JP摩根的Morton Glantz的Multi-asset risk modeling超詳盡超實用 [推广有奖]

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施丽云 发表于 2015-7-5 22:37:24 |只看作者 |坛友微信交流群|倒序 |AI写论文

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好東西大家一起分享哦！！Morton Glantz&Robert Kissell的原書！書中詳盡介紹了多資產組合的基礎、定價、風險控制、CDS等等等。。。
希望對你們有幫助哦！！
Equity Derivatives,
Foreign Exchange Market and Interest Rates
Algorithmic Trading Risk
Risk Hedging Techniques
Rating Credit Risk: Current Practices, Model
Design, and Applications.
A Basic Credit Default Swap Model

Multi-asset Risk Modeling.zip (30.49 MB, 需要: 6 个论坛币) 本附件包括：
Chapter-10-Rating-Credit-Risk-Current-Practices-Model-Design-and-Applications_2014_Multi-asset-Risk-Modeling.pdf
Chapter-2-A-Primer-on-Risk-Mathematics_2014_Multi-asset-Risk-Modeling.pdf
Chapter-4-Price-Volatility_2014_Multi-asset-Risk-Modeling.pdf
Preface_2014_Multi-asset-Risk-Modeling.pdf
Front-matter_2014_Multi-asset-Risk-Modeling.pdf
Chapter-5-Factor-Models_2014_Multi-asset-Risk-Modeling.pdf
Chapter-7-Foreign-Exchange-Market-and-Interest-Rates_2014_Multi-asset-Risk-Modeling.pdf
Chapter-1-Introduction-to-Multi-Asset-Risk-Modeling-Lessons-from-the-Debt-Crisis_2014_Multi-asset-Risk-Modeling.pdf
Acknowledgements_2014_Multi-asset-Risk-Modeling.pdf
Dedication_2014_Multi-asset-Risk-Modeling.pdf
Chapter-6-Equity-Derivatives_2014_Multi-asset-Risk-Modeling.pdf
Chapter-3-A-Primer-on-Quantitative-Risk-Analysis_2014_Multi-asset-Risk-Modeling.pdf
Chapter-12-Multi-Asset-Corporate-Restructurings-and-Valuations_2014_Multi-asset-Risk-Modeling.pdf
About-The-Authors_2014_Multi-asset-Risk-Modeling.pdf
Copyright_2014_Multi-asset-Risk-Modeling.pdf
Chapter-13-Extreme-Value-Theory-and-Application-to-Market-Shocks-for-Stress-Testing-and-Extreme-Value-at-Risk_2014_Multi-asset-Risk-Modeling.pdf
Chapter-9-Risk-Hedging-Techniques_2014_Multi-asset-Risk-Modeling.pdf
Index_2014_Multi-asset-Risk-Modeling.pdf
Chapter-14-Ensuring-Sustainability-of-an-Institution-as-a-Going-Concern-An-Approach-to-Dealing-with-Black-Swan-or-Tail-Risk_2014_Multi-asset-Risk-Mode.pdf
Chapter-11-A-Basic-Credit-Default-Swap-Model_2014_Multi-asset-Risk-Modeling.pdf
Chapter-8-Algorithmic-Trading-Risk_2014_Multi-asset-Risk-Modeling.pdf