├── Analysis of Financial Time Series.Tsay.3e.pdf ├── Baruch MFE Summer Internship Project Update Format. Summer 2018.xlsx ├── Brigo D., Mercurio F. Interest Rate Models - Theory and Practice.pdf ├── Elements of Statistical Learning.pdf ├── Empirical market structure.pdf ├── LongstaffSchwartzAmericanOptionsLeastSquareMonteCarlo.pdf ├── Monte Carlo methods in financial engineerin-Paul Glasserman-Springer (2004).pdf ├── Steven E. Shreve Stochastic Calculus for Finance I The Binomial Asset Pricing Model 2005.pdf ├── Steven E. Shreve Stochastic Calculus for Finance II- Continuous-Time Models (Springer Finance) (v. 2).pdf ├── Thierry_Foucault，_Marco_Pagano，_Ailsa_Rell－Market_Liquidity__Theory，_Evidence，_and_Policy－Oxford_University_Press_（2013）.pdf ├── Tomas Bjork Arbitrage Theory in Continuous Time (Oxford Finance) 2009.pdf ├── an analysis of the longstaff-schwartz algorithm for american option pricing.pdf └── convex_optimization.pdf /Analysis of Financial Time Series.Tsay.3e.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/yc-liu/readings/HEAD/Analysis of Financial Time Series.Tsay.3e.pdf -------------------------------------------------------------------------------- /Baruch MFE Summer Internship Project Update Format. Summer 2018.xlsx: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/yc-liu/readings/HEAD/Baruch MFE Summer Internship Project Update Format. Summer 2018.xlsx -------------------------------------------------------------------------------- /Brigo D., Mercurio F. Interest Rate Models - Theory and Practice.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/yc-liu/readings/HEAD/Brigo D., Mercurio F. Interest Rate Models - Theory and Practice.pdf -------------------------------------------------------------------------------- /Elements of Statistical Learning.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/yc-liu/readings/HEAD/Elements of Statistical Learning.pdf -------------------------------------------------------------------------------- /Empirical market structure.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/yc-liu/readings/HEAD/Empirical market structure.pdf -------------------------------------------------------------------------------- /LongstaffSchwartzAmericanOptionsLeastSquareMonteCarlo.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/yc-liu/readings/HEAD/LongstaffSchwartzAmericanOptionsLeastSquareMonteCarlo.pdf -------------------------------------------------------------------------------- /Monte Carlo methods in financial engineerin-Paul Glasserman-Springer (2004).pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/yc-liu/readings/HEAD/Monte Carlo methods in financial engineerin-Paul Glasserman-Springer (2004).pdf -------------------------------------------------------------------------------- /Steven E. Shreve Stochastic Calculus for Finance I The Binomial Asset Pricing Model 2005.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/yc-liu/readings/HEAD/Steven E. Shreve Stochastic Calculus for Finance I The Binomial Asset Pricing Model 2005.pdf -------------------------------------------------------------------------------- /Steven E. Shreve Stochastic Calculus for Finance II- Continuous-Time Models (Springer Finance) (v. 2).pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/yc-liu/readings/HEAD/Steven E. Shreve Stochastic Calculus for Finance II- Continuous-Time Models (Springer Finance) (v. 2).pdf -------------------------------------------------------------------------------- /Thierry_Foucault，_Marco_Pagano，_Ailsa_Rell－Market_Liquidity__Theory，_Evidence，_and_Policy－Oxford_University_Press_（2013）.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/yc-liu/readings/HEAD/Thierry_Foucault，_Marco_Pagano，_Ailsa_Rell－Market_Liquidity__Theory，_Evidence，_and_Policy－Oxford_University_Press_（2013）.pdf -------------------------------------------------------------------------------- /Tomas Bjork Arbitrage Theory in Continuous Time (Oxford Finance) 2009.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/yc-liu/readings/HEAD/Tomas Bjork Arbitrage Theory in Continuous Time (Oxford Finance) 2009.pdf -------------------------------------------------------------------------------- /an analysis of the longstaff-schwartz algorithm for american option pricing.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/yc-liu/readings/HEAD/an analysis of the longstaff-schwartz algorithm for american option pricing.pdf -------------------------------------------------------------------------------- /convex_optimization.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/yc-liu/readings/HEAD/convex_optimization.pdf --------------------------------------------------------------------------------