金融衍生品数学导论
An introduction to the mathematics of financial derivatives
Salih N. Neftci · 初版 1996 年
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“本书循序渐进的阐述方式，使其成为对衍生品定价数学模型最通俗易懂且最受欢迎的解读之一。在第二版中，Salih Neftci 全面扩充了一章，新增了六个章节，并在每章末尾增加了习题。他并不预设读者具备深厚的数学功底，数学推导清晰生动。他对金融微积分的阐释以简约透彻而著称。”——封底文案。
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……纽大：http://www.math.nyu.edu/faculty/kohn/math-finance-lecture-no... Hull 写的《期权、期货及其他衍生产品》（被认为是该领域最好的书之一，但我更喜欢下一本）Neftci 写的《金融衍生品数学导论》（An Introduction to the Mathematics of Financial Derivatives）Brandimarte 写的《金融与经济中的数值方法：基于 MATLAB 的导论（实践中的统计学）》（Numerical Methods in Finance and Economics: A MATLAB-Based Introduction (Statistics in Practice)）另外，我们还上了一门通用的 C++ 课。刚进项目时他们希望我们……
…NYU: http://www.math.nyu.edu/faculty/kohn/math-finance-lecture-no... Options, Futures, and Other Derivatives by Hull (considered one of the best books in this field, but I like the next one better) An Introduction to the Mathematics of Financial Derivatives by Neftci Numerical Methods in Finance and Economics: A MATLAB-Based Introduction (Statistics in Practice) by Brandimarte Also, we take a general C++ course. Coming into the program they wanted us to…
首先，这世上根本就没有所谓的“像样的宽客金融书”。不过倒是有过一些尝试。最值得一提的是：- Neftci 的《金融衍生品数学导论》（An Introduction to the Mathematics of Financial Derivatives）- Wilmott 的那些书还不错。- Brigo 的《利率模型》（Interest Rate Models）……有点靠不住。内容很多，看起来也挺严密，直到涉及最关键的理解点时，就变得……
First of all, there's no "decent quant finance book" in existence. But there are attempts at it. Most notable are: - "An Introduction to the Mathematics of Financial Derivatives", by Neftci - Wilmott books aren't bad. - Brigo's "Interest Rate Models" is... flaky. It is a lot of material and seems to be quite rigorous, until some point most crucial for understanding, which gets…