Introduction 1 PART ONE Risk Identification CHAPTER 1 Moving Beyond Uncertainty 11 A Brief History of Risk: What Exactly Is Risk? 11 Uncertainty versus Risk 12 Why Is Risk Important in Making Decisions? 14 Dealing with Risk the Old-Fashion...
事件研究法是金融计量经济学中的一个重要的方法，每年大约40%的文章采用的方法都是事件研究法。事件研究法研究的是经济事件对股票价格的影响程度。...
Active Portfolio Management:A Quantitative Approach for Providing Superior Returns and Controlling Risk Richard C. Grinold Ronald N. Kahn SECOND EDITION CONTENTS Preface xi Acknowledgments xv Chapter 1 Introduction 1 Part One Foundations C...
This is the draft of a book based on three lectures given in May 2004 at the Bendheim Center for Finance at Princeton University. After review and revision it will be published by the Princeton University Press. The current version is prel...
Part One: Standards of Deviation Missing the Iceberg for the Ice Cubes 1 Chapter 1: Odd Odds of Odds 10 Chapter 2: New Angles on Pascals Triangle 22 Chapter 3: Amazing Tails of Risk 33 Chapter 4: More Amazing Tails 44 Chapter 5: The Creati...
Preface ...................................................................................................................iii How to Use This Book ..............................................................................................
PART ONE Getting StartedYour Tool Kit CHAPTER 1 Introduction 3 CHAPTER 2 What You Need to Know 11 CHAPTER 3 Information or Noise? 15 CHAPTER 4 Intuition 19 CHAPTER 5 Random Occurrences 23 CHAPTER 6 Law of Small Numbers 33 CHAPTER 7 Average...
Contents 1 Introduction and Overview....................................................................................................1 2 The International Dimensions of Portfolio Investment .................................................
CHAPTER 1 Arbitrage and Pricing 1 The Pricing Problem 1 Arbitrage 2 State Prices 2 Present Value as an Expectation of Future Values 4 CHAPTER 2 Fundamentals of Stochastic Calculus 9 Basic Definitions 9 Probability Space 9 Sample Space 10 F...
一、海尔系概况 二、整体上市运作 三、最终修订后的反向收购方案 四、低面值、高流通量、低市值陷阱 五、海尔总体上市总结...
