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2010-04-23
英文文献系列3——金融系列3
有每篇文章的单独下载也有整包压缩的下载,各位根据自己的偏好决定吧!
金融系列3目录:

A Lattice Framework for Option Pricing with Two State Variables

A METHODOLOGY FOR ASSESSING MODEL RISK AND ITS APPLICATION TO THE IMPLIED VOLATILITY FUNCTION MODEL

A Theory of the Term Structure of Interest Rates1985

Accounting for Stock Options

Backtesting Value-at-Risk A Duration-Based Approach

CHARACTERISTICS AND RISKS OF STANDARDIZED OPTIONS

Discount of Illiquid Asset Value under Utility Indifference Pricing

Handen and Jagannathan bounds

Modeling the dynamics of Chinese spot interest rates

Portfolio advice for a multifactor world

sensitivity analysis of VAR

Single Factor Heath-Jarrow-Morton Term Structure Models Based on Markov Spot Interest Rate Dynamics

Term Structure Movements and Pricing Interest Rate Contingent Claima

Tests of an American Option Pricing Model on the Foreign Currency Options Market

Tests of Market Efficiency of the Chicago Board Options Exchange

金融系列1:http://www.pinggu.org/bbs/thread-782398-1-1.html
金融系列2:http://www.pinggu.org/bbs/thread-782778-1-1.html
附件列表

3.rar

大小:7.59 MB

只需: 6 个论坛币  马上下载

本附件包括:

  • A Lattice Framework for Option Pricing with Two State Variables.pdf
  • A METHODOLOGY FOR ASSESSING MODEL RISK AND ITS APPLICATION TO THE IMPLIED VOLATILITY FUNCTION MODEL.pdf
  • A Theory of the Term Structure of Interest Rates1985.pdf
  • AccountingforStockOptions.pdf
  • Backtesting Value-at-Risk A Duration-Based Approach.pdf
  • CHARACTERISTICS AND RISKS OF STANDARDIZED OPTIONS.pdf
  • Discount of Illiquid Asset Value under Utility Indifference Pricing.pdf
  • Handen and Jagannathan bounds.pdf
  • Modeling the dynamics of Chinese spot interest rates.pdf
  • Portfolio advice for a multifactor world.pdf
  • sensitivity analysis of VAR.pdf
  • Single Factor Heath-Jarrow-Morton Term Structure Models Based on Markov Spot Interest Rate Dynamics.pdf
  • Term Structure Movements and Pricing Interest Rate Contingent Claims.pdf
  • Tests of an American Option Pricing Model on the Foreign Currency Options Market.pdf
  • Tests of Market Efficiency of the Chicago Board Options Exchange.pdf

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