绝对经典的好书,pdf版本。绝对清晰。作者是:J. Franke, W. Härdle, C. Hafner
springer出版社出版。以下是目录:
I Option Pricing
1 Derivatives 2 Introduction to Option Management
3 Basic Concepts of Probability Theory 4Stochastic Processes in Discrete Time
5 Stochastic Integrals and Di erential Equations 6 Black{Scholes Option Pricing Model
7 Binomial Model for European Options 8 American Options
9 Exotic Options and Interest Rate Derivatives
II Statistical Model of Financial Time Series
10 Introduction: De nitions and Concepts 11 ARIMA Time Series Models
12 Time Series with Stochastic Volatility 13 Non-parametric Concepts for Financial Time Series
III Selected Financial Applications
14 Valuing Options with Flexible Volatility Estimators 15 Value at Risk and Backtesting
16 Copulas and Value-at-Risk 17 Statistics of Extreme Risks
18 Neural Networks 19 Volatility Risk of Option Portfolios
20 Nonparametric Estimators for the Probability of Default
这里不是完整版的,还请大家谅解啊!
实在对不起啊!
有需要的就下,没需要就不要下了啊!免得浪费钱!
[此贴子已经被作者于2006-1-10 9:41:39编辑过]