CQF(Certificate in Quantitative Finance) 数量金融工程推荐书目

Futures, Options and other derivatives–by John Hull

Arbitrage theory in continuous time–by Tomas Bjork

Financial Calculus–Martin Baxter& Rennie

Financial calculus for finance II–Shreve

Martingale methods in Financial modelling–Musiela & Rutkovski

Brownian motion and stochastic calculus–Shreve& Karasatz4

Stochastic differential equations：..