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本附件包括：
Applied Quantitative Finance ,作者W. Härdle, T. Kleinow, G. Stahl，
Springer出版社出版。
非扫描版，绝对清晰。
数量金融的好教材！
这是目录
Ⅰ Value at Risk
1.Approximating Value at Risk in Conditional Gaussian Models
2.Application of Copulas for the Calculation of Value-at-Risk
3.Quantification of Spread Risk by Means of Historical Simulation
Ⅱ Credit Risk
4.Rating Migrations
5.Sensitivity analysis of credit portfolio models
Ⅲ Implied Volatility
6.The Analysis of Implied Volatilities
7.How Precise Are Price Distributions Predicted by IBT
8.Estimating State-Price Densities with Nonparametric Regression
9.Trading on Deviations of Implied and Historical Densities
Ⅳ Econometrics
10.Multivariate Volatility Models
11.Statistical Process Control
12.An empirical Likelihood Goodness-of-Fit Test for Diffusions
13.A simple state space model of house prices
14.Long Memory Effects Trading Strategy
15.Locall time homogeneous time series modeling
16.Simulation based Option Pricing
17.Nonparametric Estimators of GARCH Processes
18.Net Based Spreadsheets in Quantitative Finance
全书一共423页，绝对是完整版的。
如果数学基础还可以的坛友，可以下载的。
对数量金融，金融工程的比较适合的！
希望大家会喜欢。
[此贴子已经被作者于2006-1-13 14:02:26编辑过]
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