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[学术资料] Handbooks in Operations Research and Management Science金融工程手册 [推广有奖]

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Algebro 发表于 2019-4-1 17:38:16 |显示全部楼层 |坛友微信交流群
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Handbooks in Operations Research and Management Science
Volume 15-Financial Engineering
Edited by John R. Birge, Vadim Linetsky

Part I. Introduction 导论
Introduction to the Handbook of Financial Engineering
Chapter 1 An Introduction to Financial Asset Pricing
Part II. Derivative Securities: Models and Methods 衍生证券:模型与方法
Chapter 2 Jump-Diffusion Models for Asset Pricing in Financial Engineering
Chapter 3 Modeling Financial Security Returns Using Lévy Processes
Chapter 4 Pricing with Wishart Risk Factors
Chapter 5 Volatility
Chapter 6 Spectral Methods in Derivatives Pricing
Chapter 7 Variational Methods in Derivatives Pricing
Chapter 8 Discrete Barrier and Lookback Options
Part III. Interest Rate and Credit Risk Models and Derivatives 利率、信用风险模型与衍生品
Chapter 9 Topics in Interest Rate Theory
Chapter 10 Calculating Portfolio Credit Risk
Chapter 11 Valuation of Basket Credit Derivatives in the Credit Migrations Environment
Part IV. Incomplete Markets 不完全市场
Chapter 12 Incomplete Markets
Chapter 13 Option Pricing: Real and Risk-Neutral Distributions
Chapter 14 Total Risk Minimization Using Monte Carlo Simulations
Chapter 15 Queuing Theoretic Approaches to Financial Price Fluctuations
Part V. Risk Management 风险管理
Chapter 16 Economic Credit Capital Allocation and Risk Contributions
Chapter 17 Liquidity Risk and Option Pricing Theory
Chapter 18 Financial Engineering: Applications in Insurance
Part VI. Portfolio Optimization 投资组合优化
Chapter 19 Dynamic Portfolio Choice and Risk AversionChapter 20 Optimization Methods in Dynamic Portfolio Management
Chapter 21 Simulation Methods for Optimal Portfolios
Chapter 22 Duality Theory and Approximate Dynamic Programming for Pricing American Options and Portfolio Optimization
Chapter 23 Asset Allocation with Multivariate Non-Gaussian Returns
Chapter 24 Large Deviation Techniques and Fina Combine.rar (6.97 MB, 需要: 10 个论坛币) ncial Applications

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greatqqq 发表于 2019-4-2 10:27:02 来自手机 |显示全部楼层 |坛友微信交流群
好书啊

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fundsky 发表于 2019-4-3 11:01:45 |显示全部楼层 |坛友微信交流群
百科全书 必须留存 谢谢

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tztosh 发表于 2019-4-12 04:06:42 |显示全部楼层 |坛友微信交流群
thanks

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三江鸿 发表于 2023-1-23 00:35:19 来自手机 |显示全部楼层 |坛友微信交流群
点个赞感谢分享

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