<p></p><p>很多书都是很难找到的，文件是分开的，大家自己选择下载：），更新中。。。重新上传了部分文件，如果大家打不开压缩包请告诉我编号</p><p>1. Friedman Avner_Stochastic Differential Equations and Applications vol 1</p><p>2. Friedman Avner_Stochastic Differential Equations and Applications vol 2<br/></p><p><span class="Apple-tab-span" style="white-space: pre; "> </span>1和2算是比较基础的</p><p>3. Lamberton D., Lapeyre B._introduction to stochastic calculus applied to finance</p><p>4. Michael Harrison, Patrick Waldron_Mathematical Economics and Finance_1998<br/></p><p>5. Oksendal B._Stochastic differential equations_an introduction with applications_2003<br/></p><p><span class="Apple-tab-span" style="white-space: pre; "> </span>这个需要比较深的数学功底，作者从ito integral讲起，非常完整地叙述了相关理论</p><p>6. Williams D._Probability with martingales_Cambridge, 1991(L)(133s)<br/></p><p><span class="Apple-tab-span" style="white-space: pre; "> </span>这个书比较难找，是学金融数学必备的，至少我LSE的导师是这样说的</p><p>7. Durrett Richard_Stochastic Calculus_a practical introduction_1996<br/></p><p>8. Norris J.R._Markov Chains_Cambridge 1997, CSSPM 02 (600dpi)<br/></p><p><span class="Apple-tab-span" style="white-space: pre; "> </span>这本是剑桥统计系列丛书，难度中等偏难</p><p>9. Paul Wilmott_Introduces Quantative Finance<br/></p><p><span class="Apple-tab-span" style="white-space: pre; "> </span>最基础的入门书</p><p>10. Chan N.H._Time Series Applications to Finance_2002</p><p><span class="Apple-tab-span" style="white-space: pre; "> </span>统计相关的应用<br/></p><p>11. Kailath T., Sayed A.H., Hassibi.B._Linear_Estimation_2000</p><p><span class="Apple-tab-span" style="white-space: pre; "> </span>其中的Kalman filter在金融数学中有很多应用<br/></p><p><br/></p><p></p><p>1. <span class="Apple-tab-span" style="white-space: pre; ">  </span>2. </p><p>3. <span class="Apple-tab-span" style="white-space: pre; ">  </span>4. </p><p>5. <span class="Apple-tab-span" style="white-space: pre; ">  </span>6. </p><p>7. <span class="Apple-tab-span" style="white-space: pre; ">  </span>8. </p><p>9. <span class="Apple-tab-span" style="white-space: pre; ">  </span>10. <span class="Apple-tab-span" style="white-space: pre; "><span class="Apple-style-span" style="white-space: normal; "><span class="Apple-tab-span" style="white-space: pre; "></span></span></span></p><p><span class="Apple-tab-span" style="white-space: pre; "><span class="Apple-style-span" style="white-space: normal; ">11. <span class="Apple-tab-span" style="white-space: pre; "><span class="Apple-style-span" style="white-space: normal; "><span class="Apple-tab-span" style="white-space: pre; ">  </span>12. <span class="Apple-tab-span" style="white-space: pre; "> </span></span></span></span></span></p><p></p><p></p><br/>

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