一些書的連結 - 金融分析師

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

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