好久没来这个版块了。现在在上海一券商工作。我原以为在上海买书会很方便,像springer wiley pearson MC-graw-hill 这样顶尖的出版社的专业书籍很难买。本指望在 上海外文书店会有,里面的外文书都是很通俗的。上海图书馆到有我想看的书(淮海中路的那家),只不过那是参考外接的,需要交1000元押金和 上海居住证办理相关借阅手续。 当当网都卖的是中文的,我比较喜欢看英文的。亚马孙很全,可是太贵了。我这里到有很多英文版的电子书,springer wiley 都有,只不过上海打印太贵,一张要2毛。一般一本400页的专业书籍我得花80元。 请教各位网友,上海哪里有卖数量金融领域的专业书籍的(英文)? 小弟在此谢过啦。。。
不一一介绍了,列出来的都是经典,如果想在数量金融方面有所成就,这些觉得都应该看看,大家可以网上搜索下,一般比较有名的经济论坛都有下载的。
1. Futures, Options and other derivatives——John Hull
2.Option market——Rubinstein
3. Fundamentals of Futures and Options Markets——JOHN Hull
4. Risk Management and Financial Institutions——John Hull
5.Dynamic asset pricing theory——Duffie
6.Security markets: stochastic models——Duffie
7.methods of mathematical finance——Karatzas&Shreve
8.Brownian motion and stochastic calculus——Karatzas&Shreve
金融数学领域很著名的一本数学书籍
9.Martingales methods in financial modeling——Musiela&Rutkowski
鞅定价的经典书籍
10. Financial calculus for finance I&II——Shreve
11.Finite Difference Methods in Financial Engineering——Daniel J. Duffy
12.Implementing Models in Quantitative Finance: Methods and Cases——Fusai Roncoroni
13.Mathematical Models of Financial Derivatives——Kwok
14.PRINCIPLES
OF
FINANCIAL
ENGINEERING——Neftci
一般都比较熟悉hull的书,但是真的说有关金融工程思想的书,要属这本书了,把金融工程思想介绍得很详细
15. Introduction to Mathematical Finance——Pliska
16. Arbitrage theory in continuous time——by Tomas Bjork
17. Financial Calculus——Martin Baxter& Rennie
18.Stochastic differential equations——Oksendal*
19.Stochastic integration and differential equations——Protter
20.Modern Pricing of interest rate derivatives——Rebonato
21.Credit derivatives pricing models——Schonbucher
22. Copula methods in Finance——Umberto Cherubini.
23. Monte Carlo methods in fianncial engineering——Paul Glasserman
24. Monte Carlo in finance——Peter Jackel
25.Financial modelling with jump process——Rama Cont
26. Levy processes in finance——Wim shouten
27.continuous time finance——merton
Paul Wilmott on Quantitative Finance是本很好启蒙书,涉猎很广,而且非常非常详细,通俗易懂
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