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本附件包括：

• An Equilibrium Model of Bond Pricing and a Test of Market Efficiency.pdf
• An Exact Bond Option Formula.pdf
• An Intertemporal General Equilibrium Model of Asset Prices1985.pdf
• Bond Pricing and the Term Structure of Interest Rates A Discrete Time Approximation.pdf
• Bond Pricing and the Term Structure of Interest Rates A New Methodology for Contingent Claims Valuation.pdf
• Consumption-Based Asset Pricing.pdf
• discount with varying expected returns.pdf
• Empirical Performance of Alternative Option Pricing Models.pdf
• Financial Markets and the Real Economy.pdf
• FORWARD RATE VOLATILITIES, SWAP RATE VOLATILITIES,AND THE IMPLEMENTATION OF THE LIBOR MARKET MODEL.pdf
• Generalized HW model and Super Calibration.pdf
• hansen richard econometrica.pdf
• LINEST in Excel.pdf
• Multi-Period Market Asset PricingEquilibrium.pdf
• Valuation of a CDO and an nth to Default CDS Without Monte Carlo Simulation.pdf
• Valuation of Foreign Currency Options Some Empirical Tests.pdf
• Value at Risk An Approach to Calculating Market Risk.pdf
• Value at Risk for Interst Rate-Dependent Securities.pdf
• VALUE AT RISK WHEN DAILY CHANGES IN MARKET.pdf