书单:随机金融经典教材专著（附带引用次数按出版年限排序不断补充）

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收藏 2013-07-17

按照出版年限排序1991-2013出版
学习路径：—>实分析与概率论—>随机过程—>随机微积分与随机变分—>随机金融
引用次数每天都会变化，这里的引用次数是发帖时google学术统计的，点击引用次数可以参看引用的文献
随机金融
Karatzas,Shreve,Brownian motion and stochastic calculus,1991 (被引用次数：8131)
Karatzas,Shreve,Methods of mathematical finance,1998 （被引用次数：2110）
Mikosch,Elementary Stochastic Calculus With Finance in View,1988 (被引用次数：289)
Shiryaev,Essentials of Stochastic Finance,2000 （被引用次数：857）
一共几十本，剩下的回复可见

本帖隐藏的内容

Steele,Stochastic Calculus and Financial Applications,2001 (被引用次数：385)
Boyarchenko,Non-Gaussian Merton-Black-Scholes Theory 2002 （被引用次数：260）
Cont, Financial Modelling with Jump Processes 2003 （被引用次数：2291）

Schoutens,Levy Processes in Finance Pricing Financial Derivatives.2003 （被引用次数：820）

Shreve,Stochastic calculus for finance I: The binomial asset pricing model,2004 (被引用次数：1172)
Shreve,Stochastic Calculus for Finance II, Continuous Time Models,2004 (被引用次数：1172)
Benth,Option theory with stochastic analysis: an introduction to mathematical finance,2004 (被引用次数：49)
Elliott,Mathematics of Financial Markets Second Edition,2005 （被引用次数：472）
Malliavin,Stochastic calculus of variations in mathematical finance,2006 (被引用次数：135)

Kyprianou，Exotic Option Pricing and Advanced Levy Models ,2006，（被引用次数：57）

史树中金融学中的数学 2006
Lin,Introductory Stochastic Analysis for Finance and Insurance,2006 (被引用次数：13)
Sondermann,Introduction to Stochastic Calculus for Finance: A New Didactic Approach,2006 (被引用次数：24The text is also useful for mathematicians interested in the methods of modern mathematical finance without prior knowledge of advanced stochastic analysis)
Lamberton,Introduction to stochastic calculus applied to finance,2008 (被引用次数：904)
Kwok,Mathematical Models of Financial Derivatives Second Edition,2008 (被引用次数：589)
Nunno,Malliavin Calculus for Levy Processes with Applications to Finance 2009 (被引用次数：154 讲Malliavin Calculus 比较简单的书)

Cherubini,Fourier Transform Methods in Finance,2010 (被引用次数：14 ）
Kennedy,Stochastic Financial Models ,2010 (被引用次数：9)

Rachev,. Financial Models with Lévy Processes and Volatility Clustering ,2011 （被引用次数：25）
Ross,An Elementary introduction to Mathematical Finance 3ed ,2011 （被引用次数：115）
Fllmer,Stochastic Finance An Introduction in Discrete Time 3ed,2011 (被引用次数：1235)
Capinski,Mathematics for Finance An Introduction to Financial Engineering 2011 2ed (被引用次数：112 仅仅需要高数和概率统计知识适合非数学专业)
Večeř ,Stochastic Finance: A Numeraire Approach ,2011 (被引用次数：7)

Platen,Numerical Solution Of Stochastic Differential Equations With Jumps In Finance,2011 （被引用次数：46）
严加安金融数学引论 2012
Capiński, Stochastic Calculus for Finance ,2012

Miyahara ，Option Pricing in Incomplete Markets Modeling Based on Geometric Lévy Processes and Minimal Entropy Martingale Measures ，2012
Janssen, Mathematical Finance: Deterministic and Stochastic Models,2013 (被引用次数：14)
McCauley,Stochastic Calculus and Differential Equations for Physics and Finance,2013
Kijima,Stochastic Processes with Applications to Finance,2013 (被引用次数：106)
Lukasz Delong ,Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps ,2013

Crépey,Financial Modeling A Backward Stochastic Differential Equations Perspective,2013

如果还漏了哪些和随机分析（随机微积分与随机变分）有关的金融的书，请回复补充。