作者angelsmomo (@~靖哥哥~@)
看板NTU-GIIB2006
标题[公告] 有修国际金融风险管理的朋由请入内
时间Mon Dec 3 16:44:57 2007
以下是十五篇老师所Assign的reading～
大家来认领一下吧～
我把档名贴在上面，如果决定要那篇的话就推最前面的编号罗～
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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～＠＠
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1F：推 ji3g4oscar:第一组 富佳和育立 第13篇 12/04 14:06
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4F：→ angelsmomo:推推14篇～ 12/20 10:04
5F：推 henryphseven:第五顺位:12.VaR_Berkowitz_JF_2002.pdf 12/20 14:30