Investment Science (豆瓣)

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作者: David G. Luenberger

ISBN: 9780195108095
页数: 494
定价: USD 109.00
出版社: Oxford University Press, USA
装帧: Hardcover
出版年: 1997-07-03

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简介 · · · · · ·

　　 Fueled in part by some extraordinary theoretical developments in finance, an explosive growth of information and computing technology, and the global expansion of investment activity, investment theory currently commands a high level of intellectual attention. Recent developments in the field
　　are being infused into university classrooms, financial service organizations, busine... (展开全部) 　　 Fueled in part by some extraordinary theoretical developments in finance, an explosive growth of information and computing technology, and the global expansion of investment activity, investment theory currently commands a high level of intellectual attention. Recent developments in the field
　　are being infused into university classrooms, financial service organizations, business ventures, and into the awareness of many individual investors. Modern investment theory using the language of mathematics is now an essential aspect of academic and practitioner training.
　　 Representing a breakthrough in the organization of finance topics, Investment Science will be an indispensable tool in teaching modern investment theory. It presents sound fundamentals and shows how real problems can be solved with modern, yet simple, methods. David Luenberger gives thorough yet
　　highly accessible mathematical coverage of standard and recent topics of introductory investments: fixed-income securities, modern portfolio theory and capital asset pricing theory, derivatives (futures, options, and swaps), and innovations in optimal portfolio growth and valuation of multiperiod
　　risky investments. Throughout the book, he uses mathematics to present essential ideas of investments and their applications in business practice. The creative use of binomial lattices to formulate and solve a wide variety of important finance problems is a special feature of the book.
　　 In moving from fixed-income securities to derivatives, Luenberger increases naturally the level of mathematical sophistication, but never goes beyond algebra, elementary statistics/probability, and calculus. He includes appendices on probability and calculus at the end of the book for student
　　reference. Creative examples and end-of-chapter exercises are also included to provide additional applications of principles given in the text.
　　 Ideal for investment or investment management courses in finance, engineering economics, operations research, and management science departments, Investment Science has been successfully class-tested at Boston University, Stanford University, and the University of Strathclyde, Scotland, and used
　　in several firms where knowledge of investment principles is essential. Executives, managers, financial analysts, and project engineers responsible for evaluation and structuring of investments will also find the book beneficial. The methods described are useful in almost every field, including
　　high-technology, utilities, financial service organizations, and manufacturing companies. 　　

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Finance(7) quantitative(3) 数学(2) 金融(2) 把金融进行到底(2) 投资(1) Math(1) 经济(1)

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经典
philip

这是Stanford教授Luenberger的书，如欧氏几何般严谨，肖邦夜曲般优美，以我之见，是当今最好的投资学教科书。PartI讨论确定性现金流，其中着重讲述了期限结构和免疫等内容；PartII讨论单期随机现金流，讲述了经典的Markowitz Model，CAPM和APT等，还有Risk-Netural Prici......

2008-03-22 1/1有用

迟到的力荐
生如夏花(♡ Peking than ever)

一般所列投资学书目都会有bodie的investments 但依我之见bodie比较偏重全面而讲解不够透彻如其所著Finance 而这本IS讲投资的核心理论部分讲的入木三分让人叹服 PS:据说此书为当年投资学类书籍的BestSeller ......

2008-06-06