好的

有人问，我随便列一些，不免挂一漏万，欢迎补充：

• Mathematics 数学
  • differential equations and integral equations 微积分方程
  • Numerical Methods数值计算
• Probability and Statistics 概率和统计
  • Probability 概率论
  • Modern Regression 现代回归
• Economics经济学
  • Microeconomics微观经济
  • Macroeconomics宏观经济
  • Accounting会计学
• 计算机方面的Computer Science-related
  • 数值计算 Computational Finance
  • 数据分析 Data Analysis
  • 机器学习Machine Learning
• 最重要的是核心金融工程Core Financial Engineering
  • Option basics:
    • Puts and Calls. Put-Call Pairity
    • Forward Contracts, Forward rates and forward prices.
    • Fixed Income Securities
    • Float Notes and Interest Rate Swaps 
    • American Options and European Options 
  • Pricing 
    • No Arbitrage Pricing 
      • The Binomial Model
    • IRR and NPV
    • Expected Value 
    • Variance and Covariance
    • Mean Variance Analysis
    • Correlation and Independence 
    • Asset Pricing
      • First Fundamental Theorem
      • 2nd Fundamental Theorem
  • Probability stuff
    • Random Variables, Distributions and Expectations 
    • Comditional Expectations 
    • Martingales 
    • Markov Processes 
  • Stochastic Processes 
    • Brownian motion
    • Sample space, measure, and filtration 
    • Constructing Risk Neutral Measures
    • Black Scholes 
    • Martingale Representation Theorem
    • Ito Integral
    • Ito-Doeblin formula
  • Risk Neutral Pricing
  • Exotic Options
  • Term Structure Models

所有跟帖： 

• 兄贵认真的态度值得赞 -Bebe54321- ♀ (0 bytes) () 04/14/2023 postreply 06:20:48

• ～ mark ~ -米格菲- ♀ (0 bytes) () 04/16/2023 postreply 12:00:34