这个学期刚刚修完的一门课，发给大家希望有用！

Stock Markets
1. Capital Asset Pricing Model and the Estimation of Beta
2. Factor Models
3. Stock Market Efficiency and Anomalies

Bond Markets
4. Interest Rates: Term Structure and Risk Premia
5. Bond Price Volatility

Foreign Exchange Markets
6. Covered and Uncovered Interest Parity
7. Purchasing Power Parity
8. Exchange-Rate Determination and Forecasting

Derivatives
9. Futures and Options: Arbitrage, Speculation and Hedging
10. Volatility: Estimation, Forecasting and Trading

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[此贴子已经被作者于2007-2-15 7:29:42编辑过]