《C++ Design Patterns and Derivatives Pricing》Mark S. Joshi
《Modeling Derivatives in C++ (Wiley Finance)》Justin London 学习了一年的金工，其实就这本书最核心最实用，其他的理论书看看就好。很多理论书还有重复部分，注意区分。《The Concepts and Practice of Mathematical Finance》Mark S. Joshi 这本书的目标在于覆盖一个优秀quant应该知道的知识领域，其中包括强列推荐你在应聘工作之前看的一些编程项目。《Interest Rate Models – Theory and Practice》Damiano Brigo / Fabio Mercurio 评价超高的书。这本书最大的精华是关于Libor market model的论述。本书的特点是作者将所有细节和盘托出，包括大量的数值结果，这样可以方便读者自学和验证。《Probability with Martingales》David Williams主要是围绕martingale展开的，前面一部份介绍必要的measure theory的部分，点到即止，都是后面基本的probability theory需要用到的。即使你之前不懂measure theory也能看懂。难怪是给undergraduate用的。Williams是这个方向上文笔最好的数学家了。《Monte Carlo Methods in Financial Engineering》 Paul Glasserman本书很实用，紧扣标题，就是围绕着金融工程中蒙特卡洛的应用展开，真正读过的人可能会有感受，此书不太适合作为first book来读，最好两方面都已经有所涉及，再来读收获更大也更舒服些。《My Life as a Quant: Reflections on Physics and Finance》Emanuel Derman作者是第一代quant，以前是GS的quant 研究部门head，现在哥大。是stochastic vol领域顶尖人物，其实也是很多其他领域顶尖人物。福利领取方式1. 关注公众号：UniCareer2. 回复关键字：我爱读书
法国数学家庞加莱（Jules Henri Poincaré）是现代拓扑学的奠基人。拓扑学研究几何体，例如流形，在连续形变下的不变性质。我们可以想象曲面由橡皮膜制成，我们对橡皮膜拉伸压缩，扭转蜷曲，但是不会撕破或粘联，那么这些形变都是连续形变，或被称之为拓扑形变，在这些形变下保持不变的量就是拓扑不变量。如果一张橡皮膜曲面经由拓扑形变得到另外一张橡皮膜曲面，则这两张曲面具有相同的拓扑不变量，它们彼此拓扑等价。如图2 所示，假设兔子曲面由橡皮膜做成，我们象吹气球一样将其膨胀成标准单位球面，因此兔子曲面和单位球面拓扑等价。
Partly due to how robust and powerful it is, Drupal has a learning curve. Like other content management systems, it has some of its own lingo. Understanding the fundamental terms below will help anyone (technically inclined or not) better grasp the system. These terms are applicable to the three versions of Drupal (5, 6, and 7) that I have used.
1. Node – a single piece of content. When my clients refer to a web page on their Drupal site, they are referring to a node. It is important to note that nodes do not have to be a web page, in many cases they are, but they can be other things like an item listed in a view (mentioned below) among other things.
2. Content Type – a standard configuration of a node. When constructing a site, many pages have the same type of information laid out in the same fashion. For instance, all of the bio pages on a site likely have a person’s name, picture, brief biographical text, and contact information. Instead of creating these fields and laying out each page one at a time, Drupal content types allow one to set a standard set of data fields and layout of them.
3. Views – an organized list of nodes. Through views sites can display a set of nodes in an organized fashion. Sorting options include – but are not limited to: alphabetical order, publication date, most viewed, random, and taxonomy groupings. The display format is customizable, and I’ve seen straight text, tables, and images all used in various ways.
4. Taxonomy – a list of related terms used to tag content. Through Drupal, taxonomy terms allow for classifying nodes in a way other than content types. For instance, a site can have a taxonomy term for each of the continents of the world. Once that is done, one of the terms (say “North America”) can be applied to some bio pages, blog posts, and vendor pages even though they are nodes of different content types. Then they can be organized by this term to be displayed in a view.
5. Block – an area on a page that can contain content and then can be placed in a certain area of the site as defined by the site’s template. A common use of blocks is to place items in a sidebar. Such items can include images, sub menus, and views. The great thing about blocks is that they can be restricted to only appear on certain pages of a site. Further, configuration options also allow them to be only displayed to certain user roles (perhaps premium members or site administrators).
6. Webform – a content type that enables site administrators to create forms to gather information from site visitors. A very common webform application is to create contact forms through which site administrators can create fields such as sender’s name, sender’s e-mail/phone number, type of inquiry (like general inquiry, price quote request, and media contact), and message. Upon submission, the form can send an e-mail with the provided information to predefined recipients. The data is also stored and can be exported into a spreadsheet.
7. User Role – a set of permissions granted to a user account. Through roles site administrators can carefully grant specific abilities to certain users. For instance, users with access to a premium member area of the site not intended for the public shouldn’t also have the ability to change the site’s menus, for instance. However, through roles, users can be allowed to create, edit, and delete nodes of certain content types without necessarily granting them the ability to manage the site in other ways.
8. Module – a program specifically designed for Drupal that adds functionality to it. One of the greatest features of Drupal is its modular design that allows for site administrators to tact on functionality to the CMS. Modules do a variety of things ranging from controlling a node’s slug (the “…” part of sample.com/… to a specific format) to logging in users to an account based upon their IP address to connecting with third-party systems like Google Analytics, Eventbrite, and Salesforce. There is a wide variety of modules that the Drupal open source community develops and maintains free of charge.
9. Themes – more or less a template for the site. Drupal supports multi-themed sites. One major use of this is creating a desktop theme and a mobile theme. For sites that we create a mobile version using Drupal, we have created a mobile theme and then make sure that the theme that is displayed is based upon the device a site visitor is using.
10. Input Formats – modes that control the type of content entered into a field. Most nodes have body fields where one can input the text and images for the node. One does not need to know much about HTML or PHP to use Drupal, and this input formats will find ways to add line breaks and link urls and e-mail addresses for people without the need for the coding. Used in concert with a WYSIWYG editor, a person can still present styled text and images using the Filtered or Full HTML formats. Further, when judiciously granting rights to use formats through user roles (particularly to the Full HTML and PHP code formats), it can help secure the site since using HTML and PHP can be used by external users to hack the site.
答：对于那些想要创新的人，我有一些书推荐。第一本是《从零到一》（Zero to One），这是一本非常好的书，给出了对创业和创新的概览。我们经常把创业分为B2B, B2C. 对B2B，我推荐《跨越鸿沟》（Crossing the Chasm）。对B2C，《精益创业》(The Lean Startup)是我非常喜欢的一本书。这本书从更窄的范围入手，但给出了具体的快速创新策略。这本书的范围有点窄，但在提及的那些领域，它讲的非常棒。
然后我们进一步把B2C细分，两本我非常喜欢的书是，首先是《与人沟通》（Talking to Humans），这是一本非常简短的书，教会你如何通过和你服务的用户交谈，来为他们设身处地的着想。另外一本是《妙手回春》（Rocket Surgery Made Easy），如果你想做一些重要的，人们关心的产品，这本书会告诉你一些不同的策略（通过用户学习或者是面谈）了解你的用户。
最后，我推荐《创业艰难》(The Hard Thing about Hard Things)。这本书有些深，但它涵盖了关于如何建立企业的方方面面。
对那些想做出职业发展决策的人，So Good They Can’t Ignore You是一本非常有趣的书，它给出了关于如何选择职业发展道路的非常有价值观点。