BU的msmf申请需要读完建议的书籍吗

k1y · 发表于 2016-11-3 11:01:25

计算机cs转金工的，过了cfa1级，在银行上班，本来想赶第一轮申请bu的msmf，11月9号就截止了，发现居然网上有建议读的书，这么多，这么专业，还纯英文！还几天根本来不及，真的要读吗？求往届大神给点意见。

FINANCE
John Hull’s Options, Futures, and Other Derivatives. The so-called Bible of Wall Street Professionals, this book is mandatory reading for everyone entering the mathematical finance field. Somewhat dry at times, but the topics covered, presentation, and relevance to the program has no equal.
Saleh Neftci’s Principles of Financial Engineering. A great synopsis of the interaction between financial instruments and asset classes within the markets. The late Professor Neftci was truly a gifted writer.
APPLIED MATHEMATICS
Steven Shreve’s Stochastic Calculus for Finance books: namely Stochastic Calculus for Finance I: The Binomial Asset Pricing Model and Stochastic Calculus for Finance II: Continuous-Time Models. These books are standards for courses in stochastic calculus; but caution, these books can be hard to read the first time through, especially the Continuous-Time Models.
Neil Chriss’ Black Scholes and Beyond. An outdated book by some standards, but an easy-to-read account of fundamental stochastic calculus, probability, and statistics used in pricing options.
COMPUTER SCIENCE
Paul Teetor’s R Cookbook. A great, simple-to-read-and-do tutorial on the R scripting language and R framework. Many courses will rely on R or some statistical-based package. Being proficient in R will be a great time-saver as well as tool that will be useful for all time.
Yuh-Dauh Lyuu’s Financial Engineering and Computation. A great book that touches mainly on the computational aspects of mathematical finance.

k1y · 发表于 2016-11-3 11:02:25

另外求一个申请金工或者转专业申请金工的交流讨论群

t0928 · 发表于 2016-11-3 21:21:34

OMG。这些书要是能读透你就学完了半个MFE了

k1y · 发表于 2016-11-3 23:13:09

t0928 发表于 2016-11-3 21:21
OMG。这些书要是能读透你就学完了半个MFE了

我觉得读透这些书直接就相当于学完整个mfe，而且是很精通的学完。。

BU的msmf申请需要读完建议的书籍吗

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