《Trading and Exchanges: Market Microstructure for Practitioners》，Blyth 写的《An introduction to quantitative finance》。避开那些没什么数学计算的通俗金融书。如果你想了解定性层面、行业文化或者历史，像《Flash Boys》或者《Flash Boys: Not so fast》这类书就绰绰有余了。……
Trading and Exchanges: Market Microstructure for Practitioners, An introduction to quantitative finance by Blyth. Avoid pop finance books that is light on numbers. If you want to understand the qualitative aspects/culture/history, books like Flash Boys or Flash Boys: Not so fast are more than sufficient.…
Paul Wilmott 的任何一本书都行。不管是单本的《Introduction to Quantitative Finance》，还是他的三卷本巨著。他的重点在于搞清楚模型在哪里适用、在哪里会失效，以及如何避免盲目生搬硬套。http://wilmott.com/
Any of Paul Wilmott's books. Either his single Introduction to Quantitative Finance, or his three volume set. His focus is on knowing where models work and where they break down, and how to avoid using them naively. http://wilmott.com/
……且简明扼要的书，开篇用几个实际问题来测试你的数学背景；如果你通过了测试，它只用大约 150 页就能带你从 Forwards（远期）一路学到 Bermudan Swaptions（百慕大互换期权）！Blyth, S.J. (2013), 《An Introduction to Quantitative Finance》。冷知识——Blyth 曾是哈佛大学捐赠基金负责人和统计学教授。他教过哈佛大三级别的课程 Stat-123。他上课上一半还会直接在彭博终端（Bloomberg）的聊天里做 IR options 交易……
…& concise book, which starts with a few practical problems to test your math background; if you pass, it'll take from Forwards, to Bermudan Swaptions in only about 150 pages! Blyth, S.J. (2013), “An Introduction to Quantitative Finance” Fun factoid - Blyth was the former head of Harvard's Endowment and Stats prof. He taught Stat-123 which was a jr level class at Harvard. He'd put on IR options trades via Bloomberg chat in the middle…
嗨，抱歉回复慢了。是的，主要使用的是 Monte-carlo 模拟。如果你对这个领域感兴趣，Paul Wilmott 的《Introduction to Quantitative Finance》是一个很好的入门切入点。
Hi, apologies for the slow reply. Yes predominately Monte-carlo simulations are used. If you are interested in the field an easy entry point is Paul Wilmotts "Introduction to Quantitative Finance".
《Trading and Exchanges: Market Microstructure for Practitioners》，Blyth 写的《An introduction to quantitative finance》。避开那些没什么数学计算的通俗金融书。如果你想了解定性层面、行业文化或者历史，像《Flash Boys》或者《Flash Boys: Not so fast》这类书就绰绰有余了。……
Trading and Exchanges: Market Microstructure for Practitioners, An introduction to quantitative finance by Blyth. Avoid pop finance books that is light on numbers. If you want to understand the qualitative aspects/culture/history, books like Flash Boys or Flash Boys: Not so fast are more than sufficient.…
Paul Wilmott 的任何一本书都行。不管是单本的《Introduction to Quantitative Finance》，还是他的三卷本巨著。他的重点在于搞清楚模型在哪里适用、在哪里会失效，以及如何避免盲目生搬硬套。http://wilmott.com/
Any of Paul Wilmott's books. Either his single Introduction to Quantitative Finance, or his three volume set. His focus is on knowing where models work and where they break down, and how to avoid using them naively. http://wilmott.com/
……且简明扼要的书，开篇用几个实际问题来测试你的数学背景；如果你通过了测试，它只用大约 150 页就能带你从 Forwards（远期）一路学到 Bermudan Swaptions（百慕大互换期权）！Blyth, S.J. (2013), 《An Introduction to Quantitative Finance》。冷知识——Blyth 曾是哈佛大学捐赠基金负责人和统计学教授。他教过哈佛大三级别的课程 Stat-123。他上课上一半还会直接在彭博终端（Bloomberg）的聊天里做 IR options 交易……
…& concise book, which starts with a few practical problems to test your math background; if you pass, it'll take from Forwards, to Bermudan Swaptions in only about 150 pages! Blyth, S.J. (2013), “An Introduction to Quantitative Finance” Fun factoid - Blyth was the former head of Harvard's Endowment and Stats prof. He taught Stat-123 which was a jr level class at Harvard. He'd put on IR options trades via Bloomberg chat in the middle…
嗨，抱歉回复慢了。是的，主要使用的是 Monte-carlo 模拟。如果你对这个领域感兴趣，Paul Wilmott 的《Introduction to Quantitative Finance》是一个很好的入门切入点。
Hi, apologies for the slow reply. Yes predominately Monte-carlo simulations are used. If you are interested in the field an easy entry point is Paul Wilmotts "Introduction to Quantitative Finance".