Essentials of Excel Vba, Python, and R: Volume II: Financial Derivatives, Risk Management and Machine Learning
暫譯: Excel VBA、Python 與 R 的要素：第二卷：金融衍生品、風險管理與機器學習

這本進階的商業統計教科書教授統計分析和研究方法，利用商業案例研究和財務數據，並應用 Excel VBA、Python 和 R。每一章都以個別股票、股票指數、選擇權和期貨的樣本數據吸引讀者。現在已進入第二版，內容擴展為兩卷，每卷專注於商業分析課程的特定部分。為了反映當前數據科學和機器學習的時代，所使用的應用程式已從 Minitab 和 SAS 更新為 Python 和 R，使讀者能更好地為當前行業做好準備。

第二卷設計為金融衍生品、風險管理以及機器學習和財務管理的進階課程。在這一卷中，我們廣泛使用 Excel、Python 和 R 來分析上述主題。這也是一本全面的參考資料，適合活躍的統計金融學者和商業分析師，幫助他們升級工具包。讀者可以參考第一卷，獲取有關金融統計和投資組合分析的專門內容。

John C. Lee is Director of the Center for PBBEF Research. A Microsoft Certified Professional in Microsoft Visual Basic and Microsoft Excel VBA, Mr. Lee has worked over 20 years in both the business and technical fields as an accountant, auditor, systems analyst, as well as a business software developer. Formerly, the Senior Technology Officer at the Chase Manhattan Bank and Assistant Vice President at Merrill Lynch, he is also the author of Business and Financial Statistics Using Minitab 12 and Microsoft Excel 97, as well as Financial Analysis, Planning and Forecasting with Cheng-Few Lee and Alice Lee.
Jow-Ran Chang is Professor and Department Chairperson of the Department of Quantitative Finance at National Tsing Hua University (Taiwan). He is the author of Financial Engineering and Computational Finance: A Matlab-based Introduction (2007). Dr. Chang's research focuses on asset pricing, risk management, financial management, and financial product design.
Lie-Jane Kao is a Professor and Dean of the college of Finance at Takming University of Science and Technology (Taiwan). Dr. Kao's research focuses on quantitative financial/risk modeling, machine learning in finance, blockchain and its application, and had published papers in relevant Journals, including Review of Derivatives Research, Economic Modelling, International Journal of Information Technology and Decision Making, International Review of Economics & Finance, etc.
Cheng-Few Lee is a Distinguished Professor of Finance at Rutgers Business School, Rutgers University and was chairperson of the Department of Finance from 1988-1995. He has also served on the faculty of the University of Illinois (IBE Professor of Finance) and the University of Georgia. He has maintained academic and consulting ties in Taiwan, Hong Kong, China and the United States for the past three decades. He has been a consultant to many prominent groups including, the American Insurance Group, the World Bank, the United Nations, The Marmon Group Inc., Wintek Corporation, and Polaris Financial Group.Professor Lee founded the Review of Quantitative Finance and Accounting (RQFA) in 1990 and the Review of Pacific Basin Financial Markets and Policies (RPBFMP) in 1998, and serves as managing editor for both journals. He was also a co-editor of the Financial Review (1985-1991) and the Quarterly Review of Economics and Finance (1987-1989).In the past 42 years, Dr. Lee has written numerous textbooks ranging in subject matters from financial management to corporate finance, security analysis and portfolio management to financial analysis, planning and forecasting, and business statistics. In addition, he edited five popular books, Encyclopedia of Finance (with Alice C. Lee), Handbook of Quantitative Finance and Risk Management (with Alice C. Lee and John Lee), Handbook of Financial Econometrics and Statistics, Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning, and Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives. Dr. Lee has also published more than 250 articles in more than 20 different journals in finance, accounting, economics, statistics, and management. Professor Lee was ranked the most published finance professor worldwide during the period 1953-2008.Professor Lee was the intellectual force behind the creation of the new Masters of Quantitative Finance program at Rutgers University. This program began in 2001 and has been ranked as one of the top fifteen quantitative finance programs in the United States. Professor Lee started the Conference on Financial Economics and Accounting in 1989. This conference is a consortium of Rutgers University, New York University, Temple University, University of Maryland, Georgia State University, Tulane University, Indiana University, and University of Toronto. This conference is the most well-known conference in finance and accounting.

約翰·C·李（John C. Lee）是PBBEF研究中心的主任。他是微軟認證專業人士，專精於Microsoft Visual Basic和Microsoft Excel VBA，李先生在商業和技術領域擁有超過20年的工作經驗，擔任過會計師、審計師、系統分析師以及商業軟體開發者。曾任摩根大通銀行的高級技術官和美林證券的助理副總裁，他也是《使用Minitab 12和Microsoft Excel 97的商業與財務統計》（Business and Financial Statistics Using Minitab 12 and Microsoft Excel 97）以及與李承輝（Cheng-Few Lee）和李愛麗（Alice Lee）合著的《財務分析、規劃與預測》（Financial Analysis, Planning and Forecasting）的作者。

張若然（Jow-Ran Chang）是國立清華大學（台灣）量化金融系的教授及系主任。他是《金融工程與計算金融：基於Matlab的入門》（Financial Engineering and Computational Finance: A Matlab-based Introduction，2007）的作者。張博士的研究重點包括資產定價、風險管理、財務管理和金融產品設計。

高麗娟（Lie-Jane Kao）是台灣德明科技大學金融學院的教授及院長。高博士的研究專注於量化金融/風險建模、金融中的機器學習、區塊鏈及其應用，並在相關期刊上發表過多篇論文，包括《衍生品研究評論》（Review of Derivatives Research）、《經濟建模》（Economic Modelling）、《國際資訊科技與決策制定期刊》（International Journal of Information Technology and Decision Making）、《國際經濟與金融評論》（International Review of Economics & Finance）等。

李承輝（Cheng-Few Lee）是羅格斯商學院（Rutgers Business School, Rutgers University）的金融特聘教授，並於1988年至1995年擔任金融系系主任。他曾在伊利諾伊大學（University of Illinois，IBE金融教授）和喬治亞大學（University of Georgia）任教。在過去三十年中，他與台灣、香港、中國和美國保持著學術和顧問的聯繫。他曾為許多知名機構提供顧問服務，包括美國保險集團（American Insurance Group）、世界銀行（World Bank）、聯合國（United Nations）、馬門集團（The Marmon Group Inc.）、Wintek Corporation和北極星金融集團（Polaris Financial Group）。李教授於1990年創立了《量化金融與會計評論》（Review of Quantitative Finance and Accounting，RQFA）和於1998年創立的《太平洋盆地金融市場與政策評論》（Review of Pacific Basin Financial Markets and Policies，RPBFMP），並擔任這兩本期刊的主編。他也是《金融評論》（Financial Review，1985-1991）和《經濟與金融季刊評論》（Quarterly Review of Economics and Finance，1987-1989）的共同編輯。

在過去42年中，李博士撰寫了多本教科書，涵蓋的主題從財務管理到企業財務、證券分析和投資組合管理，再到財務分析、規劃與預測以及商業統計。此外，他編輯了五本受歡迎的書籍，包括《金融百科全書》（Encyclopedia of Finance，與李愛麗合著）、《量化金融與風險管理手冊》（Handbook of Quantitative Finance and Risk Management，與李愛麗和約翰·李合著）、《金融計量經濟學與統計手冊》（Handbook of Financial Econometrics and Statistics）、《金融計量經濟學、數學、統計與機器學習手冊》（Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning）以及《投資分析、投資組合管理與金融衍生品手冊》（Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives）。李博士還在超過20本不同的財務、會計、經濟、統計和管理期刊上發表了超過250篇文章。李教授在1953年至2008年期間被評為全球發表最多的金融教授。

李教授是羅格斯大學新設的量化金融碩士課程的智力推動者。該課程於2001年開始，並被評為美國前十五名的量化金融課程之一。李教授於1989年創辦了金融經濟學與會計會議（Conference on Financial Economics and Accounting）。這個會議是羅格斯大學、紐約大學、天普大學、馬里蘭大學、喬治亞州立大學、杜蘭大學、印第安納大學和多倫多大學的聯盟。這個會議是金融和會計領域最知名的會議。