[其他] 全套金融工程模型合集 [推广有奖]

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+金融工程模型 9.1 MB
| 01.DiscountedCashFlowModel0926.xls      24.5 KB
| 04. Capital Market Line 1002.xls      68.0 KB
| 08. Bond Model 0926.xls      38.0 KB
| 11Diversification_V3.xls      428.0 KB
| 127. Risk Adjusted Return On Capital Model (revised) 1221.xls      56.5 KB
| 12CAPM V3.xls      286.0 KB
| 13.LittermanandScheinkmanmodel1006.xls      42.0 KB
| 17.Brennan-SchwartzModel1207.xls      44.5 KB
| 18. Black-Derman-Toy Model.xls      97.5 KB
| 21. Extended Ho-Lee Model (revised) 1220.xls      59.5 KB
| 22.n-FactorHo-LeeModel1127.xls      79.0 KB
| 23. Hull-White Model.xls      64.0 KB
| 23Black-Scholes Model V3.xls      631.0 KB
| 24. Black-Karasinski Model 1227.xls      40.0 KB
| 24Risk-neutral and Market Lattices V3.xls      77.5 KB
| 29.BlackModel-FuturesOption1120.xls      25.0 KB
| 31.BlackModel-Cap&Floor1120.xls      40.0 KB
| 31American Stock Option V3.xls      238.0 KB
| 32Compound Option V3.xls      125.0 KB
| 33.InterestRateFuturesPrice1202.xls      60.5 KB
| 33Digital Option V3.xls      173.0 KB
| 34.ConstantMaturitySwapModel1202.xls      67.0 KB
| 35.InterestRateSpreadOption1203.xls      71.5 KB
| 36.BondOption1201.xls      62.0 KB
| 37.DynamicHedging1202.xls      67.0 KB
| 38.OptiononFowardContract1204.xls      63.0 KB
| 39.OptiononFuturesContract1204.xls      62.0 KB
| 41.PortfolioDuration1206.xls      28.0 KB
| 41Effective Duration V3.xls      168.0 KB
| 43.BermudaOption1114.xls      26.5 KB
| 43Dollar Duration V3.xls      119.0 KB
| 44Swap Model V3.xls      195.0 KB
| 45.BarrierOption1114.xls      27.0 KB
| 46.AsianOption1114.xls      28.0 KB
| 48.Chooser CompoundChooserandStraddle1114.xls      38.0 KB
| 49.InstallmentOption1115.xls      35.5 KB
| 50.ModifiedDuration1206.xls      29.0 KB
| 51.KeyRateDuration1206.xls      56.5 KB
| 51Cox-Ingersoll-Ross Model V3.xls      154.0 KB
| 52.OptionAdjustedSpread1128.xls      52.0 KB
| 52Vasicek Model V3.xls      138.0 KB
| 53Ho-Lee Model V3.xls      114.0 KB
| 54. n-Factor Lattice Model 1207.xls      31.5 KB
| 55.Double-UpSinkingFundBondModel1129.xls      61.0 KB
| 55Swaption Model V3.xls      208.0 KB
| 56.CallableBondPricingby2-FactorHo-LeeModel1128.xls      80.5 KB
| 57.TransitionMatrix1020.xls      29.0 KB
| 58.Convexity1206.xls      30.5 KB
| 59. Altmans Z Score.xls      53.0 KB
| 60. Pyle model.xls      58.5 KB
| 61. Kim-Ramaswamy-Sundaresan Model 1029.xls      43.5 KB
| 61Callable Bond V3.xls      310.0 KB
| 62.AmericanOptionModel1112.xls      54.5 KB
| 62Sinking Fund Bond V3.xls      211.0 KB
| 63.Fisher Model.xls      52.5 KB
| 64.GeskeModel1018.xls      61.5 KB
| 65. Jarrow-Turnbull Model.xls      28.0 KB
| 66. Jarrow-Lando-Turnbull Model.xls      23.5 KB
| 68.Merton'sStructuralModel1117.xls      62.5 KB
| 71Credit Default Swap V3.xls      401.0 KB
| 72. Prepayment Model.xls      110.0 KB
| 72.IO&PO1127.xls      54.5 KB
| 72Ho-Singer Model V3.xls      141.0 KB
| 73. SPDA.xls      81.5 KB
| 76. OBrien MMDA Model 1107.xls      92.0 KB
| 77. Miller and Modigliani Theory.xls      50.0 KB
| 78.BusinessModel1117.xls      50.0 KB
| 78.MyersGrowthOptionModel1117.xls      35.0 KB
| 79.FreeCashFlowDiscountModel1204.xls      28.5 KB
| 81Convertible Bond V3.xls      143.0 KB
| 82Mortgage-Backed Securities V3.xls      166.0 KB
| 84.HighYieldBondModel-ABusinessModelApproach1122.xls      160.0 KB
| 86.VaR(Delta-NormalMethod)1119.xls      97.5 KB
| 87.VaR(HistoricalSimulation)1119.xls      109.0 KB
| 88.VaR(Monte-CarloSimulation)1119.xls      170.0 KB
| 90.ExtremeValueTheory1119.xls      130.0 KB
| 91.CreditVaR1119.xls      27.5 KB
| 92.BackTesting1119.xls      147.0 KB
| 93.Garman-KohlhagenModel1022.xls      48.5 KB
| 94.InterestRateParityModel1022.xls      18.5 KB
| 95. Risk Based Capital Model 1122.xls      47.0 KB
| 96.RiskBasedCapitalModel1122.xls      47.5 KB
| 97.ForwardMeasure.xls      87.5 KB
| 98.ChangeofNumeraire.xls      78.0 KB
| 99.Radon-NikodymDerivative.xls      91.5 KB
| a100.TotalReturnSwapModel1122.xls      509.0 KB
| a101.ForwardInductionvs.BackwardSubstitution1119.xls      40.5 KB
| a111Actuarial Mathematics #1 - Single Premium Life Insurance.xls      42.5 KB
| a112Actuarial Mathematics #2 - Single Premium Immediate Annuity.xls      39.5 KB
| a113Actuarial Mathematics #3 - Annual Premium Life Insurance.xls      50.0 KB
| a114pricing #1a.xls      40.5 KB
| a126. Bond Model.xls      33.5 KB
| a128.ReturnOnRiskAdjustedCapital(RORAC)Model1122.xls      17.0 KB
| a131.TreasuriesData05.xls      57.0 KB
| a132.SwapRateData05.xls      59.5 KB
| applications.doc      26.5 KB
| Brace-Gatarek-Musiela- Jamsidian Model.xls      48.5 KB
| Employee Stock Option Model.xls      30.0 KB
01.DiscountedCashFlowModel0926.xls 24.5 KB
04. Capital Market Line 1002.xls 68.0 KB
08. Bond Model 0926.xls 38.0 KB
11Diversification_V3.xls 428.0 KB
127. Risk Adjusted Return On Capital Model (revised) 1221.xls 56.5 KB
12CAPM V3.xls 286.0 KB
13.LittermanandScheinkmanmodel1006.xls 42.0 KB
17.Brennan-SchwartzModel1207.xls 44.5 KB
18. Black-Derman-Toy Model.xls 97.5 KB
21. Extended Ho-Lee Model (revised) 1220.xls 59.5 KB
22.n-FactorHo-LeeModel1127.xls 79.0 KB
23. Hull-White Model.xls 64.0 KB
23Black-Scholes Model V3.xls 631.0 KB
24. Black-Karasinski Model 1227.xls 40.0 KB
24Risk-neutral and Market Lattices V3.xls 77.5 KB
29.BlackModel-FuturesOption1120.xls 25.0 KB
31.BlackModel-Cap&Floor1120.xls 40.0 KB
31American Stock Option V3.xls 238.0 KB
32Compound Option V3.xls 125.0 KB
33.InterestRateFuturesPrice1202.xls 60.5 KB
33Digital Option V3.xls 173.0 KB
34.ConstantMaturitySwapModel1202.xls 67.0 KB
35.InterestRateSpreadOption1203.xls 71.5 KB
36.BondOption1201.xls 62.0 KB
37.DynamicHedging1202.xls 67.0 KB
38.OptiononFowardContract1204.xls 63.0 KB
39.OptiononFuturesContract1204.xls 62.0 KB
41.PortfolioDuration1206.xls 28.0 KB
41Effective Duration V3.xls 168.0 KB
43.BermudaOption1114.xls 26.5 KB
43Dollar Duration V3.xls 119.0 KB
44Swap Model V3.xls 195.0 KB
45.BarrierOption1114.xls 27.0 KB
46.AsianOption1114.xls 28.0 KB
48.Chooser CompoundChooserandStraddle1114.xls 38.0 KB
49.InstallmentOption1115.xls 35.5 KB
50.ModifiedDuration1206.xls 29.0 KB
51.KeyRateDuration1206.xls 56.5 KB
51Cox-Ingersoll-Ross Model V3.xls 154.0 KB
52.OptionAdjustedSpread1128.xls 52.0 KB
52Vasicek Model V3.xls 138.0 KB
53Ho-Lee Model V3.xls 114.0 KB
54. n-Factor Lattice Model 1207.xls 31.5 KB
55.Double-UpSinkingFundBondModel1129.xls 61.0 KB
55Swaption Model V3.xls 208.0 KB
56.CallableBondPricingby2-FactorHo-LeeModel1128.xls 80.5 KB
57.TransitionMatrix1020.xls 29.0 KB
58.Convexity1206.xls 30.5 KB
59. Altmans Z Score.xls 53.0 KB
60. Pyle model.xls 58.5 KB
61. Kim-Ramaswamy-Sundaresan Model 1029.xls 43.5 KB
61Callable Bond V3.xls 310.0 KB
62.AmericanOptionModel1112.xls 54.5 KB
62Sinking Fund Bond V3.xls 211.0 KB
63.Fisher Model.xls 52.5 KB
64.GeskeModel1018.xls 61.5 KB
65. Jarrow-Turnbull Model.xls 28.0 KB
66. Jarrow-Lando-Turnbull Model.xls 23.5 KB
68.Merton'sStructuralModel1117.xls 62.5 KB
71Credit Default Swap V3.xls 401.0 KB
72. Prepayment Model.xls 110.0 KB
72.IO&PO1127.xls 54.5 KB
72Ho-Singer Model V3.xls 141.0 KB
73. SPDA.xls 81.5 KB
76. OBrien MMDA Model 1107.xls 92.0 KB
77. Miller and Modigliani Theory.xls 50.0 KB
78.BusinessModel1117.xls 50.0 KB
78.MyersGrowthOptionModel1117.xls 35.0 KB
79.FreeCashFlowDiscountModel1204.xls 28.5 KB
81Convertible Bond V3.xls 143.0 KB
82Mortgage-Backed Securities V3.xls 166.0 KB
84.HighYieldBondModel-ABusinessModelApproach1122.xls 160.0 KB
86.VaR(Delta-NormalMethod)1119.xls 97.5 KB
87.VaR(HistoricalSimulation)1119.xls 109.0 KB
88.VaR(Monte-CarloSimulation)1119.xls 170.0 KB
90.ExtremeValueTheory1119.xls 130.0 KB
91.CreditVaR1119.xls 27.5 KB
92.BackTesting1119.xls 147.0 KB
93.Garman-KohlhagenModel1022.xls 48.5 KB
94.InterestRateParityModel1022.xls 18.5 KB
95. Risk Based Capital Model 1122.xls 47.0 KB
96.RiskBasedCapitalModel1122.xls 47.5 KB
97.ForwardMeasure.xls 87.5 KB
98.ChangeofNumeraire.xls 78.0 KB
99.Radon-NikodymDerivative.xls 91.5 KB
a100.TotalReturnSwapModel1122.xls 509.0 KB
a101.ForwardInductionvs.BackwardSubstitution1119.xls 40.5 KB
a111Actuarial Mathematics #1 - Single Premium Life Insurance.xls 42.5 KB
a112Actuarial Mathematics #2 - Single Premium Immediate Annuity.xls 39.5 KB
a113Actuarial Mathematics #3 - Annual Premium Life Insurance.xls 50.0 KB
a114pricing #1a.xls 40.5 KB
a126. Bond Model.xls 33.5 KB
a128.ReturnOnRiskAdjustedCapital(RORAC)Model1122.xls 17.0 KB
a131.TreasuriesData05.xls 57.0 KB
a132.SwapRateData05.xls 59.5 KB
applications.doc 26.5 KB
Brace-Gatarek-Musiela- Jamsidian Model.xls 48.5 KB
Employee Stock Option Model.xls 30.0 KB