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Bingham N.H. and Kiesel R., Risk-Neutral Valuation: Pricing and Hedging of Financial
Derivatives (1998, 2nd ed. 2004)
开始学习，因为这本书内容介于数学工作者与实际金融工作者之间。
请问还有谁对Springer Finance丛书中某一本有浓厚兴趣？
Ammann M., Credit Risk Valuation: Methods, Models, and Application (2001)
清华有中译本
Back K., A Course in Derivative Securities: Introduction to Theory and Computation (2005)
世界图书出版公司已出影印版
Barucci E., Financial Markets Theory. Equilibrium, Efficiency and Information (2003)
上海财大出过中译本。
Bielecki T.R. and Rutkowski M., Credit Risk: Modeling, Valuation and Hedging (2002)
Bingham N.H. and Kiesel R., Risk-Neutral Valuation: Pricing and Hedging of Financial
Derivatives (1998, 2nd ed. 2004)
世界图书出版公司已出影印版
Brigo D. and Mercurio F.,Interest Rate Models -Theory and Practice: With Smile, Inflation and Credit，
(2001, 2nd ed. 2006)
世界图书出版公司已出影印版
Buff R., Uncertain Volatility Models – Theory and Application (2002)
Carmona R.A. and Tehranchi M.R., Interest Rate Models: An Infinite Dimensional Stochastic
Analysis Perspective (2006)
Dana R.-A. and Jeanblanc M., Financial Markets in Continuous Time (2003)
Deboeck G. and Kohonen T. (Editors), Visual Explorations in Finance with Self-Organizing
Maps (1998)
Delbaen F. and Schachermayer W., The Mathematics of Arbitrage (2005)
世界图书出版公司已出影印版
Elliott R.J. and Kopp P.E., Mathematics of Financial Markets (1999, 2nd ed. 2005)
世界图书出版公司已出影印版
Fengler M.R., Semiparametric Modeling of Implied Volatility (2005)
Filipovi′c D., Term-Structure Models (2009)
Fusai G. and Roncoroni A., Implementing Models in Quantitative Finance (2008)
Geman H., Madan D., Pliska S.R. and Vorst T. (Editors), Mathematical Finance – Bachelier
Congress 2000 (2001)
Gundlach M. and Lehrbass F. (Editors), CreditRisk+ in the Banking Industry (2004)
Jaksa, Cvitanic , Zhang, Jianfeng,
Contract Theory in Continuous-Time Models
Series: Springer Finance,
Springer, 1st Edition., July 2012,
ISBN 978-3-642-14199-7, 280 p.
Jeanblanc M., Yor M., Chesney M., Mathematical Methods for Financial Markets (2009)
Jondeau E., Financial Modeling Under Non-Gaussian Distributions (2007)
Kabanov Y.A. and Safarian M., Markets with Transaction Costs (2009)
Kellerhals B.P., Asset Pricing (2004)
Külpmann M., Irrational Exuberance Reconsidered (2004)
Kwok Y.-K., Mathematical Models of Financial Derivatives (1998, 2nd ed. 2008)
世界图书出版公司已出影印版
Malliavin P. and Thalmaier A., Stochastic Calculus of Variations in Mathematical Finance
(2005)
世界图书出版公司已出影印版
Meucci A., Risk and Asset Allocation (2005, corr. 2nd printing 2007, softcover 2009)
世界图书出版公司已出影印版
Pelsser A., Efficient Methods for Valuing Interest Rate Derivatives (2000)
Platen E. and Heath D., A Benchmark Approach to Quantitative Finance (2006, corr. printing
2010)
Prigent J.-L., Weak Convergence of Financial Markets (2003)
Schmid B., Credit Risk Pricing Models (2004)
Shreve S.E., Stochastic Calculus for Finance I (2004)
世界图书出版公司已出影印版，上财有中译本
Shreve S.E., Stochastic Calculus for Finance II (2004)
世界图书出版公司已出影印版，上财有中译本
Yor M., Exponential Functionals of Brownian Motion and Related Processes (2001)
Zagst R., Interest-Rate Management (2002)
Zhu Y.-L., Wu X., Chern I.-L., Derivative Securities and Difference Methods (2004)
世界图书出版公司2012年7月将出影印版，
Ziegler A., Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance
(2003)
Ziegler A., A Game Theory Analysis of Options (2004)
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