Designed for those individuals interested in the current state of development in the field of investment science, this book emphasizes the fundamental principles and how they can be mastered and transformed into solutions of important and interesting investment problems. The book examines what the essential ideas are behind investment science, how they are represented, and how they can be used in actual investment practice. The book also examines where the field might be headed in the future, and goes much further in terms of mathematical content, featuring varying levels of mathematical sophistication throughout. End-of-chapter exercises are also included to help individuals get a better grasp on investment science.
發表於2025-02-02
Investment Science 2025 pdf epub mobi 電子書 下載
這是Stanford教授Luenberger的書,如歐氏幾何般嚴謹,肖邦夜麯般優美,以我之見,是當今最好的投資學教科書。PartI討論確定性現金流,其中著重講述瞭期限結構和免疫等內容;PartII討論單期隨機現金流,講述瞭經典的Markowitz Model,CAPM和APT等,還有Risk-Netural Pricing等。...
評分優雅,嚴謹,簡潔,樸素,以現金流序列的確定為主綫,從確定性到到非確定性,從單期到多期,從固定收益到衍生證券,貨幣時間價值,風險管理,資産定價,金融學的3大支柱如一幅畫捲緩緩展開,多姿多彩,細細品味,沁人心脾。 總的來說,這是我看過的最清晰最有...
評分一般所列投資學書目都會有bodie的investments 但依我之見bodie比較偏重全麵而講解不夠透徹 如其所著Finance 而這本IS講投資的核心理論部分講的入木三分 讓人嘆服 PS:據說此書為當年投資學類書籍的BestSeller
評分總的來說還行,適閤希望有較快提升的初學者。但是太側重於Fixed income,而且內容,舉例和題目都不是很實際的。比較枯燥。不過硬啃下來以後提高還是很快的。
評分這是Stanford教授Luenberger的書,如歐氏幾何般嚴謹,肖邦夜麯般優美,以我之見,是當今最好的投資學教科書。PartI討論確定性現金流,其中著重講述瞭期限結構和免疫等內容;PartII討論單期隨機現金流,講述瞭經典的Markowitz Model,CAPM和APT等,還有Risk-Netural Pricing等。...
圖書標籤: 金融 Finance 投資 quantitative 數學 經濟 教材 textbook
還好還好,總算沒有asset pricing那麼BT
評分textbook
評分Luenberger的課講的一般,但書寫得很好。適閤做入門教材。
評分....................
評分讀瞭第15章《Optimal Portfolio Growth》
Investment Science 2025 pdf epub mobi 電子書 下載