[下载]一些金融工程的电子书打包

这些是什么莫名奇妙的书！！！！yuk。
还要收钱。
有本事就给老子弄来 carr编的那本书里面的论文。

Derivatives Pricing: The Classic Collection

Introduction
Peter Carr, Bloomberg


SECTION 1: Classics

1. Theory of Speculation
Louis Bachelier, Deceased

2. The Pricing of Commodity Contracts
Fischer Black, Deceased

3. Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
David Heath, University of Illinois; Robert Jarrow, Cornell University and Andrew Morton, Lehman Brothers

4. Changes of Numéraire, Changes of Probability Measure and Option Pricing
Hélyette Geman, University of Paris Dauphine; Nicole el Karoui, Ecole Polytechnique and Jean-Charles Rochet, University of Toulouse

5. The Market Model of Interest Rate Dynamics
Alan Brace and Marek Musiela, BNP Paribas and Dariusz Gatarek, Capital Markets Group


SECTION 2: Hidden Gems

6. A Unified Theory of Volatility
Bruno Dupire, Bloomberg

7. Arbitrage Pricing with Stochastic Volatility
Bruno Dupire, Bloomberg

8. A General Theory of Asset Valuation Under Diffusion State Processes
Mark B. Garman, Haas Business School

9. Probability of Loss on Loan Portfolio
Oldrich Alfons Vasicek, MKMV


SECTION 3: Risk Hall of Fame

10. Quantitative Strategies Research Notes
Emanuel Derman, Columbia University and Iraj Kani, Martingale Technologies

11. Pricing with a Smile
Bruno Dupire, Bloomberg

12. A Generalised Framework for Credit Risk Portfolio Models
H. Ugur Koyluoglu, Mercer Oliver Wyman and Andrew Hickman, ERisk

13. Correlation and Dependence in Risk Management: Properties and Pitfalls
Paul Embrechts, Alexander McNeil and Daniel Straumann, ETHZ

14. Barrier Options
Mark Rubinstein, Haas Business School and Eric Reiner, UBS Warburg

15. Thinking Coherently
Philippe Artzner, University of Strasbourg; Freddy Delbaen, Federal Institute of Technology (ETH); Jean-Marc Eber, Lexifi Technologies and David Heath, Carnegie Mellon Pittsburgh

16. Static Simplicity
Jonathan Bowie and Peter Carr, Bloomberg


SECTION 4: Nobel Prize Winners

17. The Pricing of Options and Corporate Liabilities
Fischer Black, Deceased and Myron Scholes, Oak Hill Capital

18. Theory of Rational Option Pricing
Robert C. Merton, Harvard Business School

19. Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
Robert F. Engle, Stern School of Business

好东东，我买……

不知道 楼主这个怎么样啊 ！贵

回帖，赚钱

英文的有点难度

英语学习很简单，好好学英语

怎么感觉第一页好多马甲啊

十分感谢楼主能提供这么好的东西，关注了

谢谢

没钱呀，楼上的开个免费日呀