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Quantitative Analysis on Financial Marketsd
Ming-Heng Zhang / d d d
RiskLab.CN, @Drzh-Angmh
School of Economics,SHUFE/ dddd,dddddd
Shanghai, 200433, China/dd,dd
March 18, 2015
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Essentials of Stochastic Finance - Facts, Models Theory,
Albert N. Shiryaev,2003, World Scientific
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The Econometrics of Financial Markets by Campbell, Lo, and
MacKinlay, 1997, Princeton University Press
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References
1. ddd dddddddddddddddddddd1998
2. ddd ddddddddddddd/dddddddd
2011
3. ddd SASddddddddddddddd1998
4. ddd dddddddddddddddd,
ISBN711118386X
5. dddd
6. Rueuy S.Tsay, Analysis of Financial Time Series, 2nd, Wiley
Interscience, 2005.
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7. Albert N.Shiryaev, Essentials of Stochastic Finance - Facts,
Models, Theory, World Scientific, 2003 (Translated from the
Russian by N.Kuzhilin).
8. John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay, The
Econometrics of Financial Markets, Princeton University
Press, 1997.
9. A.J. McNeil, R.Frey, and P.Embrechts, Quantitative Risk
Management: Concepts, Techniques, and Tools, Princeton
Press, 2005.
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Thanks for your coming!
Ming-Heng Zhang / d d d
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