数量金融工程推荐书目：Financial Markets

Dynamic Hedging– Nassim |Taleb

Fooled by randomness–Nassim Taleb

Misbehaviour of financial markets– Mandebrot

Liar''s poker–Lewis

Market wizards I II—Schwager

stochastic volatility–Nielsen?

Financial modelling with jump process—Rama Cont

Levy processes in finance–Wim shouten