我把自己收集的文献都分类整理共享给大家,最先上传第一个系列是金融系列的。
大家有喜欢的就下吧。
系列1的目录:
A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices
A Test for Multivariate Normality in Stock Returns
An Empirical Examination of the Black-Scholes Call Option Pricing Model
Assessing Credit Risk in a Financial Institution's Off-Balance Sheet Commitments
asset prices in an exchange economy
Bond Prices, Default Probabilities and Risk Premiums
CAPM with View Bias Adjustment under Imperfect
Choice Under Uncertainty
Complete Markets, Incomplete Markets and the Stochastic Discount Factor
Dynamic Behavior of Interest Rates in China
Dynamic risk aversion, stochastic discount factor and asset pricing
Forward and Futures Prices Evidence from the Foreign Exchange Markets
Household Heterogeneity and Asset Trade Resolving the Equity Premium Puzzle in Three Countries
HOW TO VALUE EMPLOYEE STOCK OPTIONS
Implied Binomial Trees
金融系列文献2:
http://www.pinggu.org/bbs/viewthread.php?tid=782778&page=1&extra=