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

    本附件包括：
    • CH12 Risk Measures- Value at Risk and Beyond.pdf
    • list.pdf
    • CH01 Short Review of Probability and of Stochastic Processes.pdf
    • CH02 Portfolio Optimization in Discrete-Time Models.pdf
    • CH03 Binomial Model for Option Pricing.pdf
    • CH04 Absence of Arbitrage and Completeness of Market Models.pdf
    • CH05 Formula and Stochastic Differential Equations.pdf
    • CH06 Partial Differential Equations in Finance.pdf
    • CH07 Black-Scholes Model for Option Pricing and Hedging Strategies.pdf
    • CH08 American Options.pdf
    • CH09 Exotic Options.pdf
    • CH10 Interest Rate Models.pdf
    • CH11 Pricing Models Beyond Black-Scholes.pdf
  • 4.11 MB
  • 2023-6-25

  • 数量金融 Quantitative Finance,Paul Wilmott：Excel Spreadsheets and VBA.rar
       数量金融

    本附件包括：
    • 3. Random Behavior of Assets.XLS
    • 4. Stochastic Calculus.XLS
    • 7. Black-Scholes Formulae.XLS
    • 9. Early Exercise and American Options.xls
    • 10. Probability Density Functions and First Exit Times.XLS
    • 11. Multi-asset options.XLS
    • 12. How to Delta Hedge.XLS
    • 13. Fixed Income Products and Analysis.XLS
    • 15. Binomial Model.XLS
    • 17. Investment Lessons from Blackjack and Gambling.xls
    • 18. Portfolio Management.XLS
    • 19. Value at Risk.XLS
    • 20. Predicting the Markets.XLS
    • 23. Barrier Options.xls
    • 29. Equity and FX Term Sheets.xls
    • 30. One-factor Interest Rate Modeling.XLS
    • 33. Convertible Bonds.xls
    • 37. Heath, Jarrow and Morton.XLS
    • 38. Fixed Income Term Sheets.xls
    • 40. Credit Risk.xls
    • 43. CrashMetrics.XLS
    • 47. Discrete Hedging.XLS
    • 51. Stochastic Volatility.XLS
    • 52. Uncertain Parameters.xls
    • 56. Volatility Case Study The Cliquet Option.xls
    • 77. Finite-difference Methods for One-factor Models.xls
    • 80. Monte Carlo Simulation.XLS
    • 81. Numerical Integration.XLS
    • 82. Finite-difference Programs.XLS
    • 83. Monte Carlo Programs.xls
  • 5.05 MB
  • 2021-5-9

  • ACD model.zip

    本附件包括：
    • Value at Risk with time varying variance, skewness and kurtosis—the NIG‐ACD model.pdf
  • 1.01 MB
  • 2019-4-19

  • earth at risk - natural capital and the quest for sustainability (2018).rar
       earth at risk - natural capital and the quest for sustainability (2018)

    本附件包括：
    • earth at risk - natural capital and the quest for sustainability (2018).pdf
  • 3.61 MB
  • 2018-3-9

  • Carol Alexander市场风险的4本书.rar

    本附件包括：
    • Market Risk Analysis Volume I Quantitative Methods in Finance.pdf
    • Market Risk Analysis Volume II Practical Financial Econometrics.pdf
    • Market Risk Analysis vol3 Pricing, Hedging and Trading Financial Instruments - C.pdf
    • Market Risk Analysis vol4 Value at Risk Models.pdf
  • 23.45 MB
  • 2017-10-20

  • script (1).zip
       Matlab的VaR（value at risk）程序

    本附件包括：
    • appel_Jorion.m
    • Data_demo.xls
    • Jorion.m
  • 20.35 KB
  • 2017-8-10

  • palu willmit finance.rar

    本附件包括：
    • 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
    • 15.Swaps.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

  • 33-36weekly3.rar

    本附件包括：
    • US Equity Strategy and US Economics： 2020 Vision： Long Live the Expansion.pdf
    • CTBC Financial Holding：Board Approval to Acquire 19.99% Stake in ABC Life.pdf
    • China Financials： 1H14 wrap-up： Still high risk appetite at mid-size banks despite rising NPLs.pdf
    • Beijing Enterprises Holdings： Downgrade to EW; Limited Protection on Tariff Cut.pdf
    • Hong Kong-China Transportation & Infrastructure：China Logistics： Take a Ride on Ongoing Urbanization.pdf
    • China Economics： Weaker new orders and production sub-indices signified growth moderation.pdf
    • China Steel： Asia Insight： Why We Think Steel Mills’ Margin Expansion is Sustainable.pdf
    • China Internet and Other Services：Key Takeaways from China Internet Conference - Day 4 & 5.pdf
    • ASEAN Economics： Where Are We in the Cycle.pdf
    • India Economics： On a Steady Recovery Path.pdf
    • Asia-GEMs Strategy： Index target upgrades but some tactical issues – launch China-HK & Japan focus lists.pdf
    • China consumer staples ：Meat Processors： Initiate on WH and Shuanghui at OW.pdf
    • Asia Pacific Economics：Asia's Macro Outlook： Still in the 6% Range.pdf
    • China Utilities： Pollutant Discharge Fee Raised – +ve for natural gas demand-industrial WWT.pdf
    • China Internet and Other Services： Key Takeaways from 2014 TravelDaily Conference.pdf
    • US Equity Strategy： Monthly Strategy Guide - September 2014.pdf
    • Hertz Global Holdings Inc： Why is Hertz Acting Competitively.pdf
    • Sprouts Farmers Market Inc：Market Share Analysis： Productive Stores Sprouting Up.pdf
    • SanDisk Corporation： Upgrading to OW; Stock Should Continue Rerating.pdf
    • Tech Hardware Insights： Positive on Apple Heading into Next Tuesday's Event.pdf
    • EMC Corp.： Management Meetings Emphasize Confidence in Long-term Bets.pdf
    • Technology：Preview of Apple iPhone-iPad Memory Spec; More Upside in NAND.pdf
    • China Industrials：Rolling Stock： CSR and CNR Clarify Media Reports on Potential Industry Consolidation.pdf
    • Gas Distribution： Faster cost pass-through vs. 2013, in line with our expectation, positive for group.pdf
    • China Financials Long-term outlook improving, but wait for better entry point.pdf
    • Cross Asset Strategy： Asia Borrowing Conditions：No Light at the End of Tunnel Yet.pdf
    • Asia-Pacific Weekly Preview： Tightening, Easing or On Hold.pdf
    • Video- Pushing Parker： Tennis Anyone.pdf
    • Medidata Solutions Inc.： 20-20 Vision (Growth and Margins) At a Reasonable Price; Initiate OW.pdf
    • US Capital Goods： State of the Industries – Fall 2014 Edition.pdf
    • Autos & Auto-Related： SAAR Soars to 17.5mm in August, US Auto Cycle Getting Too Hot.pdf
    • Autos & Auto-Related： Rent-a-Car Meets Tech：Head-on Collision.pdf
    • US Equity Strategy and US Economics： 2020 Vision： Long Live the Expansion(1).pdf
    • China Vanke Co., Ltd.： 1st Take： Lackluster August contracted sales.pdf
    • China Property： 1H14 review： Focus on cash flow & balance sheet repair.pdf
    • Hong Kong Property： HK Property Pulse #46： Optimism Visible in Land Bidding.pdf
    • Yuexiu Property： 1st Take： 33-for-100 rights issue for land acquisition, not repairing balance sheet.pdf
    • Metal Sparks： Implications of China’s potential coal import curbs.pdf
    • Australia Gold： Positioning for gold price protection.pdf
    • Walt Disney Co： The Un-Media Story of 2014.pdf
    • Telecom Services 2Q14 Trend Tracker Downgrading Industry View to Cautious on Competition, Valuation, and Regulation.pdf
    • Mobileye NV： How MBLY Can be a $100 Stock.pdf
    • Frontier Communications Corp：Downgrading to Underweight, After Strong Outperformance.pdf
    • American Tower Corp： At Our Price Target, Downgrade from OW to EW on Valuation.pdf
    • Crop Tracker： Rains Put Spring Wheat Quality at Risk.pdf
    • Greater China Technology Hardware：Xiaomi's Redmi 1S： US$99 Smartphone for India.pdf
    • Australia Financials：Asia Insight： More Concerned on Major Australian Banks.pdf
    • India Healthcare： US Rx： July’14 Sales – Taro Gains, Most Others Down.pdf
    • Tata Motors：Relatively Better Placed; Prefer DVR to Main, OW.pdf
    • Focus Call： Australia Macro+ Australian Banks：Time to Take Some Money Out of the Bank(s).pdf
    • Australia Banks： Valuation Chart Pack：August 2014.pdf
    • Multi-Industry： Fall 2014 Prep Pack.pdf
    • United Technologies ：Addressing the Bear Case on Our New Top Pick.pdf
    • Global Oil Services, Drilling & Equipment： Houston Takeaways： Key Themes for Week Ahead.pdf
    • Regulated & Diversified Utilities-IPPs：Under-Appreciated Risks and Opportunities.pdf
    • Freeport-McMoRan Inc：Balanced Risk-Reward on NT Headwinds; EW.pdf
  • 60.89 MB
  • 2014-9-14

  • value at risk.rar

    本附件包括：
    • value at risk.pdf
  • 20.39 MB
  • 2012-9-24

  • FRM-Reading-Part 2.zip

    本附件包括：
    • 30 RM&M-Fixed Income Securities, Tuckman-CH 6,7,9.pdf
    • 33 RM&M-Measuring Market Risk, 2ed-CH3-5,7.pdf
    • 34 RM&M-Mortgage-Backed Securities Products, Structuring, and Analytical Techniques-CH1,2,10.pdf
    • 35 CRM&M-Understanding the Securitization of Subprime Mortgage Credit.pdf
    • 36 CRM&M-Measuring and Marking Counterparty Risk.pdf
    • 40 CRM&M-Options Futures and Other Derivatives 8ed-CH23,24.pdf
    • 41 CRM&M-Understanding Market, Credit and Operational Risk-CH4.pdf
    • 42 CRM&M-Risk Management & Derivatives-CH18.pdf
    • 43 CRM&M-Internal Credit Risk Models-CH6.pdf
    • 44 O&IRM-Risk Management-CH14.pdf
    • 45 O&IRM-Range of Practices and Issues in Economic Capital Modeling.pdf
    • 46 O&IRM-Measuring Market Risk, 2ed-CH14,16.pdf
    • 48 O&IRM-Enterprise Risk Management-Theory and Practice.pdf
    • 49 O&IRM-A review of the key issues in operational risk capital modeling.pdf
    • 51 O&IRM-Implications of Alternative Operational Risk Modeling Techniques.pdf
    • 52 O&IRM-Failure Mechanics of Dealer Banks.pdf
    • 53 O&IRM-Basel II International Convergence of Capital Measurement and Capital Standards A Revised Framework - Comprehensive Version.pdf
    • 54 O&IRM-Basel III-A global regulatory framework for more resilient banks and banking systems.pdf
    • 55 O&IRM-Basel III International Framework for Liquidity Risk Measurement, Standards and Monitoring.pdf
    • 56 O&IRM-Revisions to the Basel II Market Risk Framework—Final Version.pdf
    • 57 O&IRM-Developments in Modelling Risk Aggregation.pdf
    • 58 RM&IM-Active Portfolio Management(2ed.Grinold,Kahn)-CH14.pdf
    • 59 RM&IM-The Capital Asset Pricing Model Theory and Evidence.pdf
    • 60 RM&IM-Value at Risk, 3rd Ed. The New Benchmark for Managing Financial Risk-CH7,17.pdf
    • 61 RM&IM-Modern Investment Management-An Equilibrium Approach.pdf
    • 62 RM&IM-Investments 8th,Bodie-CH24.pdf
    • 64 RM&IM-Trust and Delegation.pdf
    • 65 RM&IM-Madoff A Riot of Red Flags.pdf
    • 66 RM&IM-An Empirical Analysis of Hedge Funds, Mutual Funds, and U.S. Equity.pdf
    • 67 RM&IM-Risk Management for Hedge FundsIntroduction and Overview.pdf
    • 69 CI in FM-The U.S. and Irish Credit Crises Their Distinctive Differences.pdf
    • 70 CI in FM-Report to the Boards of Directors.pdf
    • 71 CI in FM-Slapped in the Face by the Invisible Hand Banking and the Panic of 2007+.pdf
    • 72 CI in FM-Global Financial Stability Report (Summary Version)-CH3.pdf
  • 16 MB
  • 2012-4-24

  • FRM-Reading-Part 1.zip

    本附件包括：
    • 1 Fundations-Value at Risk, 3rd Ed. The New Benchmark for Managing Financial Risk-CH1.pdf
    • 10 Quantitative-Fat-Tailed and Skewed Asset Return Distributions-CH2-3.pdf
    • 11 Quantitative-Value at Risk, 3rd Ed. The New Benchmark for Managing Financial Risk-CH12.pdf
    • 12 Quantitative-Options Futures and Other Derivatives 8ed-CH22.pdf
    • 14 M&P-Options Futures and Other Derivatives 8ed-CH1-7,10-11.pdf
    • 15 M&P-Derivatives Markets, 2nd Edition-CH6.pdf
    • 16 M&P-Commodities and Commodity Derivatives Modelling and Pricing for Agriculturals, Metals and Energy-CH1.pdf
    • 18 M&P-The Handbook of Fixed Income Securities 7ed-CH13.pdf
    • 19 Valuation-Understanding Market, Credit and Operational Risk-CH3,5.pdf
    • 2 Fundations-Risk Management & Derivatives-CH3.pdf
    • 20 Valuation-Options Futures and Other Derivatives 8ed-CH12,14,18.pdf
    • 21 Valuation-Fixed Income Securities, Tuckman-CH1-3,5.pdf
    • 22 Valuation-Managing Credit Risk-CH6,23.pdf
    • 24 Valuation-Internal Credit Risk Models-CH4,5.pdf
    • 25 Valuation-Measuring Market Risk, 2ed-CH2.pdf
    • 26 Valuation-Risk Management and Financial Institutions 2ed-CH18.pdf
    • 27 Valuation-Value at Risk, 3rd Ed. The New Benchmark for Managing Financial Risk-CH14.pdf
    • 28 Valuation-Principles for Sound Stress Testing Practices and Supervision JAN 2009.pdf
    • 28 Valuation-Principles for Sound Stress Testing Practices and Supervision MAY 2009.pdf
    • 29 RM&M-Options Futures and Other Derivatives 8ed-CH19,25.pdf
    • 3 Fundations-Modern Portfolio Theory and Investment Analysis-CH5,13,14,16.pdf
    • 4 Fundations-Portfolio Theory and Performance Analysis-CH4, Section 4.2.pdf
    • 5 Fundations-Overview of Enterprise Risk Management.pdf
    • 7 Fundations-Risk management failures.pdf
    • 8 Fundations-GARP code of conduct 0610.pdf
    • 9 Quantitatives-Introduction to Econometrics-CH2-7.pdf
  • 47.43 MB
  • 2012-4-24

  • V4.part2.rar
       Market Risk Analysis Volume4 Vaue at Risk CD-ROM

  • 11.4 MB
  • 2012-3-10

  • V4.part1.rar
       Market Risk Analysis Volume4 Vaue at Risk CD-ROM

  • 47.68 MB
  • 2012-3-10

  • V3.rar
       Market Risk Analysis Volume3 Vaue at Risk CD-ROM

  • 13.07 MB
  • 2012-3-10

  • V2.rar
       Market Risk Analysis Volume2 Vaue at Risk CD-ROM

  • 36.36 MB
  • 2012-3-10

  • V1.rar
       Market Risk Analysis Volume1 Vaue at Risk CD-ROM

  • 4.55 MB
  • 2012-3-10

  • Value at Risk, 3rd Ed.rar

    本附件包括：
    • Value at Risk, 3rd Ed.pdf
  • 8.11 MB
  • 2011-12-8

  • value at risk the new benchmark for managing financial risks.zip

    本附件包括：
    • value at risk the new benchmark for managing financial risks.pdf
  • 20.88 MB
  • 2011-9-15

  • Hedge Fund Risk Factors And Value At Risk Of Credit Trading .rar
       风险因子VAR

    本附件包括：
    • Hedge Fund Risk Factors And Value At Risk Of Credit Trading Strategies.pdf
  • 298.02 KB
  • 2011-5-23

  • [风险价值.菲利普.乔瑞.扫描版.zip
       在《风险价值》（Value at Risk）即第一本关于这个重要论题的书中，本书作者、讲授者、著名教授菲利普·乔瑞 ...

    本附件包括：
    • [风险价值：金融风险管理新标准].菲利普.乔瑞.扫描版.pdf
  • 15.02 MB
  • 2011-4-21

  • Implementing Value at Risk.rar

    本附件包括：
    • Implementing Value at Risk.pdf
  • 8.38 MB
  • 2010-10-15

  • 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：
    • 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
    • Swaps Plain and Fanciful.pdf
    • VALUE AT RISK WHEN DAILY CHANGES IN MARKET VARIABLES ARE NOT NORMALLY DISTRIBUTED.pdf
  • 3.36 MB
  • 2010-4-23

  • 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

  • Paul Wilmott Introduces Quantitative Finance.zip

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

  • MaRiskAnalys.rar

    本附件包括：
    • Market Risk Analysis vol 4 value at risk models.pdf
  • 5.82 MB
  • 2010-2-21

  • Market_Risk_Analysis_vol_4_value_at_risk_models.rar

    本附件包括：
    • Market Risk Analysis vol 4 value at risk models.pdf
  • 5.82 MB
  • 2009-10-5

  • Hedge Fund Risk Factors and Value at Risk of Credit Trading Strategies .rar

    本附件包括：
    • [对冲基金的风险因素和风险价值的信用交易策略]Hedge Fund Risk Factors and Value at Risk of Credit Trading Strategies .pdf
  • 298.2 KB
  • 2009-9-7

  • Value at Risk：The New Benchmark for Managing Financial Risk (3rd Edition).rar

    本附件包括：
    • Value at Risk：The New Benchmark for Managing Financial Risk (3rd Edition).pdf
  • 20.38 MB
  • 2009-8-15

  • 329592.pdf
       a primer on value at risk

  • 813.92 KB
  • 2009-5-25

  • 325346.rar
       [求助]5币求Jorion的Value at risk the new benchmark for managing financial risk 第二版

    本附件包括：
    • Value at Risk (2000 2nd ed. Jorion).djvu
  • 6.18 MB
  • 2009-5-13

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

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

  • 317493.pdf
       [分享]Value at Risk with time varying variance, skewness and kurtosis—the NIG-ACD model

  • 1.05 MB
  • 2009-4-21

  • 309947.zip
       [下载]金融工程 讲义(复旦大学 孙立坚).zip

    本附件包括：
    • 金融互换的价值.ppt
    • Value at Risk.ppt
    • 参考教科书和网上资源.ppt
    • 风险的种类.ppt
    • 风险管理和金融创新.ppt
    • 风险要素调整后的收益性指标.ppt
    • 互换的定价机制.ppt
    • 环境变化和风险.ppt
    • 货币互换的机制.ppt
    • 交 割.ppt
    • 金融工学的基础理论.ppt
    • marking to market.ppt
    • 金融互换交易的现实意义.ppt
    • 看涨欧式期权多头的盈亏.ppt
    • 利率互换的机制.ppt
    • 美式期权的满期前价值.ppt
    • 欧式期权的满期价值.ppt
    • 平行贷款的结构.ppt
    • 期货和现货价格关系.ppt
    • 期权的满期前价值.ppt
    • 期权的四种头寸.ppt
    • 期权的投资战略.ppt
    • 外汇期权的树型结构.ppt
    • 违约风险的比较.ppt
    • 无收益资产期权价格曲线.ppt
    • 现货利率曲线及其计算方法.ppt
    • 项目收益和风险.ppt
    • 衍生品市场的发展概况.ppt
    • 远期合同的盈利.ppt
    • 远期和期货的区别.ppt
    • 远期价值.ppt
  • 1.56 MB
  • 2009-3-30

  • 306915.rar
       [下载]Implementing_Value_at_Risk

    本附件包括：
    • Implementing Value at Risk.pdf
  • 8.38 MB
  • 2009-3-22

  • 299839.pdf
       [下载]Value At Risk and Bank Capital Management

  • 2.87 MB
  • 2009-3-3

  • 266821.zip
       Energy Budgets at Risk (EBaR)

    本附件包括：
    • 0470197676.pdf
  • 1.76 MB
  • 2008-11-15

  • 259761.pdf
       求文献一篇，Computing value at risk with high frequency data

  • 225.28 KB
  • 2008-10-25

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       [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
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  • 2008-10-17

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       [求助]MEASURING YIELD CURVE RISK USING PRINCIPAL COMPONENTS, ANALYSIS, VALUE, AT RISK, AN

  • 103.99 KB
  • 2008-10-9

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       Value at Risk：The New Benchmark for Managing Financial Risk (3rd Edition)

    本附件包括：
    • Value at Risk：The New Benchmark for Managing Financial Risk (3rd Edition).pdf
  • 20.38 MB
  • 2008-9-22

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       portfolio management using value at risk

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  • 2008-9-21

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       [下载]Value at Risk：The New Benchmark for Managing Financial Risk (3rd Edition)

    本附件包括：
    • Value at Risk：The New Benchmark for Managing Financial Risk (3rd Edition).pdf
  • 20.38 MB
  • 2008-9-20

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

    本附件包括：
    • 1.Products and Markets.XLS
    • 10.Black-Scholes Formulae.XLS
    • 11.Multi-asset options.XLS
    • 14.Fixed Income Products and Analysis.XLS
    • 15.Swaps.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
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  • 2008-8-3

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       [分享]金融计量经济学手册

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

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       [下载]Global Finance at Risk On Real Stagnation and Instability

  • 1.04 MB
  • 2008-3-4

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       [下载]Value at Risk and Bank Capital Management - Saita

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    • ValueatRiskandBankCapitalManagement(Saita).pdf
  • 2.44 MB
  • 2007-12-29

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       FRM 2007 Schweser Practice Exam + Quick Sheet + Value at Risk + Essential Strategy + Fina

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  • 2007-8-13

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  • 2007-8-13

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  • 2007-8-13

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       FRM 2007 Schweser Practice Exam + Quick Sheet + Value at Risk + Essential Strategy + Fina

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  • 2007-8-13

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  • 2007-8-13

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  • 2007-7-13

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  • 2007-6-18

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       [下载]Jorion Value at risk 3rd answers to end-of-chapter exercises

  • 248.29 KB
  • 2007-6-12

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       Hedge Fund Risk Factors And Value At Risk Of Credit Trading Strategies.

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    • Hedge Fund Risk Factors and Value at Risk of Credit Trading Strategies.pdf
    • 36.html
    • $ _ Gagner des Euros et obtenir des filleuls gratuitement,jeux,loterie,argent,jouer,parrainage,chat,windows,france,site,cheques,cadeaux,mp3,avi,dvix,sex.html
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    • Lisez moi en premier.htm
    • credit argent finance.wps
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    • ARGENT.HTML
    • Comment Gagner De L'Argent En Utilisant Emule (Divx Codecs Films Fr Dvdrip Sorties 2004 2005 Irak Friends Bit Torrent Kazaa Sexe Xxx Canal)(3).doc
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    • Le carton, L'enquête corse, Prizee, Find-jeux, Eurobarre.html
  • 328.57 KB
  • 2007-6-4

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       Computing value at risk with high frequency data

  • 225.67 KB
  • 2007-5-5

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  • 24.2 MB
  • 2007-2-22

  • 84730.rar
       重磅出击－－Roberet F. Engle 和 Tim Bollerslev 计量经济学文献合集(共32篇)

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    • 13 Engle and Yoo-1987-FORECASTING AND TESTING IN CO-INTEGRATED SYSTEM.pdf
    • 14 Manganelli and Engle-2001-Value at Risk in finance.pdf
  • 4.4 MB
  • 2007-1-15

  • 76804.zip
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    本附件包括：
    • orangecounty.doc
  • 87.19 KB
  • 2006-12-9

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       Financial Econometrics

    本附件包括：
    • value at risk example.xls
    • AppMatrix.pdf
    • capm.pdf
    • Ch1returns.pdf
    • Ch2probrev.pdf
    • Ch3cermodel.pdf
    • Ch4Portfolio.pdf
    • Ch5markov.pdf
    • Ch6SingleIndex.pdf
    • Ch--capm2.pdf
    • constantexpectedreturn.pdf
    • MC simulation.xls
    • mmtest.pdf
    • returnCalculations.xls
    • 483final_99.pdf
  • 2.78 MB
  • 2006-11-8

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  • 429.81 KB
  • 2006-9-25

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       [分享]2005年Journal of Empirical Finance

    本附件包括：
    • A comparison of extreme value theory approaches for determining value at risk (1).pdf
    • A comparison of extreme value theory approaches for determining value at risk (2).pdf
    • A comparison of extreme value theory approaches for determining value at risk (3).pdf
    • A comparison of extreme value theory approaches for determining value at risk .pdf
    • Equilibrium analysis of volatility clustering .pdf
    • European exchange rate volatility dynamics_ an empirical investigation .pdf
    • Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach .pdf
    • Forecasting asymmetries in aggregate stock market returns_ Evidence from conditional skewness .pdf
    • Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements .pdf
    • Foreign acquisitions by UK limited companies_ short- and long-run performance .pdf
    • Index futures and positive feedback trading_ evidence from major stock exchanges .pdf
    • Index futures arbitrage before and after the introduction of sixteenths on the NYSE .pdf
    • Internationally cross-listed stock prices during overlapping trading hours_ price discovery and exchange rate effects .pdf
    • Measuring tail thickness under GARCH and an application to extreme exchange rate changes .pdf
    • Order imbalance and liquidity supply_ Evidence from the bubble burst of Nasdaq stocks .pdf
    • Ownership concentration and executive compensation in closely held firms_ Evidence from Hong Kong .pdf
    • Price limit performance_ evidence from transactions data and the limit order book .pdf
    • Pricing American options when the underlying asset follows GARCH processes .pdf
    • Regime shifts in interest rate volatility .pdf
    • STAR and ANN models_ forecasting performance on the Spanish ______Ibex-35______ stock index .pdf
    • Testing dividend signaling models .pdf
    • Testing for contagion_ a conditional correlation analysis .pdf
    • Testing forward rate unbiasedness allowing for persistent regressors .pdf
    • The econometrics of efficient portfolios .pdf
    • The pricing discount for limited liquidity_ evidence from SWX Swiss Exchange and the Nasdaq .pdf
    • The relationship between stock returns and inflation_ new evidence from wavelet analysis .pdf
    • The relationship between stock returns and volatility in international stock markets .pdf
    • Trading volume and contract rollover in futures contracts .pdf
    • Winter blues and time variation in the price of risk .pdf
    • Yet another look at mutual fund tournaments .pdf
  • 8.08 MB
  • 2006-4-14

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  • 2006-2-22

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  • 2005-12-29

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       Value at Risk 经典 元旦献礼

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  • 2005-12-29

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  • 4.74 MB
  • 2005-8-5

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       [下载]Hedge Fund Risk Factors And Value At Risk Of Credit Trading Strategies

    本附件包括：
    • Hedge Fund Risk Factors and Value at Risk of Credit Trading Strategies.pdf
    • 36.html
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  • 2005-7-22

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  • 2005-7-21

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  • 2005-7-18

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  • 2005-4-27

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  • 2005-4-21

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       Handbook of Financial Econometrics（2004）

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    • MCMC Methods for Continuous-Time Financial Econometrics.pdf
    • Measuring and Modeling Variation in the Risk-Return Tradeoff.pdf
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    • Operator Methods for Continuous-Time Markov Processes.pdf
    • Option Pricing Bounds and Statistical Uncertainty.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
    • The Econometrics of Option Pricing.pdf
    • Value at Risk.pdf
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    • Analysis of High Frequency Data.pdf
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    • 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

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       [下载]Research paper: high frequency data

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    • Computing value at risk with high frequency data.pdf
  • 198.24 KB
  • 2005-3-9

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       VAR方法的理论探讨

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  • 2004-11-12
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