英文文献系列3——金融系列3
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金融系列3目录:
A Lattice Framework for Option Pricing with Two State Variables
A METHODOLOGY FOR ASSESSING MODEL RISK AND ITS APPLICATION TO THE IMPLIED VOLATILITY FUNCTION MODEL
A Theory of the Term Structure of Interest Rates1985
Accounting for Stock Options
Backtesting Value-at-Risk A Duration-Based Approach
CHARACTERISTICS AND RISKS OF STANDARDIZED OPTIONS
Discount of Illiquid Asset Value under Utility Indifference Pricing
Handen and Jagannathan bounds
Modeling the dynamics of Chinese spot interest rates
Portfolio advice for a multifactor world
sensitivity analysis of VAR
Single Factor Heath-Jarrow-Morton Term Structure Models Based on Markov Spot Interest Rate Dynamics
Term Structure Movements and Pricing Interest Rate Contingent Claima
Tests of an American Option Pricing Model on the Foreign Currency Options Market
Tests of Market Efficiency of the Chicago Board Options Exchange
金融系列1:http://www.pinggu.org/bbs/thread-782398-1-1.html
金融系列2:http://www.pinggu.org/bbs/thread-782778-1-1.html