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Top ten books for financial engineer

posted Oct 28, 2008, 2:36 PM by Jonathan Li
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.
(6) The Econometrics of Financial Markets
John Y. Campbell, Andrew W. Lo (Contributor), Archie Craig
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