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注： 这100本书， 有些论坛里有电子版下载， 有些只能劳驾网友自个网上搜索下载了。鉴于知识产权， 老夫无法提供电子版， 万望见谅。这些书都不错， 老夫在孤独中整合多日， 金融工程粉丝们择期中对自个有兴趣者而读之， 我想定会受益匪浅。
[00] Mark Schindler, Rumors in Financial Markets: Insights into Behavioral Finance, Wiley Finance, Wiley, Mar 23, 2007.
[01] R. J. Williams, Introduction to the Mathematics of Finance, Graduate Studies in Mathematics, Springer-Verlag, 2006.
[02] Eckhard Platen and David Heath, A Benchmark Approach to Quantitative Finance, Springer Finance, Springer-Verlag, 2006.
[03] Gianluca Fusai and Andrea Roncoroni, Implementing Models in Quantitative Finance: Methods and Cases, Springer Finance,
Springer-Verlag, 2007.
[04] Steven E. Shreve, Stochastic Calculus for Finance I: The Binomial Asset Pricing Model, Springer Finance,
Springer-Verlag, 2005.
[05] Steven E. Shreve, Stochastic Calculus for Finance II: Continuous-Time Models, Springer Finance, Springer-Verlag,2004.
[06] Ramaprasad Bhar and Shigeyuki Hamori, Empirical Techniques in Finance, Springer Finance, Springer-Verlag, 2005.
[07] Kerry Back, A Course in Derivative Securities: Introduction to Theory and Computation,Springer Finance,
Springer-Verlag, 2005.
[08] David Ruppert, Statistics and Finance: An Introduction, Springer-Verlag, 2006.
[09] René A. Carmona and Michael R. Tehranchi, Interest Rate Models: an Infinite Dimensional Stochastic Analysis
Perspective, Springer Finance, Springer-Verlag, 2006.
[10] John van der Hoek and Robert J. Elliott, Binomial Models in Finance,Springer Finance, Springer-Verlag, 2005.
[11] David D. Yao, Hanqin Zhang, and Xun Yu Zhou, Stochastic Modeling and Optimization: With Applications in Queues,
Finance, and Supply Chains, Springer Series in Operations Research, Springer-Verlag, 2003.
[12] Guido Deboeck and Teuvo Kohonen, Visual Explorations in Finance: with Self-Organizing Maps, Springer Finance,
Springer-Verlag, 1998.
[13] Marek Capinski and Tomasz Zastawniak, Mathematics for Finance: An Introduction to Financial Engineering,
Springer Undergraduate Mathematics Series, Springer-Verlag, 2003.
[14] Attilio Meucci, Risk and Asset Allocation, Springer Finance, Springer-Verlag, 2007.
[15] Ramazan Gen?ay, Michel Dacorogna, Ulrich A. Muller, and Olivier Pictet, An Introduction to High-Frequency Finance,
Springer-Verlag, 2001.
[16] Stefano Caselli and Stefano Gatti, Structured Finance: Techniques, Products and Market, Springer Finance,
Springer-Verlag, 2005.
[17] Thomas Mikosch, Elementary Stochastic Calculus With Finance in View, Advanced Series on Statistical Science &
Applied Probability, Vol 6, Springer-Verlag, 1999.
[18] Rüdiger U. Seydel, Tools for Computational Finance,Universitext, Springer-Verlag, 2006.
[19]Emilio Barucci, Financial Markets Theory: Equilibrium, Efficiency and Information, Springer Finance,
Springer-Verlag, 2003.
[20] Pavel Cizek, Wolfgang H?rdle, and Rafal Weron, Statistical Tools for Finance and Insurance, Springer-Verlag, 2005.
[21] Eric Jondeau, Ser-Huang Poon, and Michael Rockinger, Financial Modeling Under Non-Gaussian Distributions,
Springer Finance, Springer-Verlag, 2006.
[22] Mark S. Joshi, The Concepts and Practice of Mathematical Finance, Mathematics, Finance and Risk,
Springer-Verlag, 2004.
[23] Alexandre Ziegler, Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance,
Springer Finance, Springer-Verlag, 2003.
[24] Marco Frittelli, Sara Biagini, and Giacomo Scandolo, Duality in Mathematical Finance,Springer Finance,
Springer-Verlag, 2007.
[25] Stefano Galluccio, Andrea Roncoroni, and Steven Hutt, Interest Rate and Credit Derivatives, Springer Finance,
Springer-Verlag, 2006.
[26] Gerhard Stahl, Value-at-Risk Models in Action: Theory and Practice of Modelling Market Risk, Springer Finance,
Springer-Verlag, 2007.
[27] William W. Hallo, Origins: The Ancient Near Eastern Background of Some Modern Western Institutions,
Springer Finance, Springer-Verlag, 2003.
[28] Yannick Malevergne and Didier Sornette, Extreme Financial Risks: From Dependence to Risk Management,
Springer Finance, Springer-Verlag, 2005.
[29] Stanley R. Pliska, Introduction to Mathematical Finance: Discrete Time Models, Springer-Verlag, 1997.
[30] Rose-Anne Dana, Monique Jeanblanc, and A. Kennedy, Financial Markets in Continuous Time, Springer Finance,
Springer-Verlag, 2007.
[31] Kerry Back, Tomasz R. Bielecki, Christian Hipp, and Shige Peng, Stochastic Methods in Finance: Lectures given at
the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003, Lecture Notes in Mathematics,
Springer-Verlag, 2004.
[32] You-lan Zhu, Xiaonan Wu, and I-Liang Chern, Derivative Securities and Difference Methods, Springer Finance,
Springer-Verlag, 2004.
[33] Freddy Delbaen and Walter Schachermayer, The Mathematics of Arbitrage, Springer Finance,
Springer-Verlag, 2006.
[34] Robert J. Elliott and P. Ekkehard Kopp, Mathematics of Financial Markets, 2nd Edition, Springer Finance,
Springer-Verlag, 2004.
[35] Bernd Schmid, Credit Risk Pricing Models: Theory and Practice, Springer Finance, Springer-Verlag, 2004.
[36] Giancarlo Gandolfo, International Finance and Open-Economy Macroeconomics, Springer-Verlag, 2002.
[37] Paolo Brandimarte, Numerical Methods in Finance and Economics: A MATLAB-Based Introduction, Statistics in Practice,
Springer-Verlag, 2006.
[38] Matthias R. Fengler, Semiparametric Modeling of Implied Volatility, Springer Finance, Springer-Verlag, 2005.
[39] Sean Dineen, Probability Theory in Finance: A Mathematical Guide to the Black-Scholes Formula, Graduate Studies in
Mathematics, Springer-Verlag, 2005.
[40] Nicholas H. Bingham and Rüdiger Kiesel, Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives,
Springer Finance, Springer-Verlag, 2004.
[41] Ioannis Karatzas and Steven E. Shreve, Methods of Mathematical Finance, Springer-Verlag, 2001.
[42] Yue-Kuen Kwok, Mathematical Models of Financial Derivatives, 2nd Edition, Springer Finance, Springer-Verlag, 2007.
[43] Paul Embrechts, Claudia Klüppelberg, and Thomas Mikosch, Modelling Extremal Events for Insurance and Finance,
Stochastic Modelling and Applied Probability, Springer-Verlag, 2004.
[44] Mark S. Joshi, C++ Design Patterns and Derivatives Pricing, Mathematics, Finance and Risk, Springer-Verlag, 2004.
[45] Hans.U. Gerber. Life Insurance Mathematics, Third Edition, Springer-Verlag, 1997.
[46] Newton L. Bowers, James C. Hickman, Cecil J. Nesbitt, Donald A. Jones, Hans U Gerber, Actuarial Mathematics,
Society of Actuaries, 1997.
[47] Hans U Gerber, Introduction to Mathematical Risk Theory,
S. S. Huebner Foundation for Insurance Education, Wharton School, University of Pennsylvania, 1979.
[48] Thomas Mikosch, Non-Life Insurance Mathematics: An Introduction with Stochastic Processes,
Universitext, Springer, 2006.
[49] Hans Bühlmann, Alois Gisler, A Course in Credibility Theory and its Applications, Universitext,
Springer, 2005.
[50] Vladimir I. Rotar, Actuarial Models: The Mathematics of Insurance, Chapman & Hall/CRC, 2006.
[51] Gianluca Fusai, Andrea Roncoroni, Implementing Models in Quantitative Finance: Methods and Cases,
Springer Finance, Springer, 2007.
[52] Emilio Barucci, Financial Markets Theory: Equilibrium, Efficiency and Information, Springer Finance,
Springer, 2003.
[53] Yue-Kuen Kwok, Mathematical Models of Financial Derivatives, Springer Finance, Springer, 1999.
[54] Yannick Malevergne, Didier Sornette, Extreme Financial Risks: From Dependence to Risk Management,
Springer Finance, Springer, 2005.
[55] Fred E. Benth, Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance, Universitext,
Springer, 2004.
[56] Damiano Brigo, Fabio Mercurio, Interest Rate Models: Theory and Practice: With Smile, Inflation and Credit,
Springer Finance, 2nd ed, Corr. 3rd printing edition, Springer, 2007.
[57] Michèle Breton, Hatem Ben-AmeurNumerical, Methods in Finance (Gerad 25th Anniversary), Springer, 2005.
[58] Paul Malliavin, Anton Thalmaier, Stochastic Calculus of Variations in Mathematical Finance,
Springer Finance, Springer, 2005.
[59] Yu. Kabanov, R. Lipster, J. Stoyanov, From Stochastic Calculus to Mathematical Finance: The Shiryaev
Festschrift, Springer, 2006.
[60] Jrn Rank, Copulas: From theory to application in finance, Risk Books, 2006.
[61] Peter Bank et al, Paris-Princeton Lectures on Mathematical Finance 2002, Lecture Notes in Mathematics,
Springer, 2003.
[62] Barbel Finkenstadt, Holger Rootzen, Extreme Values in Finance, Telecommunications, and the Environment,
Monographs on Statistics and Applied Probability, Chapman & Hall/CRC, 2003.
[63] Peter James, Option Theory, The Wiley Finance Series, Wiley, 2003.
[64] Darrell Duffie, Dynamic Asset Pricing Theory, Third Edition, Princeton University Press, 2001.
[65] Paul Malliavin, Stochastic Analysis, Grundlehren der mathematischen Wissenschaften, 2nd printing edition,
Springer, 1997.
[66] Jean Jacod, Albert N. Shiryaev, Limit Theorems for Stochastic Processes, 2nd ed, Springer, 2002.
[67] Riccardo Rebonato, Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond,
Princeton University Press, 2002. ISBN-10: 0691089736
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