Re: [情報] 一些書的連結

看板CFAiafeFSA (精算師/基金經理人/銀行家)作者stargaser (BOND)時間21年前 (2004/05/29 06:35)推噓0(0推 0噓 0→)

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我也推薦一本不過只適合研究生以上:P 蔡瑞胸 Analysis of Financial Time Series (Ruey S. Tsay, Wiley 2002, Financial Engineering) ISBN 0-471-41544-8 Chapter 1: Financial Time Series and Their Characteristics Chapter 2: Linear Time Series Analysis and Its Applications Chapter 3: Conditional Heteroscedastic Models Chapter 4: Nonlinear Models and Their Applications Chapter 5: High-Frequency Data Analysis and Market Microstructure Chapter 6: Continuous-Time Models and Their Applications Chapter 7: Extreme Values, Quantile Estimation, and Value at Risk Chapter 8: Multivariate Time Series Analysis and Its Applications Chapter 9: Multivariate Volatility Models and Their Applications Chapter 10: Markov Chain Monte Carlo Methods with Applications ※ 引述《arbitrageur (Yanzi)》之銘言： : Greene......應該很快就會被丟進歷史的灰燼中了， : 如果不是老師或是課程需要不得不讀，不如看看以下後起之秀 : Econometric Analysis of Cross Section and Panel Data : by Jeffrey M. Wooldridge : Econometrics : by Fumio Hayashi : ※ 引述《varian (vic)》之銘言： : : 最近在別的網站上看到一些書的連結 : : 給有需要的人看看吧 : : (不知有無違反版規啊....若有請版主刪了吧) : : 1. : : Greene的 Econometric : : http://pages.stern.nyu.edu/~wgreene/Text/ : : (EA5.zip就是書的壓縮檔, Solution5.zip就是解答的壓縮檔) : : 2. : : Tom M.Apostol Calculus vol Ⅰ se: : : One-Variable Calculus, with an Introduction to Linear Algebra : : http://tinyurl.com/27s5j : : 3. : : Tom M. Apostol Calculus vol Ⅱ se: : : Multi Variable Calculus and Linear Algebra, : : with Applications to Differential Equations and Probability : : http://tinyurl.com/2q2vw : : 4. : : Mathematics for Economists : : by Carl P. Simon, Lawrence Blume (Contributor) : : 習題簡答全本... : : http://www.econ.jhu.edu/People/tan/mathcamp/s&b.zip -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 218.166.55.64