下月赴美，赠送收藏的部分金融、数学书籍

下个月去Stanford读Financial Mathematics, 由于行礼太多，好多书籍不能随身，大部分都比较经典，丢掉太可惜，决定送人。大家看看下边list中有需要的话可以来自取，地点是清华大学东门附近。可以先跟我联系.

另外想从北大图书馆借几本书，哪位北大的在读同学能不能帮帮忙借一下。

My Email & MSN is yantaoshen@msn.com

Books List:

1.       Options, Futures, and other Derivatives, John Hull;

2.       Mathematical Methods in the Physical Sciences, Mary L. Boas;

3.       Numerical Recipes in C++: The Art of Scientific Computing, William H. Press, Saul A. Teukolsky, William T. Vetterling, Brian P. Flannery;

4.       Managing Investment Portfolios: A Dynamic Process, John L. Maginn, Donald L. Tuttle;

5.       Handbook of Emerging Fixed Income and Currency Markets, Frank J. Fabozzi;

6.       Managing Financial risk: A Guide to Derivative Products, Financial Engineering, and Value Maximization, Charles W. Smithson, Clifford W. Smith Jr.;

7.       Managing Credit Risk: The Next Great Financial Challenge, John B. Caouette, Edward I. Altman, Paul Narayanan;

8.       Derivatives Handbook: Risk Management and Control, Robert J. Schwartz, Clifford W. Smith Jr.;

9.       Fixed Income Mathematics: Analytical & Statistical Techniques, Frank J. Fabozzi;

10.   Managing Bank Capital: Capital Allocation and Performance Measurement, Chris Matten;

11.   Black-Scholes and Beyond: Option Pricing Models, Neil A. Chriss

12.   Probability and Measure, Patrick Billingsley;

13.   A Course in Probability and Statistics, Charles J. Stone;

14.   Random House Webster’s College Dictionary;

15.   Methods of Mathematical Finance, Ioannis Karatzas, Steven E. Shreve;

16.   Brownian Motion and Stochastic Calculus, Ioannis Karatzas, Steven E. Shreve;

17.   Value at Risk, Philippe Jorion;

18.   Financial Institutions Management: A Modern Perspective, Anthony Saunders

19.   Careers in Investment Banking, WetFeet Insider Guide

20.   Theory of Financial Decision Making, Jonathan E. Ingersoll, Jr.

21.   Stochastic Processes, Amir Dembo

22.   Introduction to Partial Differential Equations: A Computational Approach, Aslak Tveito, Ragnar Winther;

23.   My Life as a Quant: Reflections on Physics and Finance, Emanuel Derman;

24.   CFA Textbooks, Level I, II, and III（CFA的这些课本大部分已经送人，剩下的具体哪几本记不清了）;

25.   Heard on the Street: Quantitative Questions from Wall Street Job Interviews, Timothy Falcon Crack;

26.   Stochastic Calculus and Finance, Steven Shreve;

27.   Econometric Analysis, William H. Greene;

28.   Numerical Analysis: Mathematics of Scientific Computing, David Kincaid, Ward Cheney;

29.   Discrete Mathematics and its applications, Kenneth H. Rosen;

30.   Financial Modeling, Simon Benninga;

31.   An Introduction to Stochastic Processes, Edward P.C. Kao;

32.   Linear Algebra: An Interactive Approach, S.K. Jain, A.D. Gunawardena;

33.   Differential Equations with Boundary-Value Problems, Dennis G. Zill, Michael R. Cullen;

34.   Algebra, Michael Artin;

35.   Real Analysis, H.L. Royden;

36.   Topology, James R. Munkres;

37.   Thinking in C++, Bruce Eckel;

38.   Forecasting and Time Series: an applied approach;

39.   Complex Variables and Applications, James Ward Brown, Ruel V. Churchill;

40.   Introductory Combinatorics, Richard A. Brualdi;

41.   Graduate Admissions Essays, Donald Asher;

42.   Stochastic Differential Equations, Bernt Oksendal;

很多quant的书嘛，谢谢