这个是Stanford的一门STAT237 的课，所有的课程资料，大家可以体会一下上课都讲点什么

In this course, we rst focus on investment portfolios,asset returns, their volatilities, and measure of market risk. We introduce
to Markowitzs portfolio theory and various pricing models including capital asset pricing model. Then we cover option pricing, geometric random walk and Brownian motion as models of risky assets, self-nancing replicating portfolios, Black-Scholes pricing of European options, implied volatility and the Greeks. We also address valuation of American options in discrete time and numerical methods for pricing nancial derivatives.

Text Books
1.Statistical Models and Methods for Financial Marketsby Lai and Xing
(chapters 3 and 8)
2.Arbitrage Theory in Continuous Timeby Bjork（论坛里有，可以搜一下，我这无法上传)
3.Options, Futures and Other Derivativesby Hull (论坛里有，可以搜一下，我这无法上传)