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Www 2ndmortgagemtgmortgage Tag Lt 2nd Mortgage Mortgage 参考的书籍 - 金融投资学 - 人大经济论坛
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Addison-Wesley, 2003, 6th edition
Mankiw: Mankiw, Macroeconomics, Worth Publishers, 2007, 6th edition
Blanchard: Blanchard, Macroeconomics, Pearson Prentice Hall, 2006, 4th edition
Dornbusch: Dornbusch, Fischer and Startz, Macroeconomics, McGraw-Hill, 2003,
9th edition
Further Readings
1. Portfolio Management
- Elton, E. and Gruber, M., Modern Portfolio Theory and Investment Analysis,
New York, John Wiley & Sons Inc. 1991
- Margin, J.L., Tuttle, D. L. (ed)., Managing Investment Portfolios, Warren,
Gortham & Lamont, 1990, 2nd edition
- Farell, Portfolio Management, Theory and Applications, McGraw-Hill, 2nd edition
- Chopra & Ziembra, The effect of errors in means, variance and covariance on
optimal portfolio choice, JPM, 1993
- Fischer & Statman, The mean-variance optimization puzzle: security portfolios
and food portfolio, FAJ, 1997
- Perold & Sharpe, Dynamic Strategies for Asset Allocation, FAJ, 1988
- Odier & Solnik, Lessons for International Asset Allocation, FAJ, 1993
- Jorion, Risk, Measuring the risk in value at risk, FAJ, 1996
- Beckers, Manager Skill and Investment Performance: How strong is the link?,
JPM, Summer 1997
- Kahn, R., What Practicioners need to know about backtesting, FAJ, 1990
2. Bond Valuation and Analysis
- Douglas, L., Bond Risk Analysis, New York, Institute of Finance, 1990.
- Elton, E. and M. Gruber, Modern Portfolio Theory and Investment Analysis,
Wiley, 1991, chap. 18-20
- Fabozzi, F. (ed)., Bond and Mortgage Markets, Probus, 1989
- Fabozzi, F. (ed)., The Handbook of Fixed Income Securities, Irwin, 1991.
- Joel Stem and Donald H Chew, Jr (eds), The Revolution in Corporate Finance, Blackwell, 1998
- London, J. Modelling Derivatives Applications, FT Press, 2007
- Neftci, Salih N. Principles of Financial Engineering, Elsevier Academic Press, 2004
- Elton, Edwin J. Gruber, Martin J. Agrawal, Deepak and Mann, Christopher,
Expaining the rate spread on corporate bonds, Journal of Finance, Feb 2001
- Dynkin, Lev, Gould, Anthony, Hyman, Jay, Konstantinovsky, Vadim, Phelps
Bruce, Quantitative Management of Bond Portfolios, Princeton University Press,
2007
- Duffie, D. Singleton, Kenneth J. Credit Risk, Pricing, Meaurement and
Management, Princeton University Press, 2007
- Deutsche Bundesbank(BUBA), Credit Default Swaps-Funktionen, Bedeutung
und Informationsgehalt, Monatsbericht, Dec 2004
- Das, Sanjiv R., Hanouna, P. Credit Defaualt Swap Spreads, working paper,
Santa Clara University , California, 21 June 2006
- Bank für internationalen Zahlungsverkehr (BIZ) Indextranchen von Credit
Default Swaps und die Bewertung von Kreditriskokorrelaionen, BIZ-
Quartalsbericht, März 2005
3. Derivative Valuation and Analysis
- Hull, J., Options, Futures and other Derivatives and Securities, 4th edition, 1997
- Chriss, N., Block-Scholes and beyond; option pricing models, 1997
- Rebonato, R., Interest-Rate Option Models, 1997
- Galitz, L., Financial Engineering, 1995
- Natenberg, S., Option Volatility and Pricing, 1994
4. Corportate Finance
- Clifford W. Smith, Raising Capital: Theory and Evidence (in JS & DC)
- Yakov Amihud and Haim Mendelson, Liquidity and Cost of Capital: Implication
for Corporate Management (in JS & DC)
- Barr Rosenberg and Andrew Rudd: The Corporate Uses of Beta (in JS & DC)
- S.P. Kothari and Jay Shanken, In Defence of Beta (in JS & DC)
- Stewart Myers, The Search for Optimal Capital Structure (in JS & DC)
- Stewart Myers, Still Searching for Optimal Capital Structure (in JS & DC)
- Merton Miller; The Modigliani Miller Propositions after Thirty Years
- Randal Woolridge and Chinmoy Gosh, Dividend Cuts: Do They Always Signal Bad News?
- Michael Jensen, The Takeover Controversy: Analysis and Evidence
- Allen Michel, Israel Shaked, RJR: A Case Study of a Complex Leveraged
Buyout, FAJ, September-October 1991
- Mike Wright and Ken Robbie, Corporate Restructuring, Buy-outs and
Managerial Equity, The European Dimension
- Clifford Smith and D. Skyes Wilford, Managing Financial Risk
- Philippe Jorion, Risk: Measuring the Risk in Value at Risk, FAJ, November/December, 1996
- Joel Stem and Donald H Chew, Jr (eds), The Revolution in Corporate Finance,
Blackwell, 1998
5. Analysis of Financial Reports and Accounts
- Elliot and Elliot, Financial Accounting and Reporting, Prentice-Hall, 2nd
edition, 1996
- Foster, Financial Statement Analysis, 2nd edition, Prentice-Hall, 1986
6. Economics
- Krugmann, Paul R. & Obstfeld, Maurice (1994), International Economics:
Theory and Policy, 3rd edition, HarperCollins College Publishers (Scott,
Foresman & Co), New York
- Samuelson, Nordhaus (1998), Economics, 16th edition, Irwin McGraw-Hill, New York
- Solnik, Bruno (1996), International Investment, 3rd edition, Addision-Wesley, Reading, MA
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