金融经济-Foundation for Financial Economics
University of International Business and Economics (UIBE)
School of International Trade and Economics (SITE)
Textbook:
1.金融经济学基础-黄奇辅
金融经济学基础
Foundation for Financial Economics
[美)黄奇铺(Chi-fHuang)幸兹森伯格(Robert H,Litzenberger)著宋逢明 译
2.Foundations for Financial Economics金融经济学基础.
FOUNDATIONS FOR FINANCIAL ECONOMICS
Chi-fu Huang
Sloan School of Management Massachusetts Institute of Technology
Robert H. Litzenberger
The Wharton School University of Pennsylvania
1. Huang, C. and R. Litzenberger (HL), 1988, Foundations for Financial Economics, Elsevier
Science Publishers (North-Holland).
2. Pennacchi, G (GP), 2007, Theory of Asset Pricing, Addison-Wesley Press.
3. LeRoy, S. F. and J. Werner, 2001, Principles of Financial Economics, Cambridge University
Press.
4. Ingersoll, J., 1987, Theory of Financial Decision Making, Rowman & Littlefield.
5. Cochrane, J., 2005, Asset Pricing, Princeton University Press.
6. Duffie, D., 2001, Dynamic Asset Pricing Theory, Princeton University Press.
7. Hull, J.C., 2000, Options, Futures, and Other Derivatives, Prentice Hall.
8. Campbell, J., A. Lo, and C. MacKinlay, 1997, The Econometrics of Financial Markets, Princeton University Press.
主要内容:
syllabus.pdf
slide6.pdf
slide2.pdf
slide3.pdf
slide4.pdf
slide5.pdf
problem set 1.pdf
problem set 2.pdf
problem set 3.pdf
problem set 4.pdf
slide1.pdf