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1. Derivatives Markets_McDonald_2e（UT版）
Derivatives Markets_McDonald_2e.pdf
(20.58 MB, 需要: 5 个论坛币)
2. Derivatives Markets_McDonald_2e_Solutions （不完全大全）
Derivatives Markets_McDonald_2e_Solutions.rar
(1.99 MB, 需要: 2 个论坛币)
本附件包括：- ch10sol.pdf
- Derivative_Markets_Solutions`.pdf
- m48-ch01.pdf
- m48-ch02 shrunk.pdf
- m48-ch03 shrunk v02.pdf
- m48-ch04 shrunk v02.pdf
- m48-ch05 shrunk v02.pdf
- m48-ch08 shrunk v02.pdf
- ch2sol-a.pdf
- ch2sol-b.pdf
- ch3sol-a.pdf
- ch3sol-b.pdf
- ch5sol.pdf
- ch9sol.pdf
3. Derivative Markets 2nd Edition- Robert L.Mcdonald 原版PPT课件
http://www.pinggu.org/bbs/redirect.php?tid=290524&goto=lastpost
4. Derivative Markets 2nd Edition- Robert L.Mcdonald 原版CD(如果做binomial tree的题目，十分快捷，现成的公式）
Derivatives Markets CD-ROM.rar
(934.37 KB, 需要: 2 个论坛币)
本附件包括：- data.xls
- excel_functions.pdf
- optall2.xla
- optall2.xls
- optbasic2.xla
- optbasic2.xls
- readme.txt
- vba_examples2.xls
5. Derivatives The Tools That Changed Finance - Phelim Boyle & Feidhlim Boyle（比较大众，适合初学者）
Derivatives The Tools That Changed Finance - Phelim Boyle & Feidhlim Boyle.rar
(833.75 KB)
本附件包括：- Ch00_The_tools_that_changed_finance.pdf
- Ch01_Introduction.pdf
- Ch02_Markets_and_Products.pdf
- Ch03_Why_there_are_No_Free_Lunches.pdf
- Ch04_Pricing_by_Replication.pdf
- Ch05_The_Quest_for_the_Option_Formula.pdf
- Ch06_How_Firms_Hedge.pdf
- Ch07_How_Investors_use_Derivatives.pdf
- Ch08_Disasters.pdf
- Ch09_Credit_Risk.pdf
- Ch10_Financial_Enginering.pdf
6. Formula Sheet（不知哪儿来的~）
Formulae sheet.pdf
(270.27 KB)
因为我上课也在用这本书，还是很不错的，书后的习题也很有挑战性。
不懂的话大家可以一起讨论讨论
备注：
更新了CD~
==
Derivatives Markets, Second Edition
Robert L. McDonald
Addison Wesley Copyright 2006
ISBN: 0-321-28030-X
1. Copyright, Suitability, and Disclaimer
All files on this CD accompany "Derivatives Markets" (the text) by
Robert L. McDonald (the author) and are (c) Copyright 2006, Pearson Addison
Wesley, an imprint of Pearson Education, Inc. (the publisher).
PLEASE READ THE FOLLOWING:
Some of these spreadsheets contain option pricing functions. These are
intended to accompany the text and are thus intended for educational,
non-commercial use. Neither the author nor publisher represent these
spreadsheets as suitable for any purpose other than to help you learn
the material in the text. The spreadsheets may contain errors
(although author and publisher have tried to eliminate them) and the
assumptions underlying these calculations may not be valid in the real
world. Therefore, neither the author nor the publisher can bear any
responsibility should you lose money or suffer any damages whatsoever,
monetary or non-monetary, as a consequence of relying on these
spreadsheets or their embedded functions.
2. Contents
The following spreadsheets are on this CD-ROM:
--OptAll2.xls: Contains all option pricing functions documented in
Appendix E of the text.
--OptAll2.xla: Add-in version of OptAll.xls.
--OptBasic2.xls: Contains Black-Scholes and binomial option pricing
functions, and barrier, binary, and perpetual options. This is a
subset of OptAll2.xls.
--OptBasic2.xla: Add-in version of OptBasic2.xls.
--VBA_Examples2.xls: Contains VBA code for most of the examples in
Appendix D.
--Data.xls: Stock and option price data for use with the book.
In addition, the file "Excel_functions.pdf" provides documentation for
the option pricing functions in OptAll2.xls.
3. Feedback and Bugs
Should you have comments or find an error in the spreadsheets we would
like to hear about it. You can provide feedback through the feedback
form at http://www.aw-bc.com/, or e-mail the author at
r-mcdonald@northwestern.edu.
For software updates, please visit the Companion Web site at
http://www.aw-bc.com/mcdonald
[biggrin]
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