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2008-05-18 |  FE书单。

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FOR SUMMER READING BEFORE FE AND MAIN BOOKS DURING FE

FINANCIAL ECONOMICS 

Principles of Corp. Finance (Brealey, Myers, Allen)
ISBN: 0070529078;Edition 7;Publisher: Tata McGraw Hill

FINANCIAL DERIVATIVES

Options, Futures, & Other Derivatives (Hull) Edition: 6     

FINANCIAL MATHEMATICS

Financial Calculus (Baxter & Rennie)
ISBN: 0521552893;Publisher: Cambridge University Press (Published: 9/1996)


FINANCIAL PROGRAMMING

Financial Instrument Pricing using C++ (Duffy)
ISBN: 0470855096;Publisher: John Wiley & Sons (Published: 6/2004)

EXCEL PROGRAMMING

Microsoft Excel 2000 Power Programming with VBA with CDROM
by Walkenbach, John;ISBN: 0764532634

C++ PROGRAMMING

Numerical Recipes using C++
(visit www.nr.com)

Any book on MATLAB
Any book on SAS

FOR THE PREREQUISITES

CRACKING THE GRE: SUBJECT TEST IN MATHEMATICS by  Leduc, Steve; 
ISBN: 0375762671;Edition:2;Publisher: Princeton Review (Published: 9/2002)


MATHEMATICS PREPARATION

A note about mathematics preparation: 
You may consider working through all of the math
refresher notes posted on UChicago's FinMath website. 

In addition,you should study all of the topics stressed
in the CRACKING THE GRE: SUBJECT TEST IN MATHEMATICS. 
That will really help.

Pay close attention to the following topics: 
Statistics, Calculus of R^n, ODE/PDE, Linear Algebra,
and Numerical Methods.

For Further Math Notes you can refer to MIT coursework website....
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