去美国读金融本科需要作的准备:
1. Calculus(微积分)3 semesters
Calculus/ James Stewart/ 5th Edition
2. Linear Algebra(线性代数)
Linear Algebra and its applications/ David C. Lay/ 3rd Edition 6
3. Differential Equations(微分方程)
4. Probability & Statistics(概率统计)
去美国读金融研究生推荐看的书:
1. Real Analysis(实分析)
Calculus/ Michael Spivak
2. Ordinary Differential Equations(常微分方程)
Ordinary Differential Equations With Applications/ Larry C. Andrews
本书涵盖了几乎所有基本的常微分知识:一阶、二阶、拉普拉斯变换、方程系统等。更为可贵的是,有两个章节详细介绍了ODE在物理中的应用,这对Finance的学习会大有裨益,毕竟Finance和Physics有千丝万缕的联系。 fL1p 5flB%
3. Partial Differential Equations(偏微分方程)
Partial Differential Equations for Scientists & Engineers/ S. J. Farlow
4. Numerical Analysis(数值分析)
Numerical Analysis/ Burden, Faires/ 8th Edition
5. Intro to Topology(拓扑学引论)
Topology:A First Class/ James R. Munkres
Introduction to Topology and Mordern Analysis/ George Simmons
6. Applied Linear Algebra(线代)
Numerical Linear Algebra/ Lloyd N. Trefethen, David Bau, III.
Matrix Computations/Golub and Van Loan.
7. Probability & Statistics (概率与统计)
Mathematical Statistics with Applications/ Dennis Wackerly, William Mendenhall, Richard L. Scheaffer.
Statistical Inference/ George Casella, Roger Berger
8. Complex Variables(复变函数)
9. Wavelet(小波分析)
Introduction to Wavelets and Wavelets Transforms/ Sidney Burrus, Ramesh Gopinath
An introduction to Wavelets/ David Walnut
An introcution to Wavelets and other Filtering Method in Finance and Economics/ Ramazan Gencay
需要提醒的是,这些原版的书不容易在国内买到,但是,有志就去美国读金融或经济的同学可以选择内容相近的中文书进行学习,毕竟一个扎实的数学功底能够使将来的美国金融专业的学习更有收获。