Introduction to Computational Finance and Financial Econometrics by Eric Zivot

please note if you are an advanced reader in computational finance ,this class note may be too easy. In my opion, it is a good starting level reference material for modern finance theory .

2002 edition

CH1 Assets Return Calculation

CH2 Review of Random Variables and Probability Distributions

CH3 The Constant Expected Return Model

CH4 Introduction to Portfolio Theory

CH5 The Markowits Algorithm

CH6 The Single Index Model and Bivariate Regression

CH7 Hypothesis Testing in the Market Model

CH8 The Constant Expected Return Model

[此贴子已经被作者于2006-1-1 18:57:55编辑过]