<P style="TEXT-ALIGN: left; MARGIN: 0cm 0cm 0pt; mso-margin-top-alt: auto; mso-margin-bottom-alt: auto; mso-pagination: widow-orphan" class=MsoNormal align=left><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #0070c0; mso-bidi-font-size: 10.5pt; mso-ascii-font-family: Arial; mso-hansi-font-family: Arial; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">【转贴】与金融有关的数学推荐书单</SPAN></B></P>
<P style="TEXT-ALIGN: left; MARGIN: 0cm 0cm 0pt; mso-margin-top-alt: auto; mso-margin-bottom-alt: auto; mso-pagination: widow-orphan" class=MsoNormal align=left><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #0070c0; mso-bidi-font-size: 10.5pt; mso-ascii-font-family: Arial; mso-hansi-font-family: Arial; mso-bidi-font-family: Arial; mso-font-kerning: 0pt"></SPAN></B><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; COLOR: #0070c0; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>
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<P style="TEXT-ALIGN: left; MARGIN: 0cm 0cm 0pt; mso-pagination: widow-orphan" class=MsoNormal align=left><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>1. Futures, Options and other derivatives--by John Hull</SPAN></B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>.<BR></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：这本书不用多说了，买就是了。不管是找工作还是</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>senior quant</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">都会用到。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR>John Hull </SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">也是非常厉害的，各个方面都有开创性的成果。现在</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>Toronto Uni.<BR><BR></SPAN><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>2. Arbitrage theory in continuous time--by Tomas Bjork</SPAN></B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：这本书非常适合数学</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>/</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">物理背景的人读，注重数学理论的培养。本来我觉得也没什么，但是被公司老板大加赞扬后就改变看法了。。。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>Bjork</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">现在瑞典</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>SSE</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR></SPAN><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>3. Financial Calculus--Martin Baxter&amp; Rennie</SPAN></B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐：</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">非常薄但是</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>elegant</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">的一本书，</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>1996</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">年，算是比较早了，但是和</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>Hull</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">的那本书齐名。也是聪聪的</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>first book</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">。作者</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>1</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">现在野村证券伦敦（</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>nomura)</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">，作者</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>2</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">在美林伦敦</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>(ml)</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">，都是</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>fixed income</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR><BR></SPAN><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>4.Financial calculus for finance II--Shreve</SPAN></B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐：</SPAN></B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>Shreve</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">的新书，非常</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>elegant</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">，</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">非常仔细，非常数学完备，适合数学背景，</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">但是比较厚，对于入门来说还是</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>3</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">好。作者现在</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>CMU</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">纽约。教授。顶尖人物。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR></SPAN><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>4.5 Martingale methods in Financial modelling--Musiela &amp; Rutkovski</SPAN></B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：也很好的，作者现在</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>BNP(</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">巴黎银行）和华沙理工？都是顶尖人物。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR></SPAN><B><SPAN style="FONT-FAMILY: 宋体; COLOR: #f70909; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">数学背景</SPAN></B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR></SPAN><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>5. Brownian motion and stochastic calculus--Shreve&amp; Karasatz</SPAN></B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：如果想在这一行发</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>paper</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">或者搞研究的话，或者读</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>phd, </SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">这是必须的。但是书比较难，要有心理准备。作者</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>2</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">是哥大教授。他们俩还有一本书我正在读，</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>1998</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">年写的，但是很难，不推荐。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR></SPAN><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>6.Stochastic differential equations</SPAN></B><B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：</SPAN></B><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>....--Oksendal</SPAN></B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：如果你觉得</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>5</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">比较难，就读这一本，会少很多东西，但是更实用！作者在挪威什么学校。。。忘记了。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR></SPAN><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>7.Stochastic integration and differential equations--Protter</SPAN></B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：如果觉得</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>5</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">比较不难，就读这一本。我的导师的入门书。。。作者原来在普渡，现在康纳尔。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR></SPAN><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>8.Numerical analysis---</SPAN></B><B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">任何作者</SPAN></B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：当然作为</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>Phd</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">学生，葱葱还拥有</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US> Mathematics of Arbitrage &amp; Malliavin calculus </SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">等一些</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US> advanced </SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">书籍，我就不推荐了，因为对绝大多数人来说（包括我自己。。。）都太难了。。。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR></SPAN><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; COLOR: red; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>Junior quant</SPAN></B><B><SPAN style="FONT-FAMILY: 宋体; COLOR: red; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：</SPAN></B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR></SPAN><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>9.Concepts and practice of Mathematical Finance--Mark Joshi</SPAN></B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：非常适合刚入行的</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>quant</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">，对于学生不推荐。非常实用，作者非常聪明。写书的时候在</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US> RBS</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">伦敦。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR></SPAN><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>10. C++ design patterns and derivatives pricing--Mark Joshi</SPAN></B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：对于懂得</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>C++</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">基础的人来说很重要，更重要的是教你学会</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>Monte Carlo</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR><BR></SPAN><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>11. Modeling derivatives in C++ --Justin London</SPAN></B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：其实这一本就够了，各种</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>model</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">如何编程都有写，虽然这些</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>model</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">比较老呵呵。最实用的一本书！！作者现在</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">美国</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">，具体干什么不清楚，拿了无数个学位。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR><BR></SPAN><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; COLOR: #f73809; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>Senior quant </SPAN></B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR></SPAN><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>12&amp;13&amp;14: Effective C++/More effective C++/effective STL--Scott Meyer</SPAN></B><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR></SPAN></B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>C++</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">太重要了！我现在最愁的就是我的编程了！作者在美国，</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>C++</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">的顶尖人物。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR></SPAN><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>15. Numerical recipes in C++--William, Saul</SPAN></B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：计算方法，非常重要的一本书！作者都在美国各个实验室？</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR></SPAN><B><SPAN style="FONT-FAMILY: 宋体; COLOR: red; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">各个专门方面：</SPAN></B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR></SPAN><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; COLOR: red; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>Interest rate</SPAN></B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR></SPAN><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>16.Interest rate models and practice --Mecurio&amp; Fabio</SPAN></B><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR></SPAN></B><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>rates</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">非常好的一本书，适合</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>quant</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">读，比较数学。作者都在</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>Banc IMI</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">，意大利的一家</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>bank</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR><BR></SPAN><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>17.Modern Pricing of interest rate derivatives--Rebonato</SPAN></B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：当当当当！我的偶像登场了！这本书我现在看，主要是</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>Libor market model</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">，作者在</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>RBS</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">伦敦，顶尖人物。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">再次说一遍，我是他的</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>fans!<BR><BR><BR><BR></SPAN><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; COLOR: red; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>equity</SPAN></B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR></SPAN><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>18&amp;19: Option pricing formulas / Exotic options--Haug/Zhang</SPAN></B><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR></SPAN></B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：没看过，也就不说了。（</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>shy</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">。。。）作者都在纽约</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR></SPAN><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; COLOR: red; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>creidt</SPAN></B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR></SPAN><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>20</SPAN></B><B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：</SPAN></B><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US> Credit risk--Lando</SPAN></B><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR></SPAN></B><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：作者在丹麦一家商学院，我是买的这一本。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR></SPAN><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>21</SPAN></B><B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：</SPAN></B><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US> Credit derivatives pricing models--Schonbucher</SPAN></B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：作者是传奇人物！非常年轻非常厉害，现在</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>ETH-Zurich</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">，</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>ETH</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">有很多顶尖专家。。。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR><BR></SPAN><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; COLOR: red; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>stochastic volatility</SPAN></B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR><B style="mso-bidi-font-weight: normal">22. Option valuation in stochastic vol--Alan lewis<BR></B></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：非常厉害的一本书！也很难，适合物理背景。作者在加州</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR><BR><B style="mso-bidi-font-weight: normal">23.Volatility and correlation : the perfect hedger and the fox --Rebonato<BR></B></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：正在看，比较偏向</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>rates</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">，</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">我的偶像的书当然要捧啦</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR><BR><B style="mso-bidi-font-weight: normal">24. Stochastic implied vol--</B></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-ascii-font-family: Arial; mso-hansi-font-family: Arial; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">忘记作者了</SPAN></B><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR></SPAN></B><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：买了，但是觉得不值</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>-</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">。。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR></SPAN><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; COLOR: red; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>FX<BR></SPAN></B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><B style="mso-bidi-font-weight: normal">25.Mathematical methods for foreign exchange--Alex Lipton<BR></B></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：很详细的一本书，</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>quant</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">必读，作者在纽约</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US> Citigroup?<BR><BR><BR><BR></SPAN><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; COLOR: red; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>Credit risk<BR></SPAN></B><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>26. Copula methods in Finance --Umberto Cherubini.<BR></SPAN></B><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐：</SPAN></B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US> Copula </SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">是用来求联合分布的，其实用一般理论也能求，但是</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>copula</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">直观很多，简化很多，据说最初提出人之一是个中国人，</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US> David Li,</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">现在</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US> Citigroup </SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">还是</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US> BarCap </SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">忘记了。这里要提一下</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US> Barclay Capital</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">，成立才没几年，现在很多方面都是世界顶尖的了，连去年的</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US> quant of the year </SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">都是他家的。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR><BR></SPAN><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; COLOR: red; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>Numerical Methods;<BR></SPAN></B><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>27. Monte Carlo methods in fianncial engineering.-- Paul Glasserman<BR></SPAN></B><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：作者在纽约哥大，算是顶尖人物之一了，最近在研究</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>Levy process</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">。这本书很好，但由于是</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>academic </SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">写的，有点太学术了。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>quant</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">一般会买另外一本书</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>-----<BR><BR><BR><B style="mso-bidi-font-weight: normal">28. Monte Carlo in finance.--Peter Jackel<BR></B></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：作者原来在</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>RBS </SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">伦敦，现在在</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>ABN Amro</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">伦敦。这本书太实用了！用</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>MC</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">的都应该有一本。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR><BR><B style="mso-bidi-font-weight: normal">29.Financial Engineering with Finite Element--</B></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-ascii-font-family: Arial; mso-hansi-font-family: Arial; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">作者忘记了</SPAN></B><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR></SPAN></B><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：这本书是用有限元方法，其实和</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US> finite diferece </SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">很像，书里面自称会更好。当初头脑发热买了一本，之后没看过。。。。罪过啊罪过！作者现在在德国。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR><BR></SPAN><B><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; COLOR: red; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>Financial Markets<BR></SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">以下这些书呢，是我每天睡觉前看的。。。。（什么？你们怎么也知道</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US> Penthouse</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">？？难道被发现了？。。。其实</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US> Penthouse</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">这样的杂志只买过一本，好贵啊，之后就没买了。。。）</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR><B style="mso-bidi-font-weight: normal">30.Dynamic Hedging-- Nassim |Taleb<BR></B></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：作者是很有</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">经验</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">的</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>quant trader</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">，现在纽约，同时在麻省教书。是我现在精读的一本书，因为比较不数学，所以放在睡觉之前看，非常实用，但毕竟是给</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>trader</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">看的，太过实用了。。。。大家不要急着买！第二版就快出来了。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR><BR><B style="mso-bidi-font-weight: normal">31.Fooled by randomness--Nassim Taleb<BR></B></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：看过这本书就知道如何用</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>random</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">的眼光看这个世界了。。。。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR><BR><B style="mso-bidi-font-weight: normal">32. Misbehaviour of financial markets-- Mandebrot<BR></B></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐：</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">作者是研究数学经济的得过</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>Wolf</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">奖的超级数学家！现在耶鲁。对金融市场有特别的看法。这本书一定要看啊！</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR><BR><BR><B style="mso-bidi-font-weight: normal">33. Liar''s poker--Lewis</B></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-ascii-font-family: Arial; mso-hansi-font-family: Arial; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">（电子版）</SPAN></B><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR></SPAN></B><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：讲以前</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>Solomon brothers</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">的</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>Arb team</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">的，当时是世界最厉害的</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US> quant trader</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">。这本书搞</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>trading</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">的人都会看。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR><BR><B style="mso-bidi-font-weight: normal">34&amp;35. Market wizards I II---Schwager<BR></B></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：教你怎么做</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>trader</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">，这些是老一代</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US> trader</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">了，现在科技发展了，更加依靠</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>Model</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">了，但是好的</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>trader</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">会有共同点的！</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR><B style="mso-bidi-font-weight: normal">36</B></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">。</SPAN></B><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>stochastic volatility--Nielsen?</SPAN></B><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt" lang=EN-US><BR></SPAN></B><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：这是一个论文集，关于</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>stochastic vol</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">的研究很多论文收入在内，但是买来之后觉得很亏！因为都是</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>econometrics</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">背景的论文，和我的研究并不怎么相关。大家不要买。。。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR><BR><B style="mso-bidi-font-weight: normal"><SPAN style="COLOR: red">Levy process<BR></SPAN>37</B></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-ascii-font-family: Arial; mso-hansi-font-family: Arial; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">。</SPAN></B><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>Financial modelling with jump process---Rama Cont<BR></SPAN></B><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐：</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">作者是巴黎高科（</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>Ecole polytechnique)</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">的教授，这个学校的学生。。。。。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>donimate</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">伦敦金融城</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>quant</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">领域！如果你要找</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>quant</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">职位，练好法语先。。。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">法国人的金融数学绝对最厉害，不仅仅金融数学起源于法国，现在一些最新的数学研究都是一群法国数学家在做。这本书非常好，数学绝对全面，也够深入，太喜欢了。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">这里得要提一下法国的银行，</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>BNP</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">（巴黎银行），</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US> SG</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">（兴业银行），</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>Calyon</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">（农业信贷银行）都是市场的佼佼者。特别是前两个，在衍生品领域领先其他</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>bank</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">，不要提</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>GS</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">，</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>ML</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">，</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>MS</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">，在</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>derivatives</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">研究方面，</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>SG</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">的</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>equity</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">，</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US> BNP</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">的</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>fixed income</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">领先他们很多。如果你听说一个</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US> equity deri. quant </SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">来自</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>SG, </SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">他肯定经常受到猎头骚扰。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR><BR><B style="mso-bidi-font-weight: normal">38</B></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-ascii-font-family: Arial; mso-hansi-font-family: Arial; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">。</SPAN></B><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US> Levy processes in finance--Wim shouten<BR></SPAN></B><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">：作者是比利时鲁汶</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">大学</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">的数学教授，最近很红，因为</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US> Levy process</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">很火。这本书很贵，只有</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>193</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">页，没怎么看过，因为我还舍不得买。。。。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR><B style="mso-bidi-font-weight: normal"><SPAN style="COLOR: red">general<BR></SPAN>39</B></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">。</SPAN></B><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>My life as a quant---E.Derman<BR></SPAN></B><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐：</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">作者是第一代</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>quant</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">，以前是</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>GS</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">的</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>quant </SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">研究部门</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>head</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">，现在哥大。是</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>stochastic vol</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">领域顶尖人物。其实也是很多其他领域顶尖人物。书不错，但也不是那么好。主要还是作为一个物理学家的角度来写。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR><BR><B style="mso-bidi-font-weight: normal">40 &amp; 41</B></SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-ascii-font-family: Arial; mso-hansi-font-family: Arial; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">。</SPAN></B><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>Infectious greed &amp; FIASCO--Frank Partnoy<BR></SPAN></B><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; COLOR: #ffc000; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">聪聪推荐：</SPAN></B><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">作者最初在</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US> First Boston</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">，后来在</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>Morgan Stanley</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">做衍生品的</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>sales</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">。书里讲了很多衍生品市场如何骗客户，如何赚取</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>dirty money</SPAN><SPAN style="FONT-FAMILY: 宋体; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">的事情。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR><BR></SPAN><SPAN style="FONT-FAMILY: 宋体; COLOR: #00b050; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">另外需要补充的是：</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; COLOR: #00b050; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>Paul Wilmott on Quantitative Finance I II </SPAN><SPAN style="FONT-FAMILY: 宋体; COLOR: #00b050; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">个人感觉这也是本很好启蒙书，涉猎很广，而且非常非常详细，通俗易懂，也很适合数学背景，总之老少皆宜，可难可易。当年</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; COLOR: #00b050; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>cac</SPAN><SPAN style="FONT-FAMILY: 宋体; COLOR: #00b050; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">刚投身金融数学，其老板对他说：如果你看完这两本书，你就和我水平一样了。所以可见一斑。</SPAN><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; COLOR: #00b050; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US><BR></SPAN><SPAN style="FONT-FAMILY: 宋体; COLOR: #00b050; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">最后说一句，如果一开始就目的明确的学习金融数学，又有前辈们指导的话，自然是最好不过，少走很多弯路。但是像我这种半路出家，专业完全不相关的</SPAN><SPAN style="FONT-FAMILY: 宋体; COLOR: #00b050; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">朋友</SPAN><SPAN style="FONT-FAMILY: 宋体; COLOR: #00b050; mso-bidi-font-size: 10.5pt; mso-bidi-font-family: Arial; mso-font-kerning: 0pt">们也不用灰心。只要目标坚定了，日积月累的总会有回报的。：）</SPAN><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 'Arial','sans-serif'; COLOR: #00b050; mso-bidi-font-size: 10.5pt; mso-font-kerning: 0pt; mso-fareast-font-family: 宋体" lang=EN-US>
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<P align=right><FONT color=#000066>[此贴子已经被作者于2008-4-17 23:01:01编辑过]</FONT></P>