图书标签: 金融工程 金融数学 专业相关@参考书目 Finance-Mathematics 金融 财经 数学
发表于2024-12-23
Principles of Financial Engineering (Academic Press Advanced Finance) pdf epub mobi txt 电子书 下载 2024
Bestselling author Salih Neftci presents a fresh, original, informative, and up-to-date introduction to financial engineering. The book offers clear links between intuition and underlying mathematics and an outstanding mixture of market insights and mathematical materials. Also included are end-of-chapter exercises and case studies.
In a market characterized by the existence of large pools of liquid funds willing to go anywhere, anytime in search of a few points of advantage, there are new risks. Lacking experience with these new risks, firms, governmental entities, and other investors have been surprised by unexpected and often disastrous financial losses. Managers and analysts seeking to employ these new instruments and strategies to make pricing, hedging, trading, and portfolio management decisions require a mature understanding of theoretical finance and sophisticated mathematical and computer modeling skills.
Important and useful because it analyzes financial assets and derivatives from the financial engineering perspective, this book offers a different approach than the existing finance literature in financial asset and derivative analysis. Seeking not to introduce financial instruments but instead to describe the methods of synthetically creating assets in static and in dynamic environments and to show how to use them, his book complements all currently available textbooks. It emphasizes developing methods that can be used in order to solve risk management, taxation, regulation, and above all, pricing problems.
This perspective forms the basis of practical risk management. It will be useful for anyone learning about practical elements of financial engineering.
* Exercises and case studies at end of each chapter and on-line Solutions Manual provided
* Explains issues involved in day-to-day life of traders, using language other than mathematics
* Careful and concise analysis of the LIBOR market model and of volatility engineering problems
Salih N.Neftci(1947-2009),著名的金融学者,在资产定价、金融衍生物数学和风险管理方面有独到的研究。出生于土库曼斯坦,在美国明尼苏达大学获博士学位,先后在乔治·华盛顿大学、哥伦比亚大学、纽约城市大学任教,2009年4月于日内瓦去世。
陈典发,1982年南开大学研究生毕业,现任南开大学经济学院金融系教授,金融工程研究中心主任;兼任南开大学深圳金融工程学院教授,计算金融系主任。专业研究方向:随机过程理论、金融数学和金融工程。
基本的金融数学(随机微积分)参考书
评分基本的金融数学(随机微积分)参考书
评分贵啊。。
评分贵啊。。
评分the pros is it's pratical the cons is it's too practical......
怀念这个老师,刚去学校的时候这个老师就去世了。。剩下的老师都很怀念他,并称他的书是圣经。怀念这个老师,刚去学校的时候这个老师就去世了。。剩下的老师都很怀念他,并称他的书是圣经。怀念这个老师,刚去学校的时候这个老师就去世了。。剩下的老师都很怀念他,并称他的书...
评分此人对FE有自己独到的见解 可惜4月的时候脑癌死了。。。 另外还有一本金融衍生工具数学 西南财大出版社翻译 武大出版社影印 也很不错! 不过英文版已经出第二版了 http://www.pinggu.org/bbs/thread-443220-1-1.html Five new chapters, numerous additions to existing chap...
评分武大出版社好不容易有个有价值的影印版 可惜却停印了。。。 另外 这一套金融工程影印版都值得一看
评分怀念这个老师,刚去学校的时候这个老师就去世了。。剩下的老师都很怀念他,并称他的书是圣经。怀念这个老师,刚去学校的时候这个老师就去世了。。剩下的老师都很怀念他,并称他的书是圣经。怀念这个老师,刚去学校的时候这个老师就去世了。。剩下的老师都很怀念他,并称他的书...
评分the pros is it's pratical the cons is it's too practical
Principles of Financial Engineering (Academic Press Advanced Finance) pdf epub mobi txt 电子书 下载 2024