[学科前沿] Fixed Income Finance: A Quantitative Approach [推广有奖]

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vanguard(未真实交易用户) 发表于 2014-7-15 05:54:32

3214213421

32楼

dafen(未真实交易用户) 发表于 2014-7-15 06:40:07

看看学习一下

33楼

Zephyr15(真实交易用户) 发表于 2014-7-15 07:14:50

哈哈，你怎么就知道我正想要这本书那，神了！
顺便对比下Fixed income 和 equity market
” fixed income pricing tends to involve a lot of statistical pricing models these days. Compared to fixed income, equities at the very least involves a lot less calculus, diff eqs, and stats (outside of equity derivatives).“

“ the biggest difference in equities vs fixed income (mostly speaking of the exotics) are the amount of advanced math and the pace. The fixed income guy knows the math side inside out but when placed in a situation where markets are quickly moving they would not be used to the rapid pace of things. Of course the equity guy wouldnt know where to begin with the math equations/pricing models......."

源自一fixed income 面试题目的讨论：
http://www.wallstreetoasis.com/f ... estion-in-interview

希望对大家有用【@bakoll】