[1] Heard on the Street: Quantitative Questions from Wall Street Job

Interviews by Timothy Falcon Crack

Excellent book containing hundreds of solved sample problems from Wall Street interviews. Useful appendices review important finance concepts.

[2] Options, Futures, and Other Derivatives by John C. Hull

The finance bible, required reading for all Wall Street jobs.

[3] Numerical Analysis by Lee W. Johnson and R. Dean Riess

This book is out of print but any other introductory numerical analysis book should do.

[4] The Princeton Review: Cracking the GRE: Math by Steven A. Leduc

Concise review of undergraduate mathematics; should be able to answer questions on this material on the spot.

[5] Introduction to the Mathematics of Financial Derivatives by Salih N. Neftci

More mathematically sound than Hull's book [2], though it covers less material.

[6] Stochastic Differential Equations: An Introduction with

Applications by Bernt K. Oksendal

An excellent introduction to stochastic calculus, required knowledge for most quantitative jobs.

本人从yale的网上找来得，都是好书，1，2，5我觉得实必看的，在驴上都能找到，限于我的网速太慢，不能上传，见谅

[此贴子已经被作者于2008-1-15 16:14:54编辑过]