固定收益证券手册
The Handbook of Fixed Income Securities
Frank J. Fabozzi、T. Dessa Fabozzi、Irving M. Pollack · 初版 1983 年
1人推荐
3位读者提及
3次提及
经全面修订与扩充，Frank Fabozzi 经典文集的第六版汇集了由业内最值得信赖、最具权威的固定收益专家所撰写的章节，提供了当今金融专业人士所需的所有最新事实与公式。本版的更新内容包括：更加侧重结构化金融工具（涵盖资产支持证券与住房抵押贷款支持证券）；新增关于债券指数化投资与增强型指数投资的内容；新增并扩展了国际及新兴市场的覆盖面；管理国际债券投资组合的前沿技术；最新的策略
Hacker News 上怎么说
正在加载完整评论……
……去了解一下有效市场假说和行为经济学。直接啃维基百科可能比看现成的金融教材更好，因为确实硬核。先从债券看起：法博齐（Fabozzi）的《固定收益证券手册》（Handbook of Fixed Income Securities）。股票方面可以先翻翻《给未来定价》（Pricing the Future）——它从罕见的历史维度为布莱克-斯科尔斯期权定价模型（Black-Scholes equation）提供了背景。我觉得看麦肯锡的《估值》（Valuation）很适合理解现金流估值。赫尔（Hull）的……
…check out the efficient market hypothesis and behavioural economics. Doing this via Wikipedia is probably better than some pre-packaged finance textbook because it's hard. Start with bonds: Fabozzi's Handbook of Fixed Income Securities. For equities first try Pricing the Future - it gives a rare historical context to the Black-Scholes equation. I suppose reading McKinsey's Valuation is good for understanding cash flow valuation. Hull's…
……https://am.jpmorgan.com/sg/en/asset-management/per/insights/... 摘录一些有意思的片段：-------------------------------“固定收益市场已经进入了前所未有的未知领域，超过17万亿美元的债务以负收益率交易。”“弗兰克·法博齐所著、被广泛视为债券投资领域最权威参考书之一的《固定收益证券手册》，在其整整1803页的篇幅中，对负收益率只字未提。然而如今，负收益率却在全球各地随处可见……”
…https://am.jpmorgan.com/sg/en/asset-management/per/insights/... Some interesting bits: ------------------------------- "Fixed income markets have entered uncharted waters, with over USD 17trillion of debt trading with a negative yield." "The Handbook of Fixed Income Securities by Frank Fabozzi, widely considered to be one of the most trusted resources for bond investing, has no mention of negative yields in its 1,803 pages. And yet today, negative yields are pervasive around…
……纯粹当成爱好来玩还行，主要是因为这种生意必须靠规模效应才能赚到可观的利润。但作为练手的话，绝对趣味十足。[1]《期权、期货及其他衍生品》（J. Hull）[2]《固定收益证券手册》（Frank J. Fabozzi, Mc Graw-Hill Gb）[3]《算法交易与DMA》（Algorithmic Trading & DMA, B. Johnson）[4]https://sniperinmahwah.wordpress.com/
…for fun though, mostly because it's a business that requires scale to derive a meaningful profit. But as an exercise it's definitely fun. [1]Options, Futures, and Other Derivatives (J. Hull) [2]The handbook of fixed income securities (Frank J. Fabozzi, Mc Graw-Hill Gb) [3]Algorithmic Trading & DMA (B. Johnson) [4]https://sniperinmahwah.wordpress.com/