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1、与金融有关的数学推荐书单（Mathematicsandfinancerelatedlist）Mathematicsandfinancerelatedlist"FuturesOptionsandotherderivatives--byJohnHull"CongrecommendedthisbookNeedlesstosay,buyit.Whetheryou'relookingforajoboraseniorquant,youuseit.JohnHullisalsoverypowerful,inallaspectsofgroundbreakingresults.NowToro
2、nto,Uni.,U6,n-,O"Arbitragetheoryincontinuoustime--byTomasBjork:s";Congrecommended:thisbookissuitableformath/physicsbackgroundofthetime,payattentiontothecultivationofmathematics.Ididn'tfeellikeit,butIgotachangeofheartafterbeingpraisedbymyboss...BjorkisnowinSweden,SSE.3.,Financial,Calculus-
3、-Martin,Baxter&,Rennie:,s:,X.,S,{6,C9,}:RCongrecommended:verythinbutelegantinabookin1996,isarelativelyearly,butthebookHullpar.ThefirstbookisCong.Author1isnowNomuraSecurities,London(Nomura),author2inMerrillLynch,London(ML),bothfixedincome4.Financial,calculus,for,finance,II--ShreveCongrecom
4、mended:Shreve'snewbook,veryelegant,Verycareful,verymathematical,andsuitedtomathematicalbackground,Butrelativelythick,forentry,or3good.TheauthorisnowinCMU,NewYork.Professor.Topplayer.4.5Martingale,methods,in,Financial,modelling--Musiela&RutkovskiCongrecommended:thegood,theauthorspresentBNP
5、(BankofParis)andtheWarsawPolytechnic?Theyaretopfigures.Mathematicalbackground5.,Brownian,motion,and,stochastic,calculus--Shreve&,Karasatz4Congrecommended:ifyouwanttosendapaperorengageinresearch,orreadthePhD,thisisamust.Butbooksaredifficultandmustbepsychologicallyprepared.Theauthor,2,isPro
6、fessorge.TheybothhaveabookI'mreading,writtenin1998,butit'sdifficult,notrecommended.6.Stochastic,differential,equations:....--Oksendal*Congrecommended:ifyouthink5isdifficult,thestudyofthis,thingswouldbealotless,butmorepractical!WhatschoolistheauthorinNorway?...Forgetaboutit。7.Stochastic,in
7、tegration,and,differential,equations--ProtterCongrecommended:ifyouthink5isnotdifficult,thestudyofthis.Primer...IntheoriginalauthorPurdue,cornell.8.Numericalanalysis---,anyauthorCongrecommended:ofcourseasaPhdstudent,Chrisof&MalliavinalsohaveMathematicsArbitragecalcul
