sen 发表于 2004-12-16 12:24:04

国外金融学优秀教材

I.    Investment
1.    InvestmentBy William Sharpe
2.    InvestmentBy Bodie, Kane & Marcus
II    Corporate finance
1.    Corporate Finance By Ross & Westfield
2.    Principle of Corporate Finance By Brealey and Meyer
IIIFinancial Economics (Finance Theory, Asset Pricing)
1.    Foundations of Financial Economics by Huang & Litzenberger
2.    Theory of Financial Decision making by Ingersoll
3.    Finance Theory by Jarrow
4.    Asset Pricing by Cochrane
5.    Dynamic Asset Pricing Theory by Duffie
IV Mathematical Finance (Derivatives)
1.    The Mathematics of Financial Derivatives by Wilmott
2.    The Mathematics of Financial Derivatives by Neftci
3.    Options, Futures and Other Derivatives by Hull
4.    Options Markets by Cox & Rubinstein
5.    Stochastic Calculus and Finance by Shreve
6.    Brownian Motion and Stochastic Calculus by Karatzas and Shreve
7.    Stochastic Differential Equations by Oksendal
V Financial Econometrics
1. Econometrics of Financial Markets by Campbell, Lo & MacKinlay
2. Analysis of Financial Time Series by Tsay
VI Others
1.    Continuous Time Finance by Merton
2.    Investment under Uncertainty by Dixit and Pindyck

rongyuhb 发表于 2006-11-10 17:38:20

都是英文,ms很困难的说,^_^
页: [1]
查看完整版本: 国外金融学优秀教材