和大家分享本书“Empirical Methods in Financial egeneering”,很不错的一本书,讲的深入浅出,而且还有书的作者的notes
希望对大家有所帮助!!
1.Introduction
2.PROBABILITY AND STATISTICS
3.RETURNS
4.TIME SERIES MODELS
5.PORTFOLIO SELECTION
6.REGRESSION
7.CAPM
8.OPTIONS
9.BONDS
10.BOOTSTRAP
11.VAR
12.GARCH
13.SPLINES
14.BEHAVIORAL FINANCE