数量金融和风险管理：物理学家的方法


作者：Jan W. Dash


World Scientific Pub., 2004年1月1日 - 781 页


Written by a physicist with over 15 years of experience as a quant on Wall Street, this book treats a wide variety of topics. Presenting the theory and practice of quantitative finance and risk, it delves into the "how to" and "what it's like" aspects not covered in textbooks or research papers. Both standard and new results are presented. A "Technical Index" indicates the mathematical level--from zero to PhD mathematical background--for each section. The finance aspect in each section is self-contained. Real-life comments on "life as a quant" are included. The writing style is informal. This book is targeted at scientists and engineers desiring to learn quantitative finance, as well as quantitative analysts and finance graduate students.


下面另附两个文件：

[英文原版]《金融工程和计算：原则、数学和算法》，作者吕育道
Yuh-Dauh Lyuu - Financial Enginneering & Computation: Principles, Mathematics & Algorithms
详细介绍见：https://bbs.pinggu.org/thread-2634950-1-1.html


Li和Tang写的关于固定收益市场交易的著作
Li, Bin & Tang, Yi -Quantitative Analysis, Derivatives Modelling and Trading Strategies
World Scientific于2007年出版
Yi Tang就职于高盛，Bin Li就职于Westport Financial, LLC