组合
Enumerative Combinatorics, Volume 1 豆瓣
作者: Richard P. Stanley 出版社: Cambridge University Press 2000 - 5
This book is the first of a two-volume basic introduction to enumerative combinatorics at a level suitable for graduate students and research mathematicians. It concentrates on the theory and application of generating functions, a fundamental tool in enumerative combinatorics. The book covers those parts of enumerative combinatorics of greatest applicability to other areas of mathematics. The four chapters are devoted to an introduction to enumeration (suitable for advanced undergraduates), sieve methods (including the Principle of Inclusion-Exclusion), partially ordered sets, and rational generating functions. There are a large number of exercises, almost all with solutions, which greatly augment the text and provide entry into many areas not covered directly. Graduate students and research mathematicians who wish to apply combinatorics to their work will find this an authoritative reference.
主动投资组合管理 豆瓣
作者: (美)理查德C.格林诺德(Richard C.Grinold) / 雷诺德N.卡恩(Ronald N.Kahn) 译者: 李腾 / 杨柯敏 出版社: 机械工业出版社 2014 - 9
自第1版在1994年出版以来,《主动投资组合管理》以其数学上的严谨性和内容上的系统性成为量化组合投资领域的权威之作。该书描述了一套创新的方法:寻找资产收益率原始信号,将它们转化为精炼预测,以及根据这些预测构建具有超常收益率和最小风险的投资组合,即持续战胜市场的投资组合。这本书帮助了数以千计的投资经理。
与第1版相比,《主动投资组合管理》的第2版更胜一筹。第2版细致地描述了怎样将经济学、计量经济学和运筹学的理论付诸实践,解决投资中的现实问题:寻找更高的收益机会。它从一个基准组合开始,定义了相对于基准的超常收益率,进而建立了主动管理的理论框架。这一版本新增了许多章节:资产配置、多空投资、信息的时间尺度以及其他前沿课题。它还用新观点讨论了当前最紧迫的一些问题,包括风险、账户离差、市场冲击、业绩分析等,并在必要时给出了实证数据的例子。
结果就是,第2版为主动投资管理提供了一组现代的、全面的战略概念和经验原则,指导主动投资流程并提升其收益。全书由四个部分构成:基础理论、预期收益率和估值、信息处理以及策略实施,带领读者逐步了解整个流程。《主动投资组合管理》介绍了:
主动管理的合适理论框架,以及怎样在该框架下应用基本的投资组合理论
将市场洞察力转化为特异的、有价值的投资策略的技术
多空投资策略:何时用,何时不用,以及原因
证实过的评估投资策略的规则
估计交易成本的方法,以及降低它们的有效方法
风险模型精度的历史和实证信息
技术附录:对每一章数学推导更详尽的解释
独特的、真实的练习题,提供理解新概念的具体要素
《主动投资组合管理》覆盖了主动投资管理的基本原则和基础理论,以及实践细节。它为主动投资提供了一条可靠的途径,以战胜被动指数和竞争性的、较少严密性的其他投资方法。
Ramsey Theory, 2nd Edition 豆瓣
作者: Ronald L. Graham / Bruce L. Rothschild 出版社: Wiley-Interscience 1990 - 3
Wiley-Interscience Series in Discrete Mathematics and Optimization Advisory Editors: Ronald L. Graham, Jan Karel Lenstra, and Robert E. Tarjan Discrete mathematics, the study of finite structures, is one of the fastest-growing areas in mathematics. The wide applicability of its evolving techniques points to the rapidity with which the field is moving from its beginnings to its maturity, and reflects the ever-increasing interaction between discrete mathematics and computer science. This Series provides broad coverage of discrete mathematics and optimization, ranging over such fields as combinatorics, graph theory, enumeration, and the analysis of algorithms. The Wiley-Interscience Series in Discrete Mathematics and Optimization will be a substantial part of the record of the extraordinary development of this field. A complete listing of the titles in the Series appears on the inside front cover of this book. "[Integer and Combinatorial Optimization] is a major contribution to the literature of discrete programming. This text should be required reading for anybody who intends to research this area or even just to keep abreast of developments." --Times Higher Education Supplement, London "An extensive but extremely well-written graduate text covering integer programming." --American Mathematical Monthly Recent titles in the Series include: Integer and Combinatorial Optimization George L. Nemhauser and Laurence A. Wolsey 1988 (0 471-82819-X) 763 pp. Introduction to the Theory of Error-Correcting Codes Second Edition Vera Pless For mathematicians, engineers, and computer scientists, here is an introduction to the theory of error-correcting codes, focusing on linear block codes. The book considers such codes as Hamming and Golay codes, correction of double errors, use of finite fields, cyclic codes, B.C.H. codes, weight distributions, and design of codes. In a second edition of the book, Pless offers thoroughly expanded coverage of nonbinary and cyclic codes. Some proofs have been simplified, and there are many more examples and problems. 1989 (0 471-61884-5) 224 pp.
具体数学 豆瓣 Goodreads
Concrete Mathematics: A Foundation for Computer Science
作者: [美] Ronald L.Graham / [美] Oren Patashnik 译者: 张凡 / 张明尧 出版社: 人民邮电出版社 2013 - 4
本书是一本在大学中广泛使用的经典数学教科书。书中讲解了许多计算机科学中用到的数学知识和技巧,教你如何把一个实际问题一步步演化为数学模型,然后通过计算机解决它,特别着墨于算法分析方面,其主要内容涉及和式、整值函数、数论、二项式系数、特殊的数、生成函数、离散概率、渐近式等,都是编程所必备的知识。
书中不仅讲述了数学问题和技巧,而且教导解决问题的方法,解说深入浅出,妙趣横生。大师们诙谐、细腻的笔触,描绘着数学工作中的欢乐和忧伤,那些或平淡、或深刻、或严肃、或幽默的涂鸦,更让我们在轻松愉悦的心境下体会数学的美妙。
本书面向从事计算机科学、计算数学、计算技术诸方面工作的人员,以及高等院校相关专业的师生。