独家原创免费：Market Risk Analysis v1. Quantitative Methods in Finance

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-朋友 好不容易扫出来的

更新以下, 某些朋友下了的说有缺页，谢谢youlinshan 验证, 请下Foxit Reader 3.0 阅读. Acrobat Reader 读起来就会有缺页.

谁有v2 Practical financial Econometrics?


Volume I: Quantitative Methods in Finance covers theessential mathematical and financial background for subsequent volumes.Although many readers will already be familiar with this material, fewcompeting texts contain such a complete and pedagogical exposition ofall the basic quantitative concepts required for market risk analysis.There are six comprehensive chapters covering all the calculus, linearalgebra, probability and statistics, numerical methods and portfoliomathematics that are necessary for market risk analysis. This is anideal background text for a Masters course in finance. Empiricalexamples and case studies on the CD-ROM include:
   

•       Principal component analysis of European equity indices
•       Calibration of Student t distribution by maximum likelihood
•       Orthogonal regression and estimation of equity factor models
•       Simulations of geometric Brownian motion, and of correlated Student t variables
•       Pricing European and American options with binomial trees, and European options with the Black-Scholes-Merton formula
•       Cubic spline fitting of yields curves and implied volatilities
•       Solution of Markowitz problem with no short sales and other constraints
•       Calculation of risk adjusted performance metrics including generalised Sharpe ratio, omega and kappa indices.

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关键词：Quantitative market risk QUANTITATIV Analysis Analysi Finance Methods Analysis Quantitative market

楼主，为什么我下载下来后有好些页都显示绘图错误啊。麻烦检查一下，毕竟花了这么多银子

可惜是影印版的。

辛辛苦苦做的扫描版,确我的PDF没有问题.

thank you so much. i am looking forward to v2 as well.

谁有V2?可以拿积分换

楼主还是不行，下面这些页码总是显示绘图错误，麻烦您再检查一遍 谢谢
4,6,12,17,19,21,22,23,25,37,41,53,55,65,69,73,75,79,91,99,142,149,159,167,169,172,174,181,185,187,189,195,203,210,213,223,227,239,249,257,263,269,271,275,279,285,295,299

好东西，需要时候买。Market Risk Analysis v1

A lot of pages are missing, as what 7th floor says! Can you repost or e-mail a repaired copy to us? You can check our purchase record.
keeyingsum@yahoo.com.cn

sysu05jrht@yahoo.com.cn.谢谢！