保罗·威尔莫特数量金融导论
Paul Wilmott Introduces Quantitative Finance
Paul Wilmott · 初版 2001 年
1人推荐
3位读者提及
3次提及
在这个更新的学生版中，Paul Wilmott 更新并扩展了他早先的经典之作 Derivatives: The Theory and Practice of Financial Engineering。光盘中包含大量 Bloomberg 屏幕截图，切实说明书中提出的要点，此外还有关键的 Visual Basic 代码、模型的电子表格说明，以及条款清单和期权分类表的重现。作者以通俗易懂且便于实施的方式呈现了当今所有的金融理论。注：CD-ROM/DVD 及其他补充材料不包
Hacker News 上怎么说
正在加载完整评论……
1) 格雷格·伊根的《离散》（Diaspora）。彻底颠覆了我对人类在宇宙中的位置、意识心智的本质以及后生物生命潜力的世界观。2)《保罗·威尔莫特带你入门量化金融》（Paul Wilmott Introduces Quantitative Finance）。三四年前在书店随便从书架上抽出来的，读了才发现现代金融涉及一堆数学和编程。自此开启了我拼命学习相关一切的历程……
1) Diaspora - Greg Egan. Absolutely changed my world view regarding our place in the universe, the nature of conscious minds, and the potential for post-biological life. 2) Paul Wilmott Introduces Quantitative Finance. Pulled this off the shelf at random in a book store 3-4 years ago and found out that modern Finance involves a bunch of mathematics and programming. Started me on a course of learning everything I could…
……挺耐人寻味的。部分原因是我还没完全搞懂离散利率和连续利率的区别（也没花大力气去钻研——只是记得在《保罗·威尔莫特带你入门量化金融》里看到过一些挺让我惊讶的内容）。我很喜欢那种单纯靠“持有极多这种票据”直接简化为期望值的直觉解释。
…intriguing. In part because I haven't fully grokked the discrete-vs-continuous interest difference yet (also haven't tried very hard -- just remember being a bit surprised by some things mentioned in Paul Wilmott Introduces Quantitative Finance). I liked the intuition of simply "owning very many such bills" reducing to the expectation.
《保罗·威尔莫特带你入门量化金融》（Paul Wilmott Introduces Quantitative Finance）
Paul Wilmott Introduces Quantitative Finance