学金融专业的推荐一本值得一看的书

个人认为，中国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 decision 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
Bjork: 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 Risk : Modeling , Valuation and Hedging
Duffie Singleton: Credit Risk
Amman: Credit risk 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 : Analysis and Strategies
The Handbook of Fixed Income Securities,
Handbook of Mortgage Backed Securities
Collateralized Debt Obligations: Structures and Analysis
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
Tavakoli: Collateralized Debt Obligations and Structured Finance
Tavakoli: 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

货币战争。

《穷爸爸富爸爸》绝对的好书，我也正在看，让你看到两种不同的观念对比…一种是一直努力学习然后工作，为了钱工作，一中是努力让钱为你工作…你想想看如果你读懂了钱的做规律，你的经济还不好吗？还有《货币战争》给你好大的震撼，让你看到钱背后许多我们不知道的东西…兄弟，努力吧！