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  • Continuous Time Processes for Finance.rar
       金融连续时间处理

    本附件包括：
    • CH 11 A Fractional Dupire Equation for Jump-Diffusions.pdf
    • CH 1 Switching Models- Properties and Estimation.pdf
    • CH 2 Estimation of Continuous Time Processes by Markov Chain.pdf
    • CH 3 Particle Filtering and Estimation.pdf
    • CH 4 Modeling of Spillover Effects in Stock Markets.pdf
    • CH 5 Non-Markov Models for Contagion and Spillover.pdf
    • CH 6 Fractional Brownian Motion.pdf
    • CH 7 Gaussian Fields for Asset Prices.pdf
    • CH 8 Lévy Interest Rate Models with a Long Memory.pdf
    • CH 9 Affine Volterra Processes and Rough Models.pdf
    • CH 10 Sub-diffusion for Illiquid Markets.pdf
  • 10.1 MB
  • 2023-6-25

  • kerry back & shereve & cochrane.zip
       资产定价经典教材-英文原版

    本附件包括：
    • Steven E. Shreve - Stochastic calculus for finance II Continuous time models-Springer (2004).pdf
    • John H. Cochrane - Asset Pricing_ (Revised)(2005).pdf
    • Kerry E. Back - Asset pricing and portfolio choice theory-Oxford University Press (2017).pdf
    • kerry_back solutions_manual.pdf
    • Steven E. Shreve - Stochastic Calculus for Finance I The Binomial Asset Pricing Model-Springer (2005).pdf
  • 45.4 MB
  • 2019-10-14

  • (2004)A Game Theory Analysis of Options_Corporate Finance and Financial Intermed.rar

    本附件包括：
    • (2004)A Game Theory Analysis of Options_Corporate Finance and Financial Intermediation in Continuous Time_Professor Alexandre Ziegler.pdf
  • 2.86 MB
  • 2018-11-1

  • (1998)Financial Markets in Continuous Time_Rose-Anne Dana, Monique Jeanblanc, A..rar

    本附件包括：
    • (1998)Financial Markets in Continuous Time_Rose-Anne Dana, Monique Jeanblanc, A. Kennedy.pdf
  • 1.76 MB
  • 2018-11-1

  • Stochastic Modelling and Applied Probability(21-30).rar

    本附件包括：
    • (Applications of Mathematics 30) Discrete-Time Markov Control Processes_ Basic Optimality Criteria-Springer-Verlag New York (1996).pdf
    • (Applications of Mathematics 21) Stochastic Integration and Differential Equations A New Approach(1990).pdf
    • (Applications of Mathematics 21) Stochastic Integration and Differential Equations(2003).pdf
    • (Applications of Mathematics 22) Adaptive Algorithms and Stochastic Approximations(1990).pdf
    • (Applications of Mathematics 23) Numerical solution of stochastic differential equations(1995).djvu
    • (Applications of Mathematics 24) Numerical Methods for Stochastic Control Problems in Continuous Time(1992).pdf
    • (Applications of Mathematics 24) Numerical Methods for Stochastic Control Problems in Continuous Time(2001).pdf
    • (Applications of mathematics 25) Controlled Markov Processes and Viscosity Solutions-Springer (2006).pdf
    • (Applications of Mathematics 26) Elements of Queueing Theory_ Palm Martingale Calculus and Stochastic Recurrences(2003).pdf
    • (Applications of Mathematics 27) Image Analysis, Random Fields and Dynamic Monte Carlo Methods_ A Mathematical Introduction(1995).djvu
    • (Applications of Mathematics 28) Cycle Representations of Markov Processes(1995).pdf
    • (Applications of Mathematics 28) Cycle Representations of Markov Processes(2010).pdf
    • (Applications of Mathematics 29) Hidden Markov models_ estimation and control(1995).pdf
  • 81.28 MB
  • 2017-9-13

  • Continuous Time Approximations to GARCH and Stochastic Volatility Models.zip

    本附件包括：
    • Continuous Time Approximations to GARCH and Stochastic Volatility Models.pdf
  • 493.5 KB
  • 2016-12-28

  • Stochastic Optimization in Continuous Time.rar

    本附件包括：
    • Stochastic Optimization in Continuous Time.pdf
  • 1.44 MB
  • 2014-10-9

  • Continuous-time Finance and Derivative Assets(1-4_及参考书).zip

    本附件包括：
    • Arbitrage Theory in Continuous Time 3rd - Bjork.pdf
    • Handout_2.pdf
    • Handout_3.pdf
    • Handout_4.pdf
    • Handout_1.pdf
  • 2.23 MB
  • 2014-9-23

  • Modelling Stock Market Volatility - Bridging the Gap to Continuous Time.rar

    本附件包括：
    • Modelling Stock Market Volatility - Bridging the Gap to Continuous Time.pdf
  • 5.25 MB
  • 2013-11-12

  • 《Arbitrage Theory in Continuous Time 3rd 》by- Bjork.rar

    本附件包括：
    • 《Arbitrage Theory in Continuous Time 3rd 》by- Bjork.pdf
  • 1.89 MB
  • 2013-10-19

  • 定价理论的经典文献2.zip
       经典第一部分

    本附件包括：
    • (Harrison pliska)a stochastic calculus model of continuous trading complete markets.pdf
    • A Continuous Time Arbitrage Pricing Model with Stochastic Volatility and Jumps..pdf
    • A Path Integral Approach to Option Pricing with Stochastic Volatility Some Exact Results.pdf
    • Bond Pricing and the Term Structure o Interest Rates A New Methodology for Contingent Claims Valuation .pdf
    • Changes of Numéraire, Changes of Probability Measure and Option Pricing.pdf
    • coherent measures of risk.pdf
    • Hedging with Stochastic and Local Volatility.pdf
    • Louis Bachelier’s “Theory of Speculation.pdf
    • ON CHANGES OF MEASURE IN S TOCHASTIC volatility models.pdf
    • Option Pricing Kernels and the ICAPM.PDF
    • Option Pricing with Lévy Process .pdf
    • Option Valuation with Jumps in Returns and volatility.pdf
    • Peter Carr.pdf
    • RJarrow%20MarketEfficiency6.pdf
    • stcochastic local volatility.pdf
    • The Pricing of Commodity Contracts.pdf
  • 7.64 MB
  • 2012-7-25

  • ATiCT.pdf
        Bjork - Arbitrage Theory in Continuous Time 第三版前17章的solution

  • 164.41 KB
  • 2011-9-29

  • Tomas Bjork--Arbitrage Theory in Continuous Time.zip

    本附件包括：
    • Tomas Bjork--Arbitrage Theory in Continuous Time.pdf
  • 8.93 MB
  • 2010-12-13

  • continuous-time financial.rar

    本附件包括：
    • 1.Life time portfolio selection under uncertainty the continuous time case.pdf
    • A note on robustness in Merton's model of intertemporal consumption and portfolio choice.pdf
    • Distribution of bankruptcy time in a consumptionportfolio problem.pdf
    • Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation.pdf
    • Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income.pdf
    • Lifetime Portfolio Selection By Dynamic Stochastic Programming.pdf
    • Multi-asset investment-consumption model with transaction costs.pdf
    • On the fluctuations in consumption and market returns in the presence of labor and human capital.pdf
    • Optimal consumption choices for a ‘large’ investor.pdf
    • Optimal consumption and portfolio choice for pooled annuity funds.pdf
    • Optimal consumption and portfolio choice with ambiguity and anticipation.pdf
    • Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs.pdf
    • Optimal consumption and portfolio rules with durability and habi.pdf
    • Optimal consumption and portfolio rules with durabilityLocal Substitution.pdf
    • Optimal consumption and portfolio selection problem with downside consumption constraints.pdf
    • Optimal Consumption and Portfolio Selection with Stochastic Differential Utility.pdf
    • Optimal consumption investment policies with undiversifiable income risk and liquidity constraint.pdf
    • Optimal consumption–portfolio choices and retirement planning.pdf
    • Optimal investment decisions when time-horizon is uncertain.pdf
    • Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints.pdf
    • Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences.pdf
    • Portfolio and consumption choice with stochasticinvestment opportunities and habit formation in preferences.pdf
    • Portfolio and consumption decisions with the consumption habit constraints.pdf
    • Utility maximization with partial information.pdf
    • 5.Martingales and stochastic integrals in the theory of continuous trading.txt
    • 6.Optimal consumption and portfolio policies when asset prices follow a.txt
    • 13.Consumption and portfolio policies with incomplete markets and short-sale constraints The infinite dimensional case本文档 (2).txt
    • Consumption and portfolio policies with incomplete markets and short-sale constraints The infinite dimensional case.txt
    • Optimal consumption and portfolio policies when asset prices follow a diffusion process.txt
    • 新建 文本文档.txt
  • 12.04 MB
  • 2010-4-29

  • continuous-time financial.rar

    本附件包括：
    • 1.Life time portfolio selection under uncertainty the continuous time case.pdf
    • A note on robustness in Merton's model of intertemporal consumption and portfolio choice.pdf
    • Distribution of bankruptcy time in a consumptionportfolio problem.pdf
    • Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation.pdf
    • Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income.pdf
    • Lifetime Portfolio Selection By Dynamic Stochastic Programming.pdf
    • Multi-asset investment-consumption model with transaction costs.pdf
    • On the fluctuations in consumption and market returns in the presence of labor and human capital.pdf
    • Optimal consumption choices for a ‘large’ investor.pdf
    • Optimal consumption and portfolio choice for pooled annuity funds.pdf
    • Optimal consumption and portfolio choice with ambiguity and anticipation.pdf
    • Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs.pdf
    • Optimal consumption and portfolio rules with durability and habi.pdf
    • Optimal consumption and portfolio rules with durabilityLocal Substitution.pdf
    • Optimal consumption and portfolio selection problem with downside consumption constraints.pdf
    • Optimal Consumption and Portfolio Selection with Stochastic Differential Utility.pdf
    • Optimal consumption investment policies with undiversifiable income risk and liquidity constraint.pdf
    • Optimal consumption–portfolio choices and retirement planning.pdf
    • Optimal investment decisions when time-horizon is uncertain.pdf
    • Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints.pdf
    • Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences.pdf
    • Portfolio and consumption choice with stochasticinvestment opportunities and habit formation in preferences.pdf
    • Portfolio and consumption decisions with the consumption habit constraints.pdf
    • Utility maximization with partial information.pdf
    • 5.Martingales and stochastic integrals in the theory of continuous trading.txt
    • 6.Optimal consumption and portfolio policies when asset prices follow a.txt
    • 13.Consumption and portfolio policies with incomplete markets and short-sale constraints The infinite dimensional case本文档 (2).txt
    • Consumption and portfolio policies with incomplete markets and short-sale constraints The infinite dimensional case.txt
    • Optimal consumption and portfolio policies when asset prices follow a diffusion process.txt
    • 新建 文本文档.txt
  • 12.04 MB
  • 2010-4-29

  • Stochastic Optimization in Continuous Time.rar

    本附件包括：
    • Stochastic Optimization in Continuous Time.pdf
  • 1.44 MB
  • 2010-4-25

  • abbr_4cd154866c68d4729e0f3dcf60e02eca.rar

    本附件包括：
    • Optimal Portfolios - Stochastic Models for Optimal Investment and Risk Management in Continuous Time.pdf
  • 11.6 MB
  • 2010-4-25

  • abbr_4cd154866c68d4729e0f3dcf60e02eca.rar

    本附件包括：
    • Optimal Portfolios - Stochastic Models for Optimal Investment and Risk Management in Continuous Time.pdf
  • 11.59 MB
  • 2010-2-27

  • Arbitrage Theory in Continuous Time.rar

    本附件包括：
    • Solutions.pdf
    • Arbitrage Theory in Continuous Time 2nd- Bjork.pdf
    • Solution.pdf
    • Arbitrage Theory in Continuous Time 3rd - Bjork.pdf
  • 17.29 MB
  • 2010-5-15

  • Martingale Methods in Financial Modelling.rar

    本附件包括：
    • front-matter2.pdf
    • An Introduction to Financial Derivatives.pdf
    • Discrete-time Security Markets.pdf
    • Benchmark Models in Continuous Time.pdf
    • Foreign Market Derivatives.pdf
    • American Options.pdf
    • Exotic Options.pdf
    • Volatility Risk.pdf
    • Continuous-time Security Markets.pdf
    • Interest Rates and Related Contracts.pdf
    • Short-Term Rate Models.pdf
    • Models of Instantaneous Forward Rates.pdf
    • Market LIBOR Models.pdf
    • Alternative Market Models.pdf
    • Cross-currency Derivatives.pdf
    • back matter.pdf
    • front-matter.pdf
    • front-matter1.pdf
    • back-matter.pdf
    • Fixed-income Markets front-matter.pdf
    • Spot and Futures Markets front-matter.pdf
  • 6.84 MB
  • 2009-12-18

  • Martingale Methods in Financial Modelling.rar

    本附件包括：
    • front-matter2.pdf
    • An Introduction to Financial Derivatives.pdf
    • Discrete-time Security Markets.pdf
    • Benchmark Models in Continuous Time.pdf
    • Foreign Market Derivatives.pdf
    • American Options.pdf
    • Exotic Options.pdf
    • Volatility Risk.pdf
    • Continuous-time Security Markets.pdf
    • Interest Rates and Related Contracts.pdf
    • Short-Term Rate Models.pdf
    • Models of Instantaneous Forward Rates.pdf
    • Market LIBOR Models.pdf
    • Alternative Market Models.pdf
    • Cross-currency Derivatives.pdf
    • back matter.pdf
    • front-matter.pdf
    • front-matter1.pdf
  • 6.12 MB
  • 2009-9-30

  • 317519.zip
       [下载]springer finance系列Financial Markets in Continuous Time

  • 2.7 MB
  • 2009-4-21

  • 315633.rar
       [下载]martingale methods in financial modelling 清晰版

    本附件包括：
    • front-matter2.pdf
    • An Introduction to Financial Derivatives.pdf
    • Discrete-time Security Markets.pdf
    • Benchmark Models in Continuous Time.pdf
    • Foreign Market Derivatives.pdf
    • American Options.pdf
    • Exotic Options.pdf
    • Volatility Risk.pdf
    • Continuous-time Security Markets.pdf
    • Interest Rates and Related Contracts.pdf
    • Short-Term Rate Models.pdf
    • Models of Instantaneous Forward Rates.pdf
    • Market LIBOR Models.pdf
    • Alternative Market Models.pdf
    • Cross-currency Derivatives.pdf
    • back matter.pdf
    • front-matter.pdf
    • front-matter1.pdf
  • 6.12 MB
  • 2009-4-15

  • 312058.pdf
       [下载]Bjork_Arbitrage Theory in Continuous time清晰版

  • 12.57 MB
  • 2009-4-5

  • 311414.pdf
       [下载]Financial Markets in Continuous Time

  • 2.28 MB
  • 2009-4-3

  • 290620.pdf
       Continuous Time Finance(Merton).pdf

  • 22.62 MB
  • 2009-2-4

  • 286497.pdf
       【下载】全新书籍：Stochastic Optimization in Continuous Time

  • 1.88 MB
  • 2009-1-16

  • 280146.pdf
       Continuous Time MV Analysis

  • 387.46 KB
  • 2008-12-25

  • 279990.pdf
       [下载] Arbitrage Theory in Continuous Time, 2nd (Bjork, 1999)

  • 12.57 MB
  • 2008-12-25

  • 279904.pdf
       Continuous Time MV Analysis

  • 218.38 KB
  • 2008-12-24

  • 278426.rar
       Arbitrage theory in continuous time

    本附件包括：
    • Bjoerk T. - Arbitage Theory in Continuous Time - opt.pdf
  • 5.57 MB
  • 2008-12-19

  • 275921.pdf
       [分享][下载]Arbitrage Theory in Continuous Time

  • 12.58 MB
  • 2008-12-12

  • 257793.rar
       [推荐]Martingale Methods in Financial Modelling

    本附件包括：
    • 13 Alternative Market Models.pdf
    • Front Matter.pdf
    • 1 An Introduction to Financial Derivatives.pdf
    • 2 Discrete-time Security Markets.pdf
    • 3 Benchmark Models in Continuous Time.pdf
    • 4 Foreign Market Derivatives.pdf
    • 5 American Options.pdf
    • 6 Exotic Options.pdf
    • 7 Volatility Risk.pdf
    • 8 Continuous-time Security Markets.pdf
    • 10 Short-Term Rate Models.pdf
    • 11 Models of Instantaneous Forward Rates.pdf
    • 9 Interest Rates and Related Contracts.pdf
    • 12 Market LIBOR Models.pdf
    • back-matter.pdf
    • 14 Cross-currency Derivatives.pdf
  • 43.88 MB
  • 2008-10-20

  • 231055.pdf
       [下载]Financial Markets in Continuous Time(Springer Finance书籍)

  • 185.82 KB
  • 2008-7-27

  • 231053.pdf
       [下载]Financial Markets in Continuous Time(Springer Finance书籍)

  • 185.82 KB
  • 2008-7-27

  • 231052.pdf
       [下载]Financial Markets in Continuous Time(Springer Finance书籍)

  • 2.28 MB
  • 2008-7-27

  • 223247.rar
       l连续时间金融下的最优投资消费模型论文（外文）

    本附件包括：
    • 1.Life time portfolio selection under uncertainty the continuous time case.pdf
    • A note on robustness in Merton's model of intertemporal consumption and portfolio choice.pdf
    • Distribution of bankruptcy time in a consumptionportfolio problem.pdf
    • Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation.pdf
    • Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income.pdf
    • Lifetime Portfolio Selection By Dynamic Stochastic Programming.pdf
    • Multi-asset investment-consumption model with transaction costs.pdf
    • On the fluctuations in consumption and market returns in the presence of labor and human capital.pdf
    • Optimal consumption choices for a ‘large’ investor.pdf
    • Optimal consumption and portfolio choice for pooled annuity funds.pdf
    • Optimal consumption and portfolio choice with ambiguity and anticipation.pdf
    • Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs.pdf
    • Optimal consumption and portfolio rules with durability and habi.pdf
    • Optimal consumption and portfolio rules with durabilityLocal Substitution.pdf
    • Optimal consumption and portfolio selection problem with downside consumption constraints.pdf
    • Optimal Consumption and Portfolio Selection with Stochastic Differential Utility.pdf
    • Optimal consumption investment policies with undiversifiable income risk and liquidity constraint.pdf
    • Optimal consumption–portfolio choices and retirement planning.pdf
    • Optimal investment decisions when time-horizon is uncertain.pdf
    • Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints.pdf
    • Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences.pdf
    • Portfolio and consumption choice with stochasticinvestment opportunities and habit formation in preferences.pdf
    • Portfolio and consumption decisions with the consumption habit constraints.pdf
    • Utility maximization with partial information.pdf
    • 5.Martingales and stochastic integrals in the theory of continuous trading.txt
    • 6.Optimal consumption and portfolio policies when asset prices follow a.txt
    • 13.Consumption and portfolio policies with incomplete markets and short-sale constraints The infinite dimensional case本文档 (2).txt
    • Consumption and portfolio policies with incomplete markets and short-sale constraints The infinite dimensional case.txt
    • Optimal consumption and portfolio policies when asset prices follow a diffusion process.txt
    • 新建 文本文档.txt
  • 12.04 MB
  • 2008-6-28

  • 222498.rar
       Martingale Methods in Financial Modelling

    本附件包括：
    • 13. Alternative Market Models.pdf
    • 14. Cross-currency Derivatives.pdf
    • back-matter.pdf
    • front-matter.pdf
    • 1. An Introduction to Financial Derivatives.pdf
    • 2. Discrete-time Security Markets.pdf
    • 3. Benchmark Models in Continuous Time.pdf
    • 4. Foreign Market Derivatives.pdf
    • 5. American Options.pdf
    • 6. Exotic Options.pdf
    • 7. Volatility Risk.pdf
    • 8. Continuous-time Security Markets.pdf
    • 9. Interest Rates and Related Contracts.pdf
    • 10. Short-Term Rate Models.pdf
    • 11. Models of Instantaneous Forward Rates.pdf
    • 12. Market LIBOR Models.pdf
  • 43.87 MB
  • 2008-6-25

  • 221347.pdf
       Arbitrary Theory in Continuous Time(Tomas Bjork)

  • 1.2 MB
  • 2008-6-20

  • 221346.pdf
       Arbitrary Theory in Continuous Time(Tomas Bjork)

  • 1.1 MB
  • 2008-6-20

  • 221345.pdf
       Arbitrary Theory in Continuous Time(Tomas Bjork)

  • 1.18 MB
  • 2008-6-20

  • 212024.pdf
       springer finance—Stochastic Calculus—Continuous Time Model

  • 45.05 MB
  • 2008-5-11

  • 199462.pdf
       arbitrage theory in continuous time( Tomas Bjork）

  • 12.57 MB
  • 2008-3-20

  • 199461.zip
       arbitrage theory in continuous time( Tomas Bjork）

    本附件包括：
    • Arbitrage Theory in Continuous Time (Typos).pdf
  • 59.8 KB
  • 2008-3-20

  • 178574.pdf
       Financial Markets in Continuous Time

  • 2.28 MB
  • 2007-11-29

  • 175804.pdf
       [推荐]Springer Finance--Financial Markets in Continuous Time

  • 2.28 MB
  • 2007-11-21

  • 169761.rar
       [原创][下载]Journal of Econometrics-Volume 141, Issue 2, Pages 323-1420 (December 2007)

    本附件包括：
    • 21.Modelling security market events in continuous time- Intensity based, multivariate point process models.pdf
    • 19.A consistent characteristic function-based test for conditional independence.pdf
    • 20.A goodness-of-fit test for ARCH(∞) models.pdf
    • 22.Asymptotics for duration-driven long range dependent processes.pdf
    • 23.An adaptive empirical likelihood test for parametric time series regression models.pdf
    • 24.A goodness-of-fit test for ARCH models.pdf
    • 25.Discrete time duration models with group-level heterogeneity.pdf
    • 26.Income distribution and inequality measurement- The problem of extreme values.pdf
    • 27.A zero-inflated ordered probit model, with an application to modelling tobacco consumption.pdf
    • 28.Estimating a generalized correlation coefficient for a generalized bivariate probit model.pdf
    • 29.Nonstationary discrete choice- A corrigendum and addendum.pdf
    • 30.Endogeneity in quantile regression models- A control function approach.pdf
    • 31.Time and causality- A Monte Carlo assessment of the timing-of-events approach.pdf
    • 32.Confidence sets for the date of a single break in linear time series regressions.pdf
    • 33.Finite sample multivariate structural change tests with application to energy demand models.pdf
    • 34.Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese Yuan.pdf
    • 35.Inverse probability weighted estimation for general missing data problems.pdf
    • 36.A simple, robust and powerful test of the trend hypothesis.pdf
    • 38.Nonstationarity-extended local Whittle estimation.pdf
    • 37.A theory of robust long-run variance estimation.pdf
    • 39.Efficient high-dimensional importance sampling.pdf
    • 40.Corrigendum to The pseudo-true score encompassing test for non-nested hypotheses.pdf
    • 41.The large sample behaviour of the generalized method of moments estimator in misspecified models.pdf
    • 42.Erratum to “Generalizing the standard product rule of probability theory and Bayes's Theorem.pdf
    • 43.Error in contents listing of Special issue.pdf
    • 1.Editorial Board.pdf
    • 2.Realized range-based estimation of integrated variance.pdf
    • 3.Instrumental variable estimation based on conditional median restriction.pdf
    • 4.Generalized R-estimators under conditional heteroscedasticity.pdf
    • 5.Incidental trends and the power of panel unit root tests.pdf
    • 6.Non-parametric estimation of sequential english auctions.pdf
    • 7.On the uniqueness of optimal prices set by monopolistic sellers.pdf
    • 8.On the second-order properties of empirical likelihood with moment restrictions.pdf
    • 9.Contemporaneous threshold autoregressive models- Estimation, testing and forecasting.pdf
    • 10.Efficient tests of the seasonal unit root hypothesis.pdf
    • 11.Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach.pdf
    • 12.Asymptotic properties of a robust variance matrix estimator for panel data when T is large.pdf
    • 13.Online forecast combinations of distributions- Worst case bounds.pdf
    • 14.Nonparametric tests for conditional symmetry in dynamic models.pdf
    • 15.Masking identification of discrete choice models under simulation methods.pdf
    • 16.A smoothed least squares estimator for threshold regression models.pdf
    • 17.Can the random walk model be beaten in out-of-sample density forecasts- Evidence from intraday foreign exchange rates.pdf
    • 18.Endogenous selection or treatment model estimation.pdf
  • 13.96 MB
  • 2007-11-3

  • 155546.rar
       资料分享--WISE工作论文

    本附件包括：
    • 我国公司交叉上市的溢出效应分析.pdf
    • 境外上市对融资约束的影响.pdf
    • 异质信念与股票收益.pdf
    • 异质信念与金融异象研究最新进展.pdf
    • 论中国计量经济学教学与研究.pdf
    • Some Thoughts on.pdf
    • The 2000 presidential election and the information cost of sensitive versus.pdf
    • MPS Risk Aversion and MV Analysis in Continuous Time with Lévy Jumps.pdf
  • 1.59 MB
  • 2007-9-19

  • 140419.pdf
       Financial Markets in Continuous Time

  • 2.28 MB
  • 2007-7-23

  • 133016.pdf
       Financial Markets in Continuous Time

  • 2.28 MB
  • 2007-7-4

  • 127212.pdf
       [下载]arbitrage theory in continuous time

  • 1.2 MB
  • 2007-6-18

  • 127211.pdf
       [下载]arbitrage theory in continuous time

  • 1.1 MB
  • 2007-6-18

  • 127210.pdf
       [下载]arbitrage theory in continuous time

  • 1.18 MB
  • 2007-6-18

  • 112654.rar
       利率模型

    本附件包括：
    • Multi-Factor Term Structure Models.pdf
    • Nonparametric Modeling of U.S. Interest Rate Term Structure Dynamics and Implications on the Prices of Derivative Securities.pdf
    • The Stochastic Volatility of Short-Term Interest Rates-Some International Evidence.pdf
    • Gaussian Estimation of Single-Factor Continuous Time Models of the Term.pdf
  • 1.43 MB
  • 2007-5-1

  • 71962.rar
       Continuous Time Finance( Carr and Dupire, Bloomberg LP and Courant Institute, NYU)

  • 3.66 MB
  • 2006-11-12

  • 51802.rar

    本附件包括：
    • Analyzing Convertible Securities.pdf
    • A Continuous Time Approach to the Pricing of Bonds.pdf
    • Option pricing A simplified approach.pdf
    • Inside the black Box,Credit Channel of Monetary Policy Transmission.pdf
    • Its Baaack Japan's Slump AND Return of the Liquidity Trap.pdf
    • notes on the economics of infinity.pdf
    • Private and Public Supply of Liquidity.pdf
    • Public Debt and Private Liquidity.pdf
    • Recent Developments in Modeling Financial Intermediation.pdf
    • Some Unpleasant Monetarist Arithmetic.pdf
    • Thefinancial accelerator in a quantitative business cycle framework.pdf
    • 汇率规避.pdf
  • 15.83 MB
  • 2006-5-8

  • 50554.rar
       [下载]计量经济学手册 handbook of econometrics 1.2.6卷

    本附件包括：
    • Multiple Hypothesis Testing.pdf
    • Panel Data.pdf
    • Random and Changing Coefficient Models.pdf
    • Time Series and Spectral Methods in Econometrics.pdf
    • Wald, Likelihood Ratio, and Lagrange Multiplier Tests in Econometrics.pdf
    • Approximating the Distributions of Econometric Estimators and Test Statistics.pdf
    • Continuous Time Stochastic Models and Issues of Aggregation Over Time.pdf
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