共同犯罪与身份关系研究 pdf epub azw3 2024 下载

共同罪与身份的关系，是共同犯罪理论中一个非常重要的问题。身份不同，其对共同犯罪的性质以及共同犯罪人的刑事责任的影响也相异。因此，研究共同犯罪与身份的关系，对于共同犯罪的定性与量刑具有十分重要的意义。本书首先介绍了各国关于共同犯罪与身份的矣系的立法概况，其次界定了身份与身份犯的性质。然后着重论选了共同犯罪与纯正身份、不纯正身份以及消极身份的关系，最后就共同犯罪与亲属这种特殊双重身份的关系问题进行了探讨。全文除引言外，共分六章。

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共同罪与身份的关系，是共同犯罪理论中一个非常重要的问题。身份不同，其对共同犯罪的性质以及共同犯罪人的刑事责任的影响也相异。因此，研究共同犯罪与身份的关系，对于共同犯罪的定性与量刑具有十分重要的意义。本书首先介绍了各国关于共同犯罪与身份的矣系的立法概况，其次界定了身份与身份犯的性质。然后着重论选了共同犯罪与纯正身份、不纯正身份以及消极身份的关系，最后就共同犯罪与亲属这种特殊双重身份的关系问题进行了探讨。全文除引言外，共分六章。

• 作者： 睡莲 发布时间：2010-12-13 01:03:40

  大多是96、97的旧文，满眼是克鲁格曼的主观政治意识，明显在亲民主党，贬共和党。虽有争议，并不影响它的价值。诺贝尔奖得主的思维方式和他所阐释的观点，都让人深受启发。

• 作者： vanelevel 发布时间：2023-10-21 17:50:42

  没有科学数据，全凭作者瞎白话。贩卖食品安全焦虑。

• 作者： 顺吉 发布时间：2018-07-24 17:45:56

  正如推荐语里书的那样，这是本实用的书。不管是对抑郁症患者，还是心理学小白，这本书都值得通读一遍后，再根据个人需求精读。“抑郁症不是我们无法控制的疾病的终点，而是我们生活失去平衡的一个信号，即我们“被桎梏”了。由于现代生活的高负荷压力，我们很多人或多或少都有焦虑情绪，由于传统的认知偏差，我们没有重视和医治的意识，而事实是抑郁症引发的高自杀率，占据疾病总负担的1/5，到2020年上升到1/4。数字确实使人觉得耸人听闻，但最可怕的是人的无知。书中介绍的情绪康复疗法：食物和营养补充、运动锻炼和舞蹈，心理治疗，祈祷等都非常实用。作者在每个章节都给出问卷，自测自检很实用。最有意思的是戈登教授会针灸，还会开中药药房！！

• 作者： 星农 发布时间：2017-02-15 19:06:26

  Democracy means the power to choose, and choice is an illusion without information. ---Liu Binyan

• 作者： Shirley Wang 发布时间：2022-04-22 08:29:24

  老师说例子不好。我觉得算法写得挺清楚的~

• 作者： 第二交响曲復活 发布时间：2018-12-12 20:12:06

  1.世界上最遙遠的距離不是你精神分析我CBT，而是你眼中的沙遊象徵分明，個個對應，而我眼中的沙遊似懂非懂，不清不明。2.最震撼我的是第五章簡短列舉的幾個癌症兒童的沙遊案例，尤其有個男孩的作品「...是一個動態的場景：出生，死亡到重生一起被呈現，同時以連續不斷的轉化的形式循環地聯結在一起...兩年半以後...孩子『被治癒』了...」書中給「被治癒」打上引號，我猜是想說，除了被動接受治療外，這份「治癒」中也有當事人自己關鍵性的康復力量。

• 恩 终于出了中文版了

  作者：elephant 发布时间：2009-12-22 23:02:31

  此人对FE有自己独到的见解

  可惜4月的时候脑癌死了。。。

  另外还有一本金融衍生工具数学 西南财大出版社翻译 武大出版社影印 也很不错！

  不过英文版已经出第二版了

  http://www.pinggu.org/bbs/thread-443220-1-1.html

  Five new chapters, numerous additions to existing chapters, and an expanded collection of questions and exercises make this Second Edition an essential part of everyone's library. Between defining swaps on its first page and presenting a case study on its last, Neftci's introduction to financial engineering shows readers how to create financial assets in static and dynamic environments. Poised among intuition, actual events, and financial mathematics, this book can be used to solve problems in risk management, taxation, regulation, and above all, pricing.

  * The Second Edition presents 5 new chapters on structured product engineering, credit markets and instruments, and principle protection techniques, among other topics

  * Additions, clarifications, and illustrations throughout the volume show these instruments at work instead of explaining how they should act

  * The Solutions Manual enhances the text by presenting additional cases and solutions to exercises

  ---------------------------------------------------------------------------------------------

  Summary: Deeply satsifying and friendly overview with a long shelf life

  Rating: 5

  Professor Neftci's Second Edition of Principles of Financial Engineering brilliantly seizes the high ground in clarity and authority. He promotes a "way of solving problems using financial securities and their derivatives" and absolutely succeeds in sharing the thinking process of a financial engineer.

  The book's essence is to illustrate the financial engineer's modus operandi: the deconstruction of a complex instrument into its synthetic equivalent, a replicating portfolio of simpler building block instruments, that mimics the instrument's economics (cash flows and risk). By the end, you will see financial instruments as combinations of basic positions.

  His favor to the reader is heavy use of cash flow diagrams. Initially, I thought these would be tedious; but I soon become convinced these are extremely useful frameworks.

  For example, take a credit default swap (CDS). Neftci "solves" for the CDS cash flows sequence by combining the cash flows (literally combining cash flow diagrams) of three other instruments, so we can see exactly how a bond is synthetically replicated:

  * Long risky bond = Short CDS (sell protection) + make default-free LIBOR-based money market deposit + receive-fixed in an interest rate swap, or

  * Short CDS = Long a risky bond + borrow at money market rate + pay-fixed in an interest rate swap

  So, the "replicated" short CDS position (selling protection) works as follows. Funds to purchase the risky bond are borrowed at LIBOR floating; coupons are received from the bond. Most of the risky bond coupon goes to pay the fixed-rate on the interest rate swap. The received LIBOR coupon on the swap exactly funds the interest rate on the borrowed funds. Which leaves the remainder of the risky bond coupon; i.e., the swap spread. And, under this simple model, the credit spread over the swap rate should equal the CDS premium.

  My favorite parts of the book:

  Chapter 2 is useful review of market conventions; e.g., different yields

  Chapter 4 put swaps at the center of financial engineering: he shows how swaps are a "the equivalent of zero in finance" and how a swap can be deconstructed from virtually any cash instrument.

  His approach perfectly lends itself to viewing options as volatility instruments (Chapter 8). Not new per se, but it finds an intuitive explanation under his method: a delta-neutral portfolio consists of a long (funded) call plus a short position in the underlying stock (of delta units), such that any volatility produces a profit. The long call is long volatility.

  Chapter 10 reviews exotic options, but as you'd expect, exotics are brilliantly displayed with their synthetic equivalents; e.g., a binary call is replicated by a long call plus a short call with higher strike price.

  Theory on risk neutral probabilities with applications

  Entire chapter on volatility positions (i.e., portfolios that isolate on volatility as the risk factor)

  Additional material (from the first edition) on credit markets, CDS, structured products, credit indices and correlation pricing

  Finally, the other rare achievement of this book is that it adresses several levels of proficiency. There is something for everbody, from the beginner to the advanced engineer. Few finance books actually pull this off.

  Summary: If you have one book at work, this one should be it

  Rating: 5

  I've read of few books about financial products and their application, but this one is by far the best. The author's intent is to share his knowledge, rather than show it off. This title has served as a very helpful starting point quite a few times, especially when I have to get something done in a hurry.

  I bought a number of copies over the years to give them to colleagues - especially those new to the financial industry. The explanations and derivations can be followed by mortals - the author does not leave out big chunks of the explanation using the old "as it can EASILY be shown". Instead, he tells the whole story to build a solid understanding of the subject matter.

  Summary: great resource

  Rating: 5

  Does anyone know if there is an errata available for the recent second edition yet? Neftcis' website has a preprint errata from 2004.

  Summary: great book

  Rating: 5

  Prof. Neftci gave one of our mandatory course - Financial Engineering, in HEC Lausanne. This book is the reference book for this course. His lecture is great, a lot of jokes and funny stories as well as insights about financial engineering. However, I find out that the book is even better than his lecture.

  Summary: Simply a must own for anyone with any use for Quant Finance

  Rating: 5

  Neftci is one of those rare authors who can begin at the begining, explain his major point and logic without excessive jargon or short-cuts, and do so without sacrificing depth and substance.

  In a field were the readable texts are for MBAs or elementary practioneers or for the initiated members of the priesthood, here is one of a few handful of authors (Wilmott and Joshi as well) that are both clear and serious, rigorous and accessible, insightful and a plerasure to read.

  本文来自: 人大经济论坛 详细出处参考：

  http://www.pinggu.org/bbs/viewthread.php?tid=443220&page=1&fromuid=12653

• “你今天真好看！”“哪里哪里，我每天都好看！”

  作者：Cycble 发布时间：2016-06-24 15:15:21

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