金融数学重要教材，个人推荐！

Chi-fu Huang and Robert H.Lizenberger.
Foundations for financial economics. Elsevier Science Publishing
Co.inc,(1988)

Bernt \O ksendal. Stochastic Differential
Equations: an Introduction with Applications. Fourth Edition
Springer-Verlag 1995

Wilmott P., Dewynne J.N., Howison S. Option
Pricing: Mathematical Models and Computation. Oxford Financial
Press. Oxford 1993

Wilmott P., Howison S., Dewynne J.N. The
Mathematics of Financial Derivatives: A student Introduction.
Cambridge University Press. Cambridge. 1995

Wilmott P. Derivatives: The Theory and
Practice of Financial Engineering. Chichester:Wiley.1998

Lamberton. D. and Lapeyre. B. Introduction
to Stochastic Calculus Applied to Finance. London. Chapman\&Hall
(1996)

Karatzas I. Lectures on the Mathematics of
Finance. CRM Monograph Series. Vol.8, American Mathematical
Society, Providence, Phode Island, USA. 1997

Karatzas I. and S.E. Shreve. Brownian Motion
and Stochastic Calculus. Springer-Verlag. 1988

Karatzas I. and S.E. Shreve. Methods of
Mathematical Finance. Springer, Berlin-Heidelberg-New York. 1997

Merton R.C. Continuous-Time Finance. Basil
Blackwell. Oxford. 1990

Musiela M. and M. Rutkowski. Martingale
Methods in Financial Modelling. Springer,Berlin-Heidelberg-New
York. 1997

Revuz D. and M. Yor. Continuous Martingales
and Brownian Motion. Springer. 1991

Yan J. A. Introduction to Martingale Methods
in Option Pricing. LN in Math 4, Liu Bie Ju Centre for
Mathematical Science. Hong Kong: City University of Hong Kong.
1998

Duffie D. Dynamic Asset Pricing Theory. 2nd
Edition. Princeton, New Jersey: Princeton University Press. 1996

Rama Cont and Peter Tankov. Financial
Modelling With Jump Processes. Chapman\&Hall/CRC Financial
Mathematics Series. 2004