| M. |
Baxter |
Financial Calculus |
| D. |
Brigo |
Interest Rate Models |
| J. |
Dewynne |
The Mathematics of Financial Derivatives |
| M.U. |
Dothan |
Prices in Financial Markets |
| D. |
Duffie |
Dynamic Asset Pricing Theory |
| J.P. |
Fouque |
Derivatives in Financial Markets with
Stochastic Vol. |
| E. |
Gaardner
Haug |
The Complete Guide to Option Pricing Formulas |
| P. |
Glasserman |
Monte Carlo Methods in Financial Engineering |
| S. |
Howison |
The Mathematics of Financial Derivatives |
| J.C. |
Hull |
Options, Futures, and Other Derivatives |
| P.J. |
Hunt |
Financial Derivatives in Theory and Practice |
| J.E. |
Kennedy |
Financial Derivatives in Theory and Practice |
| D. |
Lamberton |
Stochastic Calculus Applied to Finance |
| B. |
Lapeyre |
Stochastic Calculus Applied to Finance |
| A. |
Lipton |
Mathematical Methods for Foreign Exchange |
| F. |
Mercurio |
Interest Rate Models |
| R.C. |
Merton |
Continuous Time Finance |
| A. |
Meucci |
Risk and Asset Allocation |
| M. |
Meyer |
Continuous Stochastic Calculus with App. to
Finance |
| M. |
Musiela |
Martingale Methods in Financial Modelling |
| S.N. |
Neftci |
Intro. to the Mathematics of Financial
Derivatives |
| G. |
Papanicolaou |
Derivatives in Financial Markets with
Stochastic Vol |
| C. |
Randall |
Pricing Financial Instruments: The Finite Diff.
Method |
| R. |
Rebonato |
Interest Rate Option Models |
| R. |
Rebonato |
Modern Pricing of Interest Rate Derivatives |
| A. |
Rennie |
Financial Calculus |
| M. |
Rutkowski |
Martingale Methods in Financial Modelling |
| S.E. |
Shreve |
Stochastic Calculus Models for Finance |
| K.R. |
Sircar |
Derivatives in Financial Markets with
Stochastic Vol |
| J.M. |
Steele |
Stochastic Calculus and Financial Applications |
| N.N. |
Taleb |
Dynamic Hedging |
| D. |
Tavella |
Pricing Financial Instruments: The Finite Diff.
Method |
| P. |
Wilmott |
The Mathematics of Financial Derivatives |
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