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  • SQL server basket analysis.zip
       sql script

    本附件包括：
    • SQL server basket analysis
  • 13.13 KB
  • 2023-12-9

  • 42文本挖掘案例.zip

    本附件包括：
    • basketball.csv
    • basketball_code.txt
    • 星巴克.txt
    • a.txt
    • AddWords.txt
    • Baltimore_City_Employee_Salaries_FY2016.csv
    • bike.csv
    • bike.txt
    • cf.txt
    • directory.csv
    • dog.ipynb
    • Everything-1.4.1.932.x64.zip
    • iris.txt
    • item_book.txt
    • k-means_python.ipynb
    • k-means_sklean.ipynb
    • sklearn-KMEANS.ipynb
    • stopwords.txt
    • test.csv
    • tips.txt
    • 公务员工资.txt
    • 基于电商数据与文本挖掘的竞品分析.pdf
  • 8.31 MB
  • 2019-3-1

  • 《基于SPSS Modeler的数据挖掘(第二版)》数据和流文件.rar
       《基于SPSS Modeler的数据挖掘(第二版)》数据和流文件

    本附件包括：
    • BankBalance.sav
    • BASKETS.txt
    • Brand.sav
    • BuyOrNot.sav
    • Customer.xls
    • DRUG.txt
    • ExportApple.sav
    • K-Means.sav
    • MBA.sav
    • Purchase.xls
    • ReportCard.xls
    • Sequence.sav
    • Students.xls
    • Telephone.sav
    • Transactions.txt
    • WebData.mdb
    • ZipCode.txt
    • 贝叶斯网络.str
    • 读入数据.str
    • 关联规则.str
    • 基本分析.str
    • 聚类分析.str
    • 决策树.str
    • 神经网络.str
    • 数据精简.str
    • 数据理解.str
    • 数据准备.str
    • 统计方法.str
    • 药物研究.str
    • 支持向量机.str
  • 2.52 MB
  • 2017-12-9

  • Notes 9th edition.rar
       打包

    本附件包括：
    • 3. Warrant Valuation When Value of Equity plus Warrants Is Lognormal.pdf
    • 4. Exact Procedure for Valuing American Calls on Stocks Paying a Single Dividend.pdf
    • 5. Differential Equation for Price of a Derivative on a Stock Paying a Known Dividend Yield.pdf
    • 6. Calculation of the Cumulative Probability in a Bivariate Normal Distribution.pdf
    • 7. Differential Equation for Price of a Derivative on a Futures Price.pdf
    • 8. Analytic Approximation for Valuing American Options.pdf
    • 9. Generalized Tree Building Procedure.pdf
    • 10. The Cornish-Fisher Expansion to Estimate VaR.pdf
    • 11. Manipulation of Credit Transition Matrices.pdf
    • 12. Calculation of Cumulative Non-Central Chi Square Distribution.pdf
    • 13. Efficient Procedure for Valuing American-Style Lookback Options.pdf
    • 14. The Hull-White Two-Factor Model.pdf
    • 15. Valuing Options on Coupon-Bearing Bonds in a One-Factor Interest Rate Model.pdf
    • 16. Construction of an Interest Rate Tree with Nonconstant Time Steps and Nonconstant Parameters.pdf
    • 17. The Process for the Short Rate in an HJM Term Structure Model.pdf
    • 18. Valuation of a Compounding Swap.pdf
    • 19. Valuation of an Equity Swap.pdf
    • 20. Changing the Market Price of Risk for Variables That Are Not the Prices of Traded Securities.pdf
    • 21. Hermite Polynomials and Their Use for Integration.pdf
    • 22. Valuation of a Variance Swap.pdf
    • 23. The Black, Derman , Toy Model.pdf
    • 24. Proof that Forward and Futures Prices Are Equal When Interest Rates Are Constant.pdf
    • 25. A Cash Flow Mapping Procedure.pdf
    • 26. A Binomial Measure of Credit Correlation.pdf
    • 27. Calculation of Moments for Valuing Asian Options.pdf
    • 28. Calculation of Moments for Valuing Basket Options.pdf
    • 29. Proof of Extensions to Ito's Lemma.pdf
    • 30. The Return for a Security Dependent on Multiple Sources of Uncertainty.pdf
    • 31. Properties of Ho-Lee and Hull-White Interest Rate Models.pdf
    • 1. Convexity Adjustments to Eurodollar Futures.pdf
    • 2. Properties of the Lognormal Distribution.pdf
  • 1.37 MB
  • 2015-1-30

  • basketprice_060507[1].rar

    本附件包括：
    • basketprice_060507[1].swf
  • 26.37 MB
  • 2014-11-12

  • Finance Option Pricing and Price Processes Simulation.rar

    本附件包括：
    • 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
    • 6 Applications of Monte CarloQuasi-Monte Carlo Methods in Finance Option Pricing.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
    • 1 Quasi-Monte Carlo Approaches to Option Pricing.pdf
  • 2.64 MB
  • 2014-9-8

  • John Hull课本英文注释.zip

    本附件包括：
    • TechnicalNote1.Convexity Adjustments to Eurodollar Futures.pdf
    • TechnicalNote10.pdf
    • TechnicalNote11.pdf
    • TechnicalNote12.pdf
    • TechnicalNote13.pdf
    • TechnicalNote14.pdf
    • TechnicalNote15.pdf
    • TechnicalNote16.pdf
    • TechnicalNote17.pdf
    • TechnicalNote18.pdf
    • TechnicalNote19.pdf
    • TechnicalNote2.Properties of Lognormal Distribution.pdf
    • TechnicalNote20.pdf
    • TechnicalNote21.pdf
    • TechnicalNote22.pdf
    • TechnicalNote23.pdf
    • TechnicalNote24.pdf
    • TechnicalNote25.pdf
    • TechnicalNote26.pdf
    • TechnicalNote27.pdf
    • TechnicalNote28.Calculation of Moments for Valuing Basket Options.pdf
    • TechnicalNote29.Proof of Extensions to Ito’s Lemma.pdf
    • TechnicalNote3.Warrant Valuation When Value of Equity Plus Warrants Is Lognormal.pdf
    • TechnicalNote30.The Return for a Security Dependent on Multiple sources of Uncertainty.pdf
    • TechnicalNote4.pdf
    • TechnicalNote5Calculation of Cumulative Probability in Bivariate Normal Distribution.pdf
    • TechnicalNote6.pdf
    • TechnicalNote7.pdf
    • TechnicalNote8.pdf
    • TechnicalNote9.pdf
  • 1.43 MB
  • 2013-1-19

  • CDS.rar

    本附件包括：
    • Abid and Naifar-Copula Based Simulation Procedures for Pricing Basket Credit Derivatives-University of Sfax-200703.pdf
    • Alabanese and Vidler-a Structural Model for Credit Equity Derivatives and Bespoke CDOs-20070301.pdf
    • Albanese and Vidler-Dynamic Conditioning and Credit Correlation Baskets-20080325.pdf
    • Albrecher et al-a Generic One Factor Levy Model for Pricing Synthetic CDOs.pdf
    • Antonov et al-Analytical Techniques for Synthetic CDOs and Credit Default Risk Measures-NumeriX-20050523.pdf
    • CDO Squared a Closer Look at Correlation-Fitch Ratings-20040202.pdf
    • Claudio Ferrarese-a Comparative Analysis of Correlation Skew Modeling Techniques for CDO Index Tranches-MPRA-20060908.pdf
    • Collateralized Debt Obligation Supplement-Total Securitization-2007.pdf
    • Crane and van der Hoek-Using Distortions of Copulas for CDOs-University of Adelaide.pdf
    • First Generation CPDO Case Study on Performance and Ratings-Derivative Fitch-20070418.pdf
    • Garcia et al-Levy Base Correlation-20070904.pdf
    • Hisakado et al-Correlated Binomial Models and Correlation Structures-20071009.pdf
    • Hofert and Scherer-CDO Pricing with Nested Archimedean Copulas-Universitat ULM-200803.pdf
    • Hull and White-Forwards and European Options on CDO Tranches-University of Toronto-200703.pdf
    • Hull and White-Valuation of a CDO and an n to Default CDS Without MC Sim -University of Toront, 200409.pdf
  • 7.79 MB
  • 2011-6-19

  • VFP课件.rar

    本附件包括：
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    • 控件14.jpg
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    • 控件21.jpg
    • 控件22.jpg
    • 控件23.jpg
    • 控件24.jpg
    • 控件25.jpg
    • 例9-4.htm
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    • 例9-29.htm
    • 例10-1.htm
    • 例10-2.htm
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    • 例11-5.htm
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    • 例11-6.htm
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    • 例11-8.htm
    • 例11-9.htm
    • 例11-10.htm
    • 例11-11.htm
    • 例11-14.htm
    • 例11-16.htm
    • 例11-18.jpg
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    • 例子.htm
    • 例子1.gif
    • 命令4.jpg
    • 命令按钮组.htm
    • 普通索引.GIF
    • 普通索引1.GIF
    • 删除7.jpg
    • 删除表单.htm
    • 数据13.gif
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    • 形状例子.htm
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    • 直线例子.htm
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  • 2011-4-14

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  • 2010-6-20

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    • Dynamic itemset counting and implication rules for market basket data.pdf
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  • 2009-10-28

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  • 2009-4-21

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  • 2009-4-18

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  • 2009-3-17

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  • 2008-9-23

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  • 2007-12-28

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