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  • 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

  • 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

  • 297035.pdf
       MkS1993_Modeling multiple sources of heterogeneity in multinomial logit models Methodolog

  • 2.04 MB
  • 2009-2-25

  • 179029.rar
       [下载]情奉献本人最近收集的Risk Management实证文献100篇！

    本附件包括：
    • Offshore hedging strategy of Japan-based wheat traders under multiple sources of risk and hedging costs.pdf
    • Regulatory Questions on Hedging - The Case of Natural Gas.pdf
    • Hedging, speculation, and shareholder value.pdf
    • How much do firms hedge with derivatives.pdf
    • Interaction between real options and financial hedging - Fact or fiction in managerial decision-making.pdf
    • Interest rate derivatives at commercial banks - An empirical investigation.pdf
    • Investment, cash flow, and corporate hedging.pdf
    • Is operational hedging a substitute for or a complement to financial hedging.pdf
    • Managing foreign exchange risk with derivatives.pdf
    • Managing risks in IT projects - an options perspective.pdf
    • Managing the Risks within Automotive Manufacturing.pdf
    • Market efficiency, cross hedging and price forecasts - California's natural-gas markets.pdf
    • Multinational corporations and hedging exchange rate exposure.pdf
    • Multinationals and futures hedging under liquidity constraints.pdf
    • Operational and financial hedging for exporting firms.pdf
    • Physical delivery versus cash settlement - an empirical study on the feeder cattle contract.pdf
    • Price uncertainty and corporate value.pdf
    • Pulling the trigger or not - Factors affecting behavior of initiating a position in derivatives markets.pdf
    • Real options and a large producer - the case of electricity markets.pdf
    • Real Options Valuation of Australian Gold Mines and Mining Companies.pdf
  • 3.75 MB
  • 2007-12-3
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