免費 Quantitative Methods in Finance - Das

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Quantitative Methods in Finance - Das.pdf (631.82 KB)

2012-10-2 11:15:47 上传

Quantitative Methods in Finance - Das

Contents

1 Overview 7

2 Software and Data 9

3 Basic Concepts 10

4 Stochastic Processes and Dynamics 14

5 Statistics 17

6 Regression Analysis 21

7 Vector Algebra for Portfolios 24

8 Basic Bond Math 38

10 Bayes' Rule 57

11 Revisiting Basic Calculus 61

12 Hypothesis Testing 65

13 Value-at-Risk (VaR) 69

14 CoVaR 76

15 Extending the Regression Framework 78

16 Monte Carlo Simulation 93

17 Forwards and Futures 104

18 Basic Options Concepts 108

19 No-Arbitrage Restrictions on Option Values 113

20 Replication and risk-neutral pricing 129

21 Binomial Model Implementation 132

22 Homework and Solutions 145

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关键词：Quantitative QUANTITATIV Methods Finance Method Software Excel

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kank

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