发帖
雷达卡
压缩包有三个文件1、其中一个文件是——史上最经典的金融衍生品英文教材McDonald, Robert L., 2013, 3rd Edition, Derivatives Markets (Pearson)（是高清PDF版（是可直接选择的高清文字版，非扫描版!!!）
2、另外两个文件是——配套习题的Solutions
该书号称“史上最经典的金融衍生品教材”，结构清晰，语言简单易懂，但比作者的另一本书【《Introduction to Derivivatives》层次更高一点（这本《Introduction to Derivivatives》有中译版，不妨可以买来读一读，但是最后建议一定要读这本《Derivatives Markets》才能深刻理会金融衍生品的内含，并对金融衍生品市场有更深层次的了解）】，强烈建议金融衍生品爱好者能够仔仔细细地啃完这本书，帮助非常大！
全书目录如下：
1 Introduction to Derivatives
- PART ONE Insurance, Hedging, and Simple Strategies
3 Insurance, Collars, and Other Strategies
4 Introduction to Risk Management
- PART TWO Forwards, Futures, and Swaps
6 Commodity Forwards and Futures
7 Interest Rate Forwards and Futures
8 Swaps
- PART THREE Options
10 Binomial Option Pricing: Basic Concepts
11 Binomial Option Pricing: Selected Topics
12 The Black-Scholes Formula
13 Market-Making and Delta-Hedging
14 Exotic Options: I
- PART FOUR Financial Engineering and Applications
16 Corporate Applications
17 Real Options
- PART FIVE Advanced Pricing Theory and Applications
19 Monte Carlo Valuation
20 Brownian Motion and Ito’s Lemma
21 The Black-Scholes-Merton Equation
22 Risk-Neutral and Martingale Pricing
23 Exotic Options: II
24 Volatility
25 Interest Rate and Bond Derivatives
26 Value at Risk
27 Credit Risk
- Appendix A The Greek Alphabet
- Appendix B Continuous Compounding
- Appendix C Jensen’s Inequality
- Appendix D An Introduction to Visual Basic for Applications
- Glossary
- References
- Index
给后来者提醒一下，答案并不全，只是每个章节挑选的题目有答案。如果是需要全部答案的，这个并不是最佳选择。
提升卡
置顶卡
沉默卡
变色卡
抢沙发
千斤顶
显身卡
京公网安备 11010802022788号
