数理金融初步(英文版·第3版)
作者 : (美)Sheldon M. Ross 著 南加州大学
出版日期 : 2013-08-14
ISBN : 978-7-111-43302-6
定价 : 49.00元
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扩展信息
语种 : 简体中文
页数 : 316
开本 : 32
原书名 : An Elementary Introduction to Mathematical Finance
原出版社: Cambridge University Press
属性分类: 教材
包含CD :
绝版 :
图书简介

本书全面介绍数理金融学的基本问题,数理推导严密,内容深入浅出,易于数学基础一般的读者阅读。内容主要包括套利、Black—Scholes期权定价公式以及效用函数、最优资产组合原理、资本资产定价模型等知识,并将书中所讨论的问题的经济背景、解决这些问题的数学方法和基本思想系统地展示给读者.

图书特色

本书基于期权定价全面介绍数理金融学的基本问题,数理推导严密,内容深入浅出,适合受过有限数学训练的专业交易员和高等院校相关专业本科生阅读。本书清晰简洁地阐述了套利、Black-Scholes期权定价公式、效用函数、最优投资组合选择、资本资产定价模型等知识。
第3版在第2版的基础上新增了布朗运动与几何布朗运动、随机序关系、随机动态规划等内容,并且扩展了每一章的习题和参考文献。

Sheldon M. Ross 美国南加州大学工业与系统工程系Epstein讲座教授。他于1968年在斯坦福大学获得统计学博士学位,1976至2004年在加州大学伯克利分校任教。他发表了大量有关概率与统计方面的学术论文,并出版了多部教材。他还创办了《Probability in Engineering and Informational Sciences》杂志并一直担任主编。他是数理统计学会会员,荣获过美国科学家Humboldt奖。

上架指导

数学

封底文字

本书基于期权定价全面介绍数理金融学的基本问题,数理推导严密,内容深入浅出,适合受过有限数学训练的专业交易员和高等院校相关专业本科生阅读。本书清晰简洁地阐述了套利、Black-Scholes期权定价公式、效用函数、最优投资组合选择、资本资产定价模型等知识。
第3版在第2版的基础上新增了布朗运动与几何布朗运动、随机序关系、随机动态规划等内容,并且扩展了每一章的习题和参考文献。



加中文版小封面,ISBN 978-7-111-41109-3,定价:39.00元

图书目录

Preface iv
Part 1: Introduction
Chapter 1 The Second Wave of Global E-Business 3
Electronic Commerce: Into the Third Wave 5
Electronic Commerce and Electronic Business 5
Categories of Electronic Commerce 6
The Development and Growth of Electronic Commerce 8
The Dot-Com Boom, Bust, and Rebirth 10
The Second Wave of Electronic Commerce 11
The Third Wave Begins 14
Business Models, Revenue Models, and Business Processes 15
Focus on Specific Business Processes 16
Role of Merchandising 16
Product/Process Suitability to Electronic Commerce 17
Electronic Commerce: Opportunities, Cautions, and Concerns 18
Opportunities for Electronic Commerce 18
Electronic Commerce: Cautions and Concerns 20
Economic Forces and Electronic Commerce 22
Transaction Costs 23
Markets and Hierarchies 24
Using Electronic Commerce to Reduce Transaction Costs 26
Network Economic Structures 27
Network Effects 28
Identifying Electronic Commerce Opportunities 29
Strategic Business Unit Value Chains 29
Industry Value Chains 31
SWOT Analysis: Evaluating Business Unit Opportunities 33
International Nature of Electronic Commerce 34
Trust Issues on the Web 35
Language Issues 36
Cultural Issues 37
Culture and Government 38
Infrastructure Issues 39
Summary 42
Key Terms 42
Review Questions 43
Exercises 44
Cases 44
Chapter 2 E-Business Technology Basics 49
The Internet and the World Wide Web 51
Origins of the Internet 51
New Uses for the Internet 52
Commercial Use of the Internet 53
Growth of the Internet 53
Packet-Switched Networks 54
Routing Packets 55
Public and Private Networks 56
Virtual Private Networks (VPNs) 57
Intranets and Extranets 57
Internet Protocols 58
TCP/IP 58
IP Addressing 59
Electronic Mail Protocols 60
Web Page Request and Delivery Protocols 61
Emergence of the World Wide Web 62
The Development of Hypertext 62
Graphical Interfaces for Hypertext 63
The World Wide Web 63
The Deep Web 64
Domain Names 65
Markup Languages and the Web 66
Markup Languages 68
Hypertext Markup Language 68
Extensible Markup Language (XML) 74
HTML and XML Editors 79
Internet Connection Options 80
Connectivity Overview 80
Voice-Grade Telephone Connections 81
Broadband Connections 81
Leased-Line Connections 83
Wireless Connections 83
Internet2 and the Semantic Web 87
Summary 89
Key Terms 89
Review Questions 91
Exercises 92
Cases 94
Part 2: Business Strategies for Electronic Commerce
Chapter 3 Web Server and E-Mail Technologies 99
Web Server Basics 101
Dynamic Content Generation 102
Multiple Meanings of “Server” 103
Web Client/Server Architectures 104
Software for Web Servers 106
Operating Systems for Web Servers 106
Web Server Software 107
Finding Web Server Software Information 108
Electronic Mail (E-Mail) 108
E-Mail Benefits 109
E-Mail Drawbacks 109
Spam 109
Solutions to the Spam Problem 110
Web Site Utility Programs 118
Finger and Ping Utilities 118
Tracert and Other Route-Tracing Programs 118
Telnet and FTP Utilities 119
Indexing and Searching Utility Programs 120
Data Analysis Software 120
Link-Checking Utilities 120
Remote Server Administration 121
Web Server Hardware 121
Server Computers 121
Web Servers and Green Computing 122
Web Server Performance Evaluation 123
Web Server Hardware Architectures 124
Summary 128
Key Terms 128
Review Questions 129
Exercises 130
Cases 130
Chapter 4 E-Business Revenue Models 133
Revenue Models for Online Business 134
Web Catalog Revenue Models 135
Fee-for-Content Revenue Models 140
Advertising as a Revenue Model Element 142
Fee-for-Transaction Revenue Models 147
Fee-for-Service Revenue Models 153
Free for Many, Fee for a Few 154
Changing Strategies: Revenue Models in Transition 155
Subscription to Advertising-Supported Model 155
Advertising-Supported to Advertising-Subscription Mixed Model 155
Advertising-Supported to Fee-for-Services Model 156
Advertising-Supported to Subscription Model 156
Multiple Changes to Revenue Models 156
Revenue Strategy Issues for Online Businesses 158
Channel Conflict and Cannibalization 158
Strategic Alliances 159
Luxury Goods Strategies 160
Overstock Sales Strategies 160
Creating an Effective Business Presence Online 160
Identifying Web Presence Goals 161
Web Site Usability 164
How the Web Is Different 164
Meeting the Needs of Web Site Visitors 164
Trust and Loyalty 167
Usability Testing 168
Customer-Centric Web Site Design 168
Using the Web to Connect with Customers 170
The Nature of Communication on the Web 170
Summary 173
Key Terms 173
Review Questions 174
Exercises 174
Cases 175
Chapter 5 Selling to Consumers Online 179
Web Marketing Strategies 181
The Four Ps of Marketing 181
Product-Based Marketing Strategies 182
Customer-Based Marketing Strategies 183
Communicating with Different Market Segments 184
Trust, Complexity, and Media Choice 184
Market Segmentation 186
Market Segmentation on the Web 188
Offering Customers a Choice on the Web 188
Beyond Market Segmentation: Customer Behavior and Relationship Intensity 189
Segmentation Using Customer Behavior 189
Customer Relationship Intensity and Life-Cycle Segmentation 191
Acquisition, Conversion, and Retention of Customers 193
Customer Acquisition, Conversion, and Retention: The Funnel Model 195
Advertising on the Web 196
Banner Ads 197
Text Ads 199
Other Web Ad Formats 200
Mobile Device Advertising 201
Site Sponsorships 201
Online Advertising Cost and Effectiveness 202
Effectiveness of Online Advertising 203
E-Mail Marketing 204
Permission Marketing 205
Combining Content and Advertising 206
Outsourcing E-Mail Processing 206
Technology-Enabled Customer Relationship Management 206
CRM as a Source of Value in the Marketspace 207
Creating and Maintaining Brands on the Web 209
Elements of Branding 209
Emotional Branding vs. Rational Branding 210
Affiliate Marketing Strategies 211
Viral Marketing Strategies and Social Media 212
Search Engine Positioning and Domain Names 214
Search Engines and Web Directories 214
Paid Search Engine Inclusion and Placement 215
Web Site Naming Issues 217
Summary 220
Key Terms 220
Review Questions 222
Exercises 222
Cases 223
Chapter 6 Selling to Businesses Online 227
Purchasing, Logistics, and Business Support Processes 230
Purchasing Activities 230
Direct vs. Indirect Materials Purchasing 233
Logistics Activities 234
Business Process Support Activities 235
E-Government 237
Network Model of Economic Organization in Purchasing: Supply Webs 239
Electronic Data Interchange 239
Early Business Information Interchange Efforts 240
Emergence of Broader Standards: The Birth of EDI 241
How EDI Works 242
Value-Added Networks 245
EDI Payments 247
Supply Chain Management Using Internet Technologies 248
Value Creation in the Supply Chain 248
Increasing Supply Chain Efficiencies 250
Materials-Tracking Technologies 251
Creating an Ultimate Consumer Orientation in the Supply Chain 253
Building and Maintaining Trust in the Supply Chain 254
Electronic Marketplaces and Portals 254
Independent Industry Marketplaces 254
Private Stores and Customer Portals 256
Private Company Marketplaces 256
Industry Consortia-Sponsored Marketplaces 257
Summary 259
Key Terms 259
Review Questions 260
Exercises 260
Cases 261
Chapter 7 Virtual Communities 265
From Virtual Communities to Social Networks 266
Virtual Communities 267
Early Web Communities 267
Social Networking Emerges 268
Revenue Models for Social Networking Sites 271
Mobile Commerce 274
Mobile Operating Systems 274
Mobile Apps 276
Tablet Devices 278
Mobile Payment Apps 278
Online Auctions 278
Auction Basics 279
Online Auctions and Related Businesses 282
Auction-Related Services 290
Summary 292
Key Terms 292
Review Questions 293
Exercises 293
Cases 294
Part 3: Technologies for Electronic Commerce
Chapter 8 Online Security 299
Online Security Issues Overview 300
Origins of Security on Interconnected Computer Systems 301
Computer Security and Risk Management 301
Elements of Computer Security 302
Establishing a Security Policy 303
Security for Client Computers 305
Cookies and Web Bugs 305
Active Content 307
Java Applets 308
JavaScript 308
ActiveX Controls 309
Graphics and Plug-Ins 310
Viruses, Worms, and Antivirus Software 310
Digital Certificates 316
Steganography 319
Physical Security for Clients 320
Client Security for Mobile Devices 320
Communication Channel Security 321
Secrecy Threats 321
Integrity Threats 323
Necessity Threats 323
Threats to the Physical Security of Internet Communications Channels 324
Threats to Wireless Networks 324
Encryption Solutions 325
Using a Hash Function to Create a Message Digest 332
Converting a Message Digest into a Digital Signature 332
Security for Server Computers 333
Web Server Threats 333
Database Threats 335
Other Programming Threats 335
Threats to the Physical Security of Web Servers 336
Access Control and Authentication 337
Firewalls 339
Organizations that Promote Computer Security 341
CERT 341
Other Organizations 341
Computer Forensics and Ethical Hacking 342
Summary 343
Key Terms 343
Review Questions 345
Exercises 345
Cases 346
Chapter 9 Online Payment Systems 349
Online Payment Basics 351
Micropayments and Small Payments 351
Online Payment Methods 352
Payment Cards 353
Advantages and Disadvantages of Payment Cards 354
Payment Acceptance and Processing 354
Electronic Cash 359
Privacy and Security of Electronic Cash 359
Holding Electronic Cash: Online and Offline Cash 360
Advantages and Disadvantages of Electronic Cash 360
Digital Wallets 362
Software-Only Digital Wallets 363
Hardware-Based Digital Wallets 364
Stored-Value Cards 364
Magnetic Strip Cards 364
Smart Cards 365
Internet Technologies and the Banking Industry 366
Check Processing 366
Mobile Banking 368
Criminal Activity and Payment Systems: Phishing and Identity Theft 368
Phishing Attacks 368
Using Phishing Attacks for Identity Theft 371
Phishing Attack Countermeasures 373
Summary 374
Key Terms 374
Review Questions 375
Exercises 376
Cases 377
Part 4: Integration
Chapter 10 Implementing E-Business Initiatives 383
Identifying Benefits and Estimating Costs of Electronic Commerce Initiatives 384
Identifying Objectives 385
Linking Objectives to Business Strategies 385
Identifying and Measuring Benefits 386
Identifying and Estimating Costs 388
Funding Online Business Startups 390
Comparing Benefits to Costs 391
Return on Investment (ROI) 392
Strategies for Developing Electronic Commerce Web Sites 393
Internal Development vs. Outsourcing 394
New Methods for Implementing Partial Outsourcing 397
Managing Electronic Commerce Implementations 399
Project Management 399
Project Portfolio Management 400
Staffing for Electronic Commerce 400
Postimplementation Audits 403
Change Management 404
Summary 405
Key Terms 405
Review Questions 406
Exercises 407
Cases 408
For Further Study and Research 411

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