入门：Shreve, S. (2004). Stochastic Calculus for Finance II: Continuous-Time Models, Springer
或者;Bjork, T. (2009). Arbitrage Theory in Continuous Time, Oxford University Press.
再或者; Lamberton, D. and Lapeyre, B. (2008). Introduction to Stochastic Calculus Applied to Finance,
CRC Financial Mathematics Series, second edn, Chapman & Hall/CRC.
高级点，研究级别：
Musiela, M. and Rutkowski, M. (2005). Martingale Methods in Financial Modelling, Vol. 36
of Stochastic Modelling and Applied Probability, second edn, Springer
Cont, R. and Tankov, P. (2004). Financial Modeling with Jump Processes, Chapman & Hall,
CRC.
Bielecki, T. R. and Rutkowski, M. (2010). Credit Risk: Modeling, Valuation and Hedging,
Springer Finance, Springer, Berlin.
Brigo, D. and Mercurio, F. (2006). Interest Rate Models--Theory and Practice: With smile,
in infation and credit, Springer Finance, second edn, Springer, Berlin.
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