今年，哈佛开了一个课程，第一次将computer和finance结合起来，叫computational finance
课程简介链接如下：http://www.eecs.harvard.edu/~parkes/cs286r/
有个上过课的同学告诉我，他们就是一直在读paper, 资料链接如下：
http://www.eecs.harvard.edu/~parkes/...eadings08.html
有本推荐的参考书列在该页最下端，拷贝如下，供大家研究：
1. Voit, Chapters 1, 2
PDF Excerpt http://www.eecs.harvard.edu/~parkes/cs286r/0727_001.pdf
You should study Chapter 2 as thoroughly as possible; while it is brief, it is crucial. Chapter 3 is optional this week.
2. Taleb, Chapter 10
PDF, pp. 135-161 http://www.eecs.harvard.edu/~parkes/cs286r/0726_001.pdf
PDF, pp. 162-164 http://www.eecs.harvard.edu/~parkes/cs286r/0726_028.pdf
3. Lo and MacKinlay: Introduction, Chapters 1, 2
PDF Excerpt : http://www.eecs.harvard.edu/~parkes/cs286r/0725_001.pdf
4. [Now Optional for this week] Ross, Chapters 4-6
You will need to be familiar with the material in chapters 1-3.
