入门学 Ross 的 a second course in probability.
进阶学 Durret 的 probability theory and examples.
这之后如果还没有被劝退,可以分方向。
利率定价模型:
Interest Rate Models Theory and Practice
信用定价模型:
Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice
入门学 Ross 的 a second course in probability.
进阶学 Durret 的 probability theory and examples.
这之后如果还没有被劝退,可以分方向。
利率定价模型:
Interest Rate Models Theory and Practice
信用定价模型:
Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice
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