📄01.DiscountedCashFlowModel0926.xls24.5KB
📄04. Capital Market Line 1002【公众号:GG学习社】.xls68.0KB
📄08. Bond Model 0926.xls38.0KB
📄11Diversification_V3.xls428.5KB
📄12CAPM V3.xls286.5KB
📄13.LittermanandScheinkmanmodel1006.xls42.0KB
📄17.Brennan-SchwartzModel1207【公众号:GG学习社】.xls44.5KB
📄18. Black-Derman-Toy Model.xls97.5KB
📄21. Extended Ho-Lee Model (revised) 1220【公众号4:GG学习社】.xls59.5KB
📄22.n-FactorHo-LeeModel1127【公众号:GG学习社】.xls79.0KB
📄23. Hull-White Model.xls64.0KB
📄23Black-Scholes Model V3.xls631.5KB
📄24. Black-Karasinski Model 1227.xls40.0KB
📄24Risk-neutral and Market Lattices V3【公众号:GG学习社】.xls77.5KB
📄29.BlackModel-FuturesOption1120.xls25.0KB
📄31.BlackModel-Cap&Floor1120.xls40.0KB
📄31American Stock Option V3【公众号:GG学习社】.xls237.5KB
📄32Compound Option V3【公众号:GG学习社】.xls125.0KB
📄33.InterestRateFuturesPrice1202.xls60.5KB
📄33Digital Option V3【公重号:GG学习社】.xls172.5KB
📄34.ConstantMaturitySwapModel1202.xls67.0KB
📄35.InterestRateSpreadOption1203.xls71.5KB
📄36.BondOption1201.xls62.0KB
📄37.DynamicHedging1202.xls67.0KB
📄38.OptiononFowardContract1204.xls63.0KB
📄39.OptiononFuturesContract1204【公众号:GG学习社】.xls62.0KB
📄41.PortfolioDuration1206.xls28.0KB
📄41Effective Duration V3【公众号:GG学习社】.xls168.5KB
📄43.BermudaOption1114.xls26.5KB
📄43Dollar Duration V3 .xls119.5KB
📄44Swap Model V3.xls195.5KB
📄45.BarrierOption1114.xls27.0KB
📄46.AsianOption1114.xls28.0KB
📄48.Chooser CompoundChooserandStraddle1114【公众号:GG学习社】.xls38.0KB
📄49.InstallmentOption1115.xls35.5KB
📄50.ModifiedDuration1206.xls29.0KB
📄51.KeyRateDuration1206.xls56.5KB
📄51Cox-Ingersoll-Ross Model V3.xls154.5KB
📄52.OptionAdjustedSpread1128.xls52.0KB
📄52Vasicek Model V3.xls138.0KB
📄53Ho-Lee Model V3.xls114.0KB
📄54. n-Factor Lattice Model 1207.xls31.5KB
📄55.Double-UpSinkingFundBondModel1129【公众号:GG学习社】.xls61.0KB
📄55Swaption Model V3 .xls208.5KB
📄56.CallableBondPricingby2-FactorHo-LeeModel1128.xls80.5KB
📄57.TransitionMatrix1020.xls29.0KB
📄58.Convexity1206【公众号:GG学习社】.xls30.5KB
📄59. Altmans Z Score.xls53.0KB
📄60. Pyle model【公众号:GG学习社】.xls58.5KB
📄61. Kim-Ramaswamy-Sundaresan Model 1029.xls43.5KB
📄61Callable Bond V3.xls310.5KB
📄62.AmericanOptionModel1112.xls54.5KB
📄62Sinking Fund Bond V3.xls211.5KB
📄63.Fisher Model.xls52.5KB
📄64.GeskeModel1018【公众号:GG学习社】.xls61.5KB
📄65. Jarrow-Turnbull Model.xls28.0KB
📄66. Jarrow-Lando-Turnbull Model.xls23.5KB
📄68.Merton'sStructuralModel1117【公众号:GG学习社】.xls62.5KB
📄71Credit Default Swap V3.xls401.5KB
📄72. Prepayment Model.xls110.0KB
📄72.IO&PO1127.xls54.5KB
📄72Ho-Singer Model V3.xls141.0KB
📄73. SPDA.xls81.5KB
📄76. OBrien MMDA Model 1107.xls92.0KB
📄77. Miller and Modigliani Theory.xls50.0KB
📄78.BusinessModel1117.xls50.0KB
📄78.MyersGrowthOptionModel1117.xls35.0KB
📄79.FreeCashFlowDiscountModel1204.xls28.5KB
📄81Convertible Bond V3.xls142.5KB
📄82Mortgage-Backed Securities V3.xls166.0KB
📄84.HighYieldBondModel-ABusinessModelApproach1122.xls160.0KB
📄86.VaR(Delta-NormalMethod)1119.xls97.5KB
📄87.VaR(HistoricalSimulation)1119【公众号:GG学习社】.xls109.5KB
📄88.VaR(Monte-CarloSimulation)1119【公众号:GG学习社】.xls170.0KB
📄90.ExtremeValueTheory1119【公众号:GG学习社】.xls130.0KB
📄91.CreditVaR1119【公重号:GG学习社】.xls27.5KB
📄92.BackTesting1119.xls147.0KB
📄93.Garman-KohlhagenModel1022.xls48.5KB
📄94.InterestRateParityModel1022.xls18.5KB
📄95. Risk Based Capital Model 1122.xls47.0KB
📄96.RiskBasedCapitalModel1122.xls47.5KB
📄97.ForwardMeasure.xls87.5KB
📄98.ChangeofNumeraire.xls78.0KB
📄99.Radon-NikodymDerivative【公众号:GG学习社】.xls91.5KB
📄127. Risk Adjusted Return On Capital Model (revised) 1221.xls56.5KB
📄a100.TotalReturnSwapModel1122【公众号:GG学习社】.xls509.5KB
📄a101.ForwardInductionvs.BackwardSubstitution1119.xls40.5KB
📄a111Actuarial Mathematics #1 - Single Premium Life Insurance.xls42.5KB
📄a112Actuarial Mathematics #2 - Single Premium Immediate Annuity.xls39.5KB
📄a113Actuarial Mathematics #3 - Annual Premium Life Insurance.xls50.0KB
📄a114pricing #1a.xls40.5KB
📄a126. Bond Model.xls33.5KB
📄a128.ReturnOnRiskAdjustedCapital(RORAC)Model1122.xls17.0KB
📄a131.TreasuriesData05.xls57.0KB
📄a132.SwapRateData05.xls59.5KB
📄applications【公众号:GG学习社】.doc26.5KB
📄Brace-Gatarek-Musiela- Jamsidian Model.xls48.5KB
📄Employee Stock Option Model【公众号:GG学习社】.xls30.0KB