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<P><B>Applied Quantitative Finance</B> ,作者W. H&auml;rdle, T. Kleinow, G. Stahl，</P>
<P>Springer出版社出版。</P>
<P>非扫描版，绝对清晰。</P>
<P>数量金融的好教材！</P>
<P>这是目录






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<P>Ⅰ <FONT face="Times New Roman">Value at Risk




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<P><FONT face="Times New Roman">1.Approximating Value at Risk in Conditional Gaussian Models




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<P><FONT face="Times New Roman">2.Application of Copulas for the Calculation of Value-at-Risk




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<P><FONT face="Times New Roman">3.Quantification of Spread Risk by Means of Historical Simulation




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<P>Ⅱ <FONT face="Times New Roman">Credit Risk




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<P><FONT face="Times New Roman">4.Rating Migrations




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<P><FONT face="Times New Roman">5.Sensitivity analysis of credit portfolio models




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<P>Ⅲ <FONT face="Times New Roman">Implied Volatility




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<P><FONT face="Times New Roman">6.The Analysis of Implied Volatilities




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<P><FONT face="Times New Roman">7.How Precise Are Price Distributions Predicted by IBT




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<P><FONT face="Times New Roman">8.Estimating State-Price Densities with Nonparametric Regression




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<P><FONT face="Times New Roman">9.Trading on Deviations of Implied and Historical Densities




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<P>Ⅳ <FONT face="Times New Roman">Econometrics




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<P><FONT face="Times New Roman">10.Multivariate Volatility Models




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<P><FONT face="Times New Roman">11.Statistical Process Control




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<P><FONT face="Times New Roman">12.An empirical Likelihood Goodness-of-Fit Test for Diffusions




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<P><FONT face="Times New Roman">13.A simple state space model of house prices




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<P><FONT face="Times New Roman">14.Long Memory Effects Trading Strategy




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<P><FONT face="Times New Roman">15.Locall time homogeneous time series modeling




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<P><FONT face="Times New Roman">16.Simulation based Option Pricing




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<P><FONT face="Times New Roman">17.Nonparametric Estimators of GARCH Processes




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<P><FONT face="Times New Roman">18.Net Based Spreadsheets in Quantitative Finance</FONT>
<P><FONT face="Times New Roman">全书一共423页，绝对是完整版的。</FONT>
<P><FONT face="Times New Roman">如果数学基础还可以的坛友，可以下载的。</FONT>
<P><FONT face="Times New Roman">对数量金融，金融工程的比较适合的！</FONT>
<P><FONT face="Times New Roman">希望大家会喜欢。




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[此贴子已经被作者于2006-1-13 14:02:26编辑过]