Computational Finance

The list author says:
	"Libor Market Model clearly explained"

The list author says:
	"The book on credit derivatives pricing models...excellent companion for the following one..."

The list author says:
	"Nice book on credit derivatives pricing models...interesting chapters on hedging credit risk"

The list author says:
	""The" book on interest rate models implementation"

The list author says:
	"comprehensive excursion on dependence measure in scientific problems"

The list author says:
	"A great book which tells you how efficiently implement equity and short rate models"

The list author says:
	"the best text on martingale techniques for valuing equity and interest rate derivatives"

The list author says:
	"Compact and complete exposition on finite difference schemes..needed to numerically evaluate greeks"

The list author says:
	"rigorous guide to modern theory of applied probability"

The list author says:
	"applied text on numerical analysis"

The list author says:
	"advanced text on montecarlo methods...nice chapter on LMM and swaption bermudan pricing"

The list author says:
	"How to use Matlab in financial application...useful for MonteCarlo and QuasiMontecarlo"

The list author says:
	"credit risk and credit derivatives useful reference"

The list author says:
	"useful chapters on numerical solution of SDEs"

The list author says:
	"How stochastic calculus is applied on finance"

The list author says:
	"In case some stochastic calculus background is needed"