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[轉貼]Excel高级金融建模中英文教材+模型+案例 人氣: 1796 回覆: 0


http://www.xdowns.com/soft/188/share/2012/soft_90785.html
Excel高级金融建模中英文教材+模型+案例
2tho.pptUnifiedCreditandInterestRateContingentClaimModel_7_8.docCombinedNotations.docCredit_Risk_Report_DH3_Model36_120_180_360.xlsDerivatives E1.1 Clean Price vs Dirty Price.xlsDerivatives E10.1 Swap Model.xlsDerivatives E10.2 Black Swaption.xlsDerivatives E10.3 Swaption Model.xlsDerivatives E10.4 Black Model-Cap & Floor.xlsDerivatives E11.1 Credit Default Swap.xlsDerivatives E11.2 Credit Linked Note.xlsDerivatives E12.2 Real Option.xlsDerivatives E2.1 Mark-to-Market.xlsDerivatives E2.2 Cost of Carry Model.xlsDerivatives E2.3 Hedge Ratio.xlsDerivatives E2.4 Stock Index Futures.xlsDerivatives E3.1 Profit Diagram and Yield Diagram.xlsDerivatives E3.2 Cox-Ross-Rubinstein.xlsDerivatives E3.3 Black-Scholes Model.xlsDerivatives E3.4 Path-wise valuation.xlsDerivatives E3.5 Risk-neutral and Market Lattices.xlsDerivatives E4.1 Put-Call Parity.xlsDerivatives E4.2 Greeks.xlsDerivatives E4.3 InterestRateParity.xlsDerivatives E4.4 Garman-Kohlhagen.xlsDerivatives E5.1 American Stock Option.xlsDerivatives E5.2 Barrier Option.xlsDerivatives E5.3 Digital Option.xlsDerivatives E5.4 Compound Option.xlsDerivatives E5.5 Asian Option.xlsDerivatives E5.6 Chooser Option.xlsDerivatives E6.1 Option on Futures.xlsDerivatives E6.2 Option on Foward.xlsDerivatives E6.3 Spread Option.xlsDerivatives E7.1 Cox-Ingersoll-Ross Model.xlsDerivatives E7.2 Vasicek Model.xlsDerivatives E8.1 Ho-Lee model.xlsDerivatives E8.2 Extended Ho-Lee Model.xlsDerivatives E8.3 Generalized Ho-Lee Model.xlsDerivatives E8.4 Black-Derman-Toy Model.xlsDerivatives E8.5 Black-Karasinski Model.xlsDerivatives E9.1 Black Bond Option.xlsDerivatives E9.2 Bond Option.xlsDerivatives E9.3 Dynamic Hedging.xlsFinancialPrimerapril3.pptstollfest1.pptSV 1.1 Diversification V3.xlsSV 1.2 CAPM V3.xlsSV 1.3 Dividend discount model V3.xlsSV 2.2 Put-Call Parity V3.xlsSV 2.3 Black-Scholes Model V3.xlsSV 2.4 Risk-neutral and Market Lattices V3.xlsSV 3.1 American Stock Option V3.xlsSV 3.2 Compound Option V3.xlsSV 3.3 Digital Option V3.xlsSV 3.4 Greeks V3.xlsSV 4.1 Effective Duration V3.xlsSV 4.2 Par curve and spot curve V3.xlsSV 4.3 Dollar Duration V3.xlsSV 4.4 Swap Model V3.xlsSV 5.1 Cox-Ingersoll-Ross Model V3.xlsSV 5.2 Vasicek Model V3.xlsSV 5.3 Ho-Lee Model V3.xlsSV 5.4 Black Bond Option V3.xlsSV 5.5 Swaption Model V3.xlsSV 6.1 Callable Bond V3.xlsSV 6.2 Sinking Fund Bond V3.xlsSV 7.1 Credit Default Swap V3.xlsSV 7.2 Ho-Singer Model V3.xlsSV 8.1 Convertible Bond V3.xlsSV 8.2 Mortgage-Backed Securities V3.xlsTHC Residential Mortgage Loan Model 08072008 revised.docunified model 10-14.docValuationofCreditContingentClaimsAnArbitrageFreeCreditModel_7_08.doc01.DiscountedCashFlowModel0926.xls04. Capital Market Line 1002.xls08. Bond Model 0926.xls11Diversification_V3.xls127. Risk Adjusted Return On Capital Model (revised) 1221.xls12CAPM V3.xls13.LittermanandScheinkmanmodel1006.xls17.Brennan-SchwartzModel1207.xls18. Black-Derman-Toy Model.xls21. Extended Ho-Lee Model (revised) 1220.xls22.n-FactorHo-LeeModel1127.xls23. Hull-White Model.xls23Black-Scholes Model V3.xls24. Black-Karasinski Model 1227.xls24Risk-neutral and Market Lattices V3.xls29.BlackModel-FuturesOption1120.xls31.BlackModel-Cap&Floor1120.xls31American Stock Option V3.xls32Compound Option V3.xls33.InterestRateFuturesPrice1202.xls33Digital Option V3.xls34.ConstantMaturitySwapModel1202.xls35.InterestRateSpreadOption1203.xls36.BondOption1201.xls37.DynamicHedging1202.xls38.OptiononFowardContract1204.xls39.OptiononFuturesContract1204.xls41.PortfolioDuration1206.xls41Effective Duration V3.xls43.BermudaOption1114.xls43Dollar Duration V3.xls44Swap Model V3.xls45.BarrierOption1114.xls46.AsianOption1114.xls48.Chooser CompoundChooserandStraddle1114.xls49.InstallmentOption1115.xls50.ModifiedDuration1206.xls51.KeyRateDuration1206.xls51Cox-Ingersoll-Ross Model V3.xls52.OptionAdjustedSpread1128.xls52Vasicek Model V3.xls53Ho-Lee Model V3.xls54. n-Factor Lattice Model 1207.xls55.Double-UpSinkingFundBondModel1129.xls55Swaption Model V3.xls56.CallableBondPricingby2-FactorHo-LeeModel1128.xls57.TransitionMatrix1020.xls58.Convexity1206.xls59. Altmans Z Score.xls60. Pyle model.xls61. Kim-Ramaswamy-Sundaresan Model 1029.xls61Callable Bond V3.xls62.AmericanOptionModel1112.xls62Sinking Fund Bond V3.xls63.Fisher Model.xls64.GeskeModel1018.xls65. Jarrow-Turnbull Model.xls66. Jarrow-Lando-Turnbull Model.xls68.Merton'sStructuralModel1117.xls71Credit Default Swap V3.xls72. Prepayment Model.xls72.IO&PO1127.xls72Ho-Singer Model V3.xls73. SPDA.xls76. OBrien MMDA Model 1107.xls77. Miller and Modigliani Theory.xls78.BusinessModel1117.xls78.MyersGrowthOptionModel1117.xls79.FreeCashFlowDiscountModel1204.xls81Convertible Bond V3.xls82Mortgage-Backed Securities V3.xls84.HighYieldBondModel-ABusinessModelApproach1122.xls86.VaR(Delta-NormalMethod)1119.xls87.VaR(HistoricalSimulation)1119.xls88.VaR(Monte-CarloSimulation)1119.xls90.ExtremevalueTheory1119.xls91.CreditVaR1119.xls92.BackTesting1119.xls93.Garman-KohlhagenModel1022.xls94.InterestRateParityModel1022.xls95. Risk Based Capital Model 1122.xls96.RiskBasedCapitalModel1122.xls97.ForwardMeasure.xls98.ChangeofNumeraire.xls99.Radon-NikodymDerivative.xlsa100.TotalReturnSwapModel1122.xlsa101.ForwardInductionvs.BackwardSubstitution1119.xlsa111Actuarial Mathematics #1 - Single Premium Life Insurance.xlsa112Actuarial Mathematics #2 - Single Premium Immediate Annuity.xlsa113Actuarial Mathematics #3 - Annual Premium Life Insurance.xlsa114pricing #1a.xlsa126. Bond Model.xlsa128.ReturnOnRiskAdjustedCapital(RORAC)Model1122.xlsa131.TreasuriesData05.xlsa132.SwapRateData05.xlsapplications.docBrace-Gatarek-Musiela- Jamsidian Model.xlsEmployee Stock Option Model.xls
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