做礦工要學這些：

有人問，我隨便列一些，不免掛一漏萬，歡迎補充：

• 數學
  • 微積分方程
  • 數值計算
• 概率和統計
  • 概率論
  • 現代回歸
• 經濟學
  • 微觀經濟
  • 宏觀經濟
  • 會計學
• 計算機方麵的
  • 數值計算
  • 數據分析
  • 機器學習
• 最重要的是核心金融工程
  • 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
  • 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