金融学手册，涉及到金融学的各个主要领域，是一本不错的工具书。

0 Introduction

1 Heavy Tails in Finance for Independent or Multifractal Price Increments-Mandelbrot,2003

2 Financial Risk and Heavy Tails-Bradley&Taqqu,2003

3 Modeling Financial Data with Stable Distributions-Nolan,2003

4 Statistical Issues in Modeling Multivariate Stable Portfolios-Kozubowski,Panorska&Rachev,2003

5 Jump-Diffusion Models-Runggaldier,2003

6 Hyperbolic processes in finance-Bibby,2003

7 Stable Modeling of Market and Credit Value at Risk-Rachev,Schwartz&Khindanova

8 Modelling Dependence with Copulas and Applications to Risk Management-Embrechts,Lindskog&Mcneil,2003

9 Prediction of Financial Downside-Risk with Heavy-Tailed Conditional Distributions-Mittnik&Paolella,2003

10 Stable Non-Guassian

11 Multifactor Stochastic Variance(损坏)

12 Modelling the Term Structure of Monetary Rates-Izzi,2003

13 Asset Liability Management- A Review and Some New Results in The Presence of Heavy Tails-Tokat,Rachev&Schwartz,2003

14 Portfolio Choice Theory with Non-Gaussian Distributed Returns-Ortobelli,Huber,Rachev&Schwartz,2003

15 Portfolio Modeling with Heavy Tailed Random Vectors-Meerschaert&Scheffler,2003

16 Long Range Dependence in Heavy Tailed Stochastic Processes-Racheva-Iotova&Samorodnitsky,2003

[此贴子已经被作者于2009-5-14 19:56:07编辑过]