All the (relevant) Answers in Mathematical Finance

A Listmania! list by Jens "Just1"
 
Stochastic Integration and Differential Equations: Version 2.1: A New Approach (Stochastic Modelling and Applied Probability)
1.  Stochastic Integration and Differential Equations: Version 2.1: A New Approach (Stochastic Modelling and Applied Probability) by Philip Protter
The list author says:
  "A radically different approach"
£49.27   Used & New from: £28.00
Create your own Listmania! with this product
Continuous-time Stochastic Control and Optimization with Financial Applications (Stochastic Modelling and Applied Probability)
2.  Continuous-time Stochastic Control and Optimization with Financial Applications (Stochastic Modelling and Applied Probability) by Huyên Pham
The list author says:
  "Control theory introduction"
£35.14   Used & New from: £27.00
Create your own Listmania! with this product
Controlled Markov Processes and Viscosity Solutions (Stochastic Modelling and Applied Probability)
3.  Controlled Markov Processes and Viscosity Solutions (Stochastic Modelling and Applied Probability) by Wendell H. Fleming
The list author says:
  "Modern Control Theory"
£66.99   Used & New from: £25.00
Create your own Listmania! with this product
Deterministic and Stochastic Optimal Control
4.  Deterministic and Stochastic Optimal Control by Wendell H. Fleming
The list author says:
  "Classic Approach to Control Theory"
Used & New from: £61.56
See buying options
Create your own Listmania! with this product
Methods of Mathematical Finance (Stochastic Modelling and Applied Probability)
5.  Methods of Mathematical Finance (Stochastic Modelling and Applied Probability) by Ioannis Karatzas
The list author says:
  "Definitive Classical Approach to Financial Mathematics"
£61.59   Used & New from: £20.63
5.0 out of 5 stars  See all reviews (1 customer review)
Create your own Listmania! with this product
Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics)
6.  Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics) by Ioannis Karatzas
The list author says:
  "Looks far worse than it is...."
£42.74   Used & New from: £29.95
5.0 out of 5 stars  See all reviews (1 customer review)
Create your own Listmania! with this product
Diffusions, Markov Processes, and Martingales: Volume 1, Foundations: Foundations v. 1 (Cambridge Mathematical Library)
7.  Diffusions, Markov Processes, and Martingales: Volume 1, Foundations: Foundations v. 1 (Cambridge Mathematical Library) by L. C. G. Rogers
The list author says:
  "Truely understanding just a fraction of this would be enough for a whole academic career"
£36.08   Used & New from: £33.19
4.0 out of 5 stars  See all reviews (4 customer reviews)
Create your own Listmania! with this product
Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus: Ito Calculus v. 2 (Cambridge Mathematical Library)
8.  Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus: Ito Calculus v. 2 (Cambridge Mathematical Library) by L. C. G. Rogers
The list author says:
  "Truely understanding just a fraction of this would be enough for a whole academic career"
£36.08   Used & New from: £25.26
Create your own Listmania! with this product
Probability with Martingales (Cambridge Mathematical Textbooks)
9.  Probability with Martingales (Cambridge Mathematical Textbooks) by David Williams
The list author says:
  "Basics"
£27.28   Used & New from: £16.49
4.4 out of 5 stars  See all reviews (9 customer reviews)
Create your own Listmania! with this product
Stochastic Differential Equations: An Introduction with Applications (Universitext)
10.  Stochastic Differential Equations: An Introduction with Applications (Universitext) by Bernt Øksendal
The list author says:
  "An introduction or for when the others make me depressed and I need to feel intelligent again!"
£24.63   Used & New from: £15.00
4.6 out of 5 stars  See all reviews (5 customer reviews)
Create your own Listmania! with this product
Statistics of Random Processes: I. General Theory: General Theory v. 1 (Stochastic Modelling and Applied Probability)
11.  Statistics of Random Processes: I. General Theory: General Theory v. 1 (Stochastic Modelling and Applied Probability) by Robert S. Liptser
The list author says:
  "Everything a girl needs to know about Filtering (and a few things she doesn't)"
£63.99   Used & New from: £41.00
Create your own Listmania! with this product
Statistics of Random Processes: II. Applications: Applications v. 2 (Stochastic Modelling and Applied Probability)
12.  Statistics of Random Processes: II. Applications: Applications v. 2 (Stochastic Modelling and Applied Probability) by Robert S. Liptser
The list author says:
  "More Filtering"
£60.79   Used & New from: £54.38
Create your own Listmania! with this product
Financial Modelling with Jump Processes (Chapman & Hall/CRC Financial Mathematics Series)
13.  Financial Modelling with Jump Processes (Chapman & Hall/CRC Financial Mathematics Series) by Peter Tankov
The list author says:
  "Finance with Jumps"
£57.19   Used & New from: £50.00
4.0 out of 5 stars  See all reviews (1 customer review)
Create your own Listmania! with this product
Stochastic Modeling Of Electricity And Related Markets (Advanced Series On Statistical Science & Applied Probability)
14.  Stochastic Modeling Of Electricity And Related Markets (Advanced Series On Statistical Science & Applied Probability) by Fred Espen Benth (University of Oslo
The list author says:
  "Electricity Models"
£87.40   Used & New from: £70.39
5.0 out of 5 stars  See all reviews (1 customer review)
Create your own Listmania! with this product
Electricity Markets: Pricing, Structures and Economics (The Wiley Finance Series)
15.  Electricity Markets: Pricing, Structures and Economics (The Wiley Finance Series) by Chris Harris
The list author says:
  "More Electricity"
£52.00   Used & New from: £41.00
4.0 out of 5 stars  See all reviews (1 customer review)
Create your own Listmania! with this product
Modelling Prices in Competitive Electricity Markets (The Wiley Finance Series)
16.  Modelling Prices in Competitive Electricity Markets (The Wiley Finance Series) by Derek W. Bunn
The list author says:
  "Yet More Electricity"
£80.75   Used & New from: £19.99
Create your own Listmania! with this product
Carbon Finance: The Financial Implications of Climate Change (Wiley Finance)
17.  Carbon Finance: The Financial Implications of Climate Change (Wiley Finance) by Sonia Labatt
The list author says:
  "Carbon Finance"
£46.75   Used & New from: £26.36
3.0 out of 5 stars  See all reviews (1 customer review)
Create your own Listmania! with this product
Applied Stochastic Control of Jump Diffusions (Universitext)
18.  Applied Stochastic Control of Jump Diffusions (Universitext) by Bernt Øksendal
The list author says:
  "Jumps"
£30.39   Used & New from: £27.47
Create your own Listmania! with this product
Stochastic Flows and Stochastic Differential Equations (Cambridge Studies in Advanced Mathematics)
19.  Stochastic Flows and Stochastic Differential Equations (Cambridge Studies in Advanced Mathematics) by Hiroshi Kunita
The list author says:
  "theory of stochastic fields"
£41.80   Used & New from: £35.77
Create your own Listmania! with this product
Forward-Backward Stochastic Differential Equations and their Applications (Lecture Notes in Mathematics)
20.  Forward-Backward Stochastic Differential Equations and their Applications (Lecture Notes in Mathematics) by Jin Ma
The list author says:
  "BSDE basics for finance applications"
£32.29   Used & New from: £30.00
Create your own Listmania! with this product
Backward Stochastic Differential Equations (Chapman & Hall/CRC Research Notes in Mathematics Series)
21.  Backward Stochastic Differential Equations (Chapman & Hall/CRC Research Notes in Mathematics Series) by N El Karoui
The list author says:
  "collection of papers on BSDEs"
£84.48   Used & New from: £78.27
Create your own Listmania! with this product

More Actions

Discover more about this author
› See all of their Listmania! lists
Make your own list
› Create a Listmania! list
View your page on Amazon.co.uk
› Go to Your Profile page

About this Listmania!

 

Author
Jens "Just1"
Qualifications: PhD Student
Last updated: 28/01/2010
Report abuse
    

More Listmania!

 

Quant finance favourites Quant finance favourites

Quant finance favourites: A list of 25 items by Th Choudhury

My Favorite Finance Books (but many others I hvn't covered) My Favorite Finance Books (but many others I hvn't covered)

My Favorite Finance Books (but many others I hvn't covered): A list of 10 items by C. F. Kuong "nonzerosumgame"

Good credit derivatives books I'm trying to get hold of Good credit derivatives books I'm trying to get hold of

Good credit derivatives books I'm trying to get hold of: A list of 13 items by Li Du

Daily Finance Books Daily Finance Books

Daily Finance Books: A list of 12 items by Daniel Kustrin

Finance Finance

Finance: A list of 5 items by Kimberley Jarvis