应用量化金融

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2008-4-20 06:03:00 上传

应用量化金融
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Applied quantitative finance

423页，3.16mb

W.Hardle,T.Kleinow,G.Stahl

Contents

1.Value at risk

2.Applications of copulas for the calculation of value at risk

3.Quantitation of spread risk of historical simulation

4.Credit risk

5.sensitivity analysis of credit portfolio models

6.The analysis of implied volatilities

7.How precise are price distributions predicted by IBT

8.Estimation

9. trading on Derivatives

10.Multivariate volatility model

11.Statistic process control

12.An empirical liklihood goodness

13.A simple state space model

14 Long memory effects trading strategy

15.Localy time homogeneous time series modeling

16.Simulation based option pricing

17.Noparametric estimators of GARCH

18.Net based spreadsheets in quantitative  finance

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关键词：量化金融 Quantitative Applications volatilities Spreadsheets 金融 应用 量化

好工具书，各位考虑下载。

hao  gui  a

太贵了，何况网上有免费的！

能不能算便宜一點啊

这也太贵 了。。。