买5送1，买10送2，买全部50本只要50元

2008-09-03 · 462 阅读

最新资料简介，详细介绍在后面的分类里
FE19 
Mathematical Finance – Theory, Modeling and Implementation
 
IS6
Credit Portfolio Modeling Handbook
 
我将我的资料重新归了下类，有FE, PFE, ECO, CFA, IS, GRE, O。今天海量更新，那些学Financial Engineering或者想在Investment bank从事的同学，这里肯定有你需要的资料。
 
买5本可送一本，就是10元买6本。
买10本可送两本，就是20元买12本。
如果全买这50本，原价是49*2+5=103，我给你打5折，50块卖给你，50元买50本阿！！！！！！
 
想要的同学发我邮箱或加我MSN, 列出你想要的东西的序号，比如FE1, CFA2, GRE2。每个序号的E-version资料收费2新币，除了IS3是5新币，因为这个资料很宝贵。我的邮箱和MSN: <a href="mailto:[email protected]">[email protected]</a>
对这有兴趣的同学可以给我发邮件，我可以保证这些东西绝对物超所值，我可以先给你资料，你看了如果满意再转我帐(POSB)，我信任你们也不怕你们不给钱，也希望这些资料能给你帮助，谢谢。
FE: Financial Engineering (Quantitative Finance)
19
PFE: Programming on Financial Engineering
12
ECO: Economics
2
CFA: Charted Financial Analyst
3
IS: Internal Source
6
GRE: Graduate Research Examination
2
O: Others
8
 
I.                  Finance Engineering, Quantitative Finance, Mathematical Economics and Finance (FE)
 
FE1 
Name: Mathematics for Finance: An Introduction to Financial Engineering
Author: Marek Capinski, Tomasz Zastawniak
Press: Springer
Pages: 321
次书非常详细的讲述了金融工程的内容，适合初学者。很多例子和习题，图文并茂，还有在spreadsheet上的应用。
Content:
u      Introduction: A Simple Market Model
u      Risk-Free Assets
u      Risky Assets
u      Discrete Time Market Models
u      Portfolio Management
u      Forward and Futures Contracts
u      Options: General Properties
u      Option Pricing
u      Financial Engineering
u      Variable Interest Rates
u      Stochastic Interest Rates
 
FE2 
Name: Mathematical Economics and Finance
Author: Michael Harrison, Patrick Waldron
Pages: 153
此Notes最大的特点是把数学和经济金融很好的结合起来，使得数学在经济金融方面有广大的应用。第一部分讲解了经济金融所需要的数学知识，第二部分是应用方面。看完你会感到数学的魅力，数学无处不在。
Content:
u      Mathematics Part
n        Linear Algebra
n        Vector Calculus
n        Convexity and Optimization
u      Economics and Finance Part
n        Choice under Certainty
n        Choice under Uncertainty
n        Portfolio Theory
n        Investment Analysis
 
FE3 
Name: A Benchmark Approach to Quantitative Finance
Author: Eckhard Platen, David Heath
Press: Springer
Page: 702
此书教材适合学量化金融或者金融工程的Master或者PhD读。包括内容有统计概率，随机微分，最优化和数值算法。最难得的是此书后面附有每章节的习题答案。
Content: 
u      Preliminaries from Probability Theory
u      Statistical Methods
u      Modeling via Stochastic Processes
u      Diffusion Processes
u      Martingales and Stochastic Integrals
u      The Ito Formula
u      Stochastic Differential Equations
u      Introduction to Option Pricing
u      Various Approaches to Asset Pricing
u      Continuous Financial Markets
u      Portfolio Optimization
u      Modeling Stochastic Volatility
u      Minimal Market Model
u      Markets with Event Risk
u      Numerical Methods
u      Solutions for Exercises
 
 
FE4 
Name: Paul Wilmott Introduces Quantitative Finance
Author: Paul Wilmott
Press: Wiley
Page: 724
此书和作者也无需介绍，精华中的精华，Paul Wilmott, Quantitative Finance教父级的人物。
Content: 
u      Products and Markets
u      Derivatives
u      Binomial Models
u      The Random Behavior of Assets
u      Elementary Stochastic Calculus
u      The Black-Scholes Model
u      Partial Differential Equations
u      The Black-Scholes Formula and the “Greek”
u      Overview of Volatility Modeling
u      How to Delta hedge
u      An Introduction to Exotic and Path-dependent Options
u      Multi-asset Options
u      Barrier Options
u      Fixed-income Products and Analysis: Yield, Duration and Convexity
u      Swaps
u      One-factor Interest Rate Modeling
u      Yield Curve Fitting
u      Interest Rate Derivatives
u      The HJM and BGM Models
u      Investment Lessons from Blackjack and Gambling
u      Portfolio Management
u      Value at Risk
u      Credit Risk
u      RiskMetrics and CreditMetrics
u      CrashMetrics
u      Derivatives Ups
u      Overview of Numerical Methods
u      Finite Difference Methods for One-factor Models
u      Monte Carlo Simulations
u      Numerical Integration
 
 
FE5
Name: Financial Theory by Merton
Author: Robert C.Merton
相信学金融工程的人对此人非常熟悉把，著名的Black-Scholes-Merton的Option Pricing   formula中的Merton. Merton是哈佛大学商学院（世界第一商学院）的著名教授，更是1997年Nobel经济奖的得主。Robert C. Merton is currently the John and Natty McArthur University Professor at the Harvard Business School. After receiving a Ph.D. in Economics from Massachusetts Institute of Technology in 1970, he served on the finance faculty of MIT's Sloan School of Management until 1988 when he moved to Harvard. Professor Merton is past President of the American Finance Association and a member of the National Academy of Sciences. He received the Alfred Nobel Memorial Prize in the Economic Sciences in 1997.
Content:
u       Introduction
u       On the Arithmetic of Compound Interest: The Time Value of Money
u       On the Theory of Accumulation and Intertemporal Consumption Choice by Households
u       On the Role of Business Firm, Financial Instruments and Markets
u       The “Default-Free” Bond Market and Financial Intermediation in Borrowing and Lending
u       The Value of the Firm Under Certainty
u       The Firm’s Investment Decision Under Certainty
u       Forward Contracts, Future Contracts and Options
u       The Financing Decision by Firms: Impact of Capital Structure Choice on Value
u       The Investor’s Decision under Uncertainty: Portfolio Selection
u       Implication of Portfolio Theory for the Operation of the Capital Markets: the CAPM
u       Risk-Spreading via Financial Intermediation: Life Insurance
u       Optimal Use of Security Analysis and Investment Management
u       Theory of Value and Capital Budgeting under Uncertainty
u       Introduction to Mergers and Acquisitions: Firm Diversification
u       The Financing Decision by Firms: Impact of Dividend Policy in Value
u       Security Pricing and Security Analysis in an Efficient Market
 
 
FE6
Name: Financial Risk Manager Handbook
Author: Philippe Jorion, Garp
Press: Wiely
Page: 739
现在风险管理是金融学内一个非常重要的课题，所有的银行都会有专门的风险管理部门，此书详细的介绍了这方面的知识
Content:
n        Quantitative Analysis
u      Bond Fundamentals
u      Fundamentals of Probability
u      Fundamentals of Statistics
u      Monte Carlo Methods
n        Capital Markets
u      Introduction to Derivatives
u      Options
u      Fixed-Income Derivatives
u      Equity, Currency, and Commodity Markets
n        Market Risk Management
u      Introduction to Market Risk Measurement
u      Sources of Market Risk
u      Hedging Linear Risk
u      Nonlinear Risk: Options
u      Modeling Risk Factors
u      VAR Methods
n        Investment Risk Management
u      Portfolio Management
u      Hedge Fund Risk Management
n        Credit Risk Management
u      Introduction to Credit Risk
u      Measuring Actuarial Default Risk
u      Measuring Default Risk from Market Prices
u      Credit Exposure
u      Credit Derivatives and Structured Products
u      Managing Credit Risks
n        Operational and Integrated Risk Management
u      Operational Risk
u      Risk Capital and RAROC
u      Firm-Wide Risk Management
n        Legal, Accounting, and Tax Risk Management
u      Legal Issues
u      Accounting and Tax Issues
n        Regulation and Compliance
u      Regulation of Financial Institutions
u      The Basel Accord
u      The Basel Market Risk Charge
 
 
FE7
Name: Financial Engineering Principles, A Unified Theory for Financial Product Analysis
Author: By Perry H. Beaumont, PhD
Press: Wiely
Page: 318
此书详细地介绍了各种金融产品，适用于想了解金融知识的初学者。简单明了，易于掌握。：
Content:
u      Introduction
u      Products
u      Cash Flows
u      Credits
u      Financial Engineering
u      Risk Management
u      Market Environment
 
 
FE8
Name: The Fast Forward MBA in Finance
Quick Tips, Speedy Solutions, Cutting-Edge Ideas
Author: John A. Tracy
Press: Wiely
Page: 337
The Fast Forward MBA Series provides time-pressed business professionals and students with concise, one-stop information to help them solve business problems and make smart, informed business decisions. 
Content:
u      Financial Reporting Outside and Inside a Business
n        Getting Down to Business
n        Introducing Financial Statement
n        Reporting Profit to Managers
n        Interpreting Financial Statements
u      Assets and Sources of Capital
n        Building a Balance Sheet
n        Business Capital Sources
n        Capital Needs of Growth
u      Profit and Cash Flow Analysis
n        Breaking Even and Making Profit
n        Sales Volume Changes
n        Sales Price and Cost Changes
n        Price/Volume Trade-offs
n        Cost/Volume Trade-offs and Survival Analysis
n        Profit Gushes: Cash Flow Trickles
u      Capital Investment Analysis
n        Determining Investment Returns Needed
n        Discounting Investment Returns Expected
u      End Topics
n        Service Businesses
n        Management Control
n        Manufacturing Accounting
 
 
FE9
Name: Options and Options Trading
     A Simplified Course that Takes You from Coin Tosses to Black Scholes
Author: Robert W. Ward
Press: McGraw-Hill
Page: 405
此书对那些想从事Traders的同学有很大的实用价值，介绍了很多市场实际操作，把理论知识运用在当今的金融市场，超值，吐血推荐
Content:
   
u      What a derivative is and what it isn’t
u      Binomials and coin tosses
u      Pascal’s triangle and the binomial theorem
u      Distributions are the key
u      Probabilities, odds and payoffs
u      Writing our first option
u      Sectors, strike prices and summation signs
u      The fair price of an option
u      Statistics, the 15-minute cram course
u      Dow Jones versus coin tosses
u      Turning spot prices into forward prices
u      Skeleton for an option formula
u      Getting comfortable with the Black Scholes formula
u      Introducing volatility and SKIT-V
u      Pros and Cons of the Black-Scholes formula
u      Primer on risk and hedging
u      Option risk finding it and hedging it
u      How traders make money
u      How to convert puts and calls CPL.PCS
u      The best option strategies
u      Market insights and Edges
 
 
FE10
Name: Applied Quantitative Finance Theory and Computation
Author: Wolfgang Hardle, Torsten Kleinow, Gerhard Stahl
Page: 423
此书实践性很强（强烈推荐），适用于由统计背景的金融学者，有四个主要课题
Content:
u      Value at risk
u      Credit risk
u      Implied volatility
u      Econometrics
 
FE11 
Name: Mathematical Modeling and Methods of Option Pricing
    期权定价的数学模型和方法
Author: Jiang Lishang 姜礼尚
Press: Higher Education Press
Pages: 344
本书从偏微分的观点和方法，对Black-Scholes-Merton的期权定价理论作了系统深入的阐述。特别是对American Option, Path-dependent Option and Implied Volatility等重要问题，展开了深入的讨论。此书对于那些对金融衍生物估价的同学很有用。
Content:
u      风险管理与金融衍生物
u      无套利原理
u      期权定价的离散模型—二叉树方法
u      Brown运动与Ito公式
u      欧式期权定价
u      美式期权定价与最佳实施策略
u      多资产期权
u      路径有关期权
u      隐含波动率
  
FE12 
Name: Pairs Trading: Quantitative Methods and Analysis
Author: Ganapathy Vidyamurthy 
Press: Wiley
Pages: 223
次书对于以后想从事Trader的同学有很大的实用价值。本书列出很多Trading时所需要的金融模型，风险分析。书中还有大量的例子，使得理论充分实践化。
Content:
u      Background Material
u      Introduction
u      Time Series
u      Factor Model
u      Kalman Filtering
u      Statistical Arbitrage Pairs
u      Overview
u      Pairs Selection in Equity Markets
u      Testing for Tradability
u      Trading Design
u      Risk Arbitrage Pairs
u      Risk Arbitrage Mechanics
u      Trade Execution
u      The Market Implied Merger Probability
u      Spread Inversion
 
FE13 
Name: Mathematics of the Securities Industry
Author: William A. Rini 
Press: McGraw-Hill
Pages: 225
本书提供了一些最基本最好懂的金融产品估价方法，适用于初级金融爱好者。
Content:
u      Pricing Stocks
u      Pricing Corporate Bonds
u      Pricing Government Bonds and Notes
u      Dividend Payments
u      Interest Payments
u      Accrued Interest
u      Current Yield
u      Nominal Yield
u      Yield to Maturity: Basis Pricing
u      The Rule-of-Thumb Yield to Maturity
u      Pricing Municipal Bonds
u      Comparing Tax-Free and Taxable Yields
u      Pricing Treasury Bills
u      Mutual Funds
u      Rights Offerings
u      Convertible Securities
u      Bond Amortization and Accretion
u      Basic Margin Transactions
u      Margin: Excess Equity and the SMA
u      Margin: Buying Power
u      Margin: Maintenance Requirements for Long Accounts
u      Pricing Options
u      Options Margin
u      Financial Ratios
u      Tax Loss Carry forwards
 
FE14 
Name: Mathematical Models of Financial Derivatives
Author: Yue-Kuen Kwok
Press: Springer
Pages: 541
此书不用介绍了吧，NUS很多金融数学的课的Lecture Notes都是以此书为参考书的，非常系统和详细的介绍了金融衍生物和它们的估价模型以及应用。
Content:
u      Introduction to Derivative Instruments
u      Financial Economics and Stochastic Calculus
u      Option Pricing Models: BSM Formulation
u      Path Dependent Options
u      American Options
u      Numerical Schemes for Pricing Options
u      Interest Rate Models and Bond Pricing
u      Interest Rate Derivatives: Bond Options LIBOR and Swap Products
 
FE15 
Name: Analysis of Financial Time Series
Author: Ruey S. Tsay
Press: Wiley
Pages: 638
此书也同样不用介绍了吧，NUS的金融时间序列分析课的Lecture Notes是以此书为参考书的。这是我看过写Time Series In Financial Application最好的书。 Content:
u      Financial Time Series and Their Characteristics
u      Linear Time Series Analysis and Its Application
u      Conditional Hesteroscedastic Models
u      Nonlinear Models and Their Applications
u      High-Frequency Data Analysis and Market Microstructure
u      Continuous-Time Models and Their Applications
u      Extreme Values, Quantile Estimation, and Value at Risk
u      Multivariate Time Series Analysis and Its Applications
u      Principal Component Analysis and Factor Models
u      Multivariate Volatility Models and Their Applications
u      State-Space Models and Kalman Filter
u      Markov Chain Monte Carlo Methods with Applications
 
 
FE16 
Name: Asset Pricing
Author: John H. Cochrane 
Press: University of Chicago
Pages: 462
Cochrane traces the pricing of all assets back to a single idea--price equals expected discounted payoff--that captures the macroeconomic risks underlying each security's value. By using a single, stochastic discount factor rather than a separate set of tricks for each asset class, Cochrane builds a unified account of modern asset pricing. He presents applications to stocks, bonds, and options. Each model--consumption-based, CAPM, multifactor, term structure, and option pricing--is derived as a different specification of the discount factor. Content:
Part I. Asset pricing theory Part II. Estimating and evaluating asset pricing models Part III. Bonds and options Part IV. Empirical survey Part V. Appendix It also includes Solutions to problems in Asset Pricing and Typo list for Asset Pricing.
 
FE17
Option, Futures and other derivatives—John Hull 5th Solution Manual
此书是Quantitative Finance的Bible,是quant的最好的入门书之一。虽说是第5版的课后习题解答，但是第6，7版的题目全部没有变，所以仍然使用。这本书和习题解答本来也是独立出的，所以E-verison也是独立的。看完这本书不做习题，学过的知识很快就会忘，所以边看书边做题，这本习题解答还是很重要的。而且还有一些作者额外给的问题和解答。总共151页。
Content:
Notes for the Instructor
Answers to Assignment Questions
Course Organization
Test Bank Questions
Test Bank Answers
Additional Questions
Answers to Additional Questions
Slides
 
 
FE18
Name: Tools for Computational Finance
Author: Rudiger U. Seydel
Press: Springer
Page: 313
此书几乎把所有计算金融能用的方法都罗列进去了。对那些搞金融计算的同学，此书对你绝对有很大的帮助。
Content: 
u      Modeling Tools for Financial Options
u      Generating Random Numbers with Specified Distributions
u      Simulation with Stochastic Differential Equations
u      Standard Methods for Standard Options
u      Finite-Element Methods
u      Pricing of Exotic Options
u      Appendix
 
FE19
Name: Mathematical Finance – Theory, Modeling and Implementation
Author: Christian P.Fries
Press: Public Beta
Page: 405
此书把理论和金融实际结合得很好，给出了很多案例，如果用计算机java语言去建模。
Content: 
u      Foundation
u      First Application
u      Interest Rate Structure
u      Discretization and Numerical Valuation Methods
u      Pricing Model for Interest Derivatives
u      Extended Models
u      Implementation
 
II.              Programming on Financial Engineering (PFE)
PFE1 
Name: Advanced modeling in Finance using Excel and VBA
Author: Mary Jackson, Mike Staunton
Press: Wiley
Page: 278
现在越来越多的quant工作或者financial analyst工作需要VBA skill. 此书非常详细的讲解的如何用Excel Spreadsheet和VBA语言来解决金融建模的问题。
Content: 
u      Introduction
u      Advanced Excel function and Procedures
u      Introduction to VBA
u      Writing VBA user-defined Functions
u      Introduction to Equities
u      Portfolio Optimization
u      Asset Pricing
u      Performance Measurement and Attribution
u      Introduction to Options on Equities
u      Binomial Trees
u      The Black-Scholes Formula
u      Other Numerical Methods for European Options
u      Non-normal disruptions and Implied Volatility
u      Introduction to Valuing Options on Bonds
u      Interest Rate Models
u      Matching the Term Structure
u      Other VBA Functions
 
PFE2 
Name: Excel Add-in Development in C and C++
Author: Steven Dalton
Press: Wiley
Page: 425
找quant最吃香的两种语言，VBA和C++, 本书讲了这两种语言之间的在金融上的合用。
Content: 
u      Introduction
u      Excel Functionality
u      Using VBA
u      Creating a 32-bit Windows DLL Using Visual C++ 6.0
u      Turing DLLs into XLLs: The Add-in Manager Interface
u      Passing Data between Excel and the DLL
u      Memory Management
u      Accessing Excel Functionality Using the C API
u      Miscellaneous Topics
u      Example Add-ins and Financial Applications
 
PFE3 
Name: Financial Analysis with Excel
Author: Brealey, Myers
Press: McGraw-Hill
Page: 386
此书偏重于用Excel Spreadsheet解决那些Financial Accounting和Corporate Finance的东西。
Content:
n        Spreadsheet Basics
n        The Basic Financial Statements
n        The Cash Budget
n        Financial Statement Analysis Tools
n        Financial Forecasting
n        Break-Even and Leverage Analysis
n        The Time Value of Money
n        Valuation and Rates of Return
n        The Cost of Capital
n        Capital Budgeting
n        Risk, Capital Budgeting, and Diversification
       
PFE4
Name: Modeling Derivatives in C++
Author: Justin London
Press: Wiley
Page: 841
此书不用说太多了吧，可以说是每位quant的Bible。非常全面的理论介绍和C++ Code。看了就知道这本书的价值了。
Content: 
n        Black-Scholes and Pricing Fundamentals
n        Monte Carlo Simulation
n        Binomial Tree
n        Trinomial Tree
n        Finite Difference Methods
n        Exotic Options
n        Stochastic Volatility
n        Statistical Models
n        Stochastic Multifactor Models
n        Single-Factor Interest Rate Models
n        Tree-Building Procedures
n        Two-Factor Models and the Heath-Jarrow-Morton Model
n        LIBOR Market Models
n        Bermudan and Exotic Interest Rate Derivatives
       
PFE5 
Name: Introduction to C++ for Financial Engineers, An Objected-oriented Approach
Author: Daniel J.Duffy
Press: Wiley
Page: 441
如果你以后想从事金融分析师，喜欢用C++的话，这本书是个很不错的选择。
Contents:
u      Introduction to C++ and Quantitative Finance
u      The Mechanics of C++: from Source Code to a Running Program
u      C++ Fundamentals and My First Option Class
u      Creating Robust Classes
u      Operator Overloading in C++
u      Memory Management in C++
u      Functions, Namespaces and Inheritance
u      Advanced Inheritance and Payoff Class Hierarchies
u      Run-Time Behavior in C++
u      An Introduction to C++ Template
u      Introduction to GDS and STL
u      Creating Simpler Interfaces to STL for QF Applications
u      Data Structures for Financial Engineering Applications
u      An Introduction to Design Patterns
u      Programming the Binomial Method in C++
u      Implementing One-Factor Black Scholes in C++
u      Two-Factor Option Pricing: Basket and Other Multi-Asset Options
u      Useful C++ Classes for Numerical Analysis Applications in Finance
u      Other Numerical Methods in QF
u      The Monte Carlo Method Theory and C++ Frameworks
u      Skill Development: from White Belt to Black Belt
u      Basic C Survival Guide
u      Advanced C Syntax
u      Datasim Visualization Package in Excel：Drivers and Mechanisms
u      Motivating COM and Emulation in C++
u      COM Fundamentals
 
PFE6
Name: Financial Engineering with Mathematica – Option Pricing
Author: Zvi Wiener,
Press: Hebrew University
Page: 117
此书用得是Mathematica软件语言来解决一些金融工程问题。
Content:
n        The Binomial Option Pricing Model
n        Binomial Option Pricing, the BS Option Pricing Formula ad Exotic Options
n        Dynamic Hedging Strategies
n        Term Structure of Interest Rates
n        Binomial Term Structure Models
n        Value-at-Risk
n        Algorithm behind Term Structure Models of Interest Rates I
n        Algorithm behind Term Structure Models of Interest Rates II
n        Efficient Calibration of Trinomial Tress for One-Factor Short Rate Models
n        On the Use of Numeraires in Option Pricing
 
 
PFE7
Name: Financial Toolbox, For use with MATLAB
Page: 185
此册子详细介绍MATLAB金融工具箱，可以迅速的运用在金融工程计算
Content:
u      Handling and Converting Dates
u      Formatting Currency and Charting Financial Data
u      Analyzing and Computing Cash Flows
u      Fixed Income Securities
u      Analyzing Portfolios
u      Pricing and Analyzing Equity Derivatives
 
 
PFE8
Name: Excel Spreadsheet Modeling in Corporate Finance
Author: Graig W. Holden, Richard G. Brinkman faculty fellow 
Press: school of Business Indiana University
Page: 169
此书16主要讲解如何用Excel来进行金融运算，包含了大量生动彩色的例子，非常容易上手，强烈推荐。
Content:
u      Part I Time Value of Money
n        Single Cash Flow
n        Annuity
n        Net Present Value
n        Real and Inflation
n        Loan Amortization
u      Part II Valuation
n        Bond Valuation
n        Stock Valuation
n        The Yield Curve
n        U.S. Yield Curve Dynamics
u      Part III Capital Budgeting
n        Project NPV
n        Cost-Reducing Project
n        Break-Even Analysis
n        Three Valuation Methods
u      Part IV Financial Planning
n        Corporate Financial Planning
n        Du Pont System of Ratio Analysis
n        Life-Cycle Financial Planning
u      Part V Options and Corporate Finance
n        Binomial Option Pricing
n        Black Scholes Option Pricing
n        Debt and Equity Valuation
n        Real Options
 
PFE9
Name: Java Methods for Financial Engineering
      Application in Finance and Investment
Author: Philip Barker
Press Springer:
Page: 562
此书适用于有Java背景的金融研究者
Content:
u      Introduction
u      Interest rate calculations
u      Bonds
u      Duration
u      Futures
u      Options
u      Modeling stock price
u      The binomial model
u      Analytical option pricing methods
u      Sensitivity measures
u      Interest rate derivatives
u      Conditional options
u      Complex conditional options
u      Barrier type options
u      Double barrier options
u      Digital options
u      Special case barrier options
u      Other exotics
 
PFE10
Name: Business, Economics and Finance with MATLAB, Gis and Simulation Models
 
Author: Patrick L. Anderson
Press CRC:
Page: 452
此书主要适用MATLAB语言建模，实用价值高
Content:
u      How to use the book
u      Mathematical and simulation models in business economics
u      MATLAB and simulink design guidelines
u      Importing and reporting your data
u      Library functions for business economics
u      Economic impact models
u      Fiscal impact models
u      Tax revenue and tax policy
u      Regional economics
u      Applications for business
u      Business valuation and damages estimation
u      Applications for finance
u      Modeling location and retail sales
u      Applications for manufacturing
u      Fuzzy logic business applications
u      Bringing analytic power to the internet
u      Graphics and other topics
 
 
PFE11
Name:  Financial Numerical Recipes in C++
Author: Bernt Arne ￠degaard
Page: 262
此书适用于那些懂C和C++的金融研究者
Content:
u      On C++ and programming
u      The value of time
u      The term structure of interest rates and an object lesson
u      Futures algorithms
u      Binomial option pricing
u      Basic option pricing, the Black Scholes formula
u      Warrants
u      Extending the Black Scholes formula
u      Option pricing with binomial approximation
u      Finite difference
u      Option pricing by simulation
u      Approximation
u      Average, lookback and other exotic options
u      Alternatives to the Black Scholes type option formula
u      Using a library for matrix algebra
u      Mean variance analysis
u      Pricing of bond options, basic models
u      Credit risk
u      Term structure models
u      Binomial term structure models
u      Term structure derivatives
 
PFE12
Name: Monte Carlo Simulation with Java/C++
Author: Michael J. Meyer
Page: 286
Press: Wiley
Monte Carlo在对金融产品估价，风险管理是一种非常重要的数值方法。本书详细如何用Java/C++来编程来进行Monte Carlo Simulation for financial instruments.
Content:
u      Introduction
u      Random Variables and Expectation
u      Stochastic Process
u      Markets
u      Trading and Hedging
u      The Libor Market Model
u      The Quasi Monte Carlo Method
u      Lattice Methods
u      Utility Maximization
 
III.          Economics (ECO)
ECO1
Name: Principles of Financial Economics
Author: Stephen F. .Lepoy, Jan Werner
Page: 289
本书把金融和经济结合起来，金融学家通常用的是连续性模型，而经济学家通常用的是非连续性模型。本书找到金融和经济之间的共同点和每个学科的实际应用。
Content:
u      Equilibrium in Security Markets
u      Linear Pricing
u      Arbitrage and Positive Pricing
u      Portfolio Restrictions
u      Valuation
u      State Prices and Risk-Neutral Probabilities
u      Valuation under Portfolio Restrictions
u      Expected Utility
u      Risk Aversion
u      Risk
u      Optimal Portfolios with One Risky Security
u      Comparative Statics of Optimal Portfolios
u      Optimal Portfolios with Several Risky Securities
u      Consumption-Based Security Pricing
u      Optimality in Incomplete Security Markets
u      The Expectations and Pricing Kernels
u      The Mean Variance Frontier Payoffs
u      CAPM
u      Factor Pricing
u      Equilibrium in Multi-date Security Markets
u      Multi-date Arbitrage and Positivity
u      Dynamically Complete Markets
u      Event Prices, Risk Neutral Probabilities and the Pricing Kernel
u      Security Gains As Martingales
u      Conditional Consumption-Based Security Pricing
u      Conditional Beta Pricing and the CAPM
 
ECO2
Name: Principles of Macroeconomics
Author: N. Gregory Mankiw
Page: 509
Press: McGraw-Hill
全彩多图高清一本宏观经济学的教材。
Content:
u      Ten Principles of Economics
u      Thinking like an Economist
u      Interdependence and the Gains from Trade
u      The Market Forces of Supply and Demand
u      Elasticity and its Application
u      Supply, Demand and Government Policy
u      Consumers, Producers, and the Efficiency of Market
u      Measuring a Nation’s Income
u      Measuring the cost of living
u      Production and Growth
u      Saving, Investment, and the Financial System
u      Unemployment and its Natural Rate
u      The Monetary System
u      Money Growth and Inflation
u      Open Economy 
u      Aggregate Demand and Aggregate Supply
u      Five Debates over Macroeconomic Policy
 
IV.          Charted Financial Analyst （CFA）
CFA1 （NEW）
CFA Level I Secret Sauce Contents 2008
包括了所有Level One要考的重要的公式，概念。此精装版222页，当你看完CFA厚厚的书或笔记之后，再看这个非常便于记忆和复习。 
CFA2
CFA Level III 真题
此书包括CFA Level III 1999-2004年的真题和答案，还有Level III的Final Format matter.. 
CFA3
l        2008 Level1, Level2, Level3 Sample Questions
l        2005,2006,2007 Level3 Exams and Guidelines 
V.              Internal Source (IS)
IS1 
Name: Citibank Instruction Series Equity Financing
Page: 102
我的一个在美国的朋友在花旗Training是发的，虽然不是最新的，但是内容没有变很多，此Notes讲得是Equity Financing, 有三个Units.
Content:
u      Fundamentals of Equity
u      Issuing Equity Securities
u      Valuing Equity Securities
 
IS2 
Name: Citibank Instruction Series Debt Financing
Page: 190
我的一个在美国的朋友在花旗Training是发的，虽然不是最新的，但是内容没有变很多，此Notes讲得是Debt Financing, 有五个Units.
Content：
u      Fundamentals of Debt Financing
u      Raising Debt Capital
u      Valuing Debt
u      Debt Instruments
u      Derivative Securities
 
IS3 
Name: Vault Guild to Finance Interviews (强烈推荐，精化中精华)
Page: 171
此书对那些准备找金融工作的同学极有帮助，由Citigroup, Deloitte, Goldman Sachs, Northwestern Mutual Financial Network, TD Securities, UBS等家Sponsor的。里面全是那些面试时可能遇到的专业问题，你看完之后再去面试会非常胸有成竹的，此书的E-version在网上购买PDF的文件都要29.99美元。我就卖5新币（E-version）吧.
Content:
u      Introduction
u      The Financial Services Industry
u      Valuation Techniques
u      Equity Analysis and Portfolio Management
u      Stocks
u      Bonds and Interest Rates
u      Currencies
u      Options and Derivatives
u      Mergers and Acquisitions
u      Brainteasers amd Guesstimates
u      Final Analysis 
 
IS4
Name: Wall Street Prep
     Financial Training Solutions
Page: 26
This is Financial Modeling Training Program, supplementary notes for the fundamentals of Financial Modeling Manual. It is your guide as you walk through this seminar. This program is designed to enhance your competitive profile as you pursue a career in finance through an intensive step-by-step approach simulating true-to-life financial modeling experience.
Content:
u      Forward
u      Setting up the core financial statements
u      Working capital
u      Property, plant and equipment
u      Other balance sheet items
u      Shareholders’ Equity
u      Diluted shares outstanding
u      Debt
 
IS5 
Name: Risk Management of Financial Derivatives-- Comptroller’s Handbook
Page: 190
This guidance is intended to provide a framework for evaluating the adequacy of risk management practices of derivatives dealers and end-users.
Content:
u      Background
u      Risk Associated With Derivative
u      Strategic Risk
u      Reputation Risk
u      Price Risk
u      Interest Risk
u      Liquidity Risk
u      Foreign Exchange Risk
u      Credit Risk
u      Transaction Risk
u      Compliance Risk
u      Capital Issues
u      Accounting Issues
 
IS6
Name: Credit Portfolio Modeling Handbook
Page: 186
It is well known that portfolio modeling, whether in the context of derivatives or of credit risk, is difficult because it requires the aggregation of correlated risky positions with nonlinear payoffs. There are many issues to be covered, and a brief overview is as follows:
Content:
u      The past, present and future of credit risk
u      The default/no default world, and factor models
u      Risk and optionalities
u      Demystifying copulas
u      Think unsystematically
u      Characteristically elegant
u      Posing on the saddle: the cowboys of portfolio theory
u      Getting the full picture
u      Risk measures: how long is a risky piece of string
u      Portfolio optimization: the importance of convexity
u      An advanced approach to correlation
u      Volatility, correlations and the CAPM
u      Contribution to VaR and CVaR
 
VI.          Graduate Research Examination (GRE)
GRE1
l        8天攻克8000词汇魔鬼训练营教材
l        蓝宝书GRE词汇精选
l        红宝书单词快速记忆法大全
l        GRE作文PPT Notes（武汉新东方特级老师童玲的独家笔记，作文才是GRE最难的部分，这份Notes帮助很大，较你如何写老外喜欢的作文）
l        我的一个美国朋友自己总结的词汇（全英文，每个词都有例句，注解，最地道的英语，强烈推荐）
 
GRE2
GRE作文大全
GRE Writing of Kaplan
GRE写作有两种文体，一种是Issues,一种是Arguments.此notes提供了124个Issues题目和例文，和150个Arguments题目和例文。对GRE写作很有帮助。
GRE & GMAT的写作句型
GRE的写作宝典及范文
 
VII.      Others (O)
O1 
Name: Handbook of International Banking
Author: Andrew W. Mullineux, Victor Murinde
Press: University of Birmingham, UK
Page: 827
此书是一本介绍国际银行的详尽手册，我只列出本书几个大的课题，总共包含26个小的章节。对那些想了解银行的同学来说，此书值得一读。
Content:
n        The Globalization of Banking
n        Banking Structures and Functions
n        Banking Risks, Crises and Regulations
n        The Evolving International Financial Architecture
 
O2 
Name: 格雷厄姆的投资指南 （中文版）
Author: 格雷厄姆
Press: 江苏大学出版社
Page: 327
格雷厄姆的“投资指南”，使每一位华尔街人士的“圣经”。它对全球金融产生了深远的影响，并为证券市场造就了包括世界首富，被称为“股神”的巴菲特在内的一批亿万富翁。
Content: 
n        投资的一般方法
n        股票选择的原则
n        作为公司所有者的投资者
n        结论
 
O3
Name: The World is Flat (世界是平的) （中英文版）
Author: Thomas L.Friedman（托马斯·弗里曼）
Page: 673
作者是纽约时报最为著名的专栏作家之一托马斯·弗里曼。本书讲的是世界是平的，意味着在今天这样一个因信息技术而紧密、方便的互联世界中，全球市场、劳动力和产品都可以被整个世界共享，一切都有可能以最有效率和最低成本的方式实现。全球化无可阻挡，美国的工人、财务人员、工程师和程序员现在必须与远在中国和印度的那些同样优秀或同样差劲的劳动力竞争，他们中更有竞争力的将会胜出。
Content: 
u       While I Was Sleeping 
u       The Ten Forces That Flattened the World 
u       The Steroids Three: The Triple Convergence 
u       The Great Sorting Out 
u       America and Free Trade 
u       The Untouchables 
u       The Quiet Crisis 
u       This Is Not a Test 
u       The Virgin of Guadalupe 
u       The Unflat World 
u       The Dell Theory of Conflict Prevention 
u       Imagination 
 
O4 
Name: 在不确定的世界：从华尔街到华盛顿 （电子中文版）
Author: 罗伯特·鲁宾
作者呈现给读者的是一本“借自传形式介绍政策的书籍”。书中以很短的篇幅回忆了童年时代和求学历程，随后描述他人生经历中的华彩篇章（高盛—白宫—花旗），阐述了他所笃信的“或然性理论”，也从一个侧面讲述了美国前总统克林顿的工作和生活。 
O5 
Name: Liar’s Poker (说谎者的扑克牌)（英文版）
Author: Michael Lewis (迈克尔·刘易斯)
“说谎者的扑克牌”是华尔街上金融家们玩的一种休闲游戏，以最善于瞒骗他人而实行心理欺诈者为胜。迈克尔·刘易斯将其用为隐喻，描述了自己在华尔街最大的投资银行之一的所罗门兄弟公司里四年的工作经历——从意外受雇、接受培训直到成长为只凭一个电话即可以调动数百万美元资金的明星交易员。在书中，刘易斯将华尔街投资世界中许多不为人知的技巧、诀窍和手段娓娓道来，披露了自己是如何参透华尔街的波谲云诡、逐步掌握投资走势的，让读者有了感同身受的体验。 本书的另一个亮点，是从作者的视角展示了所罗门兄弟公司在20世纪80年代的戏剧性历史，特别对1987年10月美国股市大崩盘进行了深刻的描写，从而折射出华尔街在那个年代是如何在大起大落中保持发展的。 本书的风格独树一帜，笔法生动风趣，将华尔街深奥的投资手法融入有趣的故事当中，让读者在捧腹大笑的同时又陷入深深的思考。这也使本书获得了专业人士和广大读者的认可，成为美国长销不衰的投资经典著作。 本书的另一个亮点，是从作者的视角展示了所罗门兄弟公司在20世纪80年代的戏剧性历史，特别对1987年10月美国股市大崩盘进行了深刻的描写，从而折射出华尔街在那个年代是如何在大起大落中保持发展的。 本书的风格独树一帜，笔法生动风趣，将华尔街深奥的投资手法融入有趣的故事当中，让读者在捧腹大笑的同时又陷入深深的思考。这也使本书获得了专业人士和广大读者的认可，成为美国长销不衰的投资经典著作。
作者简介 
迈克尔·刘易斯，美国超级畅销书作家，毕业于美国普林斯顿大学和英国伦敦经济学院，曾任所罗门兄弟公司的债券交易员，后来为《纽约时报》撰稿，并担任英国《观察家周刊》的美国版编辑。他的成名之作《说谎者的扑克牌》被公认是描写20世纪80年代华尔街文化的经典名作，书中的精彩片段被各种媒体广泛引用，对美国商业文化产生了重大的影响。此书至今仍在亚马逊网上书店热销，成为许多商学院的必读书目。
 
O6 
Name: Mergers and Acquisitions
Author: J. Fred Weston & Samuel C. Weaver 
Press: McGraw-Hill
Page: 273   
详细的讲述了企业合并的政策，价值评估，融资方法，内部重组等内容. 
Content:
u      Change Forces and Mergers
u      Antitrust Policies
u      Strategy
u      Deal Structuring
u      Mergers and Takeovers – Theory and Practice
u      Alternative Paths to Growth
u      Valuation
u      Restructuring and Financial Engineering
u      Cash Flows, Dividends, and Share Repurchases
u      Takeover Defenses
 
O7 
Name: 巴菲特每年致股东信，经典中的经典
Author: Warren Buffett
我收集了从1777-2008年，不过遗憾的是没有2004和2006的。其中1987-2004都是中英文双语版，其他的是中文版。巴菲特每年写给股东的信清晰、流畅，充满睿智和幽默，已成为世界杰出投资经理和优秀CEO的必读经典。 
O8 
Name: The New Paradigm for Markets
     The Credit Crisis of 2008 and what it means
Author: George Soros (乔治·索罗斯)
索罗斯的最新大作，里面讨论2008subprime crisis，值得一看。
Content:
u      Perspective
n        The Core Idea
n        Autobiography of a Failed Philosopher
n        The Theory of Reflexivity
n        Reflexivity in Financial Markets
u      The Current Crisis and Beyond
n        The Super-Bubble Hypothesis
n        Autobiography of a Successful Speculator
n        My Outlook for 2008
n        Some Policy Recommendations

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