[公告] 有修國際金融風險管理的朋由請入內

看板NTU-GIIB2006作者angelsmomo (@~靖哥哥~@)時間16年前 (2007/12/03 16:45)推噓4(4推 0噓 1→)

留言5則, 5人參與討論串1/1

以下是十五篇老師所Assign的reading～大家來認領一下吧～我把檔名貼在上面，如果決定要那篇的話就推最前面的編號囉～ ======================================================== 1.A Further Analysis of the Lead-Lag Relationship between the Cash Market and Stock Index Futures Market.pdf 2.An Examination of the Relationship between Stock Index Cash and Futures Markets A Cointegration Approach.pdf 3.Capturing downside risk in Asian financial crisis_JIMF_1999.pdf 4.Hedging and exchange risk exposure_JIMF_2001.pdf 5.Hedging and risk_JIMF_2006.pdf 6.Hedging volatility risk_JBF_2006.pdf 7.Investment_Market_Extreme_Correlation_Longin_JF_2003.pdf 8.JFE_hedging behavior & cash holding_Haushalter_2007.pdf 9.JFM_McMillan_nonlinear dynamic of futures and spot_2006.pdf 10.Minimum variance hedging & prediction_JBF_2008.pdf 11.Option_Implied_Volatility_Kim_JIMF_2003.pdf 12.VaR_Berkowitz_JF_2002.pdf 13.VaR_ExtremeValue_Cotter_JBF_2001.pdf 14.VIX.pdf 15.VIX_review.pdf ＠＠～杰哥～＠＠ -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 140.112.109.22

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ji3g4oscar

12/04 14:06, , 1^F

12/04 14:06, 1^F

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bensonnn

12/10 13:59, , 2^F

12/10 13:59, 2^F

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pdaopag

12/12 00:00, , 3^F

12/12 00:00, 3^F