圖書標籤: 金融工程 金融 Quant 英文原版 經典 金融學 Finance FE
发表于2024-11-23
Principles of Financial Engineering, Second Edition pdf epub mobi txt 電子書 下載 2024
Five new chapters, numerous additions to existing chapters, and an expanded collection of questions and exercises make this Second Edition an essential part of everyone's library. Between defining swaps on its first page and presenting a case study on its last, Neftci's introduction to financial engineering shows readers how to create financial assets in static and dynamic environments. Poised among intuition, actual events, and financial mathematics, this book can be used to solve problems in risk management, taxation, regulation, and above all, pricing.
* The Second Edition presents 5 new chapters on structured product engineering, credit markets and instruments, and principle protection techniques, among other topics
* Additions, clarifications, and illustrations throughout the volume show these instruments at work instead of explaining how they should act
* The Solutions Manual enhances the text by presenting additional cases and solutions to exercises
Salih N.Neftci(1947-2009),著名的金融學者,在資産定價、金融衍生物數學和風險管理方麵有獨到的研究。齣生於土庫曼斯坦,在美國明尼蘇達大學獲博士學位,先後在喬治·華盛頓大學、哥倫比亞大學、紐約城市大學任教,2009年4月於日內瓦去世。
陳典發,1982年南開大學研究生畢業,現任南開大學經濟學院金融係教授,金融工程研究中心主任;兼任南開大學深圳金融工程學院教授,計算金融係主任。專業研究方嚮:隨機過程理論、金融數學和金融工程。
北大的教學果然走在國內前段。當然瞭,是歐陽良宜比較見多識廣吧。
評分大學四年級課程,我看過的最難懂的書籍排行榜之一。KIM老師講的真是形象生動,我就是熱情的火苗。
評分難。。膜拜下。。我隻看瞭幾個章節。。
評分從券商角度切入,教你如何利用swap的cash flow來hedge各種風險。精彩!
評分難。。膜拜下。。我隻看瞭幾個章節。。
the pros is it's pratical the cons is it's too practical
評分the pros is it's pratical the cons is it's too practical
評分the pros is it's pratical the cons is it's too practical
評分the pros is it's pratical the cons is it's too practical
評分此人对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...
Principles of Financial Engineering, Second Edition pdf epub mobi txt 電子書 下載 2024