UChicago Master of Science in Financial Mathematics推荐阅读教材!书中包含了quant需要的所有数学知识!
书名:Mathematical methods in the physical sciences.Second edition. 英文的~~
作者:Mary L. Boas DePaul University
目录:内容太多,我就只列章目的内容了。
1.Infinite series, power series
2.Complex numbers
3.Linear equations;vectors,matrices,and determinants
4.Partial differentiation
5.Multiple integrals;applications of integration
6.Vector analysis
7.Fourier series
8.Ordinary differential equations
9.Calculus of variations
10.Coordinate transformations;tensor analysis
11.Gamma,Beta,and error functions;asymptotic series;stirling's formula;elliptic integrals and functions
12.Series solutions of differential equations;legendre polynomials;bessel functions;sets of orthogonal functions
13.Partial differential equations
14.Functions of a complex variable
15.Integral transforms
16.Probability
励志成为quant的金融数学专业同学还在等什么,绝对物有所值,数学是我们的基础,打好基础才能更好的学习金融数学的其他知识!