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  • Sciencedirect_articles_06Oct2017_07-15-12.447.zip

    本附件包括:
    • 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
    • CHAPTER-14-Tools-for-Volatility-Engineering-Volatility-Swaps-and-Volatility-Trading_2008_Principles-of-Financial-Engineering-Second-Edition-.pdf
  • 5.73 MB
  • 2017-10-10
  • Springer Proceedings in Mathematics & Statistics(141-150).rar

    本附件包括:
    • (Springer Proceedings in Mathematics & Statistics 150) Difference Equations, Discrete Dynamical Systems and Applications.pdf
    • (Springer Proceedings in Mathematics & Statistics 141) Marshall Olkin Distributions - Advances in Theory and Applications_ Bologna,.pdf
    • (Springer Proceedings in Mathematics & Statistics 142) Semigroups, Algebras and Operator Theory_ Kochi, India, February 2014-Springer India (2015).pdf
    • (Springer Proceedings in Mathematics & Statistics 143) Mathematical Analysis and its Applications_ Roorkee, India, December 201.pdf
    • (Springer Proceedings in Mathematics & Statistics 144) Complex Analysis and Geometry_ KSCV10, Gye.pdf
    • (Springer Proceedings in Mathematics & Statistics 145) Dependent Data in Social Sciences Research_ Forms, Issues, and Methods of Analys.pdf
    • (Springer Proceedings in Mathematics & Statistics 146) Applied Mathematics_ Kolkata, India, February 2014(2015).pdf
    • (Springer Proceedings in Mathematics & Statistics 147) Modeling and Optimization_ Theory and Applications.pdf
    • (Springer Proceedings in Mathematics & Statistics 148) Convexity and Discrete Geometry Including Graph Theory_ Mulhouse, France, September.pdf
    • (Springer Proceedings in Mathematics & Statistics 149) Ordered Data Analysis, Modeling and Health Research Methods.pdf
  • 42.95 MB
  • 2017-9-13
  • From Convexity to Nonconvexity.zip

    本附件包括:
    • From Convexity to Nonconvexity.djvu
  • 3.12 MB
  • 2017-1-10
  • Salomon Brothers Fixed Income Reading.rar
       所罗门兄弟固定收益证券教材

    本附件包括:
    • Salomon Brothers Fixed Income Series - Overview of Forward Rate Analysis.pdf
    • Salomon Brothers Fixed Income Series - A Framework for Analyzing Yield Curve Trades.pdf
    • Salomon Brothers Fixed Income Series - Convexity Bias and the Yield Curve.pdf
    • Salomon Brothers Fixed Income Series - Does Duration Extension Exhance Long Term Expected Returns.pdf
    • Salomon Brothers Fixed Income Series - Dynamics of the Shape of the Yield Curve.pdf
    • Salomon Brothers Fixed Income Series - Forecasting U.S. Bond Returns.pdf
    • Salomon Brothers Fixed Income Series - Market's Rate Expectation and Forward Rates.pdf
  • 6.63 MB
  • 2015-3-28
  • 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
  • 金融经济学期刊2014年第11期论文全集.zip

    本附件包括:
    • Mortgage convexity.pdf
    • Income hedging and portfolio decisions$.pdf
    • Stock market returns and annuitization.pdf
    • Tailspotting_ Identifying and profiting from CEO vacation trips.pdf
    • The genetics of investment biases.pdf
    • Trading networks and liquidity provision.pdf
    • Asset pricing_ A tale of two days.pdf
  • 4.62 MB
  • 2014-9-28
  • 凸分析,变分法,最优控制.rar
       Optimization by Vector Space Methods;Convexity and Optimization - Isites.harvard.edu;最优控制的要点. ...

    本附件包括:
    • 最优控制的要点.例题.答案.pdf
    • Convexity and Optimization - Isites.harvard.edu.pdf
    • Optimization by Vector Space Methods (Wiley Professiona.pdf
  • 9.91 MB
  • 2014-9-26
  • 金融经济学期刊2014年第10期.zip

    本附件包括:
    • Mortgage-convexity_2014_Journal-of-Financial-Economics.pdf
    • Editorial-Board_2014_Journal-of-Financial-Economics.pdf
    • Income-hedging-and-portfolio-decisions_2014_Journal-of-Financial-Economics.pdf
    • Stock-market-returns-and-annuitization_2014_Journal-of-Financial-Economics.pdf
    • Tailspotting-Identifying-and-profiting-from-CEO-vacation-trips_2014_Journal-of-Financial-Economics.pdf
    • The-genetics-of-investment-biases_2014_Journal-of-Financial-Economics.pdf
    • Trading-networks-and-liquidity-provision_2014_Journal-of-Financial-Economics.pdf
    • Asset-pricing-A-tale-of-two-days_2014_Journal-of-Financial-Economics.pdf
  • 4.64 MB
  • 2014-9-4
  • fl.zip

    本附件包括:
    • Mortgage-convexity_2014_Journal-of-Financial-Economics.pdf
    • Editorial-Board_2014_Journal-of-Financial-Economics.pdf
    • Income-hedging-and-portfolio-decisions_2014_Journal-of-Financial-Economics.pdf
    • Stock-market-returns-and-annuitization_2014_Journal-of-Financial-Economics.pdf
    • Tailspotting-Identifying-and-profiting-from-CEO-vacation-trips_2014_Journal-of-Financial-Economics.pdf
    • The-genetics-of-investment-biases_2014_Journal-of-Financial-Economics.pdf
    • Trading-networks-and-liquidity-provision_2014_Journal-of-Financial-Economics.pdf
    • Asset-pricing-A-tale-of-two-days_2014_Journal-of-Financial-Economics.pdf
  • 4.64 MB
  • 2014-8-18
  • EXCEL 模型.rar
       免费啦

    本附件包括:
    • Ch_11_Portfolio_Diversific.xlsx
    • Ch_12_Life_Cycle_Fin_Plan.xlsx
    • Ch_13_Div_Discount_Models.xlsx
    • Ch_14_DuPont_Ratio_Anal.xlsx
    • Ch_15_Option_Payoff_Profit.xlsx
    • Ch_16_Option_Trading_Strat.xlsx
    • Ch_17_Put_Call_Parity.xlsx
    • Ch_18_Binomial_Option_Pric.xlsx
    • Ch_19_Black_Scholes_Opt_Pr.xlsx
    • Ch_20_Merton_Corp_Bond.xlsx
    • Ch_21_Spot_Futures_Parity.xlsx
    • Ch_22_International_Parity.xlsx
    • Ch_01_Bond_Pricing.xlsx
    • Ch_02_Bond_Duration.xlsx
    • Ch_03_Bond_Convexity.xlsx
    • Ch_04_The_Yield_Curve.xlsx
    • Ch_05_US_Yield_Curve_Dynam.xlsx
    • Ch_06_Affine_Yield_Curve.xlsx
    • Ch_09_Asset_Pricing.xlsx
  • 2.55 MB
  • 2014-7-17
  • 经济数学孙宁.zip
       上财大牛孙宁的经济数学课件

    本附件包括:
    • 1.Optimization with equality constraints.pdf
    • 10. Basic Topology of Rl.pdf
    • 11. Continuous Functions and the Weierstrass Theorem.pdf
    • 12. Comparative Statics of Optimal Solutions.pdf
    • 13.Basic Dynamic Programming.pdf
    • 14. Fixed Point Theorem.pdf
    • 15.The Existence of Nash Equilibrium.pdf
    • 16. Competitiveequilibrium of a pure exchange economy.pdf
    • 2. Optimization with inequality constraints.pdf
    • 3. Convexity and Separation Theorem.pdf
    • 4. The Farkas Lemma.pdf
    • 5. The Proof of the Kuhn_Tucker Theorem.pdf
    • 6.Convex Optimization Problems.pdf
    • 7.More General Convex Optimization Problems.pdf
    • 8. Infinite Horizon Convex Optimization Problem and the Transversality Condition.pdf
    • 9. Basic Topology of R - the real line.pdf
  • 2.63 MB
  • 2013-9-18
  • 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
  • The New Palgrave Dictionary of Economics C.rar

    本附件包括:
    • convexity The New Palgrave Dictionary of Economics.mht
    • currency unions The New Palgrave Dictionary of Economics.mht
    • Currie, Lauchlin (1902–1993) The New Palgrave Dictionary of Economics.mht
    • cyclical markups The New Palgrave Dictionary of Economics.mht
    • Cairnes, John Elliott (1823–1875) The New Palgrave Dictionary of Economics.mht
    • calculus of variations The New Palgrave Dictionary of Economics.mht
    • calibration The New Palgrave Dictionary of Economics.mht
    • cameralism The New Palgrave Dictionary of Economics.mht
    • campaign finance, economics of The New Palgrave Dictionary of Economics.mht
    • Canada, economics in The New Palgrave Dictionary of Economics.mht
    • Canard, Nicolas-Francois (c1750–1833) The New Palgrave Dictionary of Economics.mht
    • Cantillon, Richard (1697–1734) The New Palgrave Dictionary of Economics.mht
    • capital asset pricing model The New Palgrave Dictionary of Economics.mht
    • capital controls The New Palgrave Dictionary of Economics.mht
    • capital gains and losses The New Palgrave Dictionary of Economics.mht
    • capital gains taxation The New Palgrave Dictionary of Economics.mht
    • capital measurement The New Palgrave Dictionary of Economics.mht
    • capital theory The New Palgrave Dictionary of Economics.mht
    • capital theory (paradoxes) The New Palgrave Dictionary of Economics.mht
    • capital utilization The New Palgrave Dictionary of Economics.mht
    • capitalism The New Palgrave Dictionary of Economics.mht
    • Carey, Henry Charles (1793–1879) The New Palgrave Dictionary of Economics.mht
    • Carlyle, Thomas (1795–1881) The New Palgrave Dictionary of Economics.mht
    • cartels The New Palgrave Dictionary of Economics.mht
    • case-based decision theory The New Palgrave Dictionary of Economics.mht
    • Cassel, Gustav (1866–1944) The New Palgrave Dictionary of Economics.mht
    • caste system The New Palgrave Dictionary of Economics.mht
    • catallactics The New Palgrave Dictionary of Economics.mht
    • catastrophic risk The New Palgrave Dictionary of Economics.mht
    • Catchings, Waddill (1879–1967) The New Palgrave Dictionary of Economics.mht
    • categorical data The New Palgrave Dictionary of Economics.mht
    • Catholic economic thought The New Palgrave Dictionary of Economics.mht
    • causality in economics and econometrics The New Palgrave Dictionary of Economics.mht
    • central bank communication The New Palgrave Dictionary of Economics.mht
    • central bank independence The New Palgrave Dictionary of Economics.mht
    • central limit theorems The New Palgrave Dictionary of Economics.mht
    • central place theory The New Palgrave Dictionary of Economics.mht
    • certainty equivalence The New Palgrave Dictionary of Economics.mht
    • CES production function The New Palgrave Dictionary of Economics.mht
    • ceteris paribus The New Palgrave Dictionary of Economics.mht
    • Ceva, Giovanni (1647-48–1734) The New Palgrave Dictionary of Economics.mht
    • Chalmers, Thomas (1780–1847) The New Palgrave Dictionary of Economics.mht
    • Champernowne, David Gawen (1912–2000) The New Palgrave Dictionary of Economics.mht
    • chaotic dynamics in economics The New Palgrave Dictionary of Economics.mht
    • charitable giving The New Palgrave Dictionary of Economics.mht
    • cheap talk The New Palgrave Dictionary of Economics.mht
    • chemical industry The New Palgrave Dictionary of Economics.mht
    • Chenery, Hollis B_ (1918–1994) The New Palgrave Dictionary of Economics.mht
    • Chevalier, Michel (1806–1879) The New Palgrave Dictionary of Economics.mht
    • Chicago School The New Palgrave Dictionary of Economics.mht
    • Chicago School (new perspectives) The New Palgrave Dictionary of Economics.mht
    • child health and mortality The New Palgrave Dictionary of Economics.mht
    • child labour The New Palgrave Dictionary of Economics.mht
    • Child, Josiah (1630–1699) The New Palgrave Dictionary of Economics.mht
    • childcare The New Palgrave Dictionary of Economics.mht
    • China, economics in The New Palgrave Dictionary of Economics.mht
    • Chinese economic reforms The New Palgrave Dictionary of Economics.mht
    • Christaller, Walter (1894–1975) The New Palgrave Dictionary of Economics.mht
    • circular flow The New Palgrave Dictionary of Economics.mht
    • circulating capital The New Palgrave Dictionary of Economics.mht
    • city and economic development The New Palgrave Dictionary of Economics.mht
    • Clapham, John Harold (1873–1946) The New Palgrave Dictionary of Economics.mht
    • Clark, Colin Grant (1905–1989) The New Palgrave Dictionary of Economics.mht
    • Clark, John Bates (1847–1938) The New Palgrave Dictionary of Economics.mht
    • Clark, John Maurice (1884–1963) The New Palgrave Dictionary of Economics.mht
    • class The New Palgrave Dictionary of Economics.mht
    • classical distribution theories The New Palgrave Dictionary of Economics.mht
    • classical economics and economic growth The New Palgrave Dictionary of Economics.mht
    • classical growth model The New Palgrave Dictionary of Economics.mht
    • classical production theories The New Palgrave Dictionary of Economics.mht
    • climate change, economics of The New Palgrave Dictionary of Economics.mht
    • cliometrics The New Palgrave Dictionary of Economics.mht
    • clubs The New Palgrave Dictionary of Economics.mht
    • coalitions The New Palgrave Dictionary of Economics.mht
    • Coase theorem The New Palgrave Dictionary of Economics.mht
    • Coase, Ronald Harry (born 1910) The New Palgrave Dictionary of Economics.mht
    • Cobb–Douglas functions The New Palgrave Dictionary of Economics.mht
    • Cobden, Richard (1804–1865) The New Palgrave Dictionary of Economics.mht
    • cobweb theorem The New Palgrave Dictionary of Economics.mht
    • cognitive ability The New Palgrave Dictionary of Economics.mht
    • Cohen Stuart, Arnold Jacob (1855–1921) The New Palgrave Dictionary of Economics.mht
    • cointegration The New Palgrave Dictionary of Economics.mht
    • Colbert, Jean-Baptiste (1619–1683) The New Palgrave Dictionary of Economics.mht
    • collective action The New Palgrave Dictionary of Economics.mht
    • collective action (new perspectives) The New Palgrave Dictionary of Economics.mht
    • collective bargaining The New Palgrave Dictionary of Economics.mht
    • collective choice experiments The New Palgrave Dictionary of Economics.mht
    • collective models of the household The New Palgrave Dictionary of Economics.mht
    • collective rationality The New Palgrave Dictionary of Economics.mht
    • Collet, Clara Elizabeth (1860–1948) The New Palgrave Dictionary of Economics.mht
    • Colquhoun, Patrick (1745–1820)1 The New Palgrave Dictionary of Economics.mht
    • Colquhoun, Patrick (1745–1820) The New Palgrave Dictionary of Economics.mht
    • command economy The New Palgrave Dictionary of Economics.mht
    • commodity fetishism The New Palgrave Dictionary of Economics.mht
    • commodity money The New Palgrave Dictionary of Economics.mht
    • common factors The New Palgrave Dictionary of Economics.mht
    • common property resources The New Palgrave Dictionary of Economics.mht
    • common rights in land The New Palgrave Dictionary of Economics.mht
    • Commons, John Rogers (1862–1945) The New Palgrave Dictionary of Economics.mht
    • community indifference curves The New Palgrave Dictionary of Economics.mht
    • comparative advantage The New Palgrave Dictionary of Economics.mht
    • comparative statics The New Palgrave Dictionary of Economics.mht
    • compensating differentials The New Palgrave Dictionary of Economics.mht
    • compensation principle The New Palgrave Dictionary of Economics.mht
    • competing risks model The New Palgrave Dictionary of Economics.mht
    • competition The New Palgrave Dictionary of Economics.mht
    • competition and selection The New Palgrave Dictionary of Economics.mht
    • competition, Austrian The New Palgrave Dictionary of Economics.mht
    • competition, classical The New Palgrave Dictionary of Economics.mht
    • computation of general equilibria The New Palgrave Dictionary of Economics.mht
    • computation of general equilibria (new developments) The New Palgrave Dictionary of Economics.mht
    • computational methods in econometrics The New Palgrave Dictionary of Economics.mht
    • computer industry The New Palgrave Dictionary of Economics.mht
    • computer science and game theory The New Palgrave Dictionary of Economics.mht
    • computing in mechanism design The New Palgrave Dictionary of Economics.mht
    • concentration measures The New Palgrave Dictionary of Economics.mht
    • Condillac, Etienne Bonnot de, Abbé de Mureau (1714–1780) The New Palgrave Dictionary of Economics.mht
    • Condorcet, Marie Jean Antoine Nicolas Caritat, Marquis de (1743–1794) The New Palgrave Dictionary of Economics.mht
    • congestion The New Palgrave Dictionary of Economics.mht
    • conjectural equilibria The New Palgrave Dictionary of Economics.mht
    • conspicuous consumption The New Palgrave Dictionary of Economics.mht
    • constitutions, economic approach to The New Palgrave Dictionary of Economics.mht
    • consumer expenditure The New Palgrave Dictionary of Economics.mht
    • consumer expenditure (new developments and the state of research) The New Palgrave Dictionary of Economics.mht
    • consumer surplus The New Palgrave Dictionary of Economics.mht
    • consumption externalities The New Palgrave Dictionary of Economics.mht
    • consumption sets The New Palgrave Dictionary of Economics.mht
    • consumption taxation The New Palgrave Dictionary of Economics.mht
    • consumption-based asset pricing models (empirical performance) The New Palgrave Dictionary of Economics.mht
    • consumption-based asset pricing models (theory) The New Palgrave Dictionary of Economics.mht
    • contemporary capitalism The New Palgrave Dictionary of Economics.mht
    • contestable markets The New Palgrave Dictionary of Economics.mht
    • contingent commodities The New Palgrave Dictionary of Economics.mht
    • contingent valuation The New Palgrave Dictionary of Economics.mht
    • continuous and discrete time models The New Palgrave Dictionary of Economics.mht
    • contract theory The New Palgrave Dictionary of Economics.mht
    • contracting in firms The New Palgrave Dictionary of Economics.mht
    • control functions The New Palgrave Dictionary of Economics.mht
    • conventionalism The New Palgrave Dictionary of Economics.mht
    • convergence The New Palgrave Dictionary of Economics.mht
    • convex programming The New Palgrave Dictionary of Economics.mht
    • convict labour The New Palgrave Dictionary of Economics.mht
    • cooperation The New Palgrave Dictionary of Economics.mht
    • coordination problems and communication The New Palgrave Dictionary of Economics.mht
    • copulas The New Palgrave Dictionary of Economics.mht
    • core convergence The New Palgrave Dictionary of Economics.mht
    • cores The New Palgrave Dictionary of Economics.mht
    • Corn Laws, free trade and protectionism The New Palgrave Dictionary of Economics.mht
    • corporate governance The New Palgrave Dictionary of Economics.mht
    • corporate law, economic analysis of The New Palgrave Dictionary of Economics.mht
    • corporations The New Palgrave Dictionary of Economics.mht
    • correspondence principle The New Palgrave Dictionary of Economics.mht
    • correspondences The New Palgrave Dictionary of Economics.mht
    • cost functions The New Palgrave Dictionary of Economics.mht
    • cost minimization and utility maximization The New Palgrave Dictionary of Economics.mht
    • cost–benefit analysis The New Palgrave Dictionary of Economics.mht
    • cost-push inflation The New Palgrave Dictionary of Economics.mht
    • countertrade The New Palgrave Dictionary of Economics.mht
    • countervailing power The New Palgrave Dictionary of Economics.mht
    • Courcelle-Seneuil, Jean Gustave (1813–1892) The New Palgrave Dictionary of Economics.mht
    • Cournot competition The New Palgrave Dictionary of Economics.mht
    • Cournot, Antoine Augustin (1801–1877) The New Palgrave Dictionary of Economics.mht
    • creative destruction The New Palgrave Dictionary of Economics.mht
    • creative destruction (Schumpeterian conception) The New Palgrave Dictionary of Economics.mht
    • credit card industry The New Palgrave Dictionary of Economics.mht
    • credit cycle The New Palgrave Dictionary of Economics.mht
    • credit rationing The New Palgrave Dictionary of Economics.mht
    • crime and the city The New Palgrave Dictionary of Economics.mht
    • cross-cultural experiments The New Palgrave Dictionary of Economics.mht
    • crowding out The New Palgrave Dictionary of Economics.mht
    • cultural transmission The New Palgrave Dictionary of Economics.mht
    • culture and economics The New Palgrave Dictionary of Economics.mht
    • Cunningham, William (1849–1919) The New Palgrave Dictionary of Economics.mht
    • Cunynghame, Henry Hardinge (1848–1935) The New Palgrave Dictionary of Economics.mht
    • currency boards The New Palgrave Dictionary of Economics.mht
    • currency competition The New Palgrave Dictionary of Economics.mht
    • currency crises The New Palgrave Dictionary of Economics.mht
    • currency crises models The New Palgrave Dictionary of Economics.mht
  • 13.79 MB
  • 2012-5-13
  • bent2[1].pdf
       convexity and bond performance: the benter the better

  • 184 KB
  • 2011-11-8
  • gtm168 Combinatorial ConvexityAlge Geometry.rar

    本附件包括:
    • gtm168 Combinatorial ConvexityAlge Geometry.djvu
  • 12.84 MB
  • 2010-7-17
  • Futures,Forwards, Options and Swaps Theory and Practice4.rar

    本附件包括:
    • Quiz 4 (convexity and TEDs) guide.doc
    • Quiz 3 (swaps) 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
  • 不动点理论.zip

    本附件包括:
    • 01ch.pdf
    • 02ch.pdf
    • 06ch.pdf
    • 03wk.pdf
    • 01wk.pdf
    • 04ch.pdf
    • MA312 Convexity and Fixed Point Theorems.htm
    • 01ex.pdf
    • 10wk.pdf
    • 03ch.pdf
    • 04ex.pdf
    • ma202ex96.pdf
    • 05ch.pdf
    • 06ex.pdf
    • 05ex.pdf
    • 08wk.pdf
    • 03ex.pdf
    • 04wk.pdf
    • ma202ex97.pdf
    • 05wk.pdf
    • 07wk.pdf
    • 02wk.pdf
    • 06wk.pdf
    • 09wk.pdf
    • ma202ex99.pdf
    • ma202ex98.pdf
    • ma202_ex97sol.pdf
    • ma202_ex99sol.pdf
    • 02ex.pdf
    • ma202_ex98sol.pdf
  • 3.61 MB
  • 2010-3-16
  • heston.rar

    本附件包括:
    • A closed-form GARCH option valuation model.pdf
    • Pricing American-style Derivatives under the Heston Model.pdf
    • Convexity of option prices in the Heston model.pdf
    • Finite Difference Schemes for Heston model.pdf
    • Heston’s Stochastic Volatility.pdf
    • Not-so-complex logarithms in the Heston model.pdf
    • The Heston Model.pdf
    • The Heston Model A Practical Approach with matlab code.pdf
    • [The Review of Financial Studies, Heston] A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options.pdf
  • 6.76 MB
  • 2010-1-16
  • 0210.rar

    本附件包括:
    • Are Nonconvexities Important for Understanding Growth.pdf
    • Motivations to Remit Evidence from Botswana.pdf
  • 628.7 KB
  • 2009-11-4
  • Excel Modeling and Estimation.rar

    本附件包括:
    • Ch_17_Spot_Futures_Parity.xlsx
    • Ch_01_Bond_Pricing.xlsx
    • Ch_02_Bond_Duration.xlsx
    • Ch_03_Bond_Convexity.xlsx
    • Ch_04_US_Yield_Curve_Dynam.xlsx
    • Ch_05_06_Port_Optimization.xlsm
    • Ch_07_Asset_Pricing.xlsx
    • Ch_08_Dealer_Simulation.xlsm
    • Ch_08_Trader_Simulation.xlsm
    • Ch_09_Portfolio_Diversific.xlsx
    • Ch_10_Life_Cycle_Fin_Plan.xlsx
    • Ch_11_Div_Discount_Models.xlsx
    • Ch_12_Option_Payoff_Profit.xlsx
    • Ch_13_Option_Trading_Strat.xlsx
    • Ch_14_Put_Call_Parity.xlsx
    • Ch_15_Binomial_Option_Pric.xlsx
    • Ch_16_Black_Scholes_Opt_Pr.xlsx
  • 5.17 MB
  • 2009-9-28
  • 3.PDF
       Detrimental Externalities and Non-Convexity of the Production Set

  • 539.33 KB
  • 2009-9-10
  • Duration, convexity, and time value.rar

    本附件包括:
    • Duration, convexity, and time value.mht
  • 152.71 KB
  • 2009-7-18
  • 246155.rar
       Convexity and Fixed Point Theorems

  • 3.55 MB
  • 2008-9-12
  • 241786.rar
       [下载]Financial Engineering Discrete-Time Asset Pricing

    本附件包括:
    • 1course_overview.pdf
    • 2det_cashflows.pdf
    • 2DurationConvexity.xls
    • 3for_swap_fut.pdf
    • 3Futures.xls
    • 4mtgale_pricing.pdf
    • 5Equity_Options.xls
    • 5MPT_options.pdf
    • 6Applications_MPT.pdf
  • 1.06 MB
  • 2008-8-30
  • 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 4 (convexity and TEDs) guide.doc
    • Quiz 3 (swaps) 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
  • 44965.rar
       duration and convexity

    本附件包括:
    • 5899675.pdf
  • 1.22 MB
  • 2006-3-22
  • 35114.rar
       债券投资中的利率敏感性分析

    本附件包括:
    • durationconvexity.pdf
  • 155.07 KB
  • 2005-12-20
  • 30059.zip
       [下载]不动点理论讲义.zip

    本附件包括:
    • 01ch.pdf
    • 02ch.pdf
    • 06ch.pdf
    • 03wk.pdf
    • 01wk.pdf
    • 04ch.pdf
    • MA312 Convexity and Fixed Point Theorems.htm
    • 01ex.pdf
    • 10wk.pdf
    • 03ch.pdf
    • 04ex.pdf
    • ma202ex96.pdf
    • 05ch.pdf
    • 06ex.pdf
    • 05ex.pdf
    • 08wk.pdf
    • 03ex.pdf
    • 04wk.pdf
    • ma202ex97.pdf
    • 05wk.pdf
    • 07wk.pdf
    • 02wk.pdf
    • 06wk.pdf
    • 09wk.pdf
    • ma202ex99.pdf
    • ma202ex98.pdf
    • ma202_ex97sol.pdf
    • ma202_ex99sol.pdf
    • 02ex.pdf
    • ma202_ex98sol.pdf
  • 3.61 MB
  • 2005-10-9
  • 22659.zip
       [下载]C++金融程序 -- 金融交易员和计量学者的高级工具

    本附件包括:
    • bonds_convexity.cc
    • makefile
    • readme
    • anal_price_am_call_div.cc
    • approx_am_call.cc
    • approx_am_put.cc
    • bermudan_call_option.cc
    • bermudan_put_option.cc
    • bin_am_call.cc
    • bin_am_call_payout.cc
    • bin_am_delta_call.cc
    • bin_am_delta_put.cc
    • bin_am_div_call.cc
    • bin_am_div_put.cc
    • bin_am_partials_call.cc
    • bin_am_partials_put.cc
    • bin_am_prop_div_call.cc
    • bin_am_prop_div_put.cc
    • bin_am_put.cc
    • bin_am_put_payout.cc
    • bin_eur_call.cc
    • bin_eur_call_ud.cc
    • bin_eur_call_ud_one.cc
    • bin_eur_put.cc
    • binomial_tree_ud.cc
    • black_scholes_call.cc
    • black_scholes_call_div.cc
    • black_scholes_delta_call.cc
    • black_scholes_delta_put.cc
    • black_scholes_imp_vol_bisect.cc
    • black_scholes_imp_vol_newt.cc
    • black_scholes_partials_call.cc
    • black_scholes_partials_put.cc
    • black_scholes_price_payout_call.cc
    • black_scholes_price_payout_put.cc
    • black_scholes_put.cc
    • black_scholes_put_div.cc
    • bondopt_call_binom_am.cc
    • bondopt_call_bs.cc
    • bondopt_call_coupon_bs.cc
    • bondopt_call_coupon_rend_bart.cc
    • bondopt_call_rend_bart.cc
    • bondopt_call_vasicek.cc
    • bondopt_put_binom_am.cc
    • bondopt_put_bs.cc
    • bondopt_put_coupon_bs.cc
    • bondopt_put_vasicek.cc
    • bonds_duration.cc
    • bonds_duration_macaulay.cc
    • bonds_duration_modified.cc
    • bonds_duration_modified_termstru.cc
    • bonds_duration_termstru.cc
    • bonds_price_both.cc
    • bonds_price.cc
    • bonds_price_discrete.cc
    • bonds_price_termstru.cc
    • bonds_yield.cc
    • cflow_irr.cc
    • cflow_irr_test_unique.cc
    • cflow_pv.cc
    • cflow_pv_discrete.cc
    • cum_normal_bivariate.cc
    • cum_normal.cc
    • currency_opt_bin_call.cc
    • currency_opt_bin_put.cc
    • currency_opt_euro_call.cc
    • currency_opt_euro_put.cc
    • exotics_asian_price_call.cc
    • exotics_lookback_call.cc
    • exotics_lookback_put.cc
    • findiff_exp_am_call.cc
    • findiff_exp_am_put.cc
    • findiff_exp_eur_call.cc
    • findiff_exp_eur_put.cc
    • findiff_imp_am_call.cc
    • findiff_imp_am_put.cc
    • findiff_imp_eur_call.cc
    • findiff_imp_eur_put.cc
    • futures_opt_call_bin.cc
    • futures_opt_call_black.cc
    • futures_opt_put_bin.cc
    • futures_opt_put_black.cc
    • futures_price.cc
    • merton_jump_diff_call.cc
    • mv_calc.cc
    • mv_calc_port_unconstrained.cc
    • normdist_bivariate.cc
    • normdist.cc
    • option_price_american_perpetual_call.cc
    • option_price_american_perpetual_put.cc
    • payoff_average.cc
    • payoff_binary_options.cc
    • payoff_black_scholes_case.cc
    • payoff_lookback.cc
    • random_normal.cc
    • random_uniform.cc
    • rendleman_bartter_build_interest_rate_tree.cc
    • run_simulation_bs_case_using_generic_routine.cc
    • run_simulation_bs_case_using_generic_routine_improving_efficiency.cc
    • simulated_call_euro.cc
    • simulated_delta_call.cc
    • simulated_delta_put.cc
    • simulated_put_euro.cc
    • simulate_european_options_generic_routine_antithetic_variate.cc
    • simulate_european_options_generic_routine.cc
    • simulate_european_options_generic_routine_control_variate.cc
    • simulate_european_options_generic_routine_price_sequence.cc
    • simulate_european_options_generic_routine_price_sequence_control_variate.cc
    • simulate_lognormally_distributed_sequence.cc
    • simulate_lognormal_variable.cc
    • term_structure_class.cc
    • term_structure_class_cir.cc
    • term_structure_class_cubic_spline.cc
    • term_structure_class_flat.cc
    • term_structure_class_interpolated.cc
    • term_structure_class_nelson_siegel.cc
    • term_structure_class_vasicek.cc
    • termstru_discfact_cir.cc
    • termstru_discfact_cubic_spline.cc
    • termstru_discfact_vasicek.cc
    • termstru_transforms.cc
    • termstru_yield_interpolated.cc
    • termstru_yield_nels_sie.cc
    • tst_binomial_term_structure_models.cc
    • tst_bond_options.cc
    • tst_normal.cc
    • tst_power.cc
    • tst_present_value.cc
    • tst_simulate_european_options.cc
    • tst_term_structure.cc
    • warrant_price_black_scholes.cc
    • warrant_price_black_scholes_dividends.cc
    • date.h
    • fin_recipes.h
    • normdist.h
    • term_structure_class_cir.h
    • term_structure_class_cubic_spline.h
    • term_structure_class_flat.h
    • term_structure_class.h
    • term_structure_class_interpolated.h
    • term_structure_class_nelson_siegel.h
    • term_structure_class_vasicek.h
    • term_structure_models.h
  • 80.09 KB
  • 2005-8-11
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