有人問，我隨便列一些，不免掛一漏萬，歡迎補充：
- Mathematics 數學
- differential equations and integral equations 微積分方程
- Numerical Methods數值計算
- Probability and Statistics 概率和統計
- Probability 概率論
- Modern Regression 現代回歸
- Economics經濟學
- Microeconomics微觀經濟
- Macroeconomics宏觀經濟
- Accounting會計學
- 計算機方麵的Computer Science-related
- 數值計算 Computational Finance
- 數據分析 Data Analysis
- 機器學習Machine Learning
- 最重要的是核心金融工程Core Financial Engineering
- Option basics:
- Puts and Calls. Put-Call Pairity
- Forward Contracts, Forward rates and forward prices.
- Fixed Income Securities
- Float Notes and Interest Rate Swaps
- American Options and European Options
- Pricing
- No Arbitrage Pricing
- The Binomial Model
- IRR and NPV
- Expected Value
- Variance and Covariance
- Mean Variance Analysis
- Correlation and Independence
- Asset Pricing
- First Fundamental Theorem
- 2nd Fundamental Theorem
- No Arbitrage Pricing
- Probability stuff
- Random Variables, Distributions and Expectations
- Comditional Expectations
- Martingales
- Markov Processes
- Stochastic Processes
- Brownian motion
- Sample space, measure, and filtration
- Constructing Risk Neutral Measures
- Black Scholes
- Martingale Representation Theorem
- Ito Integral
- Ito-Doeblin formula
- Risk Neutral Pricing
- Exotic Options
- Term Structure Models
- Option basics:
