金融工程（本科课程）

9）Yahoo Finance: Allows downloading past prices of stocks, bonds, and exchange traded options in Excel spreadsheet. We will use it to track prices, download data, and for researching. You may create your own portfolio and track them in (almost) real time. Here is an example calculation of the adjusted close prices of a security using Chicago GSB CRSP standard.

10）US Treasury (here you can get information on all US savings bonds, such as, T-Bills, Notes, and Bonds) determines the virtually riskfree T-Bill rates via auction in TreasuryDirect (or, alternatively, here) web site. Recent T-Bill prices and rates can be found here. You may download T-Bill, Note, and Bond auction history since 1980 from here. Here is their explanation of "How do Treasury Convert the Price for a Bill to a Discount Rate?" Do you agree with their calculation method?

11）University of Chicago Business and Economics Resource Center，and the web page of Center for Research in Security Prices (CRSP) in Chicago GSB.

12）Here is an online note on "How to Solve Linear Equations in Excel?" Here is another online note.

13) Here is a tutorial on "How to Use Excel Solver?". Here is another one. Here is an Example. Another tutorial.

14)Here is a tutorial on "How to Use LINEST of Excel" for Linear Regression.

15)Here is an Excel VBA tutorial by Bob McDonald from Northwestern Kellogg. Kellogg's TEKcamphave many more technology related resources. Here is a tutorial on SPSS from Kellogg.

16)Wondering which stocks are there in S&P-500 Index? Check out here!

17)Here is another excellent MBA level online notes on Investments.

18)PMpublishing has a lot of old volatility skew patterns in all markets. Not updated for long.

19)A Bunch of Financial Calculators: Sometimes useful.

20)SSRN: Research journal and other article archive in finance and economics.

21)Finance Resources on the Web: A well organized portal maintained by Professor Ian Giddy at Stren School, NYU.

22)CNN Money: A well-versed source for current financial and economic news. Other sources for financial data are: NYSE, Bloomberg, Value Line etc. Yahoo! Finance and NYSE shows stock beta.

23)GloriaMundi.org: A place dedicated to teach "all about Value-at-Risk".

24)iVolatility: A place for option traders. A good collection (portal) of useful practical information (and readings) for investors dealing with exchange traded derivatives.

25)This web site posts almost current implied volatility smile pattern observed in various options markets. In past, they used to update the pattern everyday, but now, it seems, they are lagging behind.

26)The web page of Derivatives Week is an excellent resource for up-to-date information on all types of over-the-counter financial instruments market including job opportunities.

27)OTC衍生品数据来源

28）其他链接请点击本网站的收藏夹。

金融工程（本科课程）

本人和陈蓉教授主讲的在线开放课程《金融工程》，请访问：https://www.icourse163.org/course/XMU-1460823161

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