恩``我是大三的学生, 专业是管理方面的, 今年突然想学点金融的东西, 鬼使神差的报了个数学金融课,  谁知上了一学期, 听的云里雾里. 学校发的讲义很多都看不懂, 眼看快考试了, 实在没办法, 特来向各位同学求几本书看看, 大家给我推荐几本能懂的, 谢谢

恩, 我新来的, 钱不多, 哪位给我介绍提供几本好书, 我把仅有的十来块钱都转给你吧  .     

这是我们的课程内容:
1. The Markowitz mean-variance portfolio theory.
2. Capital Asset Pricing Model (CAPM).
3. Factor models: the Ross-Huberman arbitrage pricing theory (APT).
4. One-period and multiperiod discrete-time models of securities markets.
5. Hedging strategies and pricing by no-arbitrage.
6. Fundamental Theorem of Asset Pricing.
7. Pricing European and American options in binomial models.
8. The Black-Scholes formula (via binomial approximation).
9. Log-optimal investments and the Kelly rule.
10. Incomplete markets: Radner's equilibrium.

这是几道题型
Question 1. (a) In the framework of the one-period model, de…ne
the following notions: a contingent portfolio h1; a trading strategy H; the
initial and terminal values V H
0 and V H
1 of the trading strategy H; the net
present value V H of the trading strategy H; a self-…nancing trading strategy.
Show that for a self-…nancing trading strategy H = (h0; h1) with the initial
portfolio h0 = (h0
0 ; h1
0 ) and terminal portfolio h1 = (h0
1 ; h1
1) the following
formula holds
V H = (
S1
1 + r 􀀀 S0)h1
0 : (1)
Comment on the …nancial meaning of this formula.
(b) De…ne the notion of an arbitrage opportunity in the market under
consideration. Formulate the no-arbitrage hypothesis (NA) and its equiva-
lent version (NA1) stated in terms of the net present value (see Lecture 11,
Proposition 1). Show that in the model at hand, an arbitrage opportunity
does not exist if and only if the di¤erence
G(!) =
S1(!)
1 + r 􀀀 S0 (2)
is identically zero or it changes its sign: it is strictly positive for some ! and
strictly negative for some other !. Give a …nancial interpretation of formula
(2) de…ning G(!).
(c) In the framework of the model under consideration, de…ne the notions
of a contingent claim and of a derivative security. What contingent claims
are called hedgeable? What markets are called complete? Formulate the
no-arbitrage pricing principle. Under what fundamental assumption and to
what contingent claims is it applicable?
-----------------------------------

Question 1. For the Markowitz model of a market of risky assets, consider
the following portfolio selection problem:
(M) Minimize the variance V arRx of the return Rx on the portfolio x =
(x1; :::; xN) under the constraints
ERx  ; (1)
X
xi = 1; (2)
where  is some given level of the expected return.
Let Assumptions 1 and 2 (see Lectures 1-2) hold.
(a) Show the following:
(i) If  is greater than the expected return on the minimum variance portfolio
xMIN, then the solution to problem (M) is the portfolio
x() = g + h; (3)
where
g =
1
D
[BWe 􀀀 AWm]; (4)
h =
1
D
[C Wm 􀀀 AWe]: (5)
(ii) If  is not greater than the expected return on the minimum variance
portfolio xMIN, then xMIN is the solution to (M).
According to the notation introduced in the lectures, m is the vector of the
expected returns, W = V 􀀀1 is the inverse of the covariance matrix V , and
A = he;Wmi; B = hm;Wmi;
C = he;Wei; D = BC 􀀀 A2:
(b) Show that g is a normalized portfolio and h is a self-…nancing portfolio.
(c) Compute the variance of the return on the optimal portfolio in problem
(M).
Hint: To derive the formula for the solution to problem (M) use the formula
for the solution to problem (M ) derived in the lectures.
Question 2. Consider the Markowitz model in the special case of three risky
assets (N = 3). Assume that the returns on the three assets are uncorrelated,
each has variance 1, and the mean values are 1, 2, and 3, respectively. Find
solutions to the portfolio selection problems (M) and (M ) for each  and
  0. Write the equations for the e¢ cient frontier in the 2
x 􀀀 mx plane and
in the x 􀀀 mx plane; draw the corresponding diagrams.




晕, 题目拷过来乱码了, 我附几个题目吧,  各位好心的帮帮忙, 谢谢了