楼主: pristinex
17365 17

[下载] 2 ———— 金融经济学,资产定价,金融工程  关闭 [推广有奖]

11
pristinex 发表于 2005-8-7 02:01:00

Jump Diffusion Option Valuation in Discrete Time
[upload=rar]viewFile.asp?ID=5863[/upload]

 

A Rational Model of the Closed-End Fund Discount, Jonathan Berk
https://bbs.pinggu.org/viewthread.php?tid=2875&page=5#pid39510

"In Search of Distress Risk", John Campbell et al., Harvard
https://bbs.pinggu.org/viewthread.php?tid=2875&page=5#pid39510

Option Pricing: A Simplified Approach, John C. Cox and Stephen A. Ross, Journal of

Financial Economics (September 1979)
https://bbs.pinggu.org/viewthread.php?tid=9604&page=1#pid50592

Stock Market Valuation
https://bbs.pinggu.org/viewthread.php?tid=4460&page=1#pid21797

The Role of IPO Underwriting Syndicates: Pricing, Information Production, and

Underwriter Competition”, SHANE A. CORWIN AND PAUL SCHULTZ
https://bbs.pinggu.org/viewthread.php?tid=3114&page=1#pid16714

Lifetime Portfolio Selection under Uncertainty The Continuous-Time Case, Robert

C.Merton, Review of Economics and Statistics, Volume 51, 1969
https://bbs.pinggu.org/viewthread.php?tid=11507&page=1#pid64197

Portfolio Selection, Harry Markovitz(1952)
https://bbs.pinggu.org/viewthread.php?tid=12732&page=1#pid73128

 

Finance Theory and Asset Pricing
https://bbs.pinggu.org/viewthread.php?tid=8592&page=1#pid43970

关于可转换债券的paper
https://bbs.pinggu.org/viewthread.php?tid=17885&modthreadkey=1f9c5683aa3c24b1b065121d0b8513c7

\"How far are you from me, O Fruit?\"\"I am hidden in your heart, O Flower.\"

12
pristinex 发表于 2005-8-15 00:37:00

Hull <Futures, Options, and Other Derivatives (4th) >的答案 (ask4kevin友情提供)

[此贴子已经被作者于2005-8-15 0:37:36编辑过]

\&quot;How far are you from me, O Fruit?\&quot;\&quot;I am hidden in your heart, O Flower.\&quot;

13
pristinex 发表于 2005-8-15 00:58:00

《期货期权入门》 (heavenless友情提供)

作者:[加]约翰·C·赫尔 编著 张陶伟翻译 出版社:中国人民大学出版社 ISBN 7-300-03587-6 第三版 《期货期权入门》是作者以自己的《期权、期货和其他衍生产品》为基础写成的。

本书的特点是对数学要求没有后一本高,所以对于数学知识有所欠缺的朋友而言,这本书是理想的入门教材。当然,在看完此书后若能看一下作者的后一本书,就更好了。后一本在本坛上已有下载,需要的朋友可以自己搜索。

\&quot;How far are you from me, O Fruit?\&quot;\&quot;I am hidden in your heart, O Flower.\&quot;

14
pristinex 发表于 2005-8-15 01:00:00

Fixed Income Analysis Securities, Pricing, and Risk Management(lilu友情提供)

by Claus Munk

March 15, 2004

[此贴子已经被作者于2005-8-15 1:01:16编辑过]

\&quot;How far are you from me, O Fruit?\&quot;\&quot;I am hidden in your heart, O Flower.\&quot;

15
pristinex 发表于 2005-8-15 01:04:00

Law of Derivatives: An International Comparison (baizhsae友情提供)

[此贴子已经被作者于2005-8-15 1:06:07编辑过]

\&quot;How far are you from me, O Fruit?\&quot;\&quot;I am hidden in your heart, O Flower.\&quot;

16
pristinex 发表于 2005-8-15 01:07:00

Rubinstein on Derivative (xmlai友情提供)

Rubinstein Mark

[此贴子已经被作者于2005-8-15 1:08:07编辑过]

\&quot;How far are you from me, O Fruit?\&quot;\&quot;I am hidden in your heart, O Flower.\&quot;

17
pristinex 发表于 2005-8-15 01:12:00

Financial Engineering Principles : A Unified Theory for Financial Product Analysis and Valuation(伟光正友情提供)

\&quot;How far are you from me, O Fruit?\&quot;\&quot;I am hidden in your heart, O Flower.\&quot;

18
pristinex 发表于 2005-8-16 00:56:00

A First Course in Finance (stilwell友情提供)

Ivo Welch

23210.rar (3.99 MB)

\&quot;How far are you from me, O Fruit?\&quot;\&quot;I am hidden in your heart, O Flower.\&quot;

您需要登录后才可以回帖 登录 | 我要注册

本版微信群
加好友,备注jr
拉您进交流群
GMT+8, 2026-1-18 21:43