An introduction to the mathematics of financial derivatives
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在 Hacker News 阅读原文Sure thing! Here are some I've used in addition to the above: Lecture notes from Dr Kohn at 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 have completed math through calc 3, differential equations (first course), and linear algebra (first course). I was a finance undergrad not math, so from experience I can say I wish I would have also studied some real analysis (just the basics), and a high level undergrad course in probability (alth…
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