[下载]The Mathematics of Financial Modeling and Investment Management - Focardi &a

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Fabozzi Series

书名：The Mathematics of Financial Modeling and Investment Management
     作者：by Sergio M. Focardi & Frank J. Fabozzi
     版次：March 29, 2004
     格式：精美pdf非扫描版
     页数：801 pages
     出版者：Wiley
     简介：http://www.amazon.com/gp/reader/0471465992/ref=sib_dp_pt/105-0534350-4110008#reader-link
     附注：本书为金融工程專業本科與研究生基础教材

Table of Contents
     Preface 
     Acknowledgments 
     About the Authors 
     Commonly Used Symbols 
     Abbreviations and Acronyms 
     Ch. 1  From Art to Engineering in Finance 1
     Ch. 2  Overview of Financial Markets, Financial Assets, and Market Participants 21
     Ch. 3  Milestones in Financial Modeling and Investment Management 75
     Ch. 4  Principles of Calculus 91
     Ch. 5  Matrix Algebra 141
     Ch. 6  Concepts of Probability 165
     Ch. 7  Optimization 201
     Ch. 8  Stochastic Integrals 217
     Ch. 9  Differential Equations and Difference Equations 239
     Ch. 10 Stochastic Differential Equations 267
     Ch. 11 Financial Econometrics: Time Series Concepts, Representations, and Models 283
     Ch. 12 Financial Econometrics: Model Selection, Estimation, and Testing 315
     Ch. 13 Fat Talls, Scaling, and Stable Laws 351
     Ch. 14 Arbitrage Pricing: Finite-State Models 383
     Ch. 15 Arbitrage Pricing: Continuous-State, Continuous-Time Models 441
     Ch. 16 Portfolio Selection Using Mean-Variance Analysis 471
     Ch. 17 Capital Asset Pricing Model 511
     Ch. 18 Multifactor Models and Common Trends for Common Stocks 529
     Ch. 19 Equity Portfolio Management 551
     Ch. 20 Term Structure Modeling and Valuation of Bonds and Bond Options 593
     Ch. 21 Bond Portfolio Management 649
     Ch. 22 Credit Risk Modeling and Credit Default Swaps 679
     Ch. 23 Risk Management 737
     Index 757

178380.rar (4.25 MB, 需要: 65 个论坛币) 本附件包括：

• Wiley Finance,.Fabozzi Series,.The Mathematics of Financial Modeling and Investment Management.[2004.ISBN0471465992].pdf

2007-11-29 05:09:00 上传

[下载]The Mathematics of Financial Modeling and Investment Management - Focardi & Fab
需要: 65 个论坛币  [购买]

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏7 回帖

关键词：mathematics Investment Mathematic Management investmen Modeling Management The Investment mathematics