<P>绝对经典的好书，pdf版本。绝对清晰。作者是：J. Franke, W. H&auml;rdle, C. Hafner</P>
<P>springer出版社出版。以下是目录：</P>
<P>I Option Pricing</P>
<P>1 Derivatives 2 Introduction to Option Management</P>
<P>3 Basic Concepts of Probability Theory 4Stochastic Processes in Discrete Time</P>
<P>5 Stochastic Integrals and Di erential Equations 6 Black{Scholes Option Pricing Model</P>
<P>7 Binomial Model for European Options 8 American Options</P>
<P>9 Exotic Options and Interest Rate Derivatives</P>
<P>II Statistical Model of Financial Time Series</P>
<P>10 Introduction: De nitions and Concepts 11 ARIMA Time Series Models</P>
<P>12 Time Series with Stochastic Volatility 13 Non-parametric Concepts for Financial Time Series</P>
<P>III Selected Financial Applications</P>
<P>14 Valuing Options with Flexible Volatility Estimators 15 Value at Risk and Backtesting</P>
<P>16 Copulas and Value-at-Risk17 Statistics of Extreme Risks</P>
<P>18 Neural Networks 19 Volatility Risk of Option Portfolios</P>
<P>20 Nonparametric Estimators for the Probability of Default</P>
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<P>这里不是完整版的，还请大家谅解啊！</P>
<P>实在对不起啊！</P>
<P>有需要的就下，没需要就不要下了啊！免得浪费钱！</P>

[此贴子已经被作者于2006-1-10 9:41:39编辑过]