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: £5.82
4.6 out of 5 stars  See all reviews (7 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: £28.89
5.0 out of 5 stars  See all reviews (4 customer reviews)

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Numerical Solution of Partial Differential Equations
3.  Numerical Solution of Partial Differential Equations by K. W. Morton
Used & New from: £3.47
5.0 out of 5 stars  See all reviews (1 customer review)

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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: £27.66
4.5 out of 5 stars  See all reviews (10 customer reviews)

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Financial Derivatives in Theory and Practice, Revised Edition
5.  Financial Derivatives in Theory and Practice, Revised Edition by Hunt
The list author says:
  "Rigorous and readable stochastic calculus textbook"
£49.50   Used & New from: £26.50

The Mathematics of Financial Derivatives: A Student Introduction
6.  The Mathematics of Financial Derivatives: A Student Introduction by Paul Wilmott
The list author says:
  "Good introduction using the PDE approach"
£30.99   Used & New from: £12.53
4.4 out of 5 stars  See all reviews (8 customer reviews)

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: £4.99
4.0 out of 5 stars  See all reviews (2 customer reviews)

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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
£46.19   Used & New from: £33.37
5.0 out of 5 stars  See all reviews (2 customer reviews)

Basic Stochastic Processes: A Course Through Exercises (Springer Undergraduate Mathematics Series)
9.  Basic Stochastic Processes: A Course Through Exercises (Springer Undergraduate Mathematics Series) by Tomasz Zastawniak
£15.99   Used & New from: £13.18
4.8 out of 5 stars  See all reviews (4 customer reviews)

Pricing and Hedging of Derivative Securities
10.  Pricing and Hedging of Derivative Securities by Lars Tyge Nielsen
£76.00   Used & New from: £34.49
4.0 out of 5 stars  See all reviews (1 customer review)

Financial Calculus: An Introduction to Derivative Pricing
11.  Financial Calculus: An Introduction to Derivative Pricing by Martin Baxter
£44.49   Used & New from: £10.13
4.3 out of 5 stars  See all reviews (6 customer reviews)

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"redking74"
Qualifications: student
Last updated: 24/02/2004
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