13版，英文原版，James C. Van Horne/John M. Wachowicz. Jr

Modeling Derivatives Applications in Matlab, C++, and Excel 完整版,是学习matlab 在金融编程中应用的好书，是完整版，不同于网上的部分版

Multivariate time series analysis considers simultaneously multiple time series. It is a branch of multivariate statistical analysis but deals specifically with dependent data. It is, in general, much more complicated than the univariate time series analysis, especially when the number of series considered is large. We study this more complicated statistical analysis in this book because in real life decisions often involve multiple inter-related factors or variables. Understanding the relationships between those factors and providing accurate predictions of those variables are valuable in decision making. The objectives of multivariate time series analysis thus include 1. To study the dynamic relationships between variables 2. To improve the accuracy of prediction

Publication Date: November 17, 2010 | ISBN-10: 1441977864 | ISBN-13: 978-1441977861 | Edition: 2011 Financial engineers have access to enormous quantities of data but need powerful methods for extracting quantitative information, particularly about volatility and risks. Key features of this textbook are: illustration of concepts with financial markets and economic data, R Labs with real-data exercises, and integration of graphical and analytic methods for modeling and diagnosing modeling errors. Despite some overlap with the author's undergraduate textbook Statistics and Finance: An Introduction, this book differs from that earlier volume in several important aspects: it is graduate-level; computations and graphics are done in R; and many advanced topics are covered, for example, multivariate distributions, copulas, Bayesian computations, VaR and expected shortfall, and cointegration. The prerequisites are basic statistics and probability, matrices and linear algebra, and calculus. Some exposure to finance is helpful.

author- Edward E. Frees,-Regression Modeling with Actuarial and Financial Applications Cambridge University Press 2009 | 584 | ISBN: 0521135966

花钱从淘宝买的pdf完整扫描版《金融计算》，香港大学计算机系financial computing课的教材的中文版

High Frequency Financial Econometrics。高频交易模型

financial institution testbank

John Y. Campbell Andrew W. Lo A. Craig MacKinlay 1 Introduction 2 The Predictability of Asset Returns 3 Market Microstructure 4 Event-Study Analysis 5 The Capital Asset Pricing Model 6 Multifactor Pricing Models 7 Present-Value Relations 8 Intertemporal Equilibrium Models 9 Derivative Pricing Models 10 Fixed-Income Securities 1 1 TermStructure Models 12 Nonlinearities in Financial Data Appendix

读金融数学专业的必备书籍，也是莱斯特大学金融数学专业教授指定的第二本教材，第一本是Financial Calculus大家可以搜索我上传的资料，贡献给大家