这是一个好玩的贴，我看到经管之家的论坛里散落着CRC 金融数学系列的ebook。大家可以踊跃接力，在楼下将各个经典Ebook 的链接贴在这里，这里就会变成一个权威的、统一的CRC金融数学学习贴了。

Chapman andHall/CRC Financial Mathematics Series

About the Series

The field offinancial mathematics forms an ever-expanding slice of the financial sector.This series aims to capture new developments and summarize what is known overthe whole spectrum of this field. It will include a broad range of textbooks,reference works, and handbooks that are meant to appeal to both academics andpractitioners. The inclusion of numerical code and concrete real-world examplesis highly encouraged.（34 Textbooks, 2016/05/01）

Olivier Gueant
April 01, 2016

This book is amongthe first to present the mathematical models most commonly used to solveoptimal execution problems and market making problems in finance. The FinancialMathematics of Market Liquidity: From Optimal Execution to Market Makingpresents a general modeling framework for optimal...

StochasticVolatility Modeling

Lorenzo Bergomi
January 05, 2016

Packed withinsights, Lorenzo Bergomi’s Stochastic Volatility Modeling explains howstochastic volatility is used to address issues arising in the modeling ofderivatives, including: Which trading issues do we tackle with stochasticvolatility? How do we design models and assess their relevance...

Commodities

M. A. H. Dempster,Ke Tang
November 18, 2015

Since a majorsource of income for many countries comes from exporting commodities, pricediscovery and information transmission between commodity futures markets arekey issues for continued economic development.This book covers the fundamentaltheory of and derivatives pricing for major commodity...

CounterpartyRisk and Funding: A Tale of Two Puzzles

Stéphane Crépey,Tomasz R. Bielecki, Damiano Brigo
June 23, 2014

Solve the DVA/FVAOverlap Issue and Effectively Manage Portfolio Credit Risk Counterparty Riskand Funding: A Tale of Two Puzzles explains how to study risk embedded infinancial transactions between the bank and its counterparty. The authorsprovide an analytical basis for the quantitative...

FinancialMathematics: A Comprehensive Treatment

GiuseppeCampolieti, Roman N. Makarov
March 12, 2014

Versatile forSeveral Interrelated Courses at the Undergraduate and Graduate Levels FinancialMathematics: A Comprehensive Treatment provides a unified, self-containedaccount of the main theory and application of methods behind modern-dayfinancial mathematics. Tested and refined through years of...

StochasticFinance: An Introduction with Market Examples

Nicolas Privault
December 20, 2013

Stochastic Finance:An Introduction with Market Examples presents an introduction to pricing andhedging in discrete and continuous time financial models without friction,emphasizing the complementarity of analytical and probabilistic methods. Itdemonstrates both the power and limitations of...

Nonlinear OptionPricing

Julien Guyon,Pierre Henry-Labordere
December 19, 2013

New Tools to SolveYour Option Pricing Problems For nonlinear PDEs encountered in quantitativefinance, advanced probabilistic methods are needed to address dimensionalityissues. Written by two leaders in quantitative research—including Riskmagazine’s 2013 Quant of the Year—Nonlinear Option...