Finance books

最新推荐文章于 2024-10-15 19:26:39 发布

最新推荐文章于 2024-10-15 19:26:39 发布 · 239 阅读

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本文汇总了金融工程领域的核心书籍与资源，涵盖了数学金融概念与实践、衍生品定价模型、布朗运动及随机微积分等内容。此外还介绍了使用C++进行衍生品模型实现的相关著作，包括设计模式的应用及具体的编程指导。

Unknown:
The concepts and practice of mathematical finance
Derivatives: Models on Models
Brownian Motion and Stochastic Calculus
Implementing Derivative Model

Modeling:

Modeling Derivatives in C++
C++ design patterns and derivatives pricing
The complete guide to option pricing formulas
Monte carlo methods in financial engineering, Paul
Financial Engineering and computation, Lyuu
Financial Numerical recipes in C++
Modeling Financial Derivatives with Mathematica
Financial Models in Excel
Financial Instrument Pricing Using C++
Mathematics for Finance, Capinski & Zastawniak

Lectures:

Derivatives:
The blackwell Encyclopedic Dictionary of Finance
Options, Futures, and Derivatives
The mathematics in Finance
The mathematics of Financial Derivatives
Stochastic Calculus and Finance
Fixed Income Analysis: Securities, Pricing, and Risk Management

Bond:
Fixed Income Mathematics
Bond market analysis and strategies

Probability:

Partial Differential Equations(PDE):

Risk

Portfolio Theory