Excel高级金融建模中英文教材+模型+案例

es E3.3 Black-Scholes Model.xls
Derivatives E3.4 Path-wise valuation.xls
Derivatives E3.5 Risk-neutral and Market Lattices.xls
Derivatives E4.1 Put-Call Parity.xls
Derivatives E4.2 Greeks.xls
Derivatives E4.3 InterestRateParity.xls
Derivatives E4.4 Garman-Kohlhagen.xls
Derivatives E5.1 American Stock Option.xls
Derivatives E5.2 Barrier Option.xls
Derivatives E5.3 Digital Option.xls
Derivatives E5.4 Compound Option.xls
Derivatives E5.5 Asian Option.xls
Derivatives E5.6 Chooser Option.xls
Derivatives E6.1 Option on Futures.xls
Derivatives E6.2 Option on Foward.xls
Derivatives E6.3 Spread Option.xls
Derivatives E7.1 Cox-Ingersoll-Ross Model.xls
Derivatives E7.2 Vasicek Model.xls
Derivatives E8.1 Ho-Lee model.xls
Derivatives E8.2 Extended Ho-Lee Model.xls
Derivatives E8.3 Generalized Ho-Lee Model.xls
Derivatives E8.4 Black-Derman-Toy Model.xls
Derivatives E8.5 Black-Karasinski Model.xls
Derivatives E9.1 Black Bond Option.xls
Derivatives E9.2 Bond Option.xls
Derivatives E9.3 Dynamic Hedging.xls
FinancialPrimerapril3.ppt
stollfest1.ppt
SV 1.1 Diversification V3.xls
SV 1.2 CAPM V3.xls
SV 1.3 Dividend discount model V3.xls
SV 2.2 Put-Call Parity V3.xls
SV 2.3 Black-Scholes Model V3.xls
SV 2.4 Risk-neutral and Market Lattices V3.xls
SV 3.1 American Stock Option V3.xls
SV 3.2 Compound Option V3.xls
SV 3.3 Digital Option V3.xls
SV 3.4 Greeks V3.xls
SV 4.1 Effective Duration V3.xls
SV 4.2 Par curve and spot curve V3.xls
SV 4.3 Dollar Duration V3.xls
SV 4.4 Swap Model V3.xls
SV 5.1 Cox-Ingersoll-Ross Model V3.xls
SV 5.2 Vasicek Model V3.xls
SV 5.3 Ho-Lee Model V3.xls
SV 5.4 Black Bond Option V3.xls
SV 5.5 Swaption Model V3.xls
SV 6.1 Callable Bond V3.xls
SV 6.2 Sinking Fund Bond V3.xls
SV 7.1 Credit Default Swap V3.xls
SV 7.2 Ho-Singer Model V3.xls
SV 8.1 Convertible Bond V3.xls
SV 8.2 Mortgage-Backed Securities V3.xls
THC Residential Mortgage Loan Model 08072008 revised.doc
unified model 10-14.doc
ValuationofCreditContingentClaimsAnArbitrageFreeCreditModel_7_08.doc
01.DiscountedCashFlowModel0926.xls
04. Capital Market Line 1002.xls
08. Bond Model 0926.xls
11Diversification_V3.xls
127. Risk Adjusted Return On Capital Model (revised) 1221.xls
12CAPM V3.xls
13.LittermanandScheinkmanmodel1006.xls
17.Brennan-SchwartzModel1207.xls
18. Black-Derman-Toy Model.xls
21. Extended Ho-Lee Model (revised) 1220.xls
22.n-FactorHo-LeeModel1127.xls
23. Hull-White Model.xls
23Black-Scholes Model V3.xls
24. Black-Karasinski Model 1227.xls
24Risk-neutral and Market Lattices V3.xls
29.BlackModel-FuturesOption1120.xls
31.BlackModel-Cap&Floor1120.xls
31American Stock Option V3.xls
32Compound Option V3.xls
33.InterestRateFuturesPrice1202.xls
33Digital Option V3.xls
34.ConstantMaturitySwapModel1202.xls
35.InterestRateSpreadOption1203.xls
36.BondOption1201.xls
37.DynamicHedging1202.xls
38.OptiononFowardContract1204.xls
39.OptiononFuturesContract1204.xls
41.PortfolioDuration1206.xls
41Effective Duration V3.xls
43.BermudaOption1114.xls
43Dollar Duration V3.xls
44Swap Model V3.xls
45.BarrierOption1114.xls
46.AsianOption1114.xls
48.Chooser CompoundChooserandStraddle1114.xls
49.InstallmentOption1115.xls
50.ModifiedDuration1206.xls
51.KeyRateDuration1206.xls
51Cox-Ingersoll-Ross Model V3.xls
52.OptionAdjustedSpread1128.xls
52Vasicek Model V3.xls
53Ho-Lee Model V3.xls
54. n-Factor Lattice Model 1207.xls
55.Double-UpSinkingFundBondModel1129.xls
55Swaption Model V3.xls
56.CallableBondPricingby2-FactorHo-LeeModel1128.xls
57.TransitionMatrix1020.xls
58.Convexity1206.xls
59. Altmans Z Score.xls
60. Pyle model.xls
61. Kim-Ramaswamy-Sundaresan Model 1029.xls
61Callable Bond V3.xls
62.AmericanOptionModel1112.xls
62Sinking Fund Bond V3.xls
63.Fisher Model.xls
64.GeskeModel1018.xls
65. Jarrow-Turnbull Model.xls
66. Jarrow-Lando-Turnbull Model.xls
68.Merton'sStructuralModel1117.xls
71Credit Default Swap V3.xls
72. Prepayment Model.xls
72.IO&PO1127.xls
72Ho-Singer Model V3.xls
73. SPDA.xls
76. OBrien MMDA Model 1107.xls
77. Miller and Modigliani Theory.xls
78.BusinessModel1117.xls
78.MyersGrowthOptionModel1117.xls
79.FreeCashFlowDiscountModel1204.xls
81Convertible Bond V3.xls
82Mortgage-Backed Securities V3.xls
84.HighYieldBondModel-ABusinessModelApproach1122.xls
86.VaR(Delta-NormalMethod)1119.xls
87.VaR(HistoricalSimulation)1119.xls
88.VaR(Monte-CarloSimulation)1119.xls
90.ExtremevalueTheory1119.xls
91.CreditVaR1119.xls
92.BackTesting1119.xls
93.Garman-KohlhagenModel1022.xls
94.InterestRateParityModel1022.xls
95. Risk Based Capital Model 1122.xls
96.RiskBasedCapitalModel1122.xls
97.ForwardMeasure.xls
98.ChangeofNumeraire.xls
99.Radon-NikodymDerivative.xls
a100.TotalReturnSwapModel1122.xls
a101.ForwardInductionvs.BackwardSubstitution1119.xls
a111Actuarial Mathematics #1 - Single Premium Life Insurance.xls
a112Actuarial Mathematics #2 - Single Premium Immediate Annuity.xls
a113Actuarial Mathematics #3 - Annual Premium Life Insurance.xls
a114pricing #1a.xls
a126. Bond Model.xls
a128.ReturnOnRiskAdjustedCapital(RORAC)Model1122.xls
a131.TreasuriesData05.xls
a132.SwapRateData05.xls
applications.doc
Brace-Gatarek-Musiela- Jamsidian Model.xls
Employee Stock Option Model.xls

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