Good Financial Maths Books

A Listmania! list by "redking74"
 
Options, Futures, and Other Derivatives (International Edition)
1.  Options, Futures, and Other Derivatives (International Edition) by John C. Hull
The list author says:
  "Good broad introduction"
Used & New from: £25.75
4.5 out of 5 stars  See all reviews (6 customer reviews)
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Arbitrage Theory in Continuous Time (Oxford Finance Series)
2.  Arbitrage Theory in Continuous Time (Oxford Finance Series) by Tomas Björk
Used & New from: £24.99
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Numerical Solution of Partial Differential Equations
3.  Numerical Solution of Partial Differential Equations by K. W. Morton
Used & New from: £13.25
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C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)
4.  C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) by Mark S. Joshi
The list author says:
  "Joshi - broad and understandable"
Used & New from: £43.54
4.6 out of 5 stars  See all reviews (9 customer reviews)
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Financial Derivatives in Theory and Practice, Revised Edition
5.  Financial Derivatives in Theory and Practice, Revised Edition by Philip Hunt
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  "Rigorous and readable stochastic calculus textbook"
£30.75   Used & New from: £25.00
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The Mathematics of Financial Derivatives: A Student Introduction
6.  The Mathematics of Financial Derivatives: A Student Introduction by Paul Wilmott
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  "Good introduction using the PDE approach"
£28.16   Used & New from: £15.36
3.9 out of 5 stars  See all reviews (7 customer reviews)
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Mastering MATLAB 6 (International Edition)
7.  Mastering MATLAB 6 (International Edition) by Duane Hanselman
The list author says:
  "Best MATLAB book i've seen"
Used & New from: £1.16
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Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability)
8.  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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Basic Stochastic Processes: A Course Through Exercises (Springer Undergraduate Mathematics Series)
9.  Basic Stochastic Processes: A Course Through Exercises (Springer Undergraduate Mathematics Series) by Zdzislaw Brzezniak
£18.26   Used & New from: £13.50
4.8 out of 5 stars  See all reviews (4 customer reviews)
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Pricing and Hedging of Derivative Securities
10.  Pricing and Hedging of Derivative Securities by Lars Tyge Nielsen
£65.55   Used & New from: £29.00
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Financial Calculus: An Introduction to Derivative Pricing
11.  Financial Calculus: An Introduction to Derivative Pricing by Martin Baxter
£41.36   Used & New from: £20.00
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"redking74"
Qualifications: student
Last updated: 24/02/2004
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