[下载] 2 ———— 金融经济学，资产定价，金融工程   [推广有奖]

Principles of Financial Economics（lilu 友情提供）

Stephen F. LeRoy and Jan Werner

https://bbs.pinggu.org/viewthread.php?tid=3867&page=1#pid19098

Asset Pricing （还珠楼主 友情提供）

John H. Cochrane 包含正文，习题答案及勘误表

https://bbs.pinggu.org/viewthread.php?tid=4369&page=1#pid21356

Strategic Asset Allocation

John Y. Campbell

https://bbs.pinggu.org/viewthread.php?tid=18640&page=1#pid114460

Stochastic Calculus And Finace （deyuy 友情提供）

Steven Shreve

https://bbs.pinggu.org/viewthread.php?tid=12842&page=1#pid73902

周业安现代金融理论专题完整版 （千总 友情提供）

https://bbs.pinggu.org/viewthread.php?tid=9536&page=1#pid50079

Options, futures and other derivative securities, 5th ed（heavenless友情提供）

John Hull

https://bbs.pinggu.org/viewthread.php?tid=9332&page=1#pid48237

[此贴子已经被作者于2005-8-15 1:03:12编辑过]

Foundations of Finance（hjh友情提供）

Eugene F. Fama

https://bbs.pinggu.org/viewthread.php?tid=8930&page=1#pid45779

史树中 上海人民出版社

大纲

https://bbs.pinggu.org/viewthread.php?tid=2656&page=1#pid13678

Dynamic Asset Pricing Theory - 3rd. (lilu友情提供，扫描版)
Darrel Duffie

目录和参考文献

https://bbs.pinggu.org/redirect.php?goto=findpost&pid=54388&ptid=10062

[此贴子已经被作者于2006-2-6 20:28:43编辑过]

金融学（xiayongp友情提供）

Zvi Bodie & Robert C. Merton

中文扫描版

https://bbs.pinggu.org/viewthread.php?tid=10113&page=1#pid54306

[此贴子已经被作者于2005-8-6 19:18:55编辑过]

Financial Engineering Principles : A Unified Theory for Financial Product Analysis and Valuation（伟光正友情提供）

https://bbs.pinggu.org/viewthread.php?tid=15489&page=1#pid93423

Financial Engineering with Mathematica

https://bbs.pinggu.org/viewthread.php?tid=19764&page=1#pid121880

衍生证券（cschinacs友情提供）

郑振龙 厦门大学

https://bbs.pinggu.org/viewthread.php?tid=15489&page=1#pid93423

金融工程学（人在武大 友情提供）

叶永刚 武汉大学

https://bbs.pinggu.org/viewthread.php?tid=4656&page=1#pid23022

[此贴子已经被作者于2005-8-9 10:01:10编辑过]

Theory of Finance（rucIvy友情提供）

Eugene F. Fama & Merton H. Miller

https://bbs.pinggu.org/viewthread.php?tid=4147&page=1#pid21045

"Consumption-Based Asset Pricing" John Campbell

“Resurrecting the (C)CAPM” Lettau, Martin and Syney Ludvigson, 2001, Journal of Political Economy 109: 1238-1287

"Estimation and Test of a Simple Model of Intertemporal Asset Pricing" (Yihong Xia with M. J. Brennan and Ashley Wang) (Journal of Finance 59, 1743-1775, August 2004)

"An Equilibrium Model of Asset Pricing and Moral Hazard" Hui Ou-Yang（欧阳辉）forthcoming in the Review of Financial Studies

"The cross-section of expected stock ruturns", Fama, French JF 1992

"Good Day Sunshine:Stock Returns and The Weahther", David Hirshleifer, JF 2003

"Uniformly least powerful tests of market efficiency", Tim Loughran, Jay R. Ritter JFE 2000

"The Cross-Section of Volatility and Expected Returns", Andrew Ang, Robert J. Hodrick, Yuhang Xing, Xiaoyan Zhang

"CAPM Over the Long-Run: 1926-2001" (Andrew Ang with Joe Chen), 2003

"Bad Beta, Good Beta" ( John Y. Campbell with Tuomo Vuolteenaho), June 2004, American Economic Review

"Housing, consumption, and asset pricing" (Monika Piazzesi, Martin Schneider and Selale Tuzel),

"Does Stock Return Momentum Explain the 'Smart Money' Effect?" , Travis Sapp and Ashish Tiwari, JF December 2004

"Corporate Investment and Asset Price Dynamics: Implications for the Cross-section of Returns" ,Murray Carlson, Adlai Fisher, and Ron Giammarino, JF December 2004

https://bbs.pinggu.org/viewthread.php?tid=2875&page=1#pid14463

Asset Pricing at the Millennium, Campbell, John Y, Journal of Finance; Aug2000, Vol.

55 Issue 4, p1515

Understanding option prices, Ajay Khanna and Dilip B Madan, QUANTITATIVE FINANCE

VOLUME 4 (2004) 55–63

The Value Premium, Lu Zhang (张路), JF February 2005

Asset Pricing with Conditioning Information: A New Test, Wang, K.Q., Journal of

Finance; Feb2003, Vol. 58 Issue 1, p161

Empirical Evaluation of Asset–Pricing Models: A Comparison of the SDF and Beta

Methods. Jagannathan, R. and Wang, Z., Journal of Finance; Oct2002, Vol. 57 Issue 5,

p2337

A Preference Regime Model of Bull and Bear Markets. Gordon, StephenSt-Amour, Pascal, American Economic Review; Sep2000, Vol. 90 Issue 4, p1019

Assessing specification errors in stochastic discount factor models. Hansen, Lars

PeterJagannathan, Ravi, Journal of Finance; Jun97, Vol. 52 Issue 2, p557

Common Factors and Local Factors: Implications for Term Structures and Exchange

Rates. Dong-Hyun Ahn, Journal of Financial & Quantitative Analysis; Mar2004, Vol. 39

Issue 1, p69

Investor Protection and Asset Pricing, Rui Albuquerque , Neng Wang, September 7,

2004

Equilibrium, Price Formation,and the Value of Private Information, Matthew O. Jackson

RFS 1991

https://bbs.pinggu.org/viewthread.php?tid=2875&page=3#pid18592

[此贴子已经被temp_manager于2005-8-7 2:01:35编辑过]