金融学本科，想转量化金融，自学的话应该从哪些教材学起？

edwardng 发表于 2013-12-10 18:40
https://www.coursera.org/course/mathematicalmethods
I suggest you enrolling this course.

thanks,but the course is rather simple,i want a more tough one,but i don't know which book should i read firstly

jadekun 发表于 2013-12-11 00:13
建议看看ross的概率模型和随机过程两本书吧，适合非数学系的看

谢谢，我搜搜看

苇萱 发表于 2013-12-11 21:02
偶就是金融转金融数学——衍生品定价什么的~

那请问你是怎么学数学的啊

zhangyili 发表于 2013-12-12 08:58
数分，复变，实变，泛函，概率，统计，随机等等。。。

我想问问从什么书开始学习比较好啊，有的书太偏数学了，很难，而且在金融上用处不大

http://www.quantstart.com/articl ... inance-Reading-List
THIS ARTICLE MAY HELP YOU.

dasangshi 发表于 2013-12-12 09:05
那请问你是怎么学数学的啊

[Thomas_Mikosch]_Elementary_Stochastic_Calculus_Wi(BookFi.org)

[Yue-Kuen_Kwok]_Mathematical_models_of_financial_d(BookFi.org)

I recommend the above two books to you. You'd better learn the first book firstly,and then learn the second one. Good luck.

dasangshi 发表于 2013-12-12 09:05
那请问你是怎么学数学的啊

After I finish my final examination, i will upload some materials about those two courses.

edwardng 发表于 2013-12-12 10:58
http://www.quantstart.com/articles/Quantitative-Finance-Reading-List
THIS ARTICLE MAY HELP YOU.

thanks,this surely helps

苇萱 发表于 2013-12-12 12:50
After I finish my final examination, i will upload some materials about those two courses.

thank you,hope you do well in exams

edwardng 发表于 2013-12-11 18:37
NO
I'M A CHINESE

o，i know