李玉水、方杰. 金融数学. 西安电子科技大学出版社, 2020.

Kerry E. Back. Asset Pricing and Portfolio Choice Theory. Financial Management Association Survey and Synthesis Series. Oxford University Press, 2nd edition, 2017.  

Paolo Baldi. Stochastic Calculus: An Introduction Through Theory and Exercises. Springer, 2017.  

Richard F. Bass. Stochastic Processes. Cambridge Series in Statistical and Probabilistic Mathematics. Cambridge University Press, 2011.  

Martin Baxter and Andrew Rennie. Financial Calculus: An Introduction to Derivative Pricing. Cambridge University Press, 1996.  

Jamil Baz and George Chacko. Financial Derivatives: Pricing, Applications, and Mathematics. Cambridge University Press, 2004.  

Tomas Björk. Arbitrage Theory in Continuous Time. Oxford Finance Series. Oxford University Press, 3rd edition, 2009.  

Stephen Blyth. An Introduction to Quantitative Finance. Oxford University Press, 2013.  

Giuseppe Campolieti and Roman N. Makarov. Financial Mathematics: A Comprehensive Treatment. Chapman and Hall/CRC, 2014.  

Eric Chin, Dian Nel, and Sverrir Ólafsson. Problems and Solutions in Mathematical Finance: Stochastic Calculus, volume 1 of The Wiley Finance Series. Wiley, 2014.  

Eric Chin, Dian Nel, and Sverrir Ólafsson. Problems and Solutions in Mathematical Finance: Equity Derivatives, volume 2 of The Wiley Finance Series. Wiley, 2017.  

Alison Etheridge. A Course in Financial Calculus. Cambridge University Press, 2002.  

Desmond Higham. An Introduction to Financial Option Valuation: Mathematics, Stochastics. Cambridge University Press, 2004.  

Ali Hirsa and Salih N. Neftci. An Introduction to the Mathematics of Financial Derivatives. Academic Press, 3rd edition, 2014.  

Hugo Junghenn. An Introduction to Financial Mathematics: Option Valuation. Chapman and Hall/CRC, 2nd edition, 2019.  

Fima C Klebaner. Introduction to Stochastic Calculus with Applications. Imperial College Press, 3rd edition, 2012.  

Yue-Kuen Kwok. Mathematical Models of Financial Derivatives. Springer, 2008.  

X. Sheldon Lin. Introductory stochastic analysis for finance and insurance. Society of Actuaries. Wiley, 2006.  

Xuerong Mao. Stochastic Differential Equations and Applications. Woodhead Publishing, 2nd edition, 2011.  

Capiński Marek and Zastawniak Tomasz. Mathematics for Finance: An Introduction to Financial Engineering. Springer, 2nd edition, 2011.  

Stanley R. Pliska. Introduction to mathematical finance: Discrete time models. Wiley, 1997.  

S. David Promislow. Fundamentals of Actuarial Mathematics. Wiley, 3rd edition, 2015.  

Steven Roman. Introduction to the Mathematics of Finance: Arbitrage and Option Pricing. Undergraduate Texts in Mathematics. Springer, 2nd edition, 2012.  

Sheldon M. Ross. An Elementary Introduction to Mathematical Finance. Cambridge University Press, 3rd edition, 2011. 

Sheldon M. Ross. Introduction to Probability Models. Academic Press, 12th edition, 2019.  

Steven Shreve. Stochastic Calculus for Finance I: The Binomial Asset Pricing Model. Springer, 2004.  

Steven Shreve. Stochastic Calculus for Finance II: Continuous-Time Models. Springer, 2004.  

Bernt Øksendal. Stochastic Differential Equations: An Introduction with Applications. Springer, 2003.  

余颖丰. 基本无害的量化金融学. 首都经济贸易大学出版社, 2019.  

叶中行. 数理金融基础. 金融数学专业基础教材. 高等教育出版社, 2nd edition, 2015.  

吴岚, 黄海, 何洋波. 金融数学引论. 北京大学数学教学系列丛书. 北京大学出版社, 2nd edition, 2013.  

孙健. 金融衍生品定价模型—数理金融引论. 中国经济出版社, 2007.  

孟生旺. 金融数学. 21 世纪保险精算系列教材. 中国人民大学出版社, 6th edition, 2019.  

张寄洲, 傅毅, 王杨. 金融数学. 科学出版社, 2015.  

斯塔夫里, 古德曼, 蔡明超(译). 金融数学. 机械工业出版社, 2004.  

汤珂. 随机过程与金融衍生品. 中国人民大学出版社, 2014. 

Greg Anderson and Alec N. Kercheval. Lectures on Financial Mathematics: Discrete Asset Pricing. Morgan & Claypool, 2010.