter.pdf
    • （163-194）General Models.pdf
    • （195-215）Specific Models.pdf
    • （217-235）back-matter.pdf
    • （I-XIV）front-matter.pdf
    • cover-image-large.jpg
  • 2.6 MB
  • 2008-4-30

  • 139411.pdf
       a defense of traditional hypothesis about the term structure of interest rates

  • 1.15 MB
  • 2007-7-21

  • 91199.pdf
       Monetary Policy and the Term Structure of Interest Rates

  • 309.55 KB
  • 2007-2-12

  • 72422.rar
       斯蒂格里茨-－－非常值得一看的经典论文

    本附件包括：
    • A Consumption-Oriented Theory of the Demand for Financial Assets and the Term Structure of Interest Rates.pdf
  • 1.4 MB
  • 2006-11-15

  • 70006.rar
       面板协整与单位根检验的英文文章（1）

    本附件包括：
    • Panel Evidence with the Null of Stationary Real Exchange Rates.pdf
    • Pooling in Dynamic Panel-Data Models An Application to Forecasting GDP Growth Rates.pdf
    • R&D, Human Capital and International Technology Spillovers.pdf
    • The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators.pdf
    • Transactions Costs and Nonlinear Adjustment in Real Exchange Rates.pdf
    • Unit Roots in the Presence of Abrupt Governmental Interventions with an Application to Brazilian Data.pdf
    • Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates.pdf
  • 13.28 MB
  • 2006-11-2

  • 55484.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)4-1

    本附件包括：
    • An intertemporal asset pricing model with stochastic consumption and investment opportunities.pdf
    • An Intertemporal Capital Asset Pricing Model.pdf
    • An Intertemporal General Equilibrium Model of Asset Prices.pdf
    • Arbitrage, factor structure, and mean-variance analysis.pdf
    • Asset Prices in an Exchange Economy.pdf
    • A Simple Approach to the Valuation of Risky Streams.pdf
    • A Theory of the Term Structure of Interest Rates.pdf
  • 11.27 MB
  • 2006-6-13

  • 54063.pdf
       The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates

  • 356.75 KB
  • 2006-5-28

  • 9675.rar
       [分享]Stiglitz的工作论文

    本附件包括：
    • A Consumption-Oriented Theory of the Demand for Financial Assets and the Term Structure of Interest Rates.pdf
  • 1.4 MB
  • 2005-3-6

  • 5880.rar
       国外论文求助专帖，长期有效

    本附件包括：
    • A Theory of the Term Structure of Interest Rates.pdf
  • 1.84 MB
  • 2004-12-21
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