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  • Slides and readings.zip
       固定收益课件

    本附件包括：
    • 1. Outline and introduction to taxes.pdf
    • 2. US fixed income markets part I (Overview, securities, quotes).pdf
    • 3. US fixed income markets part II (Primary market and repos).pdf
    • 4. Discount factors, spot rates and forward rates.pdf
    • 5. Risk Income Risk Management.pdf
    • Discussion. LTCM (Long-term capital management).pdf
    • Discussion. O.C (orange county).pdf
    • Discussion. Ultra-low Yields.pdf
  • 4.79 MB
  • 2017-3-2

  • Risk Management Case Study.rar
       风险管理经典案例英文版

    本附件包括：
    • first American bank.pdf
    • LTCM.pdf
    • Arley_case.pdf
    • Disney_case.pdf
    • enron.pdf
  • 2.6 MB
  • 2013-9-2

  • 东方证券_对冲基金.rar

    本附件包括：
    • 东方证券：从LTCM看对冲基金交易策略ppt.pdf
    • 东方证券：基金研究：Alpha提取 基于海外对冲基金组合ppt-080926.pdf
    • 东方证券：从LTCM看对冲基金交易策略（二）.pdf
    • 东方证券：从LTCM看对冲基金交易策略（一）.pdf
  • 2.34 MB
  • 2010-7-25

  • 东方证券_对冲基金.rar
       东方证券_对冲基金

    本附件包括：
    • 东方证券：从LTCM看对冲基金交易策略ppt.pdf
    • 东方证券：基金研究：Alpha提取 基于海外对冲基金组合ppt-080926.pdf
    • 东方证券：从LTCM看对冲基金交易策略（二）.pdf
    • 东方证券：从LTCM看对冲基金交易策略（一）.pdf
  • 2.34 MB
  • 2010-7-25

  • 东方证券_对冲基金.rar

    本附件包括：
    • 东方证券：从LTCM看对冲基金交易策略ppt.pdf
    • 东方证券：基金研究：Alpha提取 基于海外对冲基金组合ppt-080926.pdf
    • 东方证券：从LTCM看对冲基金交易策略（二）.pdf
    • 东方证券：从LTCM看对冲基金交易策略（一）.pdf
  • 2.34 MB
  • 2010-7-25

  • 东方证券_对冲基金.rar

    本附件包括：
    • 东方证券：从LTCM看对冲基金交易策略ppt.pdf
    • 东方证券：基金研究：Alpha提取 基于海外对冲基金组合ppt-080926.pdf
    • 东方证券：从LTCM看对冲基金交易策略（二）.pdf
    • 东方证券：从LTCM看对冲基金交易策略（一）.pdf
  • 2.34 MB
  • 2010-7-25

  • 北大光华，金融工程，研究生课程讲义2.rar

    本附件包括：
    • 06_Options_Pricing.pdf
    • 07_Options_ the Greeks.pdf
    • 08_Risk Management and Hedging.pdf
    • 10_Innovation in Bond Markets.pdf
    • 11_LTCM.pdf
  • 1.99 MB
  • 2009-12-31

  • 20090729.rar

    本附件包括：
    • [ADVERTISEMENT] Solution Liquidity Risk.pdf
    • [ADVERTISEMENT] Spotlight on Liquidity risk management.pdf
    • [BOOK] Chapter3_4 Liquidity Risk.pdf
    • [BOOK] Gaining a Competitive Advantage Through Advanced Liquidity Risk Management.pdf
    • [BOOK] Liquidity Risk.pdf
    • [BOOK] Liquidity Risk Managing Asset and Funding Risk.pdf
    • [BOOK] Principles for Sound Liquidity Risk Management and Supervision.pdf
    • [PAPER] A Consultative Paper on Liquidity Risk.pdf
    • [PAPER] Annex market breakdown due to asymmetric information the model of Flannery (1996).pdf
    • [PAPER] Banking System Stability a Cross-Atlantic Perspective.pdf
    • [PAPER] Banks' Advantage in Hedging Liquidity Risk Theory and Evidence from the Commercial Paper Market.pdf
    • [PAPER] Banks as Liquidity Providers an Explanation for the Co-existence of Lending and Deposit-taking.pdf
    • [PAPER] Contagion and Trade Why Are Currency Crises Regional.pdf
    • [PAPER] Debt Relief What Do the Markets Think.pdf
    • [PAPER] DECISION on minimum standards for liquidity risk management in banks.pdf
    • [PAPER] Estimation of liquidity risk in banking.pdf
    • [PAPER] Financial Crisis and New Dimensions of Liquidity Risk Rethinking Prudential Regulation and Supervision.pdf
    • [PAPER] Foreign Exchange and Liquidity Risk Softdata, Bank and Financial Consulting.pdf
    • [PAPER] Foreshadowing LTCM The Crisis of 1763.pdf
    • [PAPER] Funding Liquidity Risk in a Quantitative Model of Systemic Stability.pdf
    • [PAPER] How Do Banks Manage Liquidity Risk Evidence From the Equity and Deposit Market in the Fall of 1998.pdf
    • [PAPER] How Might Financial Market Information Be Used for Supervisory Purposes.pdf
    • [PAPER] How to Measure and Manage Liquidity Risk, Interest Rate Risk and Foreigh Exhange Risk Using Gap Analysis.pdf
    • [PAPER] Instruction on Bank Liquidity.pdf
    • [PAPER] Liquidity and Transparency in Bank Risk Management.pdf
    • [PAPER] Liquidity risk and financial instability-an alternative approach to calculate the probability of bank exit.pdf
    • [PAPER] Liquidity Risk and Limited ArbitrageAre Banks Helping Hedge Funds Get Rich.PDF
    • [PAPER] Liquidity Risk and Limited ArbitrageWhy Banks Lend to Opaque Hedge Funds.pdf
    • [PAPER] Liquidity Risk Financial Disclosure the Case of Large European Financial Groups.pdf
    • [PAPER] Liquidity Risk Financial DisclosureThe Case Of Large European Financial Groups.pdf
    • [PAPER] Liquidity Risk in Securities Settlement.pdf
    • [PAPER] Liquidity Risk Management.pdf
    • [PAPER] Liquidity Risk Management Guideline.pdf
    • [PAPER] Liquidity Risk Management Requirements For Banks Liquidity Risk Management.pdf
    • [PAPER] Liquidity Risk Management_2.pdf
    • [PAPER] Liquidity Risk Management—More Important Than Ever.pdf
    • [PAPER] Liquidity Risk Supervision - A Revised Minimum Liquid Asset Framework.pdf
    • [PAPER] Liquidity Risk Supervision and Challenges in Liquidity Risk Management.pdf
    • [PAPER] Liquidity risk, liquidity creation and financial fragilityA theory of banking.pdf
    • [PAPER] Liquidity, Risk Taking, and the Lender of Last Resort.pdf
    • [PAPER] Managing Bank Liquidity Risk How Depositloan Synergies Vary With Market Conditions.pdf
    • [PAPER] Market Liquidity and Banking LiquidityLinkages, Vulnerabilities and the Role of Disclosure.pdf
    • [PAPER] Models of Foreign Exchange Settlement and Informational Efficiency in Liquidity Risk Management.pdf
    • [PAPER] Money Market Derivatives and the Allocation of Liquidity Risk in the Banking Sector.pdf
    • [PAPER] Proposed Consultation paper on Liquidity Risk Management for Conventional Banks.pdf
    • [PAPER] Risk Sharing and Asset Prices.pdf
    • [PAPER] Securitization, Liquidity Risk, and Banks’ Risk Exposures.pdf
    • [PAPER] Sound Liquidity Risk Management Practices in Community Banks.pdf
    • [PAPER] Stock Market Liberalizations and the Repricing of Systematic Risk.pdf
    • [PAPER] the End of Month Rule and Liquidity Risk What the Money Market Says.pdf
    • [PAPER] The Falsification of Four Popular Hypotheses about International Financial Behavior during the Asian Crisis.pdf
    • [PAPER] The Many Faces of Risk in Banking.pdf
    • [PAPER] Unanticipated shocks and Systemic Influences The Impact of Contagion in Global Equity Markets in 1998.pdf
    • [PAPER] Worsening of the Asian Financial CrisisWho is to Blame.pdf
    • [PPT] Bank Liquidity Risk Management Practice.pdf
    • [PPT] Evnironment Chanllengees in Managing Liquidity in Islamic Banking.pdf
    • [PPT] Initiatives in the field of.pdf
    • [PPT] Liquidity Concepts and Risks.pdf
    • [PPT] Liquidity Risk.pdf
    • [PPT] Liquidity Risk & Liquidity Management.ppt
    • [PPT] Liquidity Risk and FIs’ Management.ppt
    • [PPT] Liquidity Risk Management and Sress Testing in the Banking Industry.pdf
    • [PPT] Liquidity risk managementReview of French banks’ practices.pdf
    • [PPT] Liquidity Risk What is it How to Measure it.pdf
    • [PPT] Managing Liquidity Risks.pdf
    • [PPT] Measuring and Modeling Liquidity RiskNew Ideas and Metrics.pdf
    • [PPT] Some Thoughts on Liquidity Scenarios.pdf
    • [PPT] the Lender of Last Resort and Liquidity Provision_How Much of a Departure is the Subprime Crisis.ppt
    • [REPORT] Addressing Large Exposure concerns.pdf
    • [REPORT] Bank LiquidityRunning On Empty.pdf
    • [REPORT] Classify Liquidity Risk.doc
    • [REPORT] Discussion Report about Liquidity Risk.pdf
    • [REPORT] Eastern Europe Liquidity Risk Have Risen.PDF
    • [REPORT] Flying Blind Risk Management.docx
    • [REPORT] Inherent Liquidity Risk (BUSINESS MODELS).pdf
    • [REPORT] Lecture Notes on Bank Risk.pdf
    • [REPORT] Liquidity Management – Road Works Ahead!.pdf
    • [REPORT] Liquidity Risk Analysis Canadian.pdf
    • [REPORT] Liquidity Risk Management Demystified.pdf
    • [REPORT] Liquidity Risk Management_3.pdf
    • [REPORT] Liquidity Risk Monitoring the Flows.pdf
    • [REPORT] Liquidity-Risk Management in the Business of Banking.pdf
    • [REPORT] Policy for Management of Liquidity Risk.pdf
    • [REPORT] Price Discovery in a Market Under Stress the U.S. Treasury Market in Fall 1998.pdf
    • [REPORT] Q&A Liquidity Risk Management.pdf
    • [REPORT] Questionnaire on Banks' Experience in Liquidity Risk Management.pdf
    • [REPORT] The Bank of Japan's Approach to Liquidity Risk Management in Financial Institutions.pdf
    • [REPORT] Thought Yield Liquidity Risk.pdf
    • INDEX.txt
  • 17.32 MB
  • 2009-7-30

  • 326153.zip
       [下载]对冲基金、LTCM案例分析、CDO的一些资料

    本附件包括：
    • LTCM ltcm_perold_2004.pdf
    • LTCM Risk Management from ltcm.pdf
    • Some lessons on the rescue of LTCM.pdf
    • Too Big to Fail.pdf
    • 伟大的金融创新--次级债.pdf
    • 对冲基金资料 .pdf
    • 对冲基金 A Quantitative Look Inside the Black Box.pdf
    • CDO分析.pdf
    • 对冲基金.pdf
    • 对冲基金 Hedge Funds,Leverage and the Lessons of LTCM.pdf
    • LTCM—— LESSONS FROM THE COLLAPSE OF HEDGE FUND, LTCM.pdf
    • LTCM_case.pdf
    • 结构性产品在国际金融衍生品市场上的发展及其启示.pdf
  • 3.51 MB
  • 2009-5-16

  • 277609.pdf
       东方证券-从LTCM看对冲基金交易策略（一）-081217

  • 713.56 KB
  • 2008-12-17

  • 65546.pdf
       Hedge Fund Crisis And Financial Contagion - Ltcm

  • 270.89 KB
  • 2006-9-28

  • 22756.rar
       美国人自己对LTCM的反思

  • 4.78 MB
  • 2005-8-12
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