胡乱吹!既然牛, 还要引进什么人才,自己培养好了!
别吹什么院士博导项目课题,皆是画饼充饥!如果你真牛, 那你发毒誓,
你能以下教材开课吗?
[1] R. J. Williams, Introduction to the Mathematics of Finance, Graduate Studies in Mathematics, Springer-Verlag, 2006.
[2] Eckhard Platen and David Heath, A Benchmark Approach to Quantitative Finance, Springer Finance, Springer-Verlag, 2006.
[3] Gianluca Fusai and Andrea Roncoroni, Implementing Models in Quantitative Finance: Methods and Cases, Springer Finance,
Springer-Verlag, 2007.
[4] Steven E. Shreve, Stochastic Calculus for Finance I: The Binomial Asset Pricing Model, Springer Finance,
Springer-Verlag, 2005.
[5] Steven E. Shreve, Stochastic Calculus for Finance II: Continuous-Time Models, Springer Finance, Springer-Verlag,2004.
[6] Ramaprasad Bhar and Shigeyuki Hamori, Empirical Techniques in Finance, Springer Finance, Springer-Verlag, 2005.
[7] Kerry Back, A Course in Derivative Securities: Introduction to Theory and Computation,Springer Finance,
Springer-Verlag, 2005.
[8] David Ruppert, Statistics and Finance: An Introduction, Springer-Verlag, 2006.
[9] René A. Carmona and Michael R. Tehranchi, Interest Rate Models: an Infinite Dimensional Stochastic Analysis
Perspective, Springer Finance, Springer-Verlag, 2006.
[10] John van der Hoek and Robert J. Elliott, Binomial Models in Finance,Springer Finance, Springer-Verlag, 2005.
[11] David D. Yao, Hanqin Zhang, and Xun Yu Zhou, Stochastic Modeling and Optimization: With Applications in Queues,
Finance, and Supply Chains, Springer Series in Operations Research, Springer-Verlag, 2003.
[12] Guido Deboeck and Teuvo Kohonen, Visual Explorations in Finance: with Self-Organizing Maps, Springer Finance,
Springer-Verlag, 1998.
[13] Marek Capinski and Tomasz Zastawniak, Mathematics for Finance: An Introduction to Financial Engineering,
Springer Undergraduate Mathematics Series, Springer-Verlag, 2003.
[14] Attilio Meucci, Risk and Asset Allocation, Springer Finance, Springer-Verlag, 2007.
[15] Ramazan Gen?ay, Michel Dacorogna, Ulrich A. Muller, and Olivier Pictet, An Introduction to High-Frequency Finance,
Springer-Verlag, 2001.
[16] Stefano Caselli and Stefano Gatti, Structured Finance: Techniques, Products and Market, Springer Finance,
Springer-Verlag, 2005.
[17] Thomas Mikosch, Elementary Stochastic Calculus With Finance in View, Advanced Series on Statistical Science &
Applied Probability, Vol 6, Springer-Verlag, 1999.
[18] Rüdiger U. Seydel, Tools for Computational Finance,Universitext, Springer-Verlag, 2006.
[19]Emilio Barucci, Financial Markets Theory: Equilibrium, Efficiency and Information, Springer Finance,
Springer-Verlag, 2003.
[20] Pavel Cizek, Wolfgang H?rdle, and Rafal Weron, Statistical Tools for Finance and Insurance, Springer-Verlag, 2005.
[21] Eric Jondeau, Ser-Huang Poon, and Michael Rockinger, Financial Modeling Under Non-Gaussian Distributions,
Springer Finance, Springer-Verlag, 2006.
[22] Mark S. Joshi, The Concepts and Practice of Mathematical Finance, Mathematics, Finance and Risk,
Springer-Verlag, 2004.
[23] Alexandre Ziegler, Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance,
Springer Finance, Springer-Verlag, 2003.
[24] Marco Frittelli, Sara Biagini, and Giacomo Scandolo, Duality in Mathematical Finance,Springer Finance,
Springer-Verlag, 2007.
[25] Stefano Galluccio, Andrea Roncoroni, and Steven Hutt, Interest Rate and Credit Derivatives, Springer Finance,
Springer-Verlag, 2006.
[26] Gerhard Stahl, Value-at-Risk Models in Action: Theory and Practice of Modelling Market Risk, Springer Finance,
Springer-Verlag, 2007.
[27] William W. Hallo, Origins: The Ancient Near Eastern Background of Some Modern Western Institutions,
Springer Finance, Springer-Verlag, 2003.
[28] Yannick Malevergne and Didier Sornette, Extreme Financial Risks: From Dependence to Risk Management,
Springer Finance, Springer-Verlag, 2005.
[29] Stanley R. Pliska, Introduction to Mathematical Finance: Discrete Time Models, Springer-Verlag, 1997.
[30] Rose-Anne Dana, Monique Jeanblanc, and A. Kennedy, Financial Markets in Continuous Time, Springer Finance,
Springer-Verlag, 2007.
[31] Kerry Back, Tomasz R. Bielecki, Christian Hipp, and Shige Peng, Stochastic Methods in Finance: Lectures given at
the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003, Lecture Notes in Mathematics,
Springer-Verlag, 2004.
[32] You-lan Zhu, Xiaonan Wu, and I-Liang Chern, Derivative Securities and Difference Methods, Springer Finance,
Springer-Verlag, 2004.
[33] Freddy Delbaen and Walter Schachermayer, The Mathematics of Arbitrage, Springer Finance,
Springer-Verlag, 2006.
[34] Robert J. Elliott and P. Ekkehard Kopp, Mathematics of Financial Markets, 2nd Edition, Springer Finance,
Springer-Verlag, 2004.
[35] Bernd Schmid, Credit Risk Pricing Models: Theory and Practice, Springer Finance, Springer-Verlag, 2004.
[36] Giancarlo Gandolfo, International Finance and Open-Economy Macroeconomics, Springer-Verlag, 2002.
[37] Paolo Brandimarte, Numerical Methods in Finance and Economics: A MATLAB-Based Introduction, Statistics in Practice,
Springer-Verlag, 2006.
[38] Matthias R. Fengler, Semiparametric Modeling of Implied Volatility, Springer Finance, Springer-Verlag, 2005.
[39] Sean Dineen, Probability Theory in Finance: A Mathematical Guide to the Black-Scholes Formula, Graduate Studies in
Mathematics, Springer-Verlag, 2005.
[40] Nicholas H. Bingham and Rüdiger Kiesel, Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives,
Springer Finance, Springer-Verlag, 2004.
[41] Ioannis Karatzas and Steven E. Shreve, Methods of Mathematical Finance, Springer-Verlag, 2001.
[42] Yue-Kuen Kwok, Mathematical Models of Financial Derivatives, 2nd Edition, Springer Finance, Springer-Verlag, 2007.
[43] Paul Embrechts, Claudia Klüppelberg, and Thomas Mikosch, Modelling Extremal Events for Insurance and Finance,
Stochastic Modelling and Applied Probability, Springer-Verlag, 2004.
[44] Mark S. Joshi, C++ Design Patterns and Derivatives Pricing, Mathematics, Finance and Risk, Springer-Verlag, 2004.