《投资科学》封面

投资科学

Investment Science

David G. Luenberger · 初版 2013 年

5人推荐
6位读者提及
6次提及

Hacker News 上怎么说

  • 既然你已经身处量化领域,我认为迅速切入经济学家实际在做的事情的核心会很不错。对于本科背景知识,我推荐范里安的《微观经济学:现代观点》(Intermediate Microeconomics)、卢恩伯格的《投资科学》(Investment Science)以及伍德里奇的《计量经济学导论》(Introductory Econometrics);到了研究生阶段,微观经济学推荐 Jehle 和 Renyi,资产定价理论推荐 Duffie,公司金融推荐梯若尔(Tirole)……

    Since you are already in a quantitative field I think it would be good to quickly get to the heart of what economists actually do. I would suggest Varian, 'Intermediate Microeconomics' Luenberger, 'Investment Science' Wooldridge, 'Introductory Econometrics' for the undergraduate background and then at the graduate level Jehle and Renyi for microeconomics, Duffie for asset pricing theory, Tirole for corporate finance…

  • 如果你只是想迅速补齐数学方面的短板,卢恩伯格的《投资科学》(Investment Science)是一部经典之作。https://www.amazon.com/Investment-Science-David-G-Luenberger...

    If you just want to get up to speed on the mathematics, Luenberger's Investment Science is a classic. https://www.amazon.com/Investment-Science-David-G-Luenberger...

  • 卢恩伯格写的《投资科学》(Investment Science)

    Investment Science by Luenberger

  • 我最近在同时读几本。《权力的经纪人》(The Power Broker,非常棒,但巨长)。《独裁者手册》(The Dictator's Handbook,不错,但有些重复)。《深度思考》(Deep Thinking,如果你对 AI 感兴趣的话读起来轻松又享受)。《投资科学》(Investment Science,如果你对数理金融感兴趣的话非常推荐)。

    I'm reading a few. The Power Broker (really good, but really long). The dictators handbook (good, but repetitive). Deep thinking (easy and enjoyable if you're interested in AI). Investment Science (very good if you're interested in math finance).

  • 作为教材,我推荐卢恩伯格的《投资科学》(Investment Science)。它内容精炼且覆盖面广,你可以一直把它当作参考书来用。刚开始的重点,我建议先把离散时间模型吃透。如果你掌握了一些线性代数(LA)和微积分……

    As a textbook, I suggest Investment Science by Leunberger. It's concise and has great coverage, and you can just keep referencing it over time. As an initial focus, I suggest understanding discrete time models well. If you've got some LA and calculus…

  • 《投资科学》(Investment Science)——是戴维·卢恩伯格写的那本吗?绿色封面的?

    Investment Science - is that the one by David Luenberger? Green cover?

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