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FINANCE/Financial Enginnering

최병선 교수 추천 목록

remings 2009. 1. 22. 21:55
xotic Options / Peter G. Zhang
The credit risk of complex derivatives / Erik Banks
The exchange rate in a behavioral finace framework / Paul De Grauwe & Marianna Grimaldi
Fixed income mathmatics / Robert Zipf
Stochastic implied volatility / Reinhold Hafner
Term structure modeling and estimation in a state space framework / Wolfgang Lemke
Valuing fixed income futuers / David Boberski
Computational Economics / David A. Kendrick, P. Ruben Mercado, & Hans M.Amman
Asset Price Dynamics, Volatility, And Prediction / Stephen J. Taylor
Default risk in bond and credit Derivatives markets / Chistoph Benkert
Real Analysis with Economic Applications / Efe A. Ok
Interest rate modeling / James and Webber
Finacial derivatives in theory and practice / P.J Hunt and J.E. bennedy
Risk-neutral valuation / N.H. Bingham and Rudiger Kiesel

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