Fin eng. lecture in Columbia University

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Fin eng course in columbia.rar (5.56 MB, 需要: 10 个论坛币)

2013-4-21 21:31:30 上传

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Topics include:
Fundamental knowledge of Future,Option,Forward and Swap,Bond
Option Pricing(Binomial model,multi period binomial model,b-s model)
Mean variance portfolio and capital asset pricing model
Problem of mean variance,statistical biases in performance evaluation,negative exposure and leveraged ETF
Fixed income derivative
modeling and pricing defaultable bond
credit default swap,pricing credit default swap
Mortgage backed securities
B-S Model,Delta,Gamma,Vega,Theta
Delta hedging
Volatility surface
pricing derivative using volatility surface

The list above only show some topics in the lecture note.
Enjoy

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关键词：University Universit Columbia Lecture colum University knowledge default capital include

This seems to be good stuff.  I will come back and pay for it.

貌似还都是很基础的东西啊

请问是哪个学校的啊