做矿工要学这些:

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
    • 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
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