-
断裂线
《断裂线:全球化时代的大国冲突》内容简介:查尔斯•杜马斯总是与众不同。在我们全力解救全球金融体系时,他却在《断裂线:全球化时代的大国冲突线》一书中指出了关于未来发展道路上必然会遇到的一些令人不快的事实。 美国又回到了债务推动经济增长的老路上,只不过这一次负债主体换成了政府。随着风险的不断攀升美国从中获得的经济收益也逐渐减少。而中国也正走回到出口导向型增长和巨额盈余的发展模式…… 作者还认为,中国的经济刺激规模过大,稍有不慎就有可能陷入通货膨胀。尽管美国是世界公认的市场经济发源地,但中国的通货膨胀似乎对经济过热(和萧条)更加敏感。他认为,中国问题的关键在于过度的国内投资,中国所需要的是消费的增长。投资浪费已经触目惊心。中国的病根是过度储蓄推动了低效的投资,降低了资本的投资回报率。中国经济发展的两个关键词,一个是浪费,另一个就是泡沫。 尽管中国国内生产总值年均增长10%的速度已经令世界叹为观止,但如果中国普通民众的消费需求能被激发出来,其经济增长速度还将进一步提升,更重要的是经济结构将更加均衡。 《断裂线》一书将全球化的内在冲突作为论述重点,认为它将在很大程度上决定未来全球经济的发展方向。如果你想深入了解全球经济的发展脉络及未来趋势,这是一本必读书。 -
经济学入门
《经济学入门》内容简介:经历了全球金融恐慌和经济衰退之后,即使你不是金融业人士,你也会发现经济对你的生活有着多大的影响。但是对于大多数人来说,现实世界中的经济运行及其影响因素仍然是一个谜。经济究竟怎样运行和影响着我们的生活?《经济学入门》化繁为简,用通俗易懂的语言为我们阐释了复杂的经济学术语和问题。《经济学入门》带你了解的内容有: 心理因素及美联储是如何推动商业周期? 金融危机是如何使衰退恶化为萧条? 生产力、律师和创新对经济增长有什么惊人影响? 为什么通货紧缩比通货膨胀更糟糕? 为什么政府债务有时候能帮助结束经济衰退,而有时却会引发灾难?两者之间的区别在哪里? 美联储是如何凭借其货币发行权成为全球金融消防员的? 在全球化进程中,经济的影响力不止局限于一国,而是整个世界。经济的全球化使美国的次贷危机成为可能,也使中国通过全球化刺激其经济发展,同时也在拉大赢家与输家之间差距的同时,使美国变得更富有。读完《经济学入门》,你一定会更清晰地了解经济的运行及其对我们的影响和意义。 点击链接进入英文版: The Little Book of Economics: How the Economy Works in the Real World -
Advanced modelling in finance using Excel and VBA
This new and unique book demonstrates that Excel and VBA can play an important role in the explanation and implementation of numerical methods across finance. Advanced Modelling in Finance provides a comprehensive look at equities, options on equities and options on bonds from the early 1950s to the late 1990s. The book adopts a step-by-step approach to understanding the more sophisticated aspects of Excel macros and VBA programming, showing how these programming techniques can be used to model and manipulate financial data, as applied to equities, bonds and options. The book is essential for financial practitioners who need to develop their financial modelling skill sets as there is an increase in the need to analyse and develop ever more complex 'what if' scenarios. Specifically applies Excel and VBA to the financial markets Packaged with a CD containing the software from the examples throughout the book Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file. -
Financial Instrument Pricing Using C++
One of the best languages for the development of financial engineering and instrument pricing applications is C++. This book has several features that allow developers to write robust, flexible and extensible software systems. The book is an ANSI/ISO standard, fully object-oriented and interfaces with many third-party applications. It has support for templates and generic programming, massive reusability using templates ('write once') and support for legacy C applications. In this book, author Daniel J. Duffy brings C++ to the next level by applying it to the design and implementation of classes, libraries and applications for option and derivative pricing models.He employs modern software engineering techniques to produce industrial-strength applications: using the Standard Template Library (STL) in finance; creating your own template classes and functions; reusable data structures for vectors, matrices and tensors; classes for numerical analysis (numerical linear algebra); solving the Black Scholes equations, exact and approximate solutions; implementing the Finite Difference Method in C++; integration with the 'Gang of Four' Design Patterns; interfacing with Excel (output and Add-Ins); financial engineering and XML; and, cash flow and yield curves. Included with the book is a CD containing the source code in the Datasim Financial Toolkit. You can use this to get up to speed with your C++ applications by reusing existing classes and libraries. 'Unique...Let's all give a warm welcome to modern pricing tools' - Paul Wilmott, mathematician, author and fund manager. -
经济物理学导论
《经济物理学导论:金融中的相关性与复杂性》符合物理学家与经济学家的兴趣。由于经济系统是我们可能研究的最具吸引力的复杂系统之一,物理学家在运用统计物理学概念到经济系统时会发现兴趣与挑战。经济学家与金融领域的工作人员将发现这里所提供的实证分析方法和表述清晰的理论工具是非常有用的,它们将有助于描述那些由大量交互作用的子系统所组成的复杂系统。通常,在研究经济系统时,用不同的尺度来考察经济系统是完全可能的。但要获得描述特定系统中经济体(economic entity)交互作用的精确方程却往往不可能。一些统计物理学概念,如随机动力学、短程与长程相关、自相似性和尺度等,在不需要对所研究的经济系统事先做出详细与精微描述的前提下,就能提供对该经济系统全局行为的一种理解。 -
Fixed Income Securities
Praise for Fixed Income Securities, Second Edition "What distinguishes this book from many others on the subject is that Tuckman has skillfully combined intuitive rationale with mathematical analysis to give readers a clear and deep understanding of the market. Tuckman has written a comprehensive reference book that should be found on the desks of both seasoned practitioners and novices alike." Gerald Lucas, Senior Government Strategist, Director, Global Securities Research, Merrill Lynch "This outstanding book offers a well-written and clear tutorial for many of the cutting-edge analytical techniques and models used in practice. Combines a wealth of institutional knowledge, practical tools, and realistic examples, while giving a clear understanding of the underlying theory." Francis Longstaff, Professor of Finance, The Anderson School at UCLA "An excellent reference for anyone intending to bridge the gap between financial mathematics theory and the practice of financial markets." Marek Musiela, BNP Paribas "This is an extremely readable book with a balance between technical detail and practical application. Unlike other books in the area, thorough and tightly knit chapters reflect Tuckmans unique background as a well-respected academic and market participant." Tony D. Kao, Managing Director, Global Fixed Income GM Asset Management