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

Risk-Neutral Valuation-Pricing and Hedging of Financial Derivatives

Financial Calculus - An Introduction to Derivative Pricing - Cambridge University Press

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