全网唯一(自己已经搜过, 没找到), 大摩高层推荐必读工具书, 有志于研究和实施衍生品数量算法的同学, 可以看看, 全书都是实用落地的. 自己做科研的时候收纳的一本权威工具书: The Mathematics of Derivatives: Tools for Designing Numerical Algorithms

Praise for The Mathematics of Derivatives
"The Mathematics of Derivatives provides a concise pedagogical discussion of both fundamental and very recent developments in mathematical finance, and is particularly well suited for readers with a science or engineering background. It is written from the point of view of a physicist focused on providing an understanding of the methodology and the assumptions behind derivative pricing. Navin has a unique and elegant viewpoint, and will help mathematically sophisticated readers rapidly get up to speed in the latest Wall Street financial innovations."
—David Montano, Managing Director JPMorgan Securities

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