怎么自学数理金融

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本人金融专业本科，觉得学校安排课程不过瘾，想自己继续学，尤其是数理金融方向，建模之类的
求应该看些什么书，最好是一种系统性的自学安排的书籍推荐，权威教材（一定是中文版，不要英文原版的）
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关键词：数理金融 金融专业 书籍推荐 金融方向 学校安排 英文原版 学校安排 金融专业 中文版 本科

Well actually there is few books that is suitable for self-learning. Many books are just good reference books.

What I recommend is still the two bibles of finance:

1. John Hull: Options futures and other derivatives

2. Steven Shreve: Stochastic calculus for Finance (I & II)

These two books both have editions in Chinese, but I strongly recommend you to read the original version.

Some people may say that I am a little out of date to recommend these two books, but I think those two are very good books that worth reading over and over and always keep at your hands . And also, don't just read, try to finish all the exercises on the book. It will make great help.

Other good books are mostly touching a particular area that is too narrow for beginners. You just need to read them when you come to study that area.

Another good way is to come to this forum to discuss with other people whenever you have questions.

best,

Chemist_MZ 发表于 2013-8-4 12:34
Well actually there is few books that is suitable for self-learning. Many books are just good refere ...

What about math and computer?

podolski2010 发表于 2013-8-4 14:50
What about math and computer?

Shreve's book is a mathematical book. Mathematical finance is mainly stochastic calculus. His book is actually a little hard for beginners. But among all the books with the same topic, his is probably the easiest and most clear.

Haha, don't try to run before you can walk, you should first have a solid foundation of theory instead of how to implement those theories. But if you really want to learn some programming skills, what I recommend is Matlab. It is easy for beginners. The best way to learn coding is practicing. There are many books for Matlab in Chinese, you can choose any of them since they have no big difference. And also, some of those books are about how to solve finance problems with Matlab. You can follow the example on the books and replicate them.

After all, mathematics and programming skills are just tools. You should focus on the finance part first namely to learn the idea about how to solve or modal those finance problems.

Best,

Chemist_MZ 发表于 2013-8-4 16:27
Shreve's book is a mathematical book. Mathematical finance is mainly stochastic calculus. His book ...

Thanks a lot！

Chemist_MZ 发表于 2013-8-4 16:27
Shreve's book is a mathematical book. Mathematical finance is mainly stochastic calculus. His book ...

还有个事，学校只设了微积分、线代和概率论，恐怕不够吧，这个应该怎么办

podolski2010 发表于 2013-8-4 20:12
还有个事，学校只设了微积分、线代和概率论，恐怕不够吧，这个应该怎么办

Is not a big problem,  Enough.

You will need some new math, but you don't need to learn them deliberately. You don't need to know how to plant the wheat if you want to make bread^_^. Taking a whole bunch of mathematical course systematically may help you to have a deeper understanding of some mathematical formulas but most of the mathematical knowledges you learned has very limited help. What I recommend you to do is to take math as a tool, it has no difference as MS OFFICE. When you need to use something, you learn that part. You do not need to learn how to develop the office correct?

I recommend those two books because you can almost understand everything in it only by the knowledge of calculus, linear algebra and probability theory. Just some old knowledge but push them to a new higher level.

Learn math when you need it.

Best,

Chemist_MZ 发表于 2013-8-4 21:36
Is not a big problem,  Enough.

You will need some new math, but you don't need to learn them pa ...

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