在国外论坛看到这个帖子，名字叫“Top Ten Books for a Financial
Engineer”，刚好最近有朋友讨论这个话题，于是转贴过来： Top Ten Books for a Financial Engineer- - (1) Options, Futures and Other Derivatives John C. Hull Prentice Hall College Div; 5th edition (2) Handbook of Fixed Income Securities Frank J. Fabozzi (editor) McGr aw-Hill Trade; 6th edition (3) The Complete Guide to Option Pricing Formulas Espen Gaarder Haug (4) A Non Random Walk Down Wall Street Andrew Lo, A. Craig MacKinlay P rinceton University Press (5) RiskMetrics Documents: (i) Long Run (ii) Technical Document (iii) Risk Management (iv) Clear Horizon (v) CreditMetrics J.P. Morgan/RiskMetrics Group, Inc and The RiskMetrics Group, Inc. ?????????,http://www.riskmetrics.com/techdoc.html (6) The Econometrics of Financial Markets John Y. Campbell, Andrew W. Lo (Contributor), Archie Craig MacKinlay Princeton Univ Press (7) Value at Risk Philippe Jorion McGraw-Hill Trade (8) Introduction to Stochastic Calculus Applied to Finance Damien Lamberton, Nicolas Rabeau (Translator), Francois Mantion(Translator), B. Lapeyre (Contributor) CRC Press (9) Derivatives: The Theory and Practice of Financial Engineering Paul Wilmott John Wiley & Sons (10) Advanced Modeling in Finance Using Excel and VBA Mary Jackson and Mike Staunton John Wiley & Sons 个人感觉目前在国内，能把1、5、7看明白能够应付绝大多数公司了。 |
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