好書介紹
John C. Hull, “Options,Futures,and Other Derivatives” ,Sixth
Edition, Prentice Hall, Inc., 2005. Richard Flavell, “Swaps
and Other Derivatives”, John Wiley & Sons Inc.,
2002.
Philippe Jorion, ”Value at Risk”, Second Edition,
McGraw-Hill Companies, Inc.,2000.
Michel Crouhy& Dan Galai & Robert Mark, “Risk
Management”, McGraw-Hill Companies, Inc.,2003.
Espen Gaarder Haug, ”The Complete Guide To Option Pricing
Formulas”, McGraw-Hill Companies, Inc.,1999.
Steve Dalton, ”Excel add-in development in C/C++-Applications
in Finance”, John Wiley & Sons Inc., 2005.
Nigel Da Costa Lewis ”Operational Risk with Excel and VBA
” , John Wiley & Sons Inc., 2004. |
