springerlink——>springer finance booklist

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这个书单是 Springer Finance 系列丛书，对大家研究 高级 金融数学 / 数理金融 很有帮助，

明确告诉大家 红色标记的书除 shreve的金融随机分析 I 和II外，

其他可以由 springerlink 数据库 ，搜索 <springer finance> 下载，共16本，

首先你得看看你所在高校买了springerlink 没,像我所在的 华中科技大学 就有，

建议大家没事别google ,baidu找资料，

 众里寻她千百度，蓦然回首，那人却在灯火阑珊处。

建议大家常逛 学校数据库的 blackwell ,sciencedirect,springerlink 。(全是综合数据库)

华中科技大学是工科院校，所以这些都买了，很是大方。让我这学金融的很是爽。

建议斑竹建个 springer finance 下载区，方便没有买pringerlink数据库高校的同学。

这个数据库好像中国映像在清华大学，因为我下载时地址是清华图书馆。

这里只是提醒大家利用好身边的资源。也许是公开的秘密，但我最近才知道可以下书。

国内 世界图书出版公司 确实引进了不少 springer finance 系列中的书，

两点使你觉得他很恶心：1 价格奇贵 70-100价位 2 纸张超烂，油墨味超浓

我刚60元买的 shreve的金融随机分析 第二卷，后悔之极

建议网络资源看 springer  Finance。

 

 

..........credit risk..........
Ammann M.,
Credit Risk Valuation: Methods, Models, and Application (2001)

Bielecki T.R. and Rutkowski M.,
Credit Risk: Modeling, Valuation and Hedging (2002)

Schmid B.,
Credit Risk Pricing Models (2004)

..........interest rate.......

Brigo D. and Mercurio F.,
Interest Rate Models: Theory and Practice (2001, 2e 2006)

Carmona R.A. and Tehranchi M.R.,
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (2006)

Zagst R.,
Interest-Rate Management (2002)

Pelsser A.,
Efficient Methods for Valuing Interest Rate Derivatives (2000)

........derivatives.........
Back K.,
A Course in Derivative Securities: Introduction to Theory and Computation (2005)

Bingham N.H. and Kiesel R.,
Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives (1998, 2e 2004)

Kwok Y.-K.,
Mathematical Models of Financial Derivatives (1998)

Zhu Y.-L., Wu X., Chern I.-L.,
Derivative Securities and Difference Methods (2004)

.........financial market........

Barucci E.,
Financial Markets Theory. Equilibrium, Efficiency and Information (2003)

Dana R.A. and Jeanblanc M.,
Financial Markets in Continuous Time (2003)

Kellerhals B.P.,
Asset Pricing (2004)

Meucci A.,
Risk and Asset Allocation (2005)

Elliott R.J. and Kopp P.E.,
Mathematics of Financial Markets (1999, 2e2005)

.............stochastic calculus.......

Delbaen F. and Schachermayer W.,
Mathematics of Arbitrage (2005)

Shreve S.E., Stochastic Calculus for Finance
I -Binominal asset pricing model(2004)
 II-Continuous time model (2004)

Malliavin P. and Thalmaier A.,
Stochastic Calculus of Variations in Mathematical Finance(2005)

.......econometrics............

Buff R.,
Uncertain Volatility Models-Theory and Application (2002)

Fengler M.R.,
Semiparametric Modeling of Implied Volatility (2005)

Jondeau E.,
Financial Modeling Under Non-Gaussian Distributions (2007)

 

.........advanced................
Deboeck G. and Kohonen T. (Editors),
Visual Explorations in Finance with Self-Organizing Maps (1998)

Külpmann M.,
Irrational Exuberance Reconsidered (2004)

Prigent J.-L.,
Weak Convergence of Financial Markets (2003)

Yor M.,
Exponential Functionals of Brownian Motion and Related Processes (2001)

Ziegler A.,
Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance(2003)

Ziegler A.,
A Game Theory Analysis of Options (2004)

 

[此贴子已经被作者于2008-5-21 12:38:33编辑过]

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谢谢提醒，好贴！！