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  • Displaced Jump-Diffusion Option Valuation.rar

    本附件包括：
    • Displaced Jump-Diffusion Option Valuation.pdf
  • 5.01 MB
  • 2014-8-15

  • 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

  • 投资学.rar
       韦伯兹迪的投资学

    本附件包括：
    • Chapter7 Capital Asset Pricing and Arbitrage Pricing Theory.ppt
    • Chapter8 Efficient Markets and the Behavioral Critique.ppt
    • Chapter9 Bonds Prices and Yields.ppt
    • Chapter10 Managing Bond Portfolio.ppt
    • Chapter11 Macroeconomic and industry analysis.ppt
    • Chapter12 Equity Valuation.ppt
    • Chapter13 Financial Statement Analysis.ppt
    • Chapter14 Options Markets.ppt
    • Chapter15 Option Valuation.ppt
    • Chapter16 Futures Markets.ppt
    • Chapter17 Performance Evaluation and Active Portfolio Management.ppt
    • Chapter19 Behavioral Finance and Technical Analysis.ppt
    • Chapter21 Investors and the Investment Process.ppt
    • Chapter 1.doc
    • Chapter 1 Answers.doc
    • Chapter 2.doc
    • Chapter 2 Answers.doc
    • Chapter 3 Answers.doc
    • Chapter 4.doc
    • Chapter 4 Answers.doc
    • Chapter 5 solution manual.ppt
    • Chapter 6 solution manual.ppt
    • Chapter 7 solution mamual.ppt
    • Chapter 8 solution mamual.ppt
    • Chapter 9 solution mamual.ppt
    • Chapter 10 solution mamual.ppt
    • Chapter1 Investments Background and Issues.ppt
    • Chapter2 Financial Securities.ppt
    • Chapter3 Security Markets.ppt
    • Chapter4 Mutual Funds and Other Investment Companies.ppt
    • Chapter5 Risk and Return Past and Prologue.ppt
    • Chapter6 Efficient Diverdification.ppt
  • 17.45 MB
  • 2011-4-6

  • 2011-_.rar

    本附件包括：
    • Optimal Security Design and Dynamic Capital Structure in a Continuous-Time Agency Model.pdf
    • 2011_-_February.pdf
    • Jump Diffusion Option Valuation in Discrete Time.pdf
  • 5.29 MB
  • 2011-3-18

  • abbr_a7082016e263232e60aad97a6b697df0.rar
       【1】An Introduction to Financial Option Valuation_ Mathematics, Stochastics and Computation

    本附件包括：
    • Introduction to Financial Option Valuation.pdf
  • 2.56 MB
  • 2010-4-24

  • 4.rar

    本附件包括：
    • An Economic Analysis of Interest Rate Swaps.pdf
    • an empirical comparison of forward-rate and spot-rate options.pdf
    • An Empirical Test of a Valuation Model for American Options on Futures Contracts.pdf
    • Tests of the Black-Scholes and Cox Call Option Valuation Models.pdf
    • THE 2000 PRESIDENTIAL ELECTION AND THE INFORMATION COST OF SENSITIVE VS. NON-SENSITIVE S&P 500 STOCKS.pdf
    • The adaptive mesh model A new approach to efficient option pricing.pdf
    • The Behavior of Stock-Market Prices.pdf
    • The CAPM Theory and Evidence.pdf
    • the Components of the Return from Hedging Options Against Stocks.pdf
    • The Declining Equity Premium What Role Does Macroeconomic Risk Play.pdf
    • The Efficiency of the Treasury Bill Futures Market.pdf
    • The Pricing of Options and Corporate Liabilities.pdf
    • The Pricing of Options on Debt Securities.pdf
    • USING HULL-WHITE INTEREST-RATE TREES.pdf
    • Utility Indifference Discount of Restricted Stock Value.pdf
  • 12.21 MB
  • 2010-4-23

  • 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

  • 277861.pdf
       求书：An Introduction to Financial Option Valuation

  • 2.89 MB
  • 2008-12-18

  • 234160.rar
       [下载]An Introduction to Financial Option Valuation_ Mathematics, Stochastics and Computa

    本附件包括：
    • Introduction to Financial Option Valuation.pdf
  • 2.56 MB
  • 2008-8-6

  • 233570.rar
       [下载]AN INTRODUCTION TO FINANCIAL AN INTRODUCTION TO FINANCIAL

    本附件包括：
    • Introduction to Financial Option Valuation.pdf
  • 2.56 MB
  • 2008-8-4

  • 218214.rar
       [下载]Desmond Higham-An Introduction to Financial Option Valuation

    本附件包括：
    • Desmond Higham-An Introduction to Financial Option Valuation.pdf
  • 2.43 MB
  • 2008-6-9

  • 184505.rar
       [下载]发点期权定价跳跃过程的经典文章，希望版主给点钱买东西

    本附件包括：
    • A Jump-Diffusion Model for Option Pricing.pdf
    • A SIMPLE OPTION FORMULA FOR GENERAL JUMP-DIFFUSION AND OTHER EXPONENTIAL LéVY PROCESSES.pdf
    • http___www.jstor.org_cgi-A General Derivation of the Jump Process Option Pricing Formula.pdf
    • option pricing when underlying stock returns are discontinuous.pdf
    • the valuation of options for alternative stochastic processes.pdf
    • 基于跳跃过程的指数期权模型.pdf
    • Option Pricing - A Simplified Approach.doc
    • the pricing of options for jump processes.pdf
    • Amin（1993）-Jump Diffusion Option Valuation in Discrete Time.pdf
  • 4.84 MB
  • 2007-12-27

  • 177767.rar
       Option Valuation with EXCEL

  • 1.32 MB
  • 2007-11-27

  • 92142.pdf
       Option Valuation

  • 663.94 KB
  • 2007-2-20

  • 5430.rar
       求一篇期权定价文章

    本附件包括：
    • Jump Diffusion Option Valuation in Discrete Time.pdf
  • 1.46 MB
  • 2004-12-14
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