有人问,我随便列一些,不免挂一漏万,欢迎补充:
- 数学
- 微积分方程
- 数值计算
- 概率和统计
- 概率论
- 现代回归
- 经济学
- 微观经济
- 宏观经济
- 会计学
- 计算机方面的
- 数值计算
- 数据分析
- 机器学习
- 最重要的是核心金融工程
- 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
- No Arbitrage Pricing
- 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
- Option basics: