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  • pdf＋data＋code：Marketing_Data_Science.zip

    本附件包括：
    • Marketing Data Science_ Modeling Techniques in Predictive Analytics with R .pdf
  • 42.45 MB
  • 2019-5-16

  • Analytical and Stochastic Modeling Techniques and Applications 16th.rar

    本附件包括：
    • Analytical and Stochastic Modeling Techniques and Applications 16th.pdf
  • 5.17 MB
  • 2017-6-8

  • pdf+data+code：Marketing Data Science.zip
       图书pdf + 数据 + 代码

    本附件包括：
    • Marketing Data Science_ Modeling Techniques in Predictive Analytics with R .pdf
  • 42.45 MB
  • 2017-2-2

  • 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

  • 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

  • 15183.rar
       [推荐]即将出版新书The Risks of Financial Institutions内容更新至2005年4月

    本附件包括：
    • Systemic Risk and Regulation.pdf
    • The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification.pdf
    • Bank Concentration and Fragility.pdf
    • Bank Trading Risk and Systemic Risk.pdf
    • Banking System Stability.pdf
    • comment_banking system stability.pdf
    • Default Risk Sharing Between Banks and Markets.pdf
    • Estimating Bank Trading Risk_ A Factor Model Approach.pdf
    • How Do Banks Manage Liquidity Risk.pdf
    • Implications of Alternative Operational Risk Modeling Techniques.pdf
    • Introduction.pdf
    • Pillar 1 versus Pillar 2 under Risk Management.pdf
    • Practical Volatility and Correlation Modeling for Financial Market Risk Management.pdf
    • readerme.txt
    • Special Purpose Vehicles and Securitization.pdf
    • Systemic Risk and Hedge Funds.pdf
  • 4.82 MB
  • 2005-5-20
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