Financial Mathematics

A Listmania! list by "fhuehne2"
 
Arbitage Theory in Continuous Time
1.  Arbitage Theory in Continuous Time by Tomas Bjork
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  "An excellent Introduction to the topic"
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Interest Rate Models - Theory and Practice (Springer Finance)
2.  Interest Rate Models - Theory and Practice (Springer Finance) by Damiano Brigo
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  "The broadest guide on the subject"
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Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability)
3.  Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability) by Peter E. Kloeden
£56.31   Used & New from: £51.73
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Financial Derivatives in Theory and Practice (Wiley Series in Probability and Statistics)
4.  Financial Derivatives in Theory and Practice (Wiley Series in Probability and Statistics) by P. J. Hunt
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  "A good blend of Theory and Applications"
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Stochastic Differential Equations: An Introduction with Applications (Universitext)
5.  Stochastic Differential Equations: An Introduction with Applications (Universitext) by Bernt Oksendal
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  "A very readable Introduction"
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Options, Futures and Other Derivatives
6.  Options, Futures and Other Derivatives by John C. Hull
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  "A basic text that attempts to cover a broad range of topics"
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Derivatives in Financial Markets with Stochastic Volatility
7.  Derivatives in Financial Markets with Stochastic Volatility by Jean-Pierre Fouque
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  "An interesting extension to the deterministic-volatility-framework"
£60.80   Used & New from: £51.95
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Author
"fhuehne2"
Qualifications: Graduate Student, Maths
Last updated: 04/05/2002
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