Sunday, August 12, 2007
Some Perfect Sites on Economics
-- including "The Concise Encyclopedia of Economics (CEE) " - 非常详细的经济学百科全书,众多著名学者撰写,Perfect!!!
EconTalk: Economics podcasts for daily life - 经济学播客
EconPort: an economics digital library specializing in content that emphasizes the use of experiments in teaching and research - 实验经济学的有用材料
-- including "Handbook" (on Decision-making theory and other problems on microeconomics)
Sunday, May 13, 2007
Wednesday, May 9, 2007
About about.com: 专业术语解释
下面是 about.com 提供的关于计量经济学中的 FWL Theorem 的解释:

Saturday, April 28, 2007
关于 SpringerLink 论文检索
一个实验经济学网站
EconPort is an economics digital library specializing in content that emphasizes the use of experiments in teaching and research. Content includes teaching modules, a handbook of economic and game theoretic principles and concepts, a glossary of economics terms, and an extensive collection of educational material, as well as software for running experiments. Teaching modules include: substantive coverage of a variety topics that are central to economics courses; instructions and guidance for professors who plan to use these experiments in class; suggested parameterizations for experiments; and graphical data presentation facilities. Integrated software includes applications for conducting game theory, market, and auction experiments. The content sections offered are:
Experiments - A framework that allows you to conduct a variety of online economics experiments.
Handbook - A virtual text of microeconomics closely tied to experiments.
Cataloged Resources - A cataloged collection of microeconomics resources that are available on the Internet.
Glossary - A collection of terms covering microeconomics, experimental economics, and econometrics, among other areas.
其中的 Handbook 部分讨论了与实验经济学有关的微观经济学经典理论,比如“不确定条件下的决策理论”。我是在 Google 关于期望效用理论(Expected Utility Theory, EUT)、Machina Triangle 的资料时发现了这个网站。
P.S. 那个“分类资源”中的好东西更多. :)
Thursday, April 26, 2007
一个学习概率的好地方
里面有关于概率的比较全面的教程和练习(含答案)。另外,还有相关定义和定理的索引。
并提供 PDF 格式的下载。初看起来,这些教程是采用测度论的语言描述的,比较抽象。但里面的很多知识在数理金融学中都有广泛应用,值得一读!事实上,该网站的作者正是一个在新加坡做衍生证券交易的博士。
PS. 网站里 Links 包含了更多数学(Math Links)和概率(Probability Links)方面的教程和资料,其中多数是 Free 的。
Wednesday, April 18, 2007
Swarm 在 ArchLinux 上编译成功
已上传至AUR :
http://aur.archlinux.org/packages.php?do_Details=1&ID=9938
linuxsir帖子地址:
http://www.linuxsir.org/bbs/showthread.php?t=296391
程序测试图:sss:

Wednesday, April 11, 2007
Gauss在中文系统下提示符消失的问题解决
方法1:不使用图形界面,改用 tgauss,即命令行界面。
方法2:直接从命令行输入:gauss.exe -prompt $,前提是 gauss.exe 须在系统路径PATH里。
方法3:更改 gauss 主程序快捷方式,在“属性”窗口中,更改“目标”为:E:\Gauss\gauss.exe -prompt $ 【假设 gauss 安装在 E:\Gauss】。
这样,gauss 启动后,提示符就变成 $ (注:这也是Linux中的默认提示符之一哦),而不是原来无法显示的两个箭头了。
Wednesday, April 4, 2007
关于数理金融和计算金融的几个网站
http://www.mathfinance.com/ - The bridge between investment banking and academic research in mathematical finance
http://www.wilmott.com - Paul Wilmott, 英国皇家学会会员, 2007年3月12日来财大演讲, 题目为“金融工具的日益复杂性” (The Growth in Complexity in Financial Instruments).
附:关于Wilmott Magazine的介绍:
https://secure.interscience.wiley.com/cgi-bin/jabout/98518264/ProductInformation.html
Aims and Scope
Independent, controversial and exciting, every two months Wilmott magazine brings you a valuable collection of papers, reports, and articles. Paul Wilmott and his team of expert contributors provide a unique mix of complex content and humor to inform and entertain analysts and academics alike.
Wilmott magazine offers you cutting-edge research, innovative models, new products, useful software, in-depth analysis, solutions, and the gossip behind them. We put to the test the latest quantitative finance theories with practical, jargon-free examples you can really use. It's the easiest way for you to keep up to date with quantitative analysis, the institutions, and the people who make it happen.
Compared to other serials in finance, the focus of Wilmott is on serving the quantitative finance community, and concentrates on practicalities.
Wilmott magazine publishes articles from all of the functional areas of quantitative finance. Papers are welcomed from quantitative analysts in banks and academia, mathematicians, econophysicists and economists.
We particularly welcome technical articles with a practical focus, on the subject of derivatives, risk management, finance, behavioral finance.
Articles in Wilmott will serve the advancement of the field of quantitative finance and the dissemination of useful pedagogical ideas. While the editors will consider articles of any level of sophistication, they will not be interested in technique for its own sake. In all cases, the idea behind an article must be closely associated with practical application.
Since the journal is published in six issues a year, publication is also rapid.
Send your articles in Word or LaTeX format to submit@wilmott.com.