绝对经典的好书，pdf版本。绝对清晰。作者是：J. Franke, W. Härdle, C. Hafner

springer出版社出版。以下是目录：

I Option Pricing

1 Derivatives 2 Introduction to Option Management

3 Basic Concepts of Probability Theory 4Stochastic Processes in Discrete Time

5 Stochastic Integrals and Di erential Equations 6 Black{Scholes Option Pricing Model

7 Binomial Model for European Options 8 American Options

9 Exotic Options and Interest Rate Derivatives

II Statistical Model of Financial Time Series

10 Introduction: De nitions and Concepts 11 ARIMA Time Series Models

12 Time Series with Stochastic Volatility 13 Non-parametric Concepts for Financial Time Series

III Selected Financial Applications

14 Valuing Options with Flexible Volatility Estimators 15 Value at Risk and Backtesting

16 Copulas and Value-at-Risk 17 Statistics of Extreme Risks

18 Neural Networks 19 Volatility Risk of Option Portfolios

20 Nonparametric Estimators for the Probability of Default

35922.rar
大小:(2.49 MB)

 马上下载

本附件包括：

• Statistics of Financial Markets.pdf

这里不是完整版的，还请大家谅解啊！

实在对不起啊！

有需要的就下，没需要就不要下了啊！免得浪费钱！

[此贴子已经被作者于2006-1-10 9:41:39编辑过]