Springer Finance:未来矿工的必读丛书
Springer Finance is a programme of books addressing students, academics and practitioners working on increasingly technical approaches to the analysis of financial markets. It aims to cover a variety of topics, not only mathematical finance but foreign exchanges, term structure, risk management, portfolio theory, equity derivatives and financial economics.
1. Mathematical models of financial derivatives,Y.K.Kwok,Singapore,Springer,c1998,386p
2. Credit risk valuation :methods, models, and applications,Manuel Ammann,
Berlin: Springer,c2001,255p
3. Interest rate models: theory and practice,Damiano Brigo、Fabio Mercurio,
Berlin、New York:Springer,c2001,518p
4. Stochastic calculus for finance,Steven E.Shreve,New York: Springer,c2004
5. Risk-neutral valuation: pricing and hedging of financial derivatives,N.H.Bingham R.Kiesel.She±eld,England、New York、N.Y.: Springer,c2004,437p
6. Interest-rate management,Rudi Zagst,Berlin、New York: Springer,c2002
7. Mathematics of financial markets,Robert J.Elliott、P.Ekkehard Kopp,New
York、N.Y.: Springer,c1999,292p
8. Weak convergence of financial markets,Jean-Luc Prigent,Berlin、New York:
Springer,c2003,422p
9. Irrational exuberance reconsidered: the cross section of stock returns,Mathias
K,Berlin、New York: Springer,c2004,230p
10. Financial markets in continuous time,Rose-Anne Dana,Berlin、New York:
Springer,c2003,324p
11. Financial markets theory: equilibrium, e±ciency, and information,Emilio
Barucci,New York、Hong Kong: Springer,2003,467p
12. Credit risk: modeling, valuation and hedging,Tomasz R.Bielecki、Marek
Rutkowski,Berlin、New York: Springer,c2002,500p,
13. Interest rate models: an infinite dimensional stochastic analysis perspective,
A.Carmona、Michael R.T,,Berlin、New York: Springer,c2006,235p
14. Implementing models in quantitative finance: methods and cases,Gianluca
Fusai、Andrea Roncoroni,Berlin、New York:Springer,c2008,607p
15. A course in derivative securities: introduction to theory and computation,Kerry Back,Berlin、New York: Springer,c2005,355p
16. Asset pricing :modeling and estimation,B.Philipp Kellerhals,Berlin:Springer
c2004,243p
17. Stochastic calculus of variations in mathematical finance,Paul Malliavin
Anton Thalmaier,Berlin、New York: Springer,c2006,142p
18. Mathematics of financial markets,Robert J.Elliott、P. Ekkehard Kopp,New
York: Springer Science、Business Media,c2005,352p
19. A game theory analysis of options: corporate finance and financial intermedia-
tion in continous time,Alexandre Ziegler,Berlin、New York: Springer,2004
20. A Benchmark Approach to Quantitative Finance,Eckhard Platen、David Heath
Springer,2006
21. Binomial Models in Finance,John van der Hoek、Robert J.Elliott,Springer,2006
22. Empirical Techniques in Finance,Ramaprasad Bhar、Shigeyuki Hamori,
Springer,2005
23. Financial Modeling Under Non-Gaussian Distributions,Eric Jondeau、Ser-Huang Poon、Michael Rockinger,Springer,2007
24. Implementing Models in Quantitative Finance Methods and Cases,Gianluca
Fusai、Andrea Roncoroni,Springer,2008
25. Mathematical Models of Financial Derivatives,Yue-Kuen Kwok,Springer,2008
26. The Mathematics of Arbitrage,Freddy Delbaen、Walter Schachermayer,
Springer,2006
27. Mathematics of Financial Markets,Robert J.Elliott、P.Ekkehard Kopp,
Springer,2005
28. Risk and Asset Allocation,Attilio Meucci,Springer,2005
29. Semiparametric Modeling of Implied Volatility,Matthias R.Fengler,Springer,2005
其实还有很多,谨献给那些热爱金融数学、数理金融、金融工程,立志在现在主流金融学世界中闯荡,立志做未来中国一代Quant的人。
其实这些书的数学水平不是一般的高深,国内没多少搞金融学的教授能看懂的,也许就那些概率论与数理统计专业研究随机分析的博士能完全看懂吧?但无疑这些都是世界顶级的金融学尤其是数理金融方向的书籍,作者全部是世界顶级的概率学家或者说数理金融世界的专家。这些书在国外是很有名气的。
但在国内找到这些书上不容易的,世界图书出版公司影印了部分书,但影印的效果不敢恭维,而且还贵,,,当然,如果是买国外正版的书的话,,最高的可能一本就要1000多人民币的,,,可以想象,,这些书在国内复印盗版现象不足为奇。
当然,一些书上可以在国内找到电子版的,尤其是图书馆买进的Springer电子书数据库,里面可下载部分的。