“你会干什么啊？” “做证明。”
“除了证明呢？” “算cohomology。”
“应用数学呢？统计？” “不会。那种东西有用么？”
“那数学的以外你还会什么？” “LaTeX。”
“额。那你有没有什么爱好？” “看书呀。”
“一般看什么书？” “Springer GTM。”
“……”

• 那末你的光阴就挥霍了。或许你必要用某个说话的工具包，然则觉得它像一个黑箱子，用的时刻都觉得本身在舞弊，因而本身动手把工具包的函数又写了一遍

• 那末你的光阴也挥霍了。不要为了常识和逻辑的完整性去挥霍光阴，那种工作能够等你财产自在今后再做。

1

2

Security Analysis, Graham and Dodd.

Options, Futures and Other Derivatives, Hull.

3

Asset Pricing and Portfolio Choice Theory, Back.

Robust Portfolio Optimization and Management, Fabozzi, Kilm, Pachamanova, Focardi.

4

Weighing the Odds, Williams. （得当入门）

All of Statistics, Wasserman. （得当入门）

Theory of Statistics, Schervish.

An Introduction to Measure Theory, Tao.

5

Stochastic Calculus for Finance I, Shreve.

Stochastic Calculus for Finance II, Shreve.

6

Time Series: Theory and Methods, Brockwell and Davis.

Analysis of Financial Time Series, Tsay.

7

Econometrics, Hayashi.

8

Monte Carlo Methods in Financial Engineering, Glasserman.

9

Introduction to Linear Optimization, Bertsimas and Tsitsiklis.

Convex Optimization, Boyd and Vanderberghe.

10

Introduction to Algorithms, Cormen, Leiserson, Rivest, Stein.

11

An Introduction to Statistical Learning, James, Witten, Hastie, Tibshirani.

The Elements of Statistical Learning, Hastie, Tibshirani, Friedman.

（以上发布均为题目，为保证客户隐私，源代码绝不外泄！！）