楼主: Andrea琪
810 1

[找数据和资料] 麻烦大家推荐几本适合研究金融工程方面的书~~ [推广有奖]

  • 0关注
  • 0粉丝

高中生

90%

还不是VIP/贵宾

-

威望
0
论坛币
1008 个
通用积分
0.2402
学术水平
0 点
热心指数
0 点
信用等级
0 点
经验
434 点
帖子
21
精华
0
在线时间
36 小时
注册时间
2015-3-3
最后登录
2024-6-24

楼主
Andrea琪 发表于 2015-3-24 19:39:40 来自手机 |AI写论文

+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~ !

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
如果以后想要研究金融工程方面的话(我本来不是学这个方面的)现在应该看些什么书比较好呢?麻烦大家推荐几本,谢谢啦*^_^*
二维码

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

关键词:金融工程 金融工程

沙发
cpamodeler 发表于 2015-3-25 04:46:48
STRUCTURED FINANCE
----------------------------------
The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation (Hardcover) by Sylvain Raynes and Ann Rutledge
Salomon Smith Barney Guide to MBS & ABS, Lakhbir Hayre, Editor
Securitization Markets Handbook, Structures and Dynamics of Mortgage- and Asset-backed securities by Stone & Zissu Securitization, by Vinod Kothari
Modeling Structured Finance Cash Flows with Microsoft Excel: A Step-by-Step Guide (good for understanding the basics)
Structured Finance Modeling with Object-Oriented VBA (a bit more detailed and advanced than the step by step book)

STRUCTURED CREDIT
------------------------------------
Collateralized Debt Obligations, by Arturo Cifuentes
An Introduction to Credit Risk Modeling by Bluhm, Overbeck and Wagner (really good read, especially on how to model correlated default events & times)
Credit Derivatives Pricing Models: Model, Pricing and Implementation by Philipp J. Schönbucher
Credit Derivatives: A Guide to Instruments and Applications by Janet M. Tavakoli
Structured Credit Portfolio Analysis, Baskets and CDOs by Christian Bluhm and Ludger Overbeck
RISK MANAGEMENT/VAR
VAR Understanding and Applying Value at Risk, by various authors
Value at Risk, by Philippe Jorion
RiskMetrics Technical Document RiskMetrics Group
Risk and Asset Allocation by Attilio Meucci

SAS/S/S-PLUS
---------------------------
The Little SAS Book: A Primer, Fourth Edition by Lora D. Delwiche and Susan J. Slaughter
Modeling Financial Time Series with S-PLUS
Statistical Analysis of Financial Data in S-PLUS
Modern Applied Statistics with S
已有 1 人评分论坛币 收起 理由
admin_kefu + 40 热心帮助其他会员

总评分: 论坛币 + 40   查看全部评分

您需要登录后才可以回帖 登录 | 我要注册

本版微信群
扫码
拉您进交流群
GMT+8, 2026-1-18 09:46