live web stats
  www.probability.net


Probability Theory and Measure Theory


Probability Tutorials

Finance

  Books

  A | B | C | D | E | F | G | H | I | J | L | M | N | O | P | R | S | T | U | V | W
  Contents
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
  Tutorials
  Introduction
  Definitions
  Theorems
  Solutions
  Printing
  History
  Discussion
  Notations
  Links
 
Errors/Typos
  Email |
Posting

  General Topology
  Real Analysis

  Measure Theory
  Probability Theory
  Finance

Copyright 1999. All rights reserved

  <Home