物超所值的资料,买5送1,买10送2,更新到8月4日
最新资料简介，详细介绍在后面的分类里
FE17
Option, Futures and other derivatives—John Hull 5th Solution Manual
FE18
Tools for Computational Finance
PFE12
Monte Carlo Simulation with Java/C++
ECO1
Principles of Financial Economics
ECO2
Principles of Macroeconomics
我将我的资料重新归了下类，有FE, PFE, ECO, CFA, IS, GRE, O。今天海量更新，那些学Financial Engineering或者想在Investment bank从事的同学，这里肯定有你需要的资料。
买5本可送一本
买10本可送两本
想要的同学发我邮箱或加我MSN, 列出你想要的东西的序号，比如FE1, CFA2, GRE2。每个序号的E-version资料收费2新币，除了IS3是5新币，因为这个资料很宝贵。我的邮箱和MSN: resourceKing@hotmail.com
对这有兴趣的同学可以给我发邮件，我可以保证这些东西绝对物超所值，我可以先给你资料，你看了如果满意再转我帐(POSB)，我信任你们也不怕你们不给钱，也希望这些资料能给你帮助，谢谢。
FE: Financial Engineering (Quantitative Finance)
18
PFE: Programming on Financial Engineering
12
ECO: Economics
2
CFA: Charted Financial Analyst
3
IS: Internal Source
5
GRE: Graduate Research Examination
2
O: Others
8
I. Finance Engineering, Quantitative Finance, Mathematical Economics and Finance (FE)
FE1
Name: Mathematics for Finance: An Introduction to Financial Engineering
Author: Marek Capinski, Tomasz Zastawniak
Press: Springer
Pages: 321
次书非常详细的讲述了金融工程的内容，适合初学者。很多例子和习题，图文并茂，还有在spreadsheet上的应用。
Content:
Introduction: A Simple Market Model
Risk-Free Assets
Risky Assets
Discrete Time Market Models
Portfolio Management
Forward and Futures Contracts
Options: General Properties
Option Pricing
Financial Engineering
Variable Interest Rates
Stochastic Interest Rates
FE2
Name: Mathematical Economics and Finance
Author: Michael Harrison, Patrick Waldron
Pages: 153
此Notes最大的特点是把数学和经济金融很好的结合起来，使得数学在经济金融方面有广大的应用。第一部分讲解了经济金融所需要的数学知识，第二部分是应用方面。看完你会感到数学的魅力，数学无处不在。
Content:
Mathematics Part
Linear Algebra
Vector Calculus
Convexity and Optimization
Economics and Finance Part
Choice under Certainty
Choice under Uncertainty
Portfolio Theory
Investment Analysis
FE3
Name: A Benchmark Approach to Quantitative Finance
Author: Eckhard Platen, David Heath
Press: Springer
Page: 702
此书教材适合学量化金融或者金融工程的Master或者PhD读。包括内容有统计概率，随机微分，最优化和数值算法。最难得的是此书后面附有每章节的习题答案。
Content:
Preliminaries from Probability Theory
Statistical Methods
Modeling via Stochastic Processes
Diffusion Processes
Martingales and Stochastic Integrals
The Ito Formula
Stochastic Differential Equations
Introduction to Option Pricing
Various Approaches to Asset Pricing
Continuous Financial Markets
Portfolio Optimization
Modeling Stochastic Volatility
Minimal Market Model
Markets with Event Risk
Numerical Methods
Solutions for Exercises
FE4
Name: Paul Wilmott Introduces Quantitative Finance
Author: Paul Wilmott
Press: Wiley
Page: 724
此书和作者也无需介绍，精华中的精华，Paul Wilmott, Quantitative Finance教父级的人物。
Content:
Products and Markets
Derivatives
Binomial Models
The Random Behavior of Assets
Elementary Stochastic Calculus
The Black-Scholes Model
Partial Differential Equations
The Black-Scholes Formula and the “Greek”
Overview of Volatility Modeling
How to Delta hedge
An Introduction to Exotic and Path-dependent Options
Multi-asset Options
Barrier Options
Fixed-income Products and Analysis: Yield, Duration and Convexity
Swaps
One-factor Interest Rate Modeling
Yield Curve Fitting
Interest Rate Derivatives
The HJM and BGM Models
Investment Lessons from Blackjack and Gambling
Portfolio Management
Value at Risk
Credit Risk
RiskMetrics and CreditMetrics
CrashMetrics
Derivatives Ups
Overview of Numerical Methods
Finite Difference Methods for One-factor Models
Monte Carlo Simulations
Numerical Integration
FE5
Name: Financial Theory by Merton
Author: Robert C.Merton
相信学金融工程的人对此人非常熟悉把，著名的Black-Scholes-Merton的Option Pricing formula中的Merton. Merton是哈佛大学商学院（世界第一商学院）的著名教授，更是1997年Nobel经济奖的得主。Robert C. Merton is currently the John and Natty McArthur University Professor at the Harvard Business School. After receiving a Ph.D. in Economics from Massachusetts Institute of Technology in 1970, he served on the finance faculty of MIT's Sloan School of Management until 1988 when he moved to Harvard. Professor Merton is past President of the American Finance Association and a member of the National Academy of Sciences. He received the Alfred Nobel Memorial Prize in the Economic Sciences in 1997.
Content:
Introduction
On the Arithmetic of Compound Interest: The Time Value of Money
On the Theory of Accumulation and Intertemporal Consumption Choice by Households
On the Role of Business Firm, Financial Instruments and Markets
The “Default-Free” Bond Market and Financial Intermediation in Borrowing and Lending
The Value of the Firm Under Certainty
The Firm’s Investment Decision Under Certainty
Forward Contracts, Future Contracts and Options
The Financing Decision by Firms: Impact of Capital Structure Choice on Value
The Investor’s Decision under Uncertainty: Portfolio Selection
Implication of Portfolio Theory for the Operation of the Capital Markets: the CAPM
Risk-Spreading via Financial Intermediation: Life Insurance
Optimal Use of Security Analysis and Investment Management
Theory of Value and Capital Budgeting under Uncertainty
Introduction to Mergers and Acquisitions: Firm Diversification
The Financing Decision by Firms: Impact of Dividend Policy in Value
Security Pricing and Security Analysis in an Efficient Market
FE6
Name: Financial Risk Manager Handbook
Author: Philippe Jorion, Garp
Press: Wiely
Page: 739
现在风险管理是金融学内一个非常重要的课题，所有的银行都会有专门的风险管理部 门， 此书详细的介绍了这方面的知识
Content:
Quantitative Analysis
Bond Fundamentals
Fundamentals of Probability
Fundamentals of Statistics
Monte Carlo Methods
Capital Markets
Introduction to Derivatives
Options
Fixed-Income Derivatives
Equity, Currency, and Commodity Markets
Market Risk Management
Introduction to Market Risk Measurement
Sources of Market Risk
Hedging Linear Risk
Nonlinear Risk: Options
Modeling Risk Factors
VAR Methods
Investment Risk Management
Portfolio Management
Hedge Fund Risk Management
Credit Risk Management
Introduction to Credit Risk
Measuring Actuarial Default Risk
Measuring Default Risk from Market Prices
Credit Exposure
Credit Derivatives and Structured Products
Managing Credit Risks
Operational and Integrated Risk Management
Operational Risk
Risk Capital and RAROC
Firm-Wide Risk Management
Legal, Accounting, and Tax Risk Management
Legal Issues
Accounting and Tax Issues
Regulation and Compliance
Regulation of Financial Institutions
The Basel Accord
The Basel Market Risk Charge
FE7
Name: Financial Engineering Principles, A Unified Theory for Financial Product Analysis
Author: By Perry H. Beaumont, PhD
Press: Wiely
Page: 318
此书详细地介绍了各种金融产品，适用于想了解金融知识的初学者。简单明了，易于掌握。：
Content:
Introduction
Products
Cash Flows
Credits
Financial Engineering
Risk Management
Market Environment
FE8
Name: The Fast Forward MBA in Finance
Quick Tips, Speedy Solutions, Cutting-Edge Ideas
Author: John A. Tracy
Press: Wiely
Page: 337
The Fast Forward MBA Series provides time-pressed business professionals and students with concise, one-stop information to help them solve business problems and make smart, informed business decisions.
Content:
Financial Reporting Outside and Inside a Business
Getting Down to Business
Introducing Financial Statement
Reporting Profit to Managers
Interpreting Financial Statements
Assets and Sources of Capital
Building a Balance Sheet
Business Capital Sources
Capital Needs of Growth
Profit and Cash Flow Analysis
Breaking Even and Making Profit
Sales Volume Changes
Sales Price and Cost Changes
Price/Volume Trade-offs
Cost/Volume Trade-offs and Survival Analysis
Profit Gushes: Cash Flow Trickles
Capital Investment Analysis
Determining Investment Returns Needed
Discounting Investment Returns Expected
End Topics
Service Businesses
Management Control
Manufacturing Accounting
FE9
Name: Options and Options Trading
A Simplified Course that Takes You from Coin Tosses to Black Scholes
Author: Robert W. Ward
Press: McGraw-Hill
Page: 405
此书对那些想从事Traders的同学有很大的实用价值，介绍了很多市场实际操作，把理论知识运用在当今的金融市场，超值，吐血推荐
Content:
What a derivative is and what it isn’t
Binomials and coin tosses
Pascal’s triangle and the binomial theorem
Distributions are the key
Probabilities, odds and payoffs
Writing our first option
Sectors, strike prices and summation signs
The fair price of an option
Statistics, the 15-minute cram course
Dow Jones versus coin tosses
Turning spot prices into forward prices
Skeleton for an option formula
Getting comfortable with the Black Scholes formula
Introducing volatility and SKIT-V
Pros and Cons of the Black-Scholes formula
Primer on risk and hedging
Option risk finding it and hedging it
How traders make money
How to convert puts and calls CPL.PCS
The best option strategies
Market insights and Edges
FE10
Name: Applied Quantitative Finance Theory and Computation
Author: Wolfgang Hardle, Torsten Kleinow, Gerhard Stahl
Page: 423
此书实践性很强（强烈推荐），适用于由统计背景的金融学者，有四个主要课题
Content:
Value at risk
Credit risk
Implied volatility
Econometrics
FE11
Name: Mathematical Modeling and Methods of Option Pricing
期权定价的数学模型和方法
Author: Jiang Lishang 姜礼尚
Press: Higher Education Press
Pages: 344
本书从偏微分的观点和方法，对Black-Scholes-Merton的期权定价理论作了系统深入的阐述。特别是对American Option, Path-dependent Option and Implied Volatility等重要问题，展开了深入的讨论。此书对于那些对金融衍生物估价的同学很有用。
Content:
风险管理与金融衍生物
无套利原理
期权定价的离散模型—二叉树方法
Brown运动与Ito公式
欧式期权定价
美式期权定价与最佳实施策略
多资产期权
路径有关期权
隐含波动率
FE12
Name: Pairs Trading: Quantitative Methods and Analysis
Author: Ganapathy Vidyamurthy
Press: Wiley
Pages: 223
次书对于以后想从事Trader的同学有很大的实用价值。本书列出很多Trading时所需要的金融模型，风险分析。书中还有大量的例子，使得理论充分实践化。
Content:
Background Material
Introduction
Time Series
Factor Model
Kalman Filtering
Statistical Arbitrage Pairs
Overview
Pairs Selection in Equity Markets
Testing for Tradability
Trading Design
Risk Arbitrage Pairs
Risk Arbitrage Mechanics
Trade Execution
The Market Implied Merger Probability
Spread Inversion
FE13
Name: Mathematics of the Securities Industry
Author: William A. Rini
Press: McGraw-Hill
Pages: 225
本书提供了一些最基本最好懂的金融产品估价方法，适用于初级金融爱好者。
Content:
Pricing Stocks
Pricing Corporate Bonds
Pricing Government Bonds and Notes
Dividend Payments
Interest Payments
Accrued Interest
Current Yield
Nominal Yield
Yield to Maturity: Basis Pricing
The Rule-of-Thumb Yield to Maturity
Pricing Municipal Bonds
Comparing Tax-Free and Taxable Yields
Pricing Treasury Bills
Mutual Funds
Rights Offerings
Convertible Securities
Bond Amortization and Accretion
Basic Margin Transactions
Margin: Excess Equity and the SMA
Margin: Buying Power
Margin: Maintenance Requirements for Long Accounts
Pricing Options
Options Margin
Financial Ratios
Tax Loss Carry forwards
FE14
Name: Mathematical Models of Financial Derivatives
Author: Yue-Kuen Kwok
Press: Springer
Pages: 541
此书不用介绍了吧，NUS很多金融数学的课的Lecture Notes都是以此书为参考书的，非常系统和详细的介绍了金融衍生物和它们的估价模型以及应用。
Content:
Introduction to Derivative Instruments
Financial Economics and Stochastic Calculus
Option Pricing Models: BSM Formulation
Path Dependent Options
American Options
Numerical Schemes for Pricing Options
Interest Rate Models and Bond Pricing
Interest Rate Derivatives: Bond Options LIBOR and Swap Products
FE15
Name: Analysis of Financial Time Series
Author: Ruey S. Tsay
Press: Wiley
Pages: 638
此书也同样不用介绍了吧，NUS的金融时间序列分析课的Lecture Notes是以此书为参考书的。这是我看过写Time Series In Financial Application最好的书。 Content:
Financial Time Series and Their Characteristics
Linear Time Series Analysis and Its Application
Conditional Hesteroscedastic Models
Nonlinear Models and Their Applications
High-Frequency Data Analysis and Market Microstructure
Continuous-Time Models and Their Applications
Extreme Values, Quantile Estimation, and Value at Risk
Multivariate Time Series Analysis and Its Applications
Principal Component Analysis and Factor Models
Multivariate Volatility Models and Their Applications
State-Space Models and Kalman Filter
Markov Chain Monte Carlo Methods with Applications
FE16
Name: Asset Pricing
Author: John H. Cochrane
Press: University of Chicago
Pages: 462
Cochrane traces the pricing of all assets back to a single idea--price equals expected discounted payoff--that captures the macroeconomic risks underlying each security's value. By using a single, stochastic discount factor rather than a separate set of tricks for each asset class, Cochrane builds a unified account of modern asset pricing. He presents applications to stocks, bonds, and options. Each model--consumption-based, CAPM, multifactor, term structure, and option pricing--is derived as a different specification of the discount factor. Content:
Part I. Asset pricing theory
Part II. Estimating and evaluating asset pricing models
Part III. Bonds and options
Part IV. Empirical survey
Part V. Appendix
It also includes Solutions to problems in Asset Pricing and Typo list for Asset Pricing.
FE17
Option, Futures and other derivatives—John Hull 5th Solution Manual
此书是Quantitative Finance的Bible,是quant的最好的入门书之一。 虽说是第5版的课后习题解答，但是第6，7版的题目全部没有变，所以仍然使用。这本书和习题解答本来也是独立出的，所以E-verison也是独立的。看完这本书不做习题，学过的知识很快就会忘，所以边看书边做题，这本习题解答还是很重要的。而且还有一些作者额外给的问题和解答。总共151页。
Content:
Notes for the Instructor
Answers to Assignment Questions
Course Organization
Test Bank Questions
Test Bank Answers
Additional Questions
Answers to Additional Questions
Slides
FE18
Name: Tools for Computational Finance
Author: Rudiger U. Seydel
Press: Springer
Page: 313
此书几乎把所有计算金融能用的方法都罗列进去了。对那些搞金融计算的同学，此书对你绝对有很大的帮助。
Content:
Modeling Tools for Financial Options
Generating Random Numbers with Specified Distributions
Simulation with Stochastic Differential Equations
Standard Methods for Standard Options
Finite-Element Methods
Pricing of Exotic Options
Appendix
II. Programming on Financial Engineering (PFE)
PFE1
Name: Advanced modeling in Finance using Excel and VBA
Author: Mary Jackson, Mike Staunton
Press: Wiley
Page: 278
现在越来越多的quant工作或者financial analyst工作需要VBA skill. 此书非常详细的讲解的如何用Excel Spreadsheet和VBA语言来解决金融建模的问题。
Content:
Introduction
Advanced Excel function and Procedures
Introduction to VBA
Writing VBA user-defined Functions
Introduction to Equities
Portfolio Optimization
Asset Pricing
Performance Measurement and Attribution
Introduction to Options on Equities
Binomial Trees
The Black-Scholes Formula
Other Numerical Methods for European Options
Non-normal disruptions and Implied Volatility
Introduction to Valuing Options on Bonds
Interest Rate Models
Matching the Term Structure
Other VBA Functions
PFE2
Name: Excel Add-in Development in C and C++
Author: Steven Dalton
Press: Wiley
Page: 425
找quant最吃香的两种语言，VBA和C++, 本书讲了这两种语言之间的在金融上的合用。
Content:
Introduction
Excel Functionality
Using VBA
Creating a 32-bit Windows DLL Using Visual C++ 6.0
Turing DLLs into XLLs: The Add-in Manager Interface
Passing Data between Excel and the DLL
Memory Management
Accessing Excel Functionality Using the C API
Miscellaneous Topics
Example Add-ins and Financial Applications
PFE3
Name: Financial Analysis with Excel
Author: Brealey, Myers
Press: McGraw-Hill
Page: 386
此书偏重于用Excel Spreadsheet解决那些Financial Accounting和Corporate Finance的东西。
Content:
Spreadsheet Basics
The Basic Financial Statements
The Cash Budget
Financial Statement Analysis Tools
Financial Forecasting
Break-Even and Leverage Analysis
The Time Value of Money
Valuation and Rates of Return
The Cost of Capital
Capital Budgeting
Risk, Capital Budgeting, and Diversification
PFE4
Name: Modeling Derivatives in C++
Author: Justin London
Press: Wiley
Page: 841
此书不用说太多了吧，可以说是每位quant的Bible。非常全面的理论介绍和C++ Code。看了就知道这本书的价值了。
Content:
Black-Scholes and Pricing Fundamentals
Monte Carlo Simulation
Binomial Tree
Trinomial Tree
Finite Difference Methods
Exotic Options
Stochastic Volatility
Statistical Models
Stochastic Multifactor Models
Single-Factor Interest Rate Models
Tree-Building Procedures
Two-Factor Models and the Heath-Jarrow-Morton Model
LIBOR Market Models
Bermudan and Exotic Interest Rate Derivatives
PFE5
Name: Introduction to C++ for Financial Engineers, An Objected-oriented Approach
Author: Daniel J.Duffy
Press: Wiley
Page: 441
如果你以后想从事金融分析师，喜欢用C++的话，这本书是个很不错的选择。
Contents:
Introduction to C++ and Quantitative Finance
The Mechanics of C++: from Source Code to a Running Program
C++ Fundamentals and My First Option Class
Creating Robust Classes
Operator Overloading in C++
Memory Management in C++
Functions, Namespaces and Inheritance
Advanced Inheritance and Payoff Class Hierarchies
Run-Time Behavior in C++
An Introduction to C++ Template
Introduction to GDS and STL
Creating Simpler Interfaces to STL for QF Applications
Data Structures for Financial Engineering Applications
An Introduction to Design Patterns
Programming the Binomial Method in C++
Implementing One-Factor Black Scholes in C++
Two-Factor Option Pricing: Basket and Other Multi-Asset Options
Useful C++ Classes for Numerical Analysis Applications in Finance
Other Numerical Methods in QF
The Monte Carlo Method Theory and C++ Frameworks
Skill Development: from White Belt to Black Belt
Basic C Survival Guide
Advanced C Syntax
Datasim Visualization Package in Excel：Drivers and Mechanisms
Motivating COM and Emulation in C++
COM Fundamentals
PFE6
Name: Financial Engineering with Mathematica – Option Pricing
Author: Zvi Wiener,
Press: Hebrew University
Page: 117
此书用得是Mathematica软件语言来解决一些金融工程问题。
Content:
The Binomial Option Pricing Model
Binomial Option Pricing, the BS Option Pricing Formula ad Exotic Options
Dynamic Hedging Strategies
Term Structure of Interest Rates
Binomial Term Structure Models
Value-at-Risk
Algorithm behind Term Structure Models of Interest Rates I
Algorithm behind Term Structure Models of Interest Rates II
Efficient Calibration of Trinomial Tress for One-Factor Short Rate Models
On the Use of Numeraires in Option Pricing
PFE7
Name: Financial Toolbox, For use with MATLAB
Page: 185
此册子详细介绍MATLAB金融工具箱，可以迅速的运用在金融工程计算
Content:
Handling and Converting Dates
Formatting Currency and Charting Financial Data
Analyzing and Computing Cash Flows
Fixed Income Securities
Analyzing Portfolios
Pricing and Analyzing Equity Derivatives
PFE8
Name: Excel Spreadsheet Modeling in Corporate Finance
Author: Graig W. Holden, Richard G. Brinkman faculty fellow
Press: school of Business Indiana University
Page: 169
此书16主要讲解如何用Excel来进行金融运算，包含了大量生动彩色的例子，非常容易上手，强烈推荐。
Content:
Part I Time Value of Money
Single Cash Flow
Annuity
Net Present Value
Real and Inflation
Loan Amortization
Part II Valuation
Bond Valuation
Stock Valuation
The Yield Curve
U.S. Yield Curve Dynamics
Part III Capital Budgeting
Project NPV
Cost-Reducing Project
Break-Even Analysis
Three Valuation Methods
Part IV Financial Planning
Corporate Financial Planning
Du Pont System of Ratio Analysis
Life-Cycle Financial Planning
Part V Options and Corporate Finance
Binomial Option Pricing
Black Scholes Option Pricing
Debt and Equity Valuation
Real Options
PFE9
Name: Java Methods for Financial Engineering
Application in Finance and Investment
Author: Philip Barker
Press Springer:
Page: 562
此书适用于有Java背景的金融研究者
Content:
Introduction
Interest rate calculations
Bonds
Duration
Futures
Options
Modeling stock price
The binomial model
Analytical option pricing methods
Sensitivity measures
Interest rate derivatives
Conditional options
Complex conditional options
Barrier type options
Double barrier options
Digital options
Special case barrier options
Other exotics
PFE10
Name: Business, Economics and Finance with MATLAB, Gis and Simulation Models
Author: Patrick L. Anderson
Press CRC:
Page: 452
此书主要适用MATLAB语言建模，实用价值高
Content:
How to use the book
Mathematical and simulation models in business economics
MATLAB and simulink design guidelines
Importing and reporting your data
Library functions for business economics
Economic impact models
Fiscal impact models
Tax revenue and tax policy
Regional economics
Applications for business
Business valuation and damages estimation
Applications for finance
Modeling location and retail sales
Applications for manufacturing
Fuzzy logic business applications
Bringing analytic power to the internet
Graphics and other topics
PFE11
Name: Financial Numerical Recipes in C++
Author: Bernt Arne ¢degaard
Page: 262
此书适用于那些懂C和C++的金融研究者
Content:
On C++ and programming
The value of time
The term structure of interest rates and an object lesson
Futures algorithms
Binomial option pricing
Basic option pricing, the Black Scholes formula
Warrants
Extending the Black Scholes formula
Option pricing with binomial approximation
Finite difference
Option pricing by simulation
Approximation
Average, lookback and other exotic options
Alternatives to the Black Scholes type option formula
Using a library for matrix algebra
Mean variance analysis
Pricing of bond options, basic models
Credit risk
Term structure models
Binomial term structure models
Term structure derivatives
PFE12
Name: Monte Carlo Simulation with Java/C++
Author: Michael J. Meyer
Page: 286
Press: Wiley
Monte Carlo在对金融产品估价，风险管理是一种非常重要的数值方法。本书详细如何用Java/C++来编程来进行Monte Carlo Simulation for financial instruments.
Content:
Introduction
Random Variables and Expectation
Stochastic Process
Markets
Trading and Hedging
The Libor Market Model
The Quasi Monte Carlo Method
Lattice Methods
Utility Maximization
III. Economics (ECO)
ECO1
Name: Principles of Financial Economics
Author: Stephen F. .Lepoy, Jan Werner
Page: 289
本书把金融和经济结合起来，金融学家通常用的是连续性模型，而经济学家通常用的是非连续性模型。本书找到金融和经济之间的共同点和每个学科的实际应用。
Content:
Equilibrium in Security Markets
Linear Pricing
Arbitrage and Positive Pricing
Portfolio Restrictions
Valuation
State Prices and Risk-Neutral Probabilities
Valuation under Portfolio Restrictions
Expected Utility
Risk Aversion
Risk
Optimal Portfolios with One Risky Security
Comparative Statics of Optimal Portfolios
Optimal Portfolios with Several Risky Securities
Consumption-Based Security Pricing
Optimality in Incomplete Security Markets
The Expectations and Pricing Kernels
The Mean Variance Frontier Payoffs
CAPM
Factor Pricing
Equilibrium in Multi-date Security Markets
Multi-date Arbitrage and Positivity
Dynamically Complete Markets
Event Prices, Risk Neutral Probabilities and the Pricing Kernel
Security Gains As Martingales
Conditional Consumption-Based Security Pricing
Conditional Beta Pricing and the CAPM
ECO2
Name: Principles of Macroeconomics
Author: N. Gregory Mankiw
Page: 509
Press: McGraw-Hill
全彩多图高清一本宏观经济学的教材。
Content:
Ten Principles of Economics
Thinking like an Economist
Interdependence and the Gains from Trade
The Market Forces of Supply and Demand
Elasticity and its Application
Supply, Demand and Government Policy
Consumers, Producers, and the Efficiency of Market
Measuring a Nation’s Income
Measuring the cost of living
Production and Growth
Saving, Investment, and the Financial System
Unemployment and its Natural Rate
The Monetary System
Money Growth and Inflation
Open Economy
Aggregate Demand and Aggregate Supply
Five Debates over Macroeconomic Policy
IV. Charted Financial Analyst （CFA）
CFA1 （NEW）
CFA Level I Secret Sauce Contents 2008
包括了所有Level One要考的重要的公式，概念。此精装版222页，当你看完CFA厚厚的书或笔记之后，再看这个非常便于记忆和复习。
CFA2
CFA Level III 真题
此书包括CFA Level III 1999-2004年的真题和答案，还有Level III的Final Format matter..
CFA3
2008 Level1, Level2, Level3 Sample Questions
2005,2006,2007 Level3 Exams and Guidelines
V. Internal Source (IS)
IS1
Name: Citibank Instruction Series Equity Financing
Page: 102
我的一个在美国的朋友在花旗Training是发的，虽然不是最新的，但是内容没有变很多，此Notes讲得是Equity Financing, 有三个Units.
Content:
Fundamentals of Equity
Issuing Equity Securities
Valuing Equity Securities
IS2
Name: Citibank Instruction Series Debt Financing
Page: 190
我的一个在美国的朋友在花旗Training是发的，虽然不是最新的，但是内容没有变很多，此Notes讲得是Debt Financing, 有五个Units.
Content：
Fundamentals of Debt Financing
Raising Debt Capital
Valuing Debt
Debt Instruments
Derivative Securities
IS3
Name: Vault Guild to Finance Interviews (强烈推荐，精化中精华)
Page: 171
此书对那些准备找金融工作的同学极有帮助，由Citigroup, Deloitte, Goldman Sachs, Northwestern Mutual Financial Network, TD Securities, UBS等家Sponsor的。里面全是那些面试时可能遇到的专业问题，你看完之后再去面试会非常胸有成竹的，此书的E-version在网上购买PDF的文件都要29.99美元。我就卖5新币（E-version）吧.
Content:
Introduction
The Financial Services Industry
Valuation Techniques
Equity Analysis and Portfolio Management
Stocks
Bonds and Interest Rates
Currencies
Options and Derivatives
Mergers and Acquisitions
Brainteasers amd Guesstimates
Final Analysis
IS4
Name: Wall Street Prep
Financial Training Solutions
Page: 26
This is Financial Modeling Training Program, supplementary notes for the fundamentals of Financial Modeling Manual. It is your guide as you walk through this seminar. This program is designed to enhance your competitive profile as you pursue a career in finance through an intensive step-by-step approach simulating true-to-life financial modeling experience.
Content:
Forward
Setting up the core financial statements
Working capital
Property, plant and equipment
Other balance sheet items
Shareholders’ Equity
Diluted shares outstanding
Debt
IS5
Name: Risk Management of Financial Derivatives-- Comptroller’s Handbook
Page: 190
This guidance is intended to provide a framework for evaluating the adequacy of risk management practices of derivatives dealers and end-users.
Content:
Background
Risk Associated With Derivative
Strategic Risk
Reputation Risk
Price Risk
Interest Risk
Liquidity Risk
Foreign Exchange Risk
Credit Risk
Transaction Risk
Compliance Risk
Capital Issues
Accounting Issues
VI. Graduate Research Examination (GRE)
GRE1
8天攻克8000词汇魔鬼训练营教材
蓝宝书GRE词汇精选
红宝书单词快速记忆法大全
GRE作文PPT Notes（武汉新东方特级老师童玲的独家笔记，作文才是GRE最难的部分，这份Notes帮助很大，较你如何写老外喜欢的作文）
我的一个美国朋友自己总结的词汇（全英文，每个词都有例句，注解，最地道的英语，强烈推荐）
GRE2
GRE作文大全
GRE Writing of Kaplan
GRE写作有两种文体，一种是Issues,一种是Arguments.此notes提供了124个Issues题目和例文，和150个Arguments题目和例文。对GRE写作很有帮助。
GRE & GMAT的写作句型
GRE的写作宝典及范文
VII. Others (O)
O1
Name: Handbook of International Banking
Author: Andrew W. Mullineux, Victor Murinde
Press: University of Birmingham, UK
Page: 827
此书是一本介绍国际银行的详尽手册，我只列出本书几个大的课题，总共包含26个小的章节。对那些想了解银行的同学来说，此书值得一读。
Content:
The Globalization of Banking
Banking Structures and Functions
Banking Risks, Crises and Regulations
The Evolving International Financial Architecture
O2
Name: 格雷厄姆的投资指南 （中文版）
Author: 格雷厄姆
Press: 江苏大学出版社
Page: 327
格雷厄姆的“投资指南”，使每一位华尔街人士的“圣经”。它对全球金融产生了深远的影响，并为证券市场造就了包括世界首富，被称为“股神”的巴菲特在内的一批亿万富翁。
Content:
投资的一般方法
股票选择的原则
作为公司所有者的投资者
结论
O3
Name: The World is Flat (世界是平的) （中英文版）
Author: Thomas L.Friedman（托马斯弗里曼）
Page: 673
作者是纽约时报最为著名的专栏作家之一 托马斯弗里曼。本书讲的是世界是平的，意味着在今天这样一个因信息技术而紧密、方便的互联世界中，全球市场、劳动力和产品都可以被整个世界共享，一切都有可能以最有效率和最低成本的方式实现。全球化无可阻挡，美国的工人、财务人员、工程师和程序员现在必须与远在中国和印度的那些同样优秀或同样差劲的劳动力竞争，他们中更有竞争力的将会胜出。
Content:
While I Was Sleeping
The Ten Forces That Flattened the World
The Steroids Three: The Triple Convergence
The Great Sorting Out
America and Free Trade
The Untouchables
The Quiet Crisis
This Is Not a Test
The Virgin of Guadalupe
The Unflat World
The Dell Theory of Conflict Prevention
Imagination
O4
Name: 在不确定的世界：从华尔街到华盛顿 （电子中文版）
Author: 罗伯特鲁宾
作者呈现给读者的是一本“借自传形式介绍政策的书籍”。书中以很短的篇幅回忆了童年时代和求学历程，随后描述他人生经历中的华彩篇章（高盛—白宫—花旗），阐述了他所笃信的“或然性理论”，也从一个侧面讲述了美国前总统克林顿的工作和生活。
O5
Name: Liar’s Poker (说谎者的扑克牌)（英文版）
Author: Michael Lewis (迈克尔刘易斯)
“说谎者的扑克牌”是华尔街上金融家们玩的一种休闲游戏，以最善于瞒骗他人而实行心理欺诈者为胜。迈克尔刘易斯将其用为隐喻，描述了自己在华尔街最大的投资银行之一的所罗门兄弟公司里四年的工作经历——从意外受雇、接受培训直到成长为只凭一个电话即可以调动数百万美元资金的明星交易员。在书中，刘易斯将华尔街投资世界中许多不为人知的技巧、诀窍和手段娓娓道来，披露了自己是如何参透华尔街的波谲云诡、逐步掌握投资走势的，让读者有了感同身受的体验。
本书的另一个亮点，是从作者的视角展示了所罗门兄弟公司在20世纪80年代的戏剧性历史，特别对1987年10月美国股市大崩盘进行了深刻的描写，从而折射出华尔街在那个年代是如何在大起大落中保持发展的。
本书的风格独树一帜，笔法生动风趣，将华尔街深奥的投资手法融入有趣的故事当中，让读者在捧腹大笑的同时又陷入深深的思考。这也使本书获得了专业人士和广大读者的认可，成为美国长销不衰的投资经典著作。
本书的另一个亮点，是从作者的视角展示了所罗门兄弟公司在20世纪80年代的戏剧性历史，特别对1987年10月美国股市大崩盘进行了深刻的描写，从而折射出华尔街在那个年代是如何在大起大落中保持发展的。
本书的风格独树一帜，笔法生动风趣，将华尔街深奥的投资手法融入有趣的故事当中，让读者在捧腹大笑的同时又陷入深深的思考。这也使本书获得了专业人士和广大读者的认可，成为美国长销不衰的投资经典著作。
作者简介
迈克尔刘易斯，美国超级畅销书作家，毕业于美国普林斯顿大学和英国伦敦经济学院，曾任所罗门兄弟公司的债券交易员，后来为《纽约时报》撰稿，并担任英国《观察家周刊》的美国版编辑。 他的成名之作《说谎者的扑克牌》被公认是描写20世纪80年代华尔街文化的经典名作，书中的精彩片段被各种媒体广泛引用，对美国商业文化产生了重大的影响。此书至今仍在亚马逊网上书店热销，成为许多商学院的必读书目。
O6
Name: Mergers and Acquisitions
Author: J. Fred Weston & Samuel C. Weaver
Press: McGraw-Hill
Page: 273
详细的讲述了企业合并的政策，价值评估，融资方法，内部重组等内容.
Content:
Change Forces and Mergers
Antitrust Policies
Strategy
Deal Structuring
Mergers and Takeovers – Theory and Practice
Alternative Paths to Growth
Valuation
Restructuring and Financial Engineering
Cash Flows, Dividends, and Share Repurchases
Takeover Defenses
O7
Name: 巴菲特每年致股东信，经典中的经典
Author: Warren Buffett
我收集了从1777-2008年，不过遗憾的是没有2004和2006的。其中1987-2004都是中英文双语版，其他的是中文版。巴菲特每年写给股东的信清晰、流畅，充满睿智和幽默，已成为世界杰出投资经理和优秀CEO的必读经典。
O8
Name: The New Paradigm for Markets
The Credit Crisis of 2008 and what it means
Author: George Soros (乔治索罗斯)
索罗斯的最新大作，里面讨论2008subprime crisis，值得一看。
Content:
Perspective
The Core Idea
Autobiography of a Failed Philosopher
The Theory of Reflexivity
Reflexivity in Financial Markets
The Current Crisis and Beyond
The Super-Bubble Hypothesis
Autobiography of a Successful Speculator
My Outlook for 2008
Some Policy Recommendations
FE17
Option, Futures and other derivatives—John Hull 5th Solution Manual
FE18
Tools for Computational Finance
PFE12
Monte Carlo Simulation with Java/C++
ECO1
Principles of Financial Economics
ECO2
Principles of Macroeconomics
我将我的资料重新归了下类，有FE, PFE, ECO, CFA, IS, GRE, O。今天海量更新，那些学Financial Engineering或者想在Investment bank从事的同学，这里肯定有你需要的资料。
买5本可送一本
买10本可送两本
想要的同学发我邮箱或加我MSN, 列出你想要的东西的序号，比如FE1, CFA2, GRE2。每个序号的E-version资料收费2新币，除了IS3是5新币，因为这个资料很宝贵。我的邮箱和MSN: resourceKing@hotmail.com
对这有兴趣的同学可以给我发邮件，我可以保证这些东西绝对物超所值，我可以先给你资料，你看了如果满意再转我帐(POSB)，我信任你们也不怕你们不给钱，也希望这些资料能给你帮助，谢谢。
FE: Financial Engineering (Quantitative Finance)
18
PFE: Programming on Financial Engineering
12
ECO: Economics
2
CFA: Charted Financial Analyst
3
IS: Internal Source
5
GRE: Graduate Research Examination
2
O: Others
8
I. Finance Engineering, Quantitative Finance, Mathematical Economics and Finance (FE)
FE1
Name: Mathematics for Finance: An Introduction to Financial Engineering
Author: Marek Capinski, Tomasz Zastawniak
Press: Springer
Pages: 321
次书非常详细的讲述了金融工程的内容，适合初学者。很多例子和习题，图文并茂，还有在spreadsheet上的应用。
Content:
Introduction: A Simple Market Model
Risk-Free Assets
Risky Assets
Discrete Time Market Models
Portfolio Management
Forward and Futures Contracts
Options: General Properties
Option Pricing
Financial Engineering
Variable Interest Rates
Stochastic Interest Rates
FE2
Name: Mathematical Economics and Finance
Author: Michael Harrison, Patrick Waldron
Pages: 153
此Notes最大的特点是把数学和经济金融很好的结合起来，使得数学在经济金融方面有广大的应用。第一部分讲解了经济金融所需要的数学知识，第二部分是应用方面。看完你会感到数学的魅力，数学无处不在。
Content:
Mathematics Part
Linear Algebra
Vector Calculus
Convexity and Optimization
Economics and Finance Part
Choice under Certainty
Choice under Uncertainty
Portfolio Theory
Investment Analysis
FE3
Name: A Benchmark Approach to Quantitative Finance
Author: Eckhard Platen, David Heath
Press: Springer
Page: 702
此书教材适合学量化金融或者金融工程的Master或者PhD读。包括内容有统计概率，随机微分，最优化和数值算法。最难得的是此书后面附有每章节的习题答案。
Content:
Preliminaries from Probability Theory
Statistical Methods
Modeling via Stochastic Processes
Diffusion Processes
Martingales and Stochastic Integrals
The Ito Formula
Stochastic Differential Equations
Introduction to Option Pricing
Various Approaches to Asset Pricing
Continuous Financial Markets
Portfolio Optimization
Modeling Stochastic Volatility
Minimal Market Model
Markets with Event Risk
Numerical Methods
Solutions for Exercises
FE4
Name: Paul Wilmott Introduces Quantitative Finance
Author: Paul Wilmott
Press: Wiley
Page: 724
此书和作者也无需介绍，精华中的精华，Paul Wilmott, Quantitative Finance教父级的人物。
Content:
Products and Markets
Derivatives
Binomial Models
The Random Behavior of Assets
Elementary Stochastic Calculus
The Black-Scholes Model
Partial Differential Equations
The Black-Scholes Formula and the “Greek”
Overview of Volatility Modeling
How to Delta hedge
An Introduction to Exotic and Path-dependent Options
Multi-asset Options
Barrier Options
Fixed-income Products and Analysis: Yield, Duration and Convexity
Swaps
One-factor Interest Rate Modeling
Yield Curve Fitting
Interest Rate Derivatives
The HJM and BGM Models
Investment Lessons from Blackjack and Gambling
Portfolio Management
Value at Risk
Credit Risk
RiskMetrics and CreditMetrics
CrashMetrics
Derivatives Ups
Overview of Numerical Methods
Finite Difference Methods for One-factor Models
Monte Carlo Simulations
Numerical Integration
FE5
Name: Financial Theory by Merton
Author: Robert C.Merton
相信学金融工程的人对此人非常熟悉把，著名的Black-Scholes-Merton的Option Pricing formula中的Merton. Merton是哈佛大学商学院（世界第一商学院）的著名教授，更是1997年Nobel经济奖的得主。Robert C. Merton is currently the John and Natty McArthur University Professor at the Harvard Business School. After receiving a Ph.D. in Economics from Massachusetts Institute of Technology in 1970, he served on the finance faculty of MIT's Sloan School of Management until 1988 when he moved to Harvard. Professor Merton is past President of the American Finance Association and a member of the National Academy of Sciences. He received the Alfred Nobel Memorial Prize in the Economic Sciences in 1997.
Content:
Introduction
On the Arithmetic of Compound Interest: The Time Value of Money
On the Theory of Accumulation and Intertemporal Consumption Choice by Households
On the Role of Business Firm, Financial Instruments and Markets
The “Default-Free” Bond Market and Financial Intermediation in Borrowing and Lending
The Value of the Firm Under Certainty
The Firm’s Investment Decision Under Certainty
Forward Contracts, Future Contracts and Options
The Financing Decision by Firms: Impact of Capital Structure Choice on Value
The Investor’s Decision under Uncertainty: Portfolio Selection
Implication of Portfolio Theory for the Operation of the Capital Markets: the CAPM
Risk-Spreading via Financial Intermediation: Life Insurance
Optimal Use of Security Analysis and Investment Management
Theory of Value and Capital Budgeting under Uncertainty
Introduction to Mergers and Acquisitions: Firm Diversification
The Financing Decision by Firms: Impact of Dividend Policy in Value
Security Pricing and Security Analysis in an Efficient Market
FE6
Name: Financial Risk Manager Handbook
Author: Philippe Jorion, Garp
Press: Wiely
Page: 739
现在风险管理是金融学内一个非常重要的课题，所有的银行都会有专门的风险管理部 门， 此书详细的介绍了这方面的知识
Content:
Quantitative Analysis
Bond Fundamentals
Fundamentals of Probability
Fundamentals of Statistics
Monte Carlo Methods
Capital Markets
Introduction to Derivatives
Options
Fixed-Income Derivatives
Equity, Currency, and Commodity Markets
Market Risk Management
Introduction to Market Risk Measurement
Sources of Market Risk
Hedging Linear Risk
Nonlinear Risk: Options
Modeling Risk Factors
VAR Methods
Investment Risk Management
Portfolio Management
Hedge Fund Risk Management
Credit Risk Management
Introduction to Credit Risk
Measuring Actuarial Default Risk
Measuring Default Risk from Market Prices
Credit Exposure
Credit Derivatives and Structured Products
Managing Credit Risks
Operational and Integrated Risk Management
Operational Risk
Risk Capital and RAROC
Firm-Wide Risk Management
Legal, Accounting, and Tax Risk Management
Legal Issues
Accounting and Tax Issues
Regulation and Compliance
Regulation of Financial Institutions
The Basel Accord
The Basel Market Risk Charge
FE7
Name: Financial Engineering Principles, A Unified Theory for Financial Product Analysis
Author: By Perry H. Beaumont, PhD
Press: Wiely
Page: 318
此书详细地介绍了各种金融产品，适用于想了解金融知识的初学者。简单明了，易于掌握。：
Content:
Introduction
Products
Cash Flows
Credits
Financial Engineering
Risk Management
Market Environment
FE8
Name: The Fast Forward MBA in Finance
Quick Tips, Speedy Solutions, Cutting-Edge Ideas
Author: John A. Tracy
Press: Wiely
Page: 337
The Fast Forward MBA Series provides time-pressed business professionals and students with concise, one-stop information to help them solve business problems and make smart, informed business decisions.
Content:
Financial Reporting Outside and Inside a Business
Getting Down to Business
Introducing Financial Statement
Reporting Profit to Managers
Interpreting Financial Statements
Assets and Sources of Capital
Building a Balance Sheet
Business Capital Sources
Capital Needs of Growth
Profit and Cash Flow Analysis
Breaking Even and Making Profit
Sales Volume Changes
Sales Price and Cost Changes
Price/Volume Trade-offs
Cost/Volume Trade-offs and Survival Analysis
Profit Gushes: Cash Flow Trickles
Capital Investment Analysis
Determining Investment Returns Needed
Discounting Investment Returns Expected
End Topics
Service Businesses
Management Control
Manufacturing Accounting
FE9
Name: Options and Options Trading
A Simplified Course that Takes You from Coin Tosses to Black Scholes
Author: Robert W. Ward
Press: McGraw-Hill
Page: 405
此书对那些想从事Traders的同学有很大的实用价值，介绍了很多市场实际操作，把理论知识运用在当今的金融市场，超值，吐血推荐
Content:
What a derivative is and what it isn’t
Binomials and coin tosses
Pascal’s triangle and the binomial theorem
Distributions are the key
Probabilities, odds and payoffs
Writing our first option
Sectors, strike prices and summation signs
The fair price of an option
Statistics, the 15-minute cram course
Dow Jones versus coin tosses
Turning spot prices into forward prices
Skeleton for an option formula
Getting comfortable with the Black Scholes formula
Introducing volatility and SKIT-V
Pros and Cons of the Black-Scholes formula
Primer on risk and hedging
Option risk finding it and hedging it
How traders make money
How to convert puts and calls CPL.PCS
The best option strategies
Market insights and Edges
FE10
Name: Applied Quantitative Finance Theory and Computation
Author: Wolfgang Hardle, Torsten Kleinow, Gerhard Stahl
Page: 423
此书实践性很强（强烈推荐），适用于由统计背景的金融学者，有四个主要课题
Content:
Value at risk
Credit risk
Implied volatility
Econometrics
FE11
Name: Mathematical Modeling and Methods of Option Pricing
期权定价的数学模型和方法
Author: Jiang Lishang 姜礼尚
Press: Higher Education Press
Pages: 344
本书从偏微分的观点和方法，对Black-Scholes-Merton的期权定价理论作了系统深入的阐述。特别是对American Option, Path-dependent Option and Implied Volatility等重要问题，展开了深入的讨论。此书对于那些对金融衍生物估价的同学很有用。
Content:
风险管理与金融衍生物
无套利原理
期权定价的离散模型—二叉树方法
Brown运动与Ito公式
欧式期权定价
美式期权定价与最佳实施策略
多资产期权
路径有关期权
隐含波动率
FE12
Name: Pairs Trading: Quantitative Methods and Analysis
Author: Ganapathy Vidyamurthy
Press: Wiley
Pages: 223
次书对于以后想从事Trader的同学有很大的实用价值。本书列出很多Trading时所需要的金融模型，风险分析。书中还有大量的例子，使得理论充分实践化。
Content:
Background Material
Introduction
Time Series
Factor Model
Kalman Filtering
Statistical Arbitrage Pairs
Overview
Pairs Selection in Equity Markets
Testing for Tradability
Trading Design
Risk Arbitrage Pairs
Risk Arbitrage Mechanics
Trade Execution
The Market Implied Merger Probability
Spread Inversion
FE13
Name: Mathematics of the Securities Industry
Author: William A. Rini
Press: McGraw-Hill
Pages: 225
本书提供了一些最基本最好懂的金融产品估价方法，适用于初级金融爱好者。
Content:
Pricing Stocks
Pricing Corporate Bonds
Pricing Government Bonds and Notes
Dividend Payments
Interest Payments
Accrued Interest
Current Yield
Nominal Yield
Yield to Maturity: Basis Pricing
The Rule-of-Thumb Yield to Maturity
Pricing Municipal Bonds
Comparing Tax-Free and Taxable Yields
Pricing Treasury Bills
Mutual Funds
Rights Offerings
Convertible Securities
Bond Amortization and Accretion
Basic Margin Transactions
Margin: Excess Equity and the SMA
Margin: Buying Power
Margin: Maintenance Requirements for Long Accounts
Pricing Options
Options Margin
Financial Ratios
Tax Loss Carry forwards
FE14
Name: Mathematical Models of Financial Derivatives
Author: Yue-Kuen Kwok
Press: Springer
Pages: 541
此书不用介绍了吧，NUS很多金融数学的课的Lecture Notes都是以此书为参考书的，非常系统和详细的介绍了金融衍生物和它们的估价模型以及应用。
Content:
Introduction to Derivative Instruments
Financial Economics and Stochastic Calculus
Option Pricing Models: BSM Formulation
Path Dependent Options
American Options
Numerical Schemes for Pricing Options
Interest Rate Models and Bond Pricing
Interest Rate Derivatives: Bond Options LIBOR and Swap Products
FE15
Name: Analysis of Financial Time Series
Author: Ruey S. Tsay
Press: Wiley
Pages: 638
此书也同样不用介绍了吧，NUS的金融时间序列分析课的Lecture Notes是以此书为参考书的。这是我看过写Time Series In Financial Application最好的书。 Content:
Financial Time Series and Their Characteristics
Linear Time Series Analysis and Its Application
Conditional Hesteroscedastic Models
Nonlinear Models and Their Applications
High-Frequency Data Analysis and Market Microstructure
Continuous-Time Models and Their Applications
Extreme Values, Quantile Estimation, and Value at Risk
Multivariate Time Series Analysis and Its Applications
Principal Component Analysis and Factor Models
Multivariate Volatility Models and Their Applications
State-Space Models and Kalman Filter
Markov Chain Monte Carlo Methods with Applications
FE16
Name: Asset Pricing
Author: John H. Cochrane
Press: University of Chicago
Pages: 462
Cochrane traces the pricing of all assets back to a single idea--price equals expected discounted payoff--that captures the macroeconomic risks underlying each security's value. By using a single, stochastic discount factor rather than a separate set of tricks for each asset class, Cochrane builds a unified account of modern asset pricing. He presents applications to stocks, bonds, and options. Each model--consumption-based, CAPM, multifactor, term structure, and option pricing--is derived as a different specification of the discount factor. Content:
Part I. Asset pricing theory
Part II. Estimating and evaluating asset pricing models
Part III. Bonds and options
Part IV. Empirical survey
Part V. Appendix
It also includes Solutions to problems in Asset Pricing and Typo list for Asset Pricing.
FE17
Option, Futures and other derivatives—John Hull 5th Solution Manual
此书是Quantitative Finance的Bible,是quant的最好的入门书之一。 虽说是第5版的课后习题解答，但是第6，7版的题目全部没有变，所以仍然使用。这本书和习题解答本来也是独立出的，所以E-verison也是独立的。看完这本书不做习题，学过的知识很快就会忘，所以边看书边做题，这本习题解答还是很重要的。而且还有一些作者额外给的问题和解答。总共151页。
Content:
Notes for the Instructor
Answers to Assignment Questions
Course Organization
Test Bank Questions
Test Bank Answers
Additional Questions
Answers to Additional Questions
Slides
FE18
Name: Tools for Computational Finance
Author: Rudiger U. Seydel
Press: Springer
Page: 313
此书几乎把所有计算金融能用的方法都罗列进去了。对那些搞金融计算的同学，此书对你绝对有很大的帮助。
Content:
Modeling Tools for Financial Options
Generating Random Numbers with Specified Distributions
Simulation with Stochastic Differential Equations
Standard Methods for Standard Options
Finite-Element Methods
Pricing of Exotic Options
Appendix
II. Programming on Financial Engineering (PFE)
PFE1
Name: Advanced modeling in Finance using Excel and VBA
Author: Mary Jackson, Mike Staunton
Press: Wiley
Page: 278
现在越来越多的quant工作或者financial analyst工作需要VBA skill. 此书非常详细的讲解的如何用Excel Spreadsheet和VBA语言来解决金融建模的问题。
Content:
Introduction
Advanced Excel function and Procedures
Introduction to VBA
Writing VBA user-defined Functions
Introduction to Equities
Portfolio Optimization
Asset Pricing
Performance Measurement and Attribution
Introduction to Options on Equities
Binomial Trees
The Black-Scholes Formula
Other Numerical Methods for European Options
Non-normal disruptions and Implied Volatility
Introduction to Valuing Options on Bonds
Interest Rate Models
Matching the Term Structure
Other VBA Functions
PFE2
Name: Excel Add-in Development in C and C++
Author: Steven Dalton
Press: Wiley
Page: 425
找quant最吃香的两种语言，VBA和C++, 本书讲了这两种语言之间的在金融上的合用。
Content:
Introduction
Excel Functionality
Using VBA
Creating a 32-bit Windows DLL Using Visual C++ 6.0
Turing DLLs into XLLs: The Add-in Manager Interface
Passing Data between Excel and the DLL
Memory Management
Accessing Excel Functionality Using the C API
Miscellaneous Topics
Example Add-ins and Financial Applications
PFE3
Name: Financial Analysis with Excel
Author: Brealey, Myers
Press: McGraw-Hill
Page: 386
此书偏重于用Excel Spreadsheet解决那些Financial Accounting和Corporate Finance的东西。
Content:
Spreadsheet Basics
The Basic Financial Statements
The Cash Budget
Financial Statement Analysis Tools
Financial Forecasting
Break-Even and Leverage Analysis
The Time Value of Money
Valuation and Rates of Return
The Cost of Capital
Capital Budgeting
Risk, Capital Budgeting, and Diversification
PFE4
Name: Modeling Derivatives in C++
Author: Justin London
Press: Wiley
Page: 841
此书不用说太多了吧，可以说是每位quant的Bible。非常全面的理论介绍和C++ Code。看了就知道这本书的价值了。
Content:
Black-Scholes and Pricing Fundamentals
Monte Carlo Simulation
Binomial Tree
Trinomial Tree
Finite Difference Methods
Exotic Options
Stochastic Volatility
Statistical Models
Stochastic Multifactor Models
Single-Factor Interest Rate Models
Tree-Building Procedures
Two-Factor Models and the Heath-Jarrow-Morton Model
LIBOR Market Models
Bermudan and Exotic Interest Rate Derivatives
PFE5
Name: Introduction to C++ for Financial Engineers, An Objected-oriented Approach
Author: Daniel J.Duffy
Press: Wiley
Page: 441
如果你以后想从事金融分析师，喜欢用C++的话，这本书是个很不错的选择。
Contents:
Introduction to C++ and Quantitative Finance
The Mechanics of C++: from Source Code to a Running Program
C++ Fundamentals and My First Option Class
Creating Robust Classes
Operator Overloading in C++
Memory Management in C++
Functions, Namespaces and Inheritance
Advanced Inheritance and Payoff Class Hierarchies
Run-Time Behavior in C++
An Introduction to C++ Template
Introduction to GDS and STL
Creating Simpler Interfaces to STL for QF Applications
Data Structures for Financial Engineering Applications
An Introduction to Design Patterns
Programming the Binomial Method in C++
Implementing One-Factor Black Scholes in C++
Two-Factor Option Pricing: Basket and Other Multi-Asset Options
Useful C++ Classes for Numerical Analysis Applications in Finance
Other Numerical Methods in QF
The Monte Carlo Method Theory and C++ Frameworks
Skill Development: from White Belt to Black Belt
Basic C Survival Guide
Advanced C Syntax
Datasim Visualization Package in Excel：Drivers and Mechanisms
Motivating COM and Emulation in C++
COM Fundamentals
PFE6
Name: Financial Engineering with Mathematica – Option Pricing
Author: Zvi Wiener,
Press: Hebrew University
Page: 117
此书用得是Mathematica软件语言来解决一些金融工程问题。
Content:
The Binomial Option Pricing Model
Binomial Option Pricing, the BS Option Pricing Formula ad Exotic Options
Dynamic Hedging Strategies
Term Structure of Interest Rates
Binomial Term Structure Models
Value-at-Risk
Algorithm behind Term Structure Models of Interest Rates I
Algorithm behind Term Structure Models of Interest Rates II
Efficient Calibration of Trinomial Tress for One-Factor Short Rate Models
On the Use of Numeraires in Option Pricing
PFE7
Name: Financial Toolbox, For use with MATLAB
Page: 185
此册子详细介绍MATLAB金融工具箱，可以迅速的运用在金融工程计算
Content:
Handling and Converting Dates
Formatting Currency and Charting Financial Data
Analyzing and Computing Cash Flows
Fixed Income Securities
Analyzing Portfolios
Pricing and Analyzing Equity Derivatives
PFE8
Name: Excel Spreadsheet Modeling in Corporate Finance
Author: Graig W. Holden, Richard G. Brinkman faculty fellow
Press: school of Business Indiana University
Page: 169
此书16主要讲解如何用Excel来进行金融运算，包含了大量生动彩色的例子，非常容易上手，强烈推荐。
Content:
Part I Time Value of Money
Single Cash Flow
Annuity
Net Present Value
Real and Inflation
Loan Amortization
Part II Valuation
Bond Valuation
Stock Valuation
The Yield Curve
U.S. Yield Curve Dynamics
Part III Capital Budgeting
Project NPV
Cost-Reducing Project
Break-Even Analysis
Three Valuation Methods
Part IV Financial Planning
Corporate Financial Planning
Du Pont System of Ratio Analysis
Life-Cycle Financial Planning
Part V Options and Corporate Finance
Binomial Option Pricing
Black Scholes Option Pricing
Debt and Equity Valuation
Real Options
PFE9
Name: Java Methods for Financial Engineering
Application in Finance and Investment
Author: Philip Barker
Press Springer:
Page: 562
此书适用于有Java背景的金融研究者
Content:
Introduction
Interest rate calculations
Bonds
Duration
Futures
Options
Modeling stock price
The binomial model
Analytical option pricing methods
Sensitivity measures
Interest rate derivatives
Conditional options
Complex conditional options
Barrier type options
Double barrier options
Digital options
Special case barrier options
Other exotics
PFE10
Name: Business, Economics and Finance with MATLAB, Gis and Simulation Models
Author: Patrick L. Anderson
Press CRC:
Page: 452
此书主要适用MATLAB语言建模，实用价值高
Content:
How to use the book
Mathematical and simulation models in business economics
MATLAB and simulink design guidelines
Importing and reporting your data
Library functions for business economics
Economic impact models
Fiscal impact models
Tax revenue and tax policy
Regional economics
Applications for business
Business valuation and damages estimation
Applications for finance
Modeling location and retail sales
Applications for manufacturing
Fuzzy logic business applications
Bringing analytic power to the internet
Graphics and other topics
PFE11
Name: Financial Numerical Recipes in C++
Author: Bernt Arne ¢degaard
Page: 262
此书适用于那些懂C和C++的金融研究者
Content:
On C++ and programming
The value of time
The term structure of interest rates and an object lesson
Futures algorithms
Binomial option pricing
Basic option pricing, the Black Scholes formula
Warrants
Extending the Black Scholes formula
Option pricing with binomial approximation
Finite difference
Option pricing by simulation
Approximation
Average, lookback and other exotic options
Alternatives to the Black Scholes type option formula
Using a library for matrix algebra
Mean variance analysis
Pricing of bond options, basic models
Credit risk
Term structure models
Binomial term structure models
Term structure derivatives
PFE12
Name: Monte Carlo Simulation with Java/C++
Author: Michael J. Meyer
Page: 286
Press: Wiley
Monte Carlo在对金融产品估价，风险管理是一种非常重要的数值方法。本书详细如何用Java/C++来编程来进行Monte Carlo Simulation for financial instruments.
Content:
Introduction
Random Variables and Expectation
Stochastic Process
Markets
Trading and Hedging
The Libor Market Model
The Quasi Monte Carlo Method
Lattice Methods
Utility Maximization
III. Economics (ECO)
ECO1
Name: Principles of Financial Economics
Author: Stephen F. .Lepoy, Jan Werner
Page: 289
本书把金融和经济结合起来，金融学家通常用的是连续性模型，而经济学家通常用的是非连续性模型。本书找到金融和经济之间的共同点和每个学科的实际应用。
Content:
Equilibrium in Security Markets
Linear Pricing
Arbitrage and Positive Pricing
Portfolio Restrictions
Valuation
State Prices and Risk-Neutral Probabilities
Valuation under Portfolio Restrictions
Expected Utility
Risk Aversion
Risk
Optimal Portfolios with One Risky Security
Comparative Statics of Optimal Portfolios
Optimal Portfolios with Several Risky Securities
Consumption-Based Security Pricing
Optimality in Incomplete Security Markets
The Expectations and Pricing Kernels
The Mean Variance Frontier Payoffs
CAPM
Factor Pricing
Equilibrium in Multi-date Security Markets
Multi-date Arbitrage and Positivity
Dynamically Complete Markets
Event Prices, Risk Neutral Probabilities and the Pricing Kernel
Security Gains As Martingales
Conditional Consumption-Based Security Pricing
Conditional Beta Pricing and the CAPM
ECO2
Name: Principles of Macroeconomics
Author: N. Gregory Mankiw
Page: 509
Press: McGraw-Hill
全彩多图高清一本宏观经济学的教材。
Content:
Ten Principles of Economics
Thinking like an Economist
Interdependence and the Gains from Trade
The Market Forces of Supply and Demand
Elasticity and its Application
Supply, Demand and Government Policy
Consumers, Producers, and the Efficiency of Market
Measuring a Nation’s Income
Measuring the cost of living
Production and Growth
Saving, Investment, and the Financial System
Unemployment and its Natural Rate
The Monetary System
Money Growth and Inflation
Open Economy
Aggregate Demand and Aggregate Supply
Five Debates over Macroeconomic Policy
IV. Charted Financial Analyst （CFA）
CFA1 （NEW）
CFA Level I Secret Sauce Contents 2008
包括了所有Level One要考的重要的公式，概念。此精装版222页，当你看完CFA厚厚的书或笔记之后，再看这个非常便于记忆和复习。
CFA2
CFA Level III 真题
此书包括CFA Level III 1999-2004年的真题和答案，还有Level III的Final Format matter..
CFA3
2008 Level1, Level2, Level3 Sample Questions
2005,2006,2007 Level3 Exams and Guidelines
V. Internal Source (IS)
IS1
Name: Citibank Instruction Series Equity Financing
Page: 102
我的一个在美国的朋友在花旗Training是发的，虽然不是最新的，但是内容没有变很多，此Notes讲得是Equity Financing, 有三个Units.
Content:
Fundamentals of Equity
Issuing Equity Securities
Valuing Equity Securities
IS2
Name: Citibank Instruction Series Debt Financing
Page: 190
我的一个在美国的朋友在花旗Training是发的，虽然不是最新的，但是内容没有变很多，此Notes讲得是Debt Financing, 有五个Units.
Content：
Fundamentals of Debt Financing
Raising Debt Capital
Valuing Debt
Debt Instruments
Derivative Securities
IS3
Name: Vault Guild to Finance Interviews (强烈推荐，精化中精华)
Page: 171
此书对那些准备找金融工作的同学极有帮助，由Citigroup, Deloitte, Goldman Sachs, Northwestern Mutual Financial Network, TD Securities, UBS等家Sponsor的。里面全是那些面试时可能遇到的专业问题，你看完之后再去面试会非常胸有成竹的，此书的E-version在网上购买PDF的文件都要29.99美元。我就卖5新币（E-version）吧.
Content:
Introduction
The Financial Services Industry
Valuation Techniques
Equity Analysis and Portfolio Management
Stocks
Bonds and Interest Rates
Currencies
Options and Derivatives
Mergers and Acquisitions
Brainteasers amd Guesstimates
Final Analysis
IS4
Name: Wall Street Prep
Financial Training Solutions
Page: 26
This is Financial Modeling Training Program, supplementary notes for the fundamentals of Financial Modeling Manual. It is your guide as you walk through this seminar. This program is designed to enhance your competitive profile as you pursue a career in finance through an intensive step-by-step approach simulating true-to-life financial modeling experience.
Content:
Forward
Setting up the core financial statements
Working capital
Property, plant and equipment
Other balance sheet items
Shareholders’ Equity
Diluted shares outstanding
Debt
IS5
Name: Risk Management of Financial Derivatives-- Comptroller’s Handbook
Page: 190
This guidance is intended to provide a framework for evaluating the adequacy of risk management practices of derivatives dealers and end-users.
Content:
Background
Risk Associated With Derivative
Strategic Risk
Reputation Risk
Price Risk
Interest Risk
Liquidity Risk
Foreign Exchange Risk
Credit Risk
Transaction Risk
Compliance Risk
Capital Issues
Accounting Issues
VI. Graduate Research Examination (GRE)
GRE1
8天攻克8000词汇魔鬼训练营教材
蓝宝书GRE词汇精选
红宝书单词快速记忆法大全
GRE作文PPT Notes（武汉新东方特级老师童玲的独家笔记，作文才是GRE最难的部分，这份Notes帮助很大，较你如何写老外喜欢的作文）
我的一个美国朋友自己总结的词汇（全英文，每个词都有例句，注解，最地道的英语，强烈推荐）
GRE2
GRE作文大全
GRE Writing of Kaplan
GRE写作有两种文体，一种是Issues,一种是Arguments.此notes提供了124个Issues题目和例文，和150个Arguments题目和例文。对GRE写作很有帮助。
GRE & GMAT的写作句型
GRE的写作宝典及范文
VII. Others (O)
O1
Name: Handbook of International Banking
Author: Andrew W. Mullineux, Victor Murinde
Press: University of Birmingham, UK
Page: 827
此书是一本介绍国际银行的详尽手册，我只列出本书几个大的课题，总共包含26个小的章节。对那些想了解银行的同学来说，此书值得一读。
Content:
The Globalization of Banking
Banking Structures and Functions
Banking Risks, Crises and Regulations
The Evolving International Financial Architecture
O2
Name: 格雷厄姆的投资指南 （中文版）
Author: 格雷厄姆
Press: 江苏大学出版社
Page: 327
格雷厄姆的“投资指南”，使每一位华尔街人士的“圣经”。它对全球金融产生了深远的影响，并为证券市场造就了包括世界首富，被称为“股神”的巴菲特在内的一批亿万富翁。
Content:
投资的一般方法
股票选择的原则
作为公司所有者的投资者
结论
O3
Name: The World is Flat (世界是平的) （中英文版）
Author: Thomas L.Friedman（托马斯弗里曼）
Page: 673
作者是纽约时报最为著名的专栏作家之一 托马斯弗里曼。本书讲的是世界是平的，意味着在今天这样一个因信息技术而紧密、方便的互联世界中，全球市场、劳动力和产品都可以被整个世界共享，一切都有可能以最有效率和最低成本的方式实现。全球化无可阻挡，美国的工人、财务人员、工程师和程序员现在必须与远在中国和印度的那些同样优秀或同样差劲的劳动力竞争，他们中更有竞争力的将会胜出。
Content:
While I Was Sleeping
The Ten Forces That Flattened the World
The Steroids Three: The Triple Convergence
The Great Sorting Out
America and Free Trade
The Untouchables
The Quiet Crisis
This Is Not a Test
The Virgin of Guadalupe
The Unflat World
The Dell Theory of Conflict Prevention
Imagination
O4
Name: 在不确定的世界：从华尔街到华盛顿 （电子中文版）
Author: 罗伯特鲁宾
作者呈现给读者的是一本“借自传形式介绍政策的书籍”。书中以很短的篇幅回忆了童年时代和求学历程，随后描述他人生经历中的华彩篇章（高盛—白宫—花旗），阐述了他所笃信的“或然性理论”，也从一个侧面讲述了美国前总统克林顿的工作和生活。
O5
Name: Liar’s Poker (说谎者的扑克牌)（英文版）
Author: Michael Lewis (迈克尔刘易斯)
“说谎者的扑克牌”是华尔街上金融家们玩的一种休闲游戏，以最善于瞒骗他人而实行心理欺诈者为胜。迈克尔刘易斯将其用为隐喻，描述了自己在华尔街最大的投资银行之一的所罗门兄弟公司里四年的工作经历——从意外受雇、接受培训直到成长为只凭一个电话即可以调动数百万美元资金的明星交易员。在书中，刘易斯将华尔街投资世界中许多不为人知的技巧、诀窍和手段娓娓道来，披露了自己是如何参透华尔街的波谲云诡、逐步掌握投资走势的，让读者有了感同身受的体验。
本书的另一个亮点，是从作者的视角展示了所罗门兄弟公司在20世纪80年代的戏剧性历史，特别对1987年10月美国股市大崩盘进行了深刻的描写，从而折射出华尔街在那个年代是如何在大起大落中保持发展的。
本书的风格独树一帜，笔法生动风趣，将华尔街深奥的投资手法融入有趣的故事当中，让读者在捧腹大笑的同时又陷入深深的思考。这也使本书获得了专业人士和广大读者的认可，成为美国长销不衰的投资经典著作。
本书的另一个亮点，是从作者的视角展示了所罗门兄弟公司在20世纪80年代的戏剧性历史，特别对1987年10月美国股市大崩盘进行了深刻的描写，从而折射出华尔街在那个年代是如何在大起大落中保持发展的。
本书的风格独树一帜，笔法生动风趣，将华尔街深奥的投资手法融入有趣的故事当中，让读者在捧腹大笑的同时又陷入深深的思考。这也使本书获得了专业人士和广大读者的认可，成为美国长销不衰的投资经典著作。
作者简介
迈克尔刘易斯，美国超级畅销书作家，毕业于美国普林斯顿大学和英国伦敦经济学院，曾任所罗门兄弟公司的债券交易员，后来为《纽约时报》撰稿，并担任英国《观察家周刊》的美国版编辑。 他的成名之作《说谎者的扑克牌》被公认是描写20世纪80年代华尔街文化的经典名作，书中的精彩片段被各种媒体广泛引用，对美国商业文化产生了重大的影响。此书至今仍在亚马逊网上书店热销，成为许多商学院的必读书目。
O6
Name: Mergers and Acquisitions
Author: J. Fred Weston & Samuel C. Weaver
Press: McGraw-Hill
Page: 273
详细的讲述了企业合并的政策，价值评估，融资方法，内部重组等内容.
Content:
Change Forces and Mergers
Antitrust Policies
Strategy
Deal Structuring
Mergers and Takeovers – Theory and Practice
Alternative Paths to Growth
Valuation
Restructuring and Financial Engineering
Cash Flows, Dividends, and Share Repurchases
Takeover Defenses
O7
Name: 巴菲特每年致股东信，经典中的经典
Author: Warren Buffett
我收集了从1777-2008年，不过遗憾的是没有2004和2006的。其中1987-2004都是中英文双语版，其他的是中文版。巴菲特每年写给股东的信清晰、流畅，充满睿智和幽默，已成为世界杰出投资经理和优秀CEO的必读经典。
O8
Name: The New Paradigm for Markets
The Credit Crisis of 2008 and what it means
Author: George Soros (乔治索罗斯)
索罗斯的最新大作，里面讨论2008subprime crisis，值得一看。
Content:
Perspective
The Core Idea
Autobiography of a Failed Philosopher
The Theory of Reflexivity
Reflexivity in Financial Markets
The Current Crisis and Beyond
The Super-Bubble Hypothesis
Autobiography of a Successful Speculator
My Outlook for 2008
Some Policy Recommendations
Huasing Association 1999 - 2013