Market Risk Analysis (All Volumes) 共四卷

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以前都是零散的，现在集中了四卷，外加CD上的excel and matlab 数据
这个是作者的 CV
http://www.carolalexander.org/cv.php

CD-ROM.rar (12.72 MB, 需要: 3 个论坛币)

2011-8-15 07:10:31 上传

CD
需要: 3 个论坛币  [购买]

Market Risk Analysis Volume I Quantitative Methods in Finance.pdf (3.28 MB, 需要: 3 个论坛币)

2011-8-15 07:03:26 上传

vol 1
需要: 3 个论坛币  [购买]

Market Risk Analysis Volume II Practical Financial Econometrics.rar (5.38 MB, 需要: 3 个论坛币) 本附件包括：

• Market Risk Analysis Volume II Practical Financial Econometrics.pdf

2011-8-15 07:11:04 上传

vol 2
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Market Risk Analysis Volume III Pricing, Hedging and Trading Financial Instruments.rar (9.28 MB, 需要: 3 个论坛币) 本附件包括：

• Market Risk Analysis Volume III Pricing, Hedging and Trading Financial Instruments.pdf

2011-8-15 07:21:30 上传

vol 3
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Market Risk Analysis Volume IV Value at Risk Models.pdf (16.04 MB, 需要: 3 个论坛币)

2011-8-15 07:06:20 上传

vol 4
需要: 3 个论坛币  [购买]

还有一个文件是
Financial Market Risk - Measurement and Analysis by Cornelis A. Los
坛子上有个人卖了天价，我就一币出售了
Financial Market Risk - Measurement and Analysis by Cornelis A. Los.rar (3.2 MB, 需要: 1 个论坛币) 本附件包括：

• Financial Market Risk - Measurement and Analysis by Cornelis A. Los.pdf

2011-8-15 07:24:53 上传

fmr
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Market Risk Analysis (all volumes)
by Carol Alexander
Wiley | English | 2008-2009 | ISBN: 0470998008, 0470998016, 0470997893, 0470997885 | 1652 pages | File type: PDF | 24.1 mb

Market Risk Analysis is a series of four volumes:

Volume I: Quantitative Methods in Finance
Volume II: Practical Financial Econometrics
Volume III: Pricing, Hedging and Trading Financial Instruments
Volume IV: Value at Risk Models.

Although the four volumes are very much interlinked, each containing numerous cross-references to other volumes, they are written as self-contained texts.

Volume I covers the essential mathematical and financial background for subsequent volumes. There are six comprehensive chapters covering all the calculus, linear algebra, probability and statistics, numerical methods and portfolio mathematics that are necessary for market risk analysis. It is a complete and pedagogical introduction to quantitative methods applied to finance.

Volume II provides a detailed understanding of financial econometrics, with a unique focus on applications to asset pricing, fund management and market risk analysis. It covers equity factor models, including a detailed analysis of the Barra model and tracking error, principal component analysis, volatility and correlation, GARCH, cointegration, copulas, Markov switching, quantile regression, discrete choice models, non-linear regression, forecasting and model evaluation.

Volume III has five extensive chapters on the pricing, hedging and trading of bonds and swaps, futures and forwards, options and volatility, and detailed descriptions of mapping portfolios of these financial instruments to their risk factors. There are numerous examples, all coded in interactive Excel spreadsheets, including many pricing formulae for exotic options but excluding the calibration of stochastic volatility models, for which Matlab code is provided.

Volume IV builds on the three previous volumes to provide a comprehensive and detailed treatment of market VaR models. The exposition starts at an elementary level but, as in all the other volumes, the pedagogical approach accompanied by numerous interactive Excel spreadsheets allows readers to experience the application of parametric linear, historical simulation and Monte Carlo VaR models to increasingly complex portfolios. Starting with simple positions, readers are soon applying risk models to large international securities portfolios, commodity futures, path dependent options and much else. This rigorous treatment includes many new results and applications to regulatory and economic capital allocation, measurement of VaR model risk and stress testing.

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关键词：market risk Analysis Volumes Analysi alysis English matlab excel

没钱啊，呜呜

你要哪个？我直接发给你吧

下载了，就是贵

你看看有人光第四卷就卖59币，就知道了

CD只是第三本，之前有发过免费的

顶一个，谢谢分享。。。

cc457921 发表于 2011-8-16 08:46
顶一个，谢谢分享。。。

谢顶，希望对你有帮助

做一个压缩包多好。

gaowq 发表于 2011-8-24 16:45
做一个压缩包多好。

给个好评吧，亲，