Ross S.M. (1996). Stochastic Processes, 2nd Edition. New York: John Wiley & Sons.
Embrechts P., Kluppelberg C. and Mikosch T. (1997). Modelling Extremal Events. Berlin: Springer.
Trevor H, Robert T, and Jerome F (2010). The Elements of Statistical Learning, 2nd Edition. Springer Series in Statistics.
货币理论:
经典教材有,Carl Walsh的Monetary Theory and Policy,以及Michael Woodford的Interest and Prices,这两本分别是中高级的货币理论经典之作。当然,Handbook of Monetary卷1到卷3也是非常重要的参考资料,尤其是卷3A,是目前比较新的货币理论集合。