Financial Engineering Principles : A Unified Theory for Financial Product Analysis and Valuation（伟光正友情提供）

https://bbs.pinggu.org/viewthread.php?tid=15489&page=1#pid93423

Financial Engineering with Mathematica

https://bbs.pinggu.org/viewthread.php?tid=19764&page=1#pid121880

衍生证券（cschinacs友情提供）

郑振龙 厦门大学

https://bbs.pinggu.org/viewthread.php?tid=15489&page=1#pid93423

金融工程学（人在武大 友情提供）

叶永刚 武汉大学

https://bbs.pinggu.org/viewthread.php?tid=4656&page=1#pid23022

[此贴子已经被作者于2005-8-9 10:01:10编辑过]

Theory of Finance（rucIvy友情提供）

Eugene F. Fama & Merton H. Miller

https://bbs.pinggu.org/viewthread.php?tid=4147&page=1#pid21045

"Consumption-Based Asset Pricing" John Campbell

“Resurrecting the (C)CAPM” Lettau, Martin and Syney Ludvigson, 2001, Journal of Political Economy 109: 1238-1287

"Estimation and Test of a Simple Model of Intertemporal Asset Pricing" (Yihong Xia with M. J. Brennan and Ashley Wang) (Journal of Finance 59, 1743-1775, August 2004)

"An Equilibrium Model of Asset Pricing and Moral Hazard" Hui Ou-Yang（欧阳辉）forthcoming in the Review of Financial Studies

"The cross-section of expected stock ruturns", Fama, French JF 1992

"Good Day Sunshine:Stock Returns and The Weahther", David Hirshleifer, JF 2003

"Uniformly least powerful tests of market efficiency", Tim Loughran, Jay R. Ritter JFE 2000

"The Cross-Section of Volatility and Expected Returns", Andrew Ang, Robert J. Hodrick, Yuhang Xing, Xiaoyan Zhang

"CAPM Over the Long-Run: 1926-2001" (Andrew Ang with Joe Chen), 2003

"Bad Beta, Good Beta" ( John Y. Campbell with Tuomo Vuolteenaho), June 2004, American Economic Review

"Housing, consumption, and asset pricing" (Monika Piazzesi, Martin Schneider and Selale Tuzel),

"Does Stock Return Momentum Explain the 'Smart Money' Effect?" , Travis Sapp and Ashish Tiwari, JF December 2004

"Corporate Investment and Asset Price Dynamics: Implications for the Cross-section of Returns" ,Murray Carlson, Adlai Fisher, and Ron Giammarino, JF December 2004

https://bbs.pinggu.org/viewthread.php?tid=2875&page=1#pid14463

Asset Pricing at the Millennium, Campbell, John Y, Journal of Finance; Aug2000, Vol.

55 Issue 4, p1515

Understanding option prices, Ajay Khanna and Dilip B Madan, QUANTITATIVE FINANCE

VOLUME 4 (2004) 55–63

The Value Premium, Lu Zhang (张路), JF February 2005

Asset Pricing with Conditioning Information: A New Test, Wang, K.Q., Journal of

Finance; Feb2003, Vol. 58 Issue 1, p161

Empirical Evaluation of Asset–Pricing Models: A Comparison of the SDF and Beta

Methods. Jagannathan, R. and Wang, Z., Journal of Finance; Oct2002, Vol. 57 Issue 5,

p2337

A Preference Regime Model of Bull and Bear Markets. Gordon, StephenSt-Amour, Pascal, American Economic Review; Sep2000, Vol. 90 Issue 4, p1019

Assessing specification errors in stochastic discount factor models. Hansen, Lars

PeterJagannathan, Ravi, Journal of Finance; Jun97, Vol. 52 Issue 2, p557

Common Factors and Local Factors: Implications for Term Structures and Exchange

Rates. Dong-Hyun Ahn, Journal of Financial & Quantitative Analysis; Mar2004, Vol. 39

Issue 1, p69

Investor Protection and Asset Pricing, Rui Albuquerque , Neng Wang, September 7,

2004

Equilibrium, Price Formation,and the Value of Private Information, Matthew O. Jackson

RFS 1991

https://bbs.pinggu.org/viewthread.php?tid=2875&page=3#pid18592

[此贴子已经被temp_manager于2005-8-7 2:01:35编辑过]

Jump Diffusion Option Valuation in Discrete Time
[upload=rar]viewFile.asp?ID=5863[/upload]

A Rational Model of the Closed-End Fund Discount, Jonathan Berk
https://bbs.pinggu.org/viewthread.php?tid=2875&page=5#pid39510

"In Search of Distress Risk", John Campbell et al., Harvard
https://bbs.pinggu.org/viewthread.php?tid=2875&page=5#pid39510

Option Pricing: A Simplified Approach, John C. Cox and Stephen A. Ross, Journal of

Financial Economics (September 1979)
https://bbs.pinggu.org/viewthread.php?tid=9604&page=1#pid50592

Stock Market Valuation
https://bbs.pinggu.org/viewthread.php?tid=4460&page=1#pid21797

“The Role of IPO Underwriting Syndicates: Pricing, Information Production, and

Underwriter Competition”, SHANE A. CORWIN AND PAUL SCHULTZ
https://bbs.pinggu.org/viewthread.php?tid=3114&page=1#pid16714

Lifetime Portfolio Selection under Uncertainty The Continuous-Time Case, Robert

C.Merton, Review of Economics and Statistics, Volume 51, 1969
https://bbs.pinggu.org/viewthread.php?tid=11507&page=1#pid64197

Portfolio Selection, Harry Markovitz(1952)
https://bbs.pinggu.org/viewthread.php?tid=12732&page=1#pid73128

Finance Theory and Asset Pricing
https://bbs.pinggu.org/viewthread.php?tid=8592&page=1#pid43970

关于可转换债券的paper
https://bbs.pinggu.org/viewthread.php?tid=17885&modthreadkey=1f9c5683aa3c24b1b065121d0b8513c7

Hull <Futures, Options, and Other Derivatives (4th) >的答案 （ask4kevin友情提供）

[此贴子已经被作者于2005-8-15 0:37:36编辑过]

《期货期权入门》 （heavenless友情提供）

作者：［加］约翰·C·赫尔 编著 张陶伟翻译 出版社：中国人民大学出版社 ISBN 7-300-03587-6 第三版 《期货期权入门》是作者以自己的《期权、期货和其他衍生产品》为基础写成的。

本书的特点是对数学要求没有后一本高，所以对于数学知识有所欠缺的朋友而言，这本书是理想的入门教材。当然，在看完此书后若能看一下作者的后一本书，就更好了。后一本在本坛上已有下载，需要的朋友可以自己搜索。

Fixed Income Analysis Securities, Pricing, and Risk Management（lilu友情提供）

by Claus Munk

March 15, 2004

[此贴子已经被作者于2005-8-15 1:01:16编辑过]

Law of Derivatives: An International Comparison (baizhsae友情提供）

[此贴子已经被作者于2005-8-15 1:06:07编辑过]

Rubinstein on Derivative (xmlai友情提供）

Rubinstein Mark

[此贴子已经被作者于2005-8-15 1:08:07编辑过]

Financial Engineering Principles : A Unified Theory for Financial Product Analysis and Valuation（伟光正友情提供）

A First Course in Finance (stilwell友情提供）

Ivo Welch

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大小:(3.99 MB)

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