这是我之前发在衍生品版的，但这里似乎读者更多，不知道能不能转过来。
Springer2010年出版的新书，包括了数量金融，金融工程，风险管理，资产定价，金融衍生品，利率期限结构等多个领域的最新进展，一共一百多章，本人逐章下载整理的，希望对大家有帮助。限于篇幅限制，详细的介绍请参看附件。

Handbook of Quantitative Finance and Risk Management

Edited by



Cheng-Few Lee

Rutgers University



Alice C. Lee

San Francisco State University

Table of Contents for Handbook of
Quantitative Finance and Risk Management



List of Contributors



Part I – Introduction



Part II – Essays


Chapter 1 Theoretical Framework of Finance


1) Classical Theory


2) New classical theory


3) CAPM and APT


4) Options and Futures Theory




Part III –Portfolio Analysis


Chapter 1
Basic Concepts of Portfolio Analysis


Chapter 2
Markowitz Portfolio-Selection Model


Chapter 3
Capital Asset Pricing Model and Beta Forecasting


Chapter 4
Index Model for Portfolio Selection


Chapter 5
Performance-Measure Approaches for Selecting Optimum
Portfolios



Part IV – Options and Futures



A.
Basic Concepts and Strategies



Chapter 1
Introduction



Chapter 2
Options and Option Strategy

Chapter 3
Binomial Option Pricing Models


Chapter 4
Multinomial Option Pricing Model

Chapter 5
The Lognormal Option Pricing Model

Chapter 6
Bivariate Normal Option Pricing Models

Chapter 7
Ito Calculus and The Black and Scholes Option Pricing Model




Chapter 8
Constant Elasticity of Variance (CEV) Option Pricing Model

Chapter 9
Stochastic Volatility Option Pricing Model




Chapter 10
A General Option Pricing Model



D.
Applications

Chapter 11
Option Valuation and Hedging



Chapter 12
Foreign Exchange Option Pricing Models



Chapter 13
Index Option Pricing Models




Chapter 14
Real Options




Chapter 15
Option Pricing Model and Risk Management

Chapter 16
Summary and Concluding Remarks

Part V – Contributed Papers