《当代经济学系列丛书.当代经济学教学参考书系·金融学原理》从金融的基本功能出发，构造了一个有别于传统货币银行学的金融学新体系。《当代经济学系列丛书.当代经济学教学参考书系·金融学原理》立足于中国的实践，以通俗易懂的语言，深入浅出地阐述了金融学的基本原理，具有综合性、实践性、可读性和前沿性等几方面的突出特点，对推动中国金融学的发展作出了有益的尝试。自2003年初版以来，《当代经济学系列丛书.当代经济学教学参考书系·金融学原理》已经修订三次，本次是第四次修订。书中的相关数据均更新至2009年年末，同时，作者还对部分案例、专栏和思考题进行了修订。《当代经济学系列丛书.当代经济学教学参考书系·金融学原理》是大学本科学生、在职研究生班学员，金融从业人员以及想了想和掌握金融知识的一般读者学习金融学的理想的入门级教材。

《统计与金融》内容涉及金融学与统计学的诸多内容，与一般偏重于单纯介绍理论知识和模型的著作不同，它把统计模型和金融模型联系在一起，寓统计学知识于金融学之中，并且用各种软件做出了完美的应用程序。《统计与金融》的主要特点是： 运用金融中的例子，阐明概率与统计的主要原理。 帮助读者理解以经验为依据的研究方法在金融和运筹学中是如何运用的。 介绍了新的统计方法，例如时间序列、GARCH模型、再抽样以及非参数回归。 提供了一些运用MATLAB和SAS软件包的例子。

近年来，金融数学的发展离不开随机微积分，而《量子金融(英文版)》提供了一种完全独立于该方法的新方法，将量子力学和量子场论中的数学公式和概念运用到期货理论和利率模型中，重点讲述路径积分。相应的得到了不少新的预期结果。《量子金融(英文版)》主要介绍了金融基本概念：金融基础；衍生证券；有限自由度系统：哈密顿体系和股票期货；路径积分和股票期货；随机利率模型的哈密顿体系和路径积分；利率模型的量子场论：利率远期合约的量子场论；经验利率远期合约和场论模型；国债衍生品场论；利率远期合约和场论哈密顿体系结论。

《金融计量学:基于SAS的金融实证研究》介绍了古典线性模型及其扩展、一元和多元时间序列模型以及GARCH模型、面板数据模型、事件研究法与组合价差法、利率期限结构和期权定价等金融计量的主要理论方法及其软件实现。 《金融计量学:基于SAS的金融实证研究》目的 ——《金融计量学:基于SAS的金融实证研究》将金融学、计量经济学和统计学的知识有机结合在一起，试图帮助金融专业学生以及研究人员快速有效地将理论、方法和数据结合起来，尽快进入金融研究的领域。 《金融计量学:基于SAS的金融实证研究》宗旨 ——提供运用金融计量学来进行金融实证研究的方法，帮助研究者较快地使用已有的数学工具和计算机工具来验证自己的思想与观点。 《金融计量学:基于SAS的金融实证研究》特色 ——每个部分附有相应案例。 ——SAS程序及数据与正文配套。读者可以登录“北京大学出版社主页一下载专区一课件下载”免费下载；也可登录作者个人主页http：／／hoomepage．fLJdan．edu．cn／～songiun／下载，并与作者进行交流。 ——教师用ppt。请教师填写书后“教师反馈及课件申请表”来函索取，我们将免费提供。

“[Taleb is] Wall Street’s principal dissident. . . . [Fooled By Randomness] is to conventional Wall Street wisdom approximately what Martin Luther’s ninety-nine theses were to the Catholic Church.” – Malcolm Gladwell, The New Yorker Finally in paperback, the word-of-mouth sensation that will change the way you think about the markets and the world.This book is about luck: more precisely how we perceive luck in our personal and professional experiences. Set against the backdrop of the most conspicuous forum in which luck is mistaken for skill–the world of business– Fooled by Randomness is an irreverent, iconoclastic, eye-opening, and endlessly entertaining exploration of one of the least understood forces in all of our lives.

在线阅读本书 Praise for The Volatility Surface "I′m thrilled by the appearance of Jim Gatheral′s new book The Volatility Surface. The literature on stochastic volatility is vast, but difficult to penetrate and use. Gatheral′s book, by contrast, is accessible and practical. It successfully charts a middle ground between specific examples and general models––achieving remarkable clarity without giving up sophistication, depth, or breadth." ––Robert V. Kohn, Professor of Mathematics and Chair, Mathematical Finance Committee, Courant Institute of Mathematical Sciences, New York University "Concise yet comprehensive, equally attentive to both theory and phenomena, this book provides an unsurpassed account of the peculiarities of the implied volatility surface, its consequences for pricing and hedging, and the theories that struggle to explain it." ––Emanuel Derman, author of My Life as a Quant "Jim Gatheral is the wiliest practitioner in the business. This very fine book is an outgrowth of the lecture notes prepared for one of the most popular classes at NYU′s esteemed Courant Institute. The topics covered are at the forefront of research in mathematical finance and the author′s treatment of them is simply the best available in this form." ––Peter Carr, PhD, head of Quantitative Financial Research, Bloomberg LP Director of the Masters Program in Mathematical Finance, New York University "Jim Gatheral is an acknowledged master of advanced modeling for derivatives. In The Volatility Surface he reveals the secrets of dealing with the most important but most elusive of financial quantities, volatility." ––Paul Wilmott, author and mathematician "As a teacher in the field of mathematical finance, I welcome Jim Gatheral′s book as a significant development. Written by a Wall Street practitioner with extensive market and teaching experience, The Volatility Surface gives students access to a level of knowledge on derivatives which was not previously available. I strongly recommend it." ––Marco Avellaneda, Director, Division of Mathematical Finance Courant Institute, New York University "Jim Gatheral could not have written a better book." ––Bruno Dupire, winner of the 2006 Wilmott Cutting Edge Research Award Quantitative Research, Bloomberg LP