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Springer2010年出版的新书，包括了数量金融，金融工程，风险管理，资产定价，金融衍生品，利率期限结构等多个领域的最新进展，一共一百多章，本人逐章下载整理的，希望对大家有帮助。限于篇幅限制，详细的介绍请参看附件。
Handbook of Quantitative Finance and Risk Management
Edited by
Cheng-Few Lee
Rutgers University
Alice C. Lee
San Francisco State University
Table of Contents for Handbook of
Quantitative Finance and Risk Management
List of Contributors
Part I – Introduction
Part II – Essays
Chapter 1 Theoretical Framework of Finance
1) Classical Theory
2) New classical theory
3) CAPM and APT
4) Options and Futures Theory
Part III –Portfolio Analysis
Chapter 1
Basic Concepts of Portfolio Analysis
Chapter 2
Markowitz Portfolio-Selection Model
Chapter 3
Capital Asset Pricing Model and Beta Forecasting
Chapter 4
Index Model for Portfolio Selection
Chapter 5
Performance-Measure Approaches for Selecting Optimum
Portfolios
Part IV – Options and Futures
A.
Basic Concepts and Strategies
Chapter 1
Introduction
Chapter 2
Options and Option Strategy
Chapter 3
Binomial Option Pricing Models
Chapter 4
Multinomial Option Pricing Model
Chapter 5
The Lognormal Option Pricing Model
Chapter 6
Bivariate Normal Option Pricing Models
Chapter 7
Ito Calculus and The Black and Scholes Option Pricing Model
Chapter 8
Constant Elasticity of Variance (CEV) Option Pricing Model
Chapter 9
Stochastic Volatility Option Pricing Model
Chapter 10
A General Option Pricing Model
D.
Applications
Chapter 11
Option Valuation and Hedging
Chapter 12
Foreign Exchange Option Pricing Models
Chapter 13
Index Option Pricing Models
Chapter 14
Real Options
Chapter 15
Option Pricing Model and Risk Management
Chapter 16
Summary and Concluding Remarks
Part V – Contributed Papers
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