感觉这两本书不错，发上来分享
金融数值分析：Numerical Methods for Finance, Johe A. D. Appleby and David C. Edelman and John J. H. Miller
A Benchmark of quantative finace，Eckhard Platen, David Heath, (Springer Press)
   Contents
Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . vii
List of Contributors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ix
About the Editors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xiii
Sponsors. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .xv
CHAPTER 1 Coherent Measures of Risk into Everyday
     Market Practice . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
     Carlo Acerbi
CHAPTER 2  Pricing High-Dimensional American Options
     Using Local Consistency Conditions . . . . . . . . . . . . . 13
     S.J. Berridge and J.M. Schumacher
CHAPTER 3  Adverse Interrisk Diversification Effects
    for FX Forwards . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
    Thomas Breuer and Martin Jandaˇcka
CHAPTER 4  Counterparty Risk Pricing under Correlation
    between Default and Interest Rates. . . . . . . . . . . . . . .63
    Damiano Brigo and Andrea Pallavicini
CHAPTER 5  Optimal Dynamic Asset Allocation for
    Defined Contribution Pension Plans . . . . . . . . . . . . . 83
    Andrew J.G. Cairns, David Blake, and Kevin Dowd
CHAPTER 6  On High-Performance Software Development
    for the Numerical Simulation of Life
    Insurance Policies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
     S. Corsaro, P.L. De Angelis, Z. Marino, and F. Perla
CHAPTER 7  An Efficient Numerical Method for Pricing
    Interest Rate Swaptions . . . . . . . . . . . . . . . . . . . . . . . . 113
    Mark Cummins and Bernard Murphy
CHAPTER 8  Empirical Testing of Local Cross Entropy as a
    Method for Recovering Asset’s Risk-Neutral
      PDF from Option Prices . . . . . . . . . . . . . . . . . . . . . . . 149
     Vladim´ır Dobi´aˇs
CHAPTER 9  Using Intraday Data to Forecast Daily
    Volatility: A Hybrid Approach. . . . . . . . . . . . . . . . . . 173
    David C. Edelman and Francesco Sandrini
CHAPTER 10  Pricing Credit from the Top Down with
     Affine Point Processes . . . . . . . . . . . . . . . . . . . . . . . . . 195
    Eymen    Errais, Kay Giesecke, and Lisa R. Goldberg
CHAPTER 11  Valuation of Performance-Dependent Options
     in a     Black–Scholes Framework . . . . . . . . . . . . . . . . . 203
     Thom     Thomas Gerstner, Markus Holtz, and Ralf Korn
CHAPTER 12  Variance Reduction through Multilevel
     Monte Carlo Path Calculations . . . . . . . . . . . . . . . . . 215
     Michale   B. Giles
CHAPTER 13  Value at Risk and Self-Similarity. . . . . . . . . . . . . . . .225
    Menkens
CHAPTER 14  Parameter Uncertainty in Kalman-Filter
    Esti  mation of the CIR Term-Structure Model . . . . 255
     Conall   O’Sullivan
CHAPTER 15  EDDIE for Discovering Arbitrage
     Opportunities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 281
     Edward Tsang, Sheri Markose, Alma Garcia, and Hakan Er