剑桥数学系的本科推荐书目列表（微博博主：红烧Lo，2021.4.21）

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前言

长长长长文警告！

上次发了我校学霸整理的数学讲义，有人说不如教材。挠了挠脑袋记得我校也没有教材，不过确实有readinglist，一门课三到N本不等。如果你们觉得有用，就自己看着挑吧。我也不知道其他学校用的什么教材。（此列表仅限本科，且书目排名不分先后。）

大一（群论、向量与矩阵、数与集合、微分方程、分析I、概率、向量微积分、动力学与相对性）

Groups【群论】
M.A. Armstrong Groups and Symmetry. Springer–Verlag 1988
Alan F Beardon Algebra and Geometry. CUP 2005
R.P. Burn Groups, a Path to Geometry. Cambridge UniversityPress 1987
J.A. Green Sets and Groups: a first course in Algebra.Chapman and Hall/CRC 1988
W. Lederman Introduction to Group Theory. Longman 1976
Nathan Carter Visual Group Theory. Mathematical Associationof America Textbooks

Vectors and Matrices【向量与矩阵】
Alan F Beardon Algebra and Geometry. CUP 2005
Gilbert Strang Linear Algebra and Its Applications. ThomsonBrooks/Cole, 2006
Richard Kaye and Robert Wilson Linear Algebra. Oxfordscience publications, 1998
D.E. Bourne and P.C. Kendall Vector Analysis and CartesianTensors. Nelson Thornes 1992
E. Sernesi Linear Algebra: A Geometric Approach. CRC Press1993
James J. Callahan The Geometry of Spacetime: An Introductionto Special and General Relativity. Springer 2000

Numbers and Sets【数与集合】
R.B.J.T. Allenby Numbers and Proofs. Butterworth-Heinemann1997
R.P. Burn Numbers and Functions: steps into analysis.Cambridge University Press 2000
H. Davenport The Higher Arithmetic. Cambridge UniversityPress 1999
A.G. Hamilton Numbers, sets and axioms: the apparatus ofmathematics. Cambridge University Press 1983
C. Schumacher Chapter Zero: Fundamental Notions of AbstractMathematics. Addison-Wesley 2001
I. Stewart and D. Tall The Foundations of Mathematics.Oxford University Press 1977

Differential Equations【微分方程】
J. Robinson An introduction to Differential Equations.Cambridge University Press, 2004
W.E. Boyce and R.C. DiPrima Elementary DifferentialEquations and Boundary-Value Problems (and associated web site: google BoyceDiPrima). Wiley, 2004
G.F.Simmons Differential Equations (with applications andhistorical notes). McGraw-Hill 1991
D.G. Zill and M.R. Cullen Differential Equations withBoundary Value Problems. Brooks/Cole 2001

Analysis I【分析I】
T.M. Apostol Calculus, vol 1. Wiley 1967-69
J.C. Burkill A First Course in Mathematical Analysis.Cambridge University Press 1978
D.J.H.Garling A Course in Mathematical Analysis (Vol 1).Cambridge University Press 2013
J.B. Reade Introduction to Mathematical Analysis. OxfordUniversity Press M. Spivak Calculus. Addison–Wesley/Benjamin–Cummings 2006
David M. Bressoud A Radical Approach to Real Analysis.Mathematical Association of America Textbooks

Probability【概率】
W. Feller An Introduction to Probability Theory and itsApplications, Vol. I. Wiley 1968
G. Grimmett and D. Welsh Probability: An Introduction.Oxford University Press 2nd Edition 2014
S. Ross A First Course in Probability. Prentice Hall 2009
D.R. Stirzaker Elementary Probability. Cambridge UniversityPress 1994/2003

Vector Calculus【向量微积分】
H. Anton Calculus. Wiley Student Edition 2000
T.M. Apostol Calculus. Wiley Student Edition 1975
M.L. Boas Mathematical Methods in the Physical Sciences.Wiley 1983
D.E. Bourne and P.C. Kendall Vector Analysis and CartesianTensors. 3rd edition, Nelson Thornes 1999
E. Kreyszig Advanced Engineering Mathematics. WileyInternational Edition 1999
J.E. Marsden and A.J.Tromba Vector Calculus. Freeman 1996
P.C. Matthews Vector Calculus. SUMS (Springer UndergraduateMathematics Series) 1998
K. F. Riley, M.P. Hobson, and S.J. Bence MathematicalMethods for Physics and Engineering. Cambridge University Press 2002
H.M. Schey Div, grad, curl and all that: an informal text onvector calculus. Norton 1996
M.R. Spiegel Schaum’s outline of Vector Analysis. McGrawHill 1974

Dynamics and Relativity【动力学与相对性】
D. Gregory Classical Mechanics. Cambridge University Press2006
G.F.R. Ellis and R.M. Williams Flat and Curved Space-times.Oxford University Press 2000
A.P. French and M.G. Ebison Introduction to ClassicalMechanics. Kluwer 1986
T.W.B. Kibble and F.H. Berkshire Introduction to ClassicalMechanics. Kluwer 1986
M.A. Lunn A First Course in Mechanics. Oxford UniversityPress 1991
P.J. O’Donnell Essential Dynamics and Relativity. CRC Press2015
W. Rindler Introduction to Special Relativity. OxfordUniversity Press 1991
E.F. Taylor and J.A. Wheeler Spacetime Physics: introductionto special relativity. Freeman 1992

Mechanics【力学】
J. Hebborn and J. Littlewood Mechanics 1, Mechanics 2 andMechanics 3 (Edexel). Heinemann, 2000
Peter J O’Donnell Essential Dynamics and Relativity. CRCPress, 2014

大二（线性代数、群，环与模、分析与拓扑学、几何、复分析、复变方法、变分原理、方法、量子力学、电磁学、流体力学、数值分析、统计学、马尔可夫链、最优化）

Linear Algebra【线性代数】
C.W. Curtis Linear Algebra: an introductory approach.Springer 1984
P.R. Halmos Finite-dimensional vector spaces. Springer 1974
K. Hoffman and R. Kunze Linear Algebra. Prentice-Hall 1971

Groups, Rings and Modules【群，环与模】
P.M.Cohn Classic Algebra. Wiley, 2000
P.J. Cameron Introduction to Algebra. OUP J.B. Fraleigh AFirst Course in Abstract Algebra. Addison Wesley, 2003
B. Hartley and T.O. Hawkes Rings, Modules and LinearAlgebra: a further course in algebra. Chapman and Hall, 1970
I. Herstein Topics in Algebra. John Wiley and Sons, 1975
P.M. Neumann, G.A. Stoy and E.C. Thomson Groups andGeometry. OUP 1994
M. Artin Algebra. Prentice Hall, 1991

Analysis and Topology【分析与拓扑学】
J.C. Burkill and H. Burkill A Second Course in MathematicalAnalysis. Cambridge University Press 2002
D.J.H. Garling A Course in Mathematical Analysis (Vol 2).Cambridge University Press 2014
T.W. K¨orner A Companion to Analysis. AMS, 2004
B. Mendelson Introduction to Topology. Dover, 1990
W. Rudin Principles of Mathematical Analysis. McGraw–Hill1976
W.A. Sutherland Introduction to Metric and TopologicalSpaces. Clarendon 1975

Geometry【几何】
P.M.H. Wilson Curved Spaces. CUP 2008
M. Do Carmo Differential Geometry of Curves and Surfaces.Prentice-Hall 1976
M. Reid and B. Szendroi Geometry and Topology. CUP 2005
J.C. Burkhill and H. Burkhill A Second Course inMathematical Analysis. CUP 2002

Complex Analysis【复分析】
L.V. Ahlfors Complex Analysis. McGraw–Hill 1978
A.F. Beardon Complex Analysis. Wiley D.J.H. Garling A Coursein Mathematical Analysis (Vol 3). Cambridge University Press 2014
H.A. Priestley Introduction to Complex Analysis. OxfordUniversity Press 2003
I. Stewart and D. Tall Complex Analysis. CambridgeUniversity Press 1983

Complex Methods【复变方法】
M.J. Ablowitz and A.S. Fokas Complex Variables: Introductionand Applications. CUP 2003
G.B. Arfken, H.J. Weber & F.E. Harris MathematicalMethods for Physicists. Elsevier 2013
G.J.O. Jameson A First Course in Complex Functions. Chapmanand Hall 1970
T. Needham Visual Complex Analysis. Clarendon 1998
H.A. Priestley Introduction to Complex Analysis. Clarendon1990
K. F. Riley, M. P. Hobson, and S.J. Bence MathematicalMethods for Physics and Engineering: a Comprehensive Guide. CambridgeUniversity Press 2002

Variational Principles【变分原理】
D.S. Lemons Perfect Form. Princeton Unversity Press 1997
C. Lanczos The Variational Principles of Mechanics. Dover1986
R. Weinstock Calculus of Variations with applications tophysics and engineering. Dover 1974
I.M. Gelfand and S.V. Fomin Calculus of Variations. Dover2000
W. Yourgrau and S. Mandelstam Variational Principles inDynamics and Quantum Theory. Dover 2007
S. Hildebrandt and A. Tromba Mathematics and Optimal Form.Scientific American Library 1985

Methods【方法】
G.B. Arfken, H.J. Weber & F.E. Harris MathematicalMethods for Physicists. Elsevier 2013
M.L. Boas Mathematical Methods in the Physical Sciences.Wiley 2005
J. Mathews and R.L. Walker Mathematical Methods of Physics.Benjamin/Cummings 1970
K. F. Riley, M. P. Hobson, and S.J. Bence Mathematical Methodsfor Physics and Engineering: a comprehensive guide. Cambridge University Press2002
Erwin Kreyszig Advanced Engineering Mathematics. Wiley

Quantum Mechanics【量子力学】
Feynman, Leighton and Sands vol. 3 Ch 1-3 of the Feynmanlectures on Physics. Addison-Wesley 1970
S. Gasiorowicz Quantum Physics. Wiley 2003
P.V. Landshoff, A.J.F. Metherell and W.G Rees EssentialQuantum Physics. Cambridge University Press 1997
A.I.M. Rae Quantum Mechanics. Institute of PhysicsPublishing 2002
L.I. Schiff Quantum Mechanics. McGraw Hill 1968

Electromagnetism【电磁学】
D.J. Griffiths Introduction to Electrodynamics. Pearson 2013
E.M. Purcell and D.J. Morin Electricity and Magnetism.Cambridge University Press 2013
A. Zangwill Modern Electromagnetism. Cambridge UniversityPress 2012
J.D. Jackson Classical Electrodynamics. Wiley 1975
P. Lorrain and D. Corson Electromagnetism, Principles andApplications. Freeman 1990
R. Feynman, R. Leighton and M. Sands The Feynman Lectures onPhysics, Vol 2. Basic Books 2011

Fluid Dynamics【流体力学】
D.J. Acheson Elementary Fluid Dynamics. Oxford University Press1990
G.K. Batchelor An Introduction to Fluid Dynamics. CambridgeUniversity Press 2000
G.M. Homsey et al. Multi-Media Fluid Mechanics. CambridgeUniversity Press 2008
M. van Dyke An Album of Fluid Motion. Parabolic Press M.G.Worster Understanding Fluid Flow. Cambridge University Press 2009

Numerical Analysis【数值分析】
S.D. Conte and C. de Boor Elementary Numerical Analysis: analgorithmic approach. McGraw–Hill 1980
G.H. Golub and C. Van Loan Matrix Computations. JohnsHopkins University Press 1996
A Iserles A first course in the Numerical Analysis ofDifferential Equations. CUP 2009
E. Suli and D.F. Meyers An introduction to numericalanalysis. CUP 2003
A. Ralston and P. Rabinowitz A first course in numericalanalysis. Dover 2001
M.J.D. Powell Approximation Theory and Methods. CUP 1981
P.J. Davis Interpolation and Approximation. Dover 1975

Statistics【统计学】
D.A. Berry and B.W. Lindgren Statistics, Theory and Methods.Wadsworth 1995
G. Casella and J.O. Berger Statistical Inference. Duxbury2001
M.H. DeGroot and M.J. Schervish Probability and Statistics.Pearson Education 2001

Markov Chains【马尔可夫链】
G.R. Grimmett and D.R. Stirzaker Probability and RandomProcesses. OUP 2001
G.R. Grimmett and D. Welsh Probability, An Introduction.OUP, 2nd edition, 2014
J.R. Norris Markov Chains. CUP 1997

Optimisation【最优化】
M.S. Bazaraa, J.J. Jarvis and H.D. Sherali LinearProgramming and Network Flows. Wiley 1988
D. Luenberger Linear and Nonlinear Programming.Addison–Wesley 1984
S. Boyd and L. Vandenberghe Convex Optimization. CambridgeUniversity Press 2004
D. Bertsimas, J.N. Tsitsiklis Introduction to LinearOptimization. Athena Scientific 1997

大三（数论、分析、编码与密码学、自动机与形式语言、统计建模、数学生物、进阶复变方法、经典动力学、宇宙学、量子信息学与计算、逻辑与集合论、图论、伽罗瓦理论、表示论、数域、代数拓扑学、线性分析、函数分析、黎曼曲面、代数几何、微分几何、概率与测度、应用概率、统计原理、随机金融模型、机器学习的数学、渐近方法、动力系统、可积分系统、量子力学原理、应用量子力学、统计物理、电动力学、广义相对论、流体力学2、波、数值分析）

Number Theory【数论】
A. Baker A Concise Introduction to the Theory of Numbers.Cambridge University Press 1984
Alan Baker A Comprehensive Course in Number Theory.Cambridge University Press 2012
G.H. Hardy and E.M. Wright An Introduction to the Theory ofNumbers. Oxford University Press N. Koblitz A Course in Number Theory andCryptography. Springer 1994
T. Nagell Introduction to Number Theory. AMS 1964
H. Davenport The Higher Arithmetic. Cambridge UniversityPress A. Granville Number Theory Revealed: an Introduction. AMS 2019

Topics in Analysis【分析】（先看大二的分析I）
A.F. Beardon Complex Analysis: the Argument Principle inAnalysis and Topology. John Wiley & Sons, 1979
E.W. Cheney Introduction to Approximation Theory. AMS, 1999
G.H. Hardy and E.M. Wright An Introduction to the Theory ofNumbers. Clarendon Press, Oxford, fifth edition, reprinted 1989
T. Sheil-Small Complex Polynomials. Cambridge University.Press, 2002

Coding and Cryptography【编码与密码学】（先看大二的线性代数和群、环与模的课程）
G.M. Goldie and R.G.E. Pinch Communication Theory .Cambridge University Press 1991
D. Welsh Codes and Cryptography. OUP 1988
T.M. Cover and J.A. Thomas Elements of Information Theory.Wiley 1991
W. Trappe and L.C. Washington Introduction to Cryptographywith Coding Theory. Prentice Hall, 2002

Automata and Formal Languages【自动机与形式语言】（必须先看大一的数与集合）
J.E. Hopcroft, R. Motwani and J.D. Ullman Introduction toautomata theory, languages and computation, 3rd edn. Pearson 2006
P.T. Johnstone Notes on logic and set theory (Chapter 4).CUP 1987
D.C. Kozen Automata and computability. Springer 1997
R.I. Soare Recursively enumerable sets and degrees: a studyof computable functions and computably generated sets. Springer (Perspectivesin mathematical logic) 1987
M. Sipser Introduction to the theory of computation.Wadsworth Publishing Co 2012

Statistical Modelling【统计建模】（必须先看大二的统计学）
A.J. Dobson An Introduction to Generalized Linear Models.Chapman and Hall 2002
J. Faraway Practical Regression and Anova in R.http://cran.r-project.org/doc/contrib/FarawayPRA.pdf A.C. Davison StatisticalModels. CUP 2008
J. Albert and M. Rizzo R by Example. Springer 2012
S. Chaterjee and J.S. Simonoff Handbook of RegressionAnalysis. Wiley 2013
A. Agresti Foundations of Linear and Generalized LinearModels. Wiley 2015

Mathematical Biology【数学生物】（大三的动力系统对此有用）
L. Edelstein-Keshet Mathematical Models in Biology. SIAMclassics in applied mathematics reprint, 2005
J.D. Murray Mathematical Biology (3rd edition), especiallyvolume 1. Springer, 2002
S.P. Ellner and J. Guckenheimer Dynamic Models in Biology.Princeton University Press, 2006

Further Complex Methods【进阶复变方法】（必须先看大二的复变方法与复变分析）
M.J. Ablowitz and A.S. Fokas Complex Variables: Introductionand Applications. CUP 2003
E.T. Whittaker and G.N. Watson A course of modern analysis.CUP 1996
E.T. Copson Functions of a Complex Variable. OxfordUniversity Press 1935
B. Spain and M.G. Smith Functions of Mathematical Physics.Van Nostrand 1970

Classical Dynamics【经典动力学】（必须先看大二的变分原理）

L.D. Landau and E.M. Lifshitz Mechanics.Butterworth-Heinemann 1976
V.I. Arnold Mathematical methods of classical mechanics.Springer 1989
H. Goldstein, C.P. Poole and J.L. Safko Classical mechanics.Pearson 2001
L.N. Hand and J.D. Finch Analytical mechanics. CUP 1998
F. Scheck Mechanics: from Newton’s laws to deterministicchaos. Springer 2010

Cosmology【宇宙学】
B. Ryden Introduction to cosmology. Addison-Wesley 2003
A. Liddle An introduction to modern cosmology. Wiley 2003
E.R. Harrison Cosmology: The science of the universe. CUP2000
S. Weinberg Cosmology. OUP 2008 (A more advanced text)

Quantum Information and Computation【量子信息学与计算】（最好先看大二的量子力学）
M. Nielsen and I. Chuang Quantum Computation and QuantumInformation. CUP 2000
B. Schumacher and M. Westmoreland Quantum Processes,Systems, and Information. CUP 2010
S. Loepp and W. Wootters Protecting Information: FromClassical Error Correction to Quantum Cryptography. Academic Press 2006
J. Preskill Lecture Notes for Physics 229: QuantumInformation and Computation, CreateSpace. Independent Publishing Platform (inpress). Currently available at www.theory.caltech.edu/people/preskill/ph229/notes/book.ps

Logic and Set Theory【逻辑与集合论】
B.A. Davey and H.A. Priestley Lattices and Order. CambridgeUniversity Press 2002
T. Forster Logic, Induction and Sets. Cambridge UniversityPress 2003
A. Hajnal and P. Hamburger Set Theory. LMS Student Textsnumber 48, CUP 1999
A.G. Hamilton Logic for Mathematicians. Cambridge UniversityPress 1988
P.T. Johnstone Notes on Logic and Set Theory. CambridgeUniversity Press 1987
D. van Dalen Logic and Structure. Springer-Verlag 1994

Graph Theory【图论】
B.Bollob´as Modern Graph Theory. Springer 1998
R.Diestel Graph Theory. Springer 2000
D.West Introduction to Graph Theory. Prentice Hall 1999

Galois Theory【伽罗瓦理论】（必须先看大二的群、环与模）
E. Artin Galois Theory. Dover Publications
I. Stewart Galois Theory. Taylor & Francis Ltd Chapman& Hall/CRC 3rd edition
B. L. van der Waerden Modern Algebra. Ungar Pub 1949
S. Lang Algebra (Graduate Texts in Mathematics).Springer-Verlag New York Inc
I. Kaplansky Fields and Rings. The University of ChicagoPress

Representation Theory【表示论】（必须先看线性代数和群、环与模）
J.L. Alperin and R.B. Bell Groups and representations.Springer 1995
I.M. Isaacs Character theory of finite groups. DoverPublications 1994
G.D. James and M.W. Liebeck Representations and charactersof groups. Second Edition, CUP 2001
J-P. Serre Linear representations of finite groups.Springer-Verlag 1977
M. Artin Algebra. Prentice Hall 1991

Number Fields【数域】（必须先看群、环与模，最好也先看伽罗瓦理论）
Alan Baker A Comprehensive Course in Number Theory.Cambridge University Press 2012
Z.I. Borevich and I.R. Shafarevich Number Theory. Elsevier1986
J. Esmonde and M.R. Murty Problems in Algebraic NumberTheory. Springer 1999
E. Hecke Lectures on the Theory of Algebraic Numbers.Springer 1981
D.A. Marcus Number Fields. Springer 1977
I.N. Stewart and D.O. Tall Algebraic Number Theory andFermat’s Last Theorem. A K Peters 2002

Algebraic Topology【代数拓扑学】（必须先看分析与拓扑学）
M. A. Armstrong Basic topology. Springer 1983
W. Massey A basic course in algebraic topology. Springer1991
C. R. F. Maunder Algebraic Topology. Dover Publications 1980
A. Hatcher Algebraic Topology. Cambridge University Press,2001

Linear Analysis【线性分析】（必须先看线性代数和分析与拓扑学）
B. Bollob´as Linear Analysis. 2nd Edition, CambridgeUniversity Press 1999
C. Goffman and G. Pedrick A First Course in FunctionalAnalysis. 2nd Edition, Oxford University Press 1999
W. Rudin Real and Complex Analysis. McGraw–HillInternational Editions: Mathematics Series

Analysis of Functions【函数分析】（必须先看线性代数和概率与测度）
H. Br´ezis Functional Analysis, Sobolev Spaces and PartialDifferential Equations. Universitext, Springer 2011
A.N. Kolmogorov, S.V. Fomin Elements of the Theory ofFunctions and Functional Analysis. Dover Books on Mathematics 1999
E.H. Lieb and M. Loss Analysis. Second edition, AMS 2001

Riemann Surfaces【黎曼曲面】（必须先看复变分析，最好先看分析与拓扑学）
L.V.Ahlfors Complex Analysis. McGraw-Hill, 1979
A.F.Beardon A Primer on Riemann Surfaces. CambridgeUniversity Press, 2004
G.A.Jones and D.Singerman Complex functions: an algebraicand geometric viewpoint. Cambridge University Press, 1987
E.T.Whittaker and G.N.Watson A Course of Modern AnalysisChapters XX and XXI, 4th Edition. Cambridge University Press, 1996

Algebraic Geometry【代数几何】（必须先看群、环与模）
K. Hulek Elementary Algebraic Geometry. AmericanMathematical Scoiety, 2003
F. Kirwan Complex Algebraic Curves. Cambridge UniversityPress, 1992
M. Reid Undergraduate Algebraic Geometry. CambridgeUniversity Press 1989
B. Hassett Introduction to Algebraic Geometry. CambridgeUniversity Press, 2007
K. Ueno An Introduction to Algebraic Geometry. AmericanMathematical Society 1977
R. Hartshorne Algebraic Geometry, chapters 1 and 4. Springer1997

Differential Geometry【微分几何】（分析与拓扑学和几何在此非常有用）
P.M.H. Wilson Curved Spaces. CUP, January 2008
M. Do Carmo Differential Geometry of Curves and Surfaces.Pearson Higher Education, 1976
V. Guillemin and A. Pollack Differential Topology,. PearsonHigher Education, 1974
J. Milnor Topology from the differentiable viewpoint.Revised reprint of the 1965 original. Princeton Landmarks in Mathematics.Princeton University Press, Princeton, NJ, 1997
B. O’Neill Elementary Differential Geometry. Harcourt 2nd ed1997
A. Pressley Elementary Differential Geometry,. SpringerUndergraduate Mathematics Series, SpringerVerlag London Ltd, 2000
I.M. Singer and J.A. Thorpe Lecture notes on elementarytopology and geometry. Undergraduate Texts in Mathematics. Springer-Verlag, NewYork-Heidelberg, 1996
M. Spivak A Comprehensive Introduction to DifferentialGeometry. Vols. I-V, Publish or Perish, Inc. 1999
J.A. Thorpe Elementary Topics in Differential Geometry.Springer-Verlag 1994

Probability and Measure【概率与测度】（必须先看分析与拓扑学）
P. Billingsley Probability and Measure. Wiley 1995
R.M. Dudley Real Analysis and Probability. CambridgeUniversity Press 2002
R.T. Durrett Probability: Theory and Examples. Wadsworth andBrooks/Cole 1991
D. Williams Probability with Martingales. Cambridge UniversityPress

Applied Probability【应用概率】（必须先看马尔可夫链）
G.R. Grimmett and D.R. Stirzaker Probability and RandomProcesses. OUP 2001
J.R. Norris Markov Chains. CUP 1997
J.F.C. Kingman Poisson processes. OUP 1992

Principles of Statistics【统计原理】（必须先看统计学）
G. Casella and R.L. Berger Statistical Inference. Duxbury(2001)
A.W. van der Vaart Asymptotic Statistics. CUP (1998)
T.W. Anderson An introduction to multivariate statisticalanalysis. Wiley (2003)
E.L. Lehmann and G Casell Theory of Point estimation.Springer (1998)

Stochastic Financial Models【随机金融模型】（方法、统计学、概率与测度和马尔可夫链有用）
J. Hull Options, Futures and Other Derivative Securities.Prentice-Hall 2003
J. Ingersoll Theory of Financial Decision Making. Rowman andLittlefield 1987
A. Rennie and M. Baxter Financial Calculus: an introductionto derivative pricing. Cambridge University Press 1996
P. Wilmott, S. Howison and J. Dewynne The Mathematics ofFinancial Derivatives: a student introduction. Cambridge University Press 1995

Mathematics of Machine Learning【机器学习的数学】（必须先看概率论，统计学与最优化在此有用）
C. Giraud Introduction to High-Dimensional Statistics. CRCpress, 2015
T. Hastie, R. Tibshirani and J. Friedman The Elements ofStatistical Learning, 2nd ed… Springer, 2001
M. Wainwright High-Dimensional Statistics: A Non-AsymptoticViewpoint… CUP, 2019
L. Devroye, L. Gy¨orfi and G. Lugosi A Probabilistic Theoryof Pattern Recognition. Springer, 1996
S. Shalev-Shwartz and S. Ben-David Understanding MachineLearning: From Theory to Algorithms. CUP, 2014
P. Rigollet 18.657 Mathematics of Machine Learning. Fall2015 Massachusetts Institute of Technology: MIT OpenCourseWare,https://ocw.mit.edu. License: Creative Commons BY-NC-SA

Asymptotic methods【渐近方法】（必须先看复变分析或复变方法，近阶复变方法在此有用）
M.J. Ablowitz and A.S. Fokas Complex Variables: Introductionand Applications. CUP 2003
C.M. Bender and S.A. Orszag Advanced Mathematical Methodsfor Scientists and Engineers: Asymptotic Methods and Perturbation Theory.Springer 1999
A. Erdelyi Asymptotic Expansions. Dover 1956
E.J. Hinch Perturbation Methods. CUP 1991
P.D. Miller Applied Asymptotic Analysis. American Math. Soc.2006
J.D. Murray Asymptotic Analysis. Springer 1984 F.W.J. OlverAsymptotics and Special Functions. A K Peters 1997

Dynamical Systems【动力系统】
D.K. Arrowsmith and C.M. Place Introduction to DynamicalSystems. CUP 1990
P.G. Drazin Nonlinear Systems. CUP1992
P.A. Glendinning Stability, Instability and Chaos. CUP1994
D.W. Jordan and P. Smith Nonlinear Ordinary DifferentialEquations. OUP 1999
J. Guckenheimer and P. Holmes Nonlinear Oscillations,Dynamical Systems, and Bifurcations of Vector Fields. Springer, second edition1986

Integrable System【可积分系统】（必须先看方法与复变方法或复变分析。经典动力学在此有用）
Dunajski, M Solitons, Instantons and Twistors. (Ch 1–4)Oxford Graduate Texts in Mathematics, ISBN 9780198570639, OUP, Oxford 2009
S. Novikov, S.V. Manakov, L.P. Pitaevskii, V. Zaharov Theoryof Solitons. for KdF and Inverse Scattering
P.G. Drazin and R.S. Johnson Solitons: an introduction. (Ch3, 4 and 5) Cambridge University Press 1989
V.I. Arnol’d Mathematical Methods of Classical Mechanics.(Ch 10) Springer, 1997
P.R. Hydon Symmetry Methods for Differential Equations:ABeginner’s Guide. Cambridge University Press 2000
P.J. Olver Applications of Lie groups to differentialequations. Springeri 2000
MJ Ablowitz and P Clarkson Solitons, Nonlinear EvolutionEquations and Inverse Scattering. CUP 1991
MJ Ablowitz and AS Fokas Complex Variables. CUP, SecondEdition 2003

Principles of Quantum Mechanics【量子力学原理】（必须先看量子力学）
E. Merzbacher Quantum Mechanics, 3rd edition. Wiley 1998
B.H. Bransden and C.J. Joachain Quantum Mechanics, 2ndedition. Pearson
J. Binney and D. Skinner The Physics of Quantum Mechanics.Cappella Archive, 3rd edition
P.A.M. Dirac The Principles of Quantum Mechanics. OxfordUniversity Press 1967, reprinted 2003
S. Weinberg Lectures on Quantum Mechanics. CUP, 2nd ed.,2015
J.J. Sakurai and J.J. Napolitano Modern Quantum Mechanics.CUP 2017

Applications of Quantum Mechanics【应用量子力学】（必须先看量子力学原理）
D.J. Griffiths Introduction to Quantum Mechanics. 2ndedition, Pearson Education 2005
R. Shankar Principles of Quantum Mechanics. Springer 2008
N.W. Ashcroft and N.D. Mermin Solid State Physics.Holt–Saunders 1976
S.H. Simon The Oxford Solid State Basics. OUP 2019

Statistical Physics【统计物理】（必须先看量子力学与量子力学原理课程中的多粒子系统部分）
F. Mandl Statistical Physics. Wiley 1988
R.K. Pathria Statistical Mechanics, 2nd ed…Butterworth–Heinemann 1996
L.D. Landau and E.M. Lifshitz Statistical Physics, Part 1(Course of Theoretical Physics volume 5). Butterworth–Heinemann 1996
F. Reif Fundamentals of Thermal and Statistical Physics.McGraw–Hill 1965
A.B. Pippard Elements of Classical Thermodynamics. CambridgeUniversity Press, 1957
K. Huang Introduction to Statistical Physics. Taylor andFrancis 2001

Electrodynamics【电动力学】（必须先看电磁学和动力学与相对性，最好先看方法）
A. Zangwill Modern Electrodynamics. CUP 2012
J.D. Jackson Electrodynamics. Wiley 1999
L.D. Landau and E.M. Lifshitz The Classical Theory of Fields(Course of Theoretical Physics volume 2). Butterworth-Heinemann 1996
R. Feynman, R. Leighton and M. Sands The Feynman Lectures inPhysics, Vol 2. . Basic Books 2011

General Relativity【广义相对论】（方法与变分原理在此有用）
S.M. Carroll Spacetime and Geometry. Addison-Wesley 2004
J.B. Hartle Gravity: An introduction to Einstein’s GeneralRelativity. Addison–Wesley 2002
L.P. Hughston and K.P. Tod An Introduction to GeneralRelativity. Cambridge University Press 1990
R. d’Inverno Introducing Einstein’s Relativity. Clarendon1992
W. Rindler Relativity: Special, General and Cosmological.Oxford University Press 2001
H. Stephani Relativity: An introduction to Special andGeneral Relativity. Cambridge University Press, 2004
R. M. Wald General Relativity. University of Chicago Press,1984

Fluid Dynamics II【流体力学2】（必须先看方法与流体力学）
D.J. Acheson Elementary Fluid Dynamics. Oxford UniversityPress 1990
G.K. Batchelor An Introduction to Fluid Dynamics. CambridgeUniversity Press 2000
E. Guyon, J-P Hulin, L. Petit and C.D. Mitescu PhysicalHydrodynamics. Oxford University Press 2000

Waves【波】（必须先看方法，流体力学在此有用）
J.D. Achenbach Wave Propagation in Elastic Solids. NorthHolland 1973
J. Billingham and A.C. King Wave Motion: Theory andapplication. Cambridge University Press 2000
D.R. Bland Wave Theory and Applications. Clarendon Press1988
M.J. Lighthill Waves in Fluids. Cambridge University Press1978
H. Ockendon and J.R. Ockendon Waves and Compressible Flow.Springer 2016
G.B. Whitham Linear and Nonlinear Waves. Wiley 1999

Numerical Anslysis【数值分析】（必须先看大二的数值分析。分析与拓扑学、线性代数及复变方法或复变分析在此有用）
G.H. Golub and C.F. van Loan Matrix Computations. JohnsHopkins Press 1996
A. Iserles A First Course in the Numerical Analysis ofDifferential Equations. Cambridge University Press 1996
K.W. Morton and D.F. Mayers Numerical Solution of PartialDifferential Equations: an Introduction. Cambridge University Press 2005