芝加哥大学金融数学推荐书目.docVIP

芝加哥大学金融数学推荐书目 Below is a list of recommended texts (several of which will be used in the program). The book by Boas contains most of the mathematics that entering students should be familiar with, while the early chapters in Hulls book are a good introduction to the financial products that are the basis of study for the program. Author Title Mary L. Boas Mathematical Methods in the Physical Sciences Sebastien Bossu and Philippe Henrotte Finance and Derivatives: Theory and Practice John C. Hull Options, Futures and Other Derivatives Neil A._chriss * Black-Scholes and Beyond: Option Pricing Models P. Wilmott, S. Howison, J. Dewynne The Mathematics of Financial Derivatives Patrick Billingsley * Probability and Measure Jonathan E. Ingersoll, Jr. Theory of Financial Decision Making Tim Weithers Foreign Exchange: A Practical Guide to the FX Markets Some other recommended readings. These are more to get a feel for how business works on Wall Street and not everything is centered around quants. Here are Neil_chriss picks: Author Title Edwin Lefevre * Reminiscences of a Stock Operator Warren E. Buffett * The Essays of Warren Buffett: Lessons for Corporate America Benjamin Graham, Jason Zweig The Intelligent Investor: The Definitive Book On Value Investing Daniel Reingold, Jennifer Reingold Confessions of a Wall Street Analyst: A True Story of Inside Information and Corruption in the Stock Market Joel Greenblatt, Andrew Tobias The Little Book That Beats the Market Joel Greenblatt, Jr. You Can Be a Stock Market Genius: Uncover the Secret Hiding Places of Stock Market Profits Peter Kaufman, Warren E. Buffett,_charles T. Munger Poor_charlies Almanac Expanded Second Edition. The Wit and Wisdom of_charles T. Munger John A. Tracy, CPA How to Read a Financial Report: Wringing Vital Signs Out of the Numbers John Burr Williams The Theory of Investment Value Mark Rubinstein A History of the Theory of Investments: My Annotated Bibliography Some