保罗·威尔莫特论数量金融
Paul Wilmott on quantitative finance
Paul Wilmott · 初版 2000 年
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Paul Wilmott on Quantitative Finance, Second Edition 全面更新了对衍生品和金融工程的审视，分三卷出版并附带 CD-ROM。第一卷：Mathematical and Financial Foundations; Basic Theory of Derivatives; Risk and Return。本书向读者介绍了理解量化金融、投资组合管理及衍生品所需的基本数学工具和金融概念，并在受人尊敬的投资界与名声欠佳的赌博界之间进行了类比。第二卷：Exotic Contracts and Path Depend
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……把它垫在枕头底下吧。真是一本神作。纳西姆·塔勒布的《动态对冲》（Dynamic Hedging）是我所知道的关于实际交易/管理波动率投资组合最好的书了。写得真的太棒了，而且干货满满。《保罗·威尔莫特论量化金融》（Paul Wilmott on Quantitative Finance）第 1 到 3 卷也值得留作参考，大概吧。
…keep it under your pillow. It is truly superb. Nassim Taleb's "Dynamic Hedging" is the finest book I'm aware of on the subject of actually trading/managing vol portfolios. It's REALLY good. And dense. "Paul Wilmott on Quantitative Finance" vol 1-3 are worth having as a reference, perhaps.
……方程。我觉得读麦肯锡的《估值》（Valuation）很适合用来理解现金流估值。赫尔的《期权、期货及其他衍生产品》（Options, Futures, and Other Derivatives）是该领域的奠基之作，紧随其后的就是《保罗·威尔莫特论量化金融》。如果你搞懂了波动率，你就搞懂了高流动性股票市场。现在你就理解了基础理论金融和整个资本结构（这个去 Google 搜一下）。最后一块拼图是全球宏观（不是……
…equation. I suppose reading McKinsey's Valuation is good for understanding cash flow valuation. Hull's Options, Futures, and Other Derivatives is the cornerstone piece of the field, followed closely by Paul Wilmott on Quantitative Finance. If you get volatility you understand the liquid equity markets. Now you understand basic theoretical finance and the entire capital structure (Google that). Final building block is global macro (not…
……图书馆，他们通常有终端机。或者去你当地大学的 MBA 图书馆。随便玩玩上手试试就行。这是台非常精美且与众不同的机器/软件。如果你真的想用好它，我很喜欢《保罗·威尔莫特论量化金融》这本书，它大量运用彭博终端（Bloomberg Terminal）来进行交互式学习。
…library, they usually have a terminal. Or your local university MBA library. Just play around with it. It is a beautiful and very different machine/software. If you really want to use it, I enjoyed the book Paul Wilmott on Quantitative Finance which uses the Bloomberg Terminal quite a bit for interactive learning.