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IAFE 金融工程书单-List of Books About Financial Engineering
dentalfloss
22238 248
2011-06-13

此金融工程书单是IAFE（国际金融工程协会）提出的：




本帖隐藏的内容

List of Books About Financial Engineering



Suggested Readings


For those who want to familiarize themselves with the field of financial engineering:Biographies of Financial EngineersThis is a good way to get an appreciation of how financial engineering has grown and what types of work financial engineers do. These books are intended for general audiences and do not require technical background to understand:
  • Perry Mehrling, Fischer Black and the Revolutionary Idea of Finance
  • Emanuel Derman, My Life as a Quant
  • The two books above are respectively a biography and an autobiography of two of the "founding fathers" of financial engineering.
  • How I Became a Quant, edited by Barry Schachter and Richard Lindsey, is a collection of 25 autobiographical essays by leading practitioners of financial engineering
  • Peter Bernstein, Capital Ideas gives a history of financial engineering with emphasis on the people who created the field.
  • Peter Bernstein, Capital Ideas Evolvingcontinues the story of his first book by looking at some of the current issues being debated within financial engineering.

The Mathematics of Derivatives


The most widely used introduction to the field is John Hull, Options, Futures, and Other Derivatives. Other books that are often used as introductions are:

For those with more advanced mathematical backgrounds, we can also suggest:


The Mathematics of Investments and Portfolio Management


A widely used introduction to the field is David Luenberger, Investment Science. For those with more advanced mathematical backgrounds, we can also suggest:

Financial Markets and Financial Institutions


Financial engineers apply their work to financial markets and institutions. If you are looking for a broad based introduction to these fields, Alex Kuznetsov,The Complete Guide to Capital Markets for Quantitative Professionals is designed to give new financial engineers this introduction. A shorter alternative, aimed at a more general audience, is Marc Levi.Interviewing for a JobThe following books discuss in detail the process of interviewing for jobs in financial engineering, including a thorough review of the types of "brainteaser" questions often asked in these interviews and how to answer them:
附件列表

Fischer Black and the Revolutionary Idea of Finance.rar

大小:1.7 MB

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  • Fischer Black and the Revolutionary Idea of Finance.pdf

My Life As a Quant.rar

大小:1.67 MB

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  • My Life As a Quant.pdf

How I Became a Quant.rar

大小:3.43 MB

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  • How I Became a Quant.pdf

Capital Ideas.rar

大小:17.61 MB

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  • Capital Ideas_Peter L. Bernstein (1992).pdf

CAPITAL IDEAS EVOLVING.rar

大小:13.33 MB

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  • CAPITAL IDEAS EVOLVING.pdf

Options, Futures and Other Derivatives 7 edition.rar

大小:17.97 MB

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本附件包括：

  • Options, Futures and Other Derivatives 7 edition.pdf

Financial Calculus_An Introduction to Derivative Pricing.rar

大小:10.04 MB

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本附件包括：

  • Financial Calculus_An Introduction to Derivative Pricing.pdf

Financial Derivatives.rar

大小:1.39 MB

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本附件包括：

  • Financial Derivatives.pdf

Introduction to the Mathematics of Financial Derivatives.rar

大小:19.64 MB

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本附件包括：

  • An Introduction to the Mathematics of Financial Derivatives.pdf

Stochastic Calculus for Finance I.rar

大小:6.44 MB

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本附件包括：

  • Stochastic Calculus for Finance I The Binomial Asset Pricing Model.pdf

Stochastic calculus for finance II.rar

大小:18.85 MB

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  • Stochastic calculus for finance II.pdf

Derivatives_The Theory And Practice Of Financial Engineering.rar

大小:30.93 MB

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本附件包括：

  • Wilmott Derivatives The Theory And Practice Of Financial Engineering.pdf

Paul Wilmott on Quantitative Finance Vol 1-3, 2nd Ed.rar

大小:10.45 MB

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  • Paul Wilmott on Quantitative Finance Vol 1-3, 2nd Ed.pdf

Quantitative Finance and Risk Management.rar

大小:24.58 MB

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  • Quantitative Finance and Risk Management.pdf

Stochastic Calculus and Financial Applications.rar

大小:11.54 MB

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本附件包括：

  • Stochastic Calculus and Financial Applications.pdf

Investment.Science.rar

大小:19 MB

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本附件包括：

  • Investment.Science.pdf

Asset Pricing.rar

大小:16.52 MB

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  • Asset Pricing.pdf

Financial Modeling of the Equity Market.rar

大小:10.45 MB

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本附件包括：

  • Financial Modeling of the Equity Market.pdf

Risk and Asset Allocation.rar

大小:5.56 MB

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本附件包括：

  • Risk and Asset Allocation.pdf

Heard On The Street_Quantitative Questions From Job Interviews.rar

大小:9.52 MB

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本附件包括：

  • Heard On The Street_Quantitative Questions From Job Interviews.pdf

Frequently Asked Questions In Quantitative Finance.rar

大小:1.57 MB

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本附件包括：

  • Frequently Asked Questions In Quantitative Finance.pdf

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dentalfloss
2011-6-13 10:06:33
上面所有版本都是PDF的。
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tiankong1655
2011-6-13 10:11:03
同出茄威极低茄fake0874
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mikw1345
2011-6-13 10:12:29
那么多///!!!!!!!
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allenjiang
2011-6-13 10:54:40
谁能整个下载来造福论坛啊
(*^__^*) 嘻嘻……
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dentalfloss
2011-6-13 11:03:51
4# allenjiang
请跟进，后面会发上去的。
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