3个论坛币的附件包括7篇经典论文:
1.Capital asset prices, A theory of market equilibrium under conditions of risk_William F.Sharpe
2.Common Risk Factors in the Returns on Stocks and Bonds_Eugene F.Fama & Kenneth R.French
3.portfolio selection by markowitz_JF_Harry Markowitz
4.the arbitrage theory of capital asset pricing_Stephen A.Ross
5.the cost of capital, corporation finance and the theory of investment_Franco Modigliani & Merton H.Miller
6.the cross section of expected stock returns_Eugene F.Fama & Kenneth R.French
7.The Pricing of Options and Corporate Liabilities_Fischer Black & Myron Scholes
5个论坛币的附件包括以上7篇经典论文和3篇关于双限期权定价的重要论文
8.Pricing Double Barrier Options Using Reflection Principle_Chang-Chih Chen & Chou-Wen Wang & David Shyu
9.Pricing and Hedging Double-Barrier Options: A Probabilistic Approach_Hklyette Geman & Marc Yor
10.PRICING OPTIONS WITH CURVED BOUNDARIES_NAOTO KUNITOMO & MASAYUKIKI EDA
附件列表
现代投资学经典论文.rar
大小:9.29 MB
只需: 3 个论坛币
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现代投资学经典论文(都是大师之作)
本附件包括:
- portfolio selection by markowitz_JF.pdf
- the arbitrage theory of capital asset pricing.pdf
- the cost of capital, corporation finance and the theory of investment.pdf
- the cross section of expected stock returns.pdf
- The Pricing of Options and Corporate Liabilities.pdf
- Capital asset prices, A theory of market equilibrium under conditions of risk.pdf
- Common Risk Factors in the Returns on Stocks and Bonds.pdf