…类似于金融工程师会了解的内容：- John Hull 的《Options, Futures, and other Derivatives》（梳理了基础模型，但没太深究理论数学那一套）- Steve Shreve 的《Stochastic Calculus for Finance II》（讲了基础内容，但统计学深度足够满足研究生的胃口）- Paul Glasserman 的《Monte Carlo Methods in Financial Engineering》（要实用得多，而且涵盖了…
…along the lines of what a financial engineer would know: - "Options, Futures, and other Derivatives" by John Hull (goes over basic models without delving too deeply into theoretical math aspects) - "Stochastic Calculus for Finance II" by Steve Shreve (goes over the basic stuff but has enough stats to keep a grad student happy) - "Monte Carlo Methods in Financial Engineering" by Paul Glasserman (much more practical, and goes over…
有扎实数学背景的人应该跳过 Wilmott，直接去啃 Shreve 的《Stochastic Calculus for Finance II》（或者 Björk 的《Arbitrage Theory in Continuous Time》）。
Someone with a strong math background should cut Wilmott and go directly to Shreve: Stochastic Calculus for Finance II (or Björk: Arbitrage Theory in Continuous Time).
…折现这块儿可能也会让人有点懵，但它其实就是把货币的时间价值融入到了计算中。[0] Oksendal B. 《Stochastic Differential Equations》。[1] Shreve S E. 《Stochastic Calculus for Finance II》。[2] Joshi M S. 《The Concepts and Practice of Mathematical Finance》
…The discounting can also be a little confusing, but it's really just incorporating the time value of money into the calculations. [0] Oksendal B . Stochastic Differential Equations. [1] Shreve S E. Stochastic Calculus for Finance II. [2] Joshi M S. The Concepts and Practice of Mathematical Finance
…类似于金融工程师会了解的内容：- John Hull 的《Options, Futures, and other Derivatives》（梳理了基础模型，但没太深究理论数学那一套）- Steve Shreve 的《Stochastic Calculus for Finance II》（讲了基础内容，但统计学深度足够满足研究生的胃口）- Paul Glasserman 的《Monte Carlo Methods in Financial Engineering》（要实用得多，而且涵盖了…
…along the lines of what a financial engineer would know: - "Options, Futures, and other Derivatives" by John Hull (goes over basic models without delving too deeply into theoretical math aspects) - "Stochastic Calculus for Finance II" by Steve Shreve (goes over the basic stuff but has enough stats to keep a grad student happy) - "Monte Carlo Methods in Financial Engineering" by Paul Glasserman (much more practical, and goes over…
有扎实数学背景的人应该跳过 Wilmott，直接去啃 Shreve 的《Stochastic Calculus for Finance II》（或者 Björk 的《Arbitrage Theory in Continuous Time》）。
Someone with a strong math background should cut Wilmott and go directly to Shreve: Stochastic Calculus for Finance II (or Björk: Arbitrage Theory in Continuous Time).
…折现这块儿可能也会让人有点懵，但它其实就是把货币的时间价值融入到了计算中。[0] Oksendal B. 《Stochastic Differential Equations》。[1] Shreve S E. 《Stochastic Calculus for Finance II》。[2] Joshi M S. 《The Concepts and Practice of Mathematical Finance》
…The discounting can also be a little confusing, but it's really just incorporating the time value of money into the calculations. [0] Oksendal B . Stochastic Differential Equations. [1] Shreve S E. Stochastic Calculus for Finance II. [2] Joshi M S. The Concepts and Practice of Mathematical Finance