学金融专业的推荐一本值得一看的书

个人认为，**人写的没有好的金融书，人大出版的（不是他们写的）有些不错的。1.理论金融
merton:continuous time finance
huang litzenberger:foundation for financial economics
ingersoll:theorey of financial dec**ion making
ross:neoclassical finance
ross,westerfield,jaffe:corporate finance
duffie:security market
duffie:dynamic asset pricing theory
当然,金融文献浩如烟海,上面的书单是针对asset pricing一块的,因为这一块最为定量化.至于做underwriting,m&a,一般不是很需要数量出身的人,至少到目前为止:)
2.入门和综合类
hull,options,futures and other derivatives
baxter and rennie,financial calculus
shreve:stochastic calculus models for finance vol 1&2
wilmott:quantitative finance
然后
**:arbitrage theory in continuous time
cvitanic,zapatero:introduction to the economics and mathematics of financial markets
elliott,kopp:mathematics of financial markets
karatzas shreve:method of math finance
musiela and rutkowski:martingale method for finance
bielecki,rutkowski:credit r**k:modeling,valuation and hedging
duffie singleton:credit r**k
amman:credit r**k valuation
taleb:dynamic hedging
3.fixed income
tuckman:fixed income securities:tools for today's markets是入门的最佳选择
然后,就不得不面对fabozzi的无数厚书乐:)
fixed income mathematics
fixed income securities
bond markets:analys** and strategies
the handbook of fixed income securities,
handbook of mortgage backed securities
collateralized debt obligations:structures and analys**
interest rate,term structure,and valuation modeling
jessica james,nick webber interest rate modelling:financial engineering,这本书乱而全
brigo,mercurio:interest rate models 数学上难一些
t**akoli:collateralized debt obligations and structured finance
t**akoli:credit derivatives&synthetic structures:a guide to instruments and applications
hayre:salomon smith barney guide to mortgage-backed and asset-backed securities
4:其他类
rebonato有几本很好的书:
volatility and correlation:the perfect hedger and the fox
modern pricing of interest-rate derivatives:the libor market model and beyond
interest-rate option models:understanding,analysing and using models for exotic interest-rate options
3.fixed income
tuckman:fixed income securities:tools for today's markets是入门的最佳选择
里面的大部分书依然不太适合实际工作，里面较适合实际工作的书是：
hull,options,futures and other derivatives
baxter and rennie,financial calculus
wilmott:quantitative finance
tuckman:fixed income securities:tools for today's markets