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

A Listmania! list by Li Du (Cambridge, Cambridgeshire United Kingdom)
 
Pricing and Hedging of Derivative Securities
1.  Pricing and Hedging of Derivative Securities by Lars Tyge Nielsen
£65.55   Used & New from: £29.00
4.0 out of 5 stars  See all reviews (1 customer review)

The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk)
2.  The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk) by Mark S. Joshi
Used & New from: £20.00
4.9 out of 5 stars  See all reviews (8 customer reviews)

See buying options
Option Pricing: Mathematical Models and Computation
3.  Option Pricing: Mathematical Models and Computation by Paul Wilmott
Used & New from: £197.74

See buying options
Tools for Computational Finance (Universitext)
4.  Tools for Computational Finance (Universitext) by Rüdiger U. Seydel
Used & New from: £30.00

See buying options
Advanced Modelling in Finance Using Excel and VBA (The Wiley Finance Series)
5.  Advanced Modelling in Finance Using Excel and VBA (The Wiley Finance Series) by Mary Jackson
£45.50   Used & New from: £31.28
3.2 out of 5 stars  See all reviews (6 customer reviews)

C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)
6.  C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) by Mark S. Joshi
Used & New from: £43.54
4.6 out of 5 stars  See all reviews (9 customer reviews)

See buying options
Stochastic Differential Equations: An Introduction with Applications (Universitext)
7.  Stochastic Differential Equations: An Introduction with Applications (Universitext) by Bernt Øksendal
£24.63   Used & New from: £15.00
4.6 out of 5 stars  See all reviews (5 customer reviews)

Introduction to Stochastic Calculus Applied to Finance (Stochastic Modeling)
8.  Introduction to Stochastic Calculus Applied to Finance (Stochastic Modeling) by D.McLean Lamberton
Used & New from: £39.94

See buying options
Limit Theorems for Stochastic Processes (Grundlehren der mathematischen Wissenschaften)
9.  Limit Theorems for Stochastic Processes (Grundlehren der mathematischen Wissenschaften) by Jean Jacod
£75.05   Used & New from: £40.00

Stochastic Integration and Differential Equations: Version 2.1: A New Approach (Stochastic Modelling and Applied Probability)
10.  Stochastic Integration and Differential Equations: Version 2.1: A New Approach (Stochastic Modelling and Applied Probability) by Philip Protter
£49.27   Used & New from: £28.00

Credit Risk: Pricing, Measurement, and Management (Princeton Series in Finance)
11.  Credit Risk: Pricing, Measurement, and Management (Princeton Series in Finance) by Darrell Duffie
£33.15   Used & New from: £20.95
4.0 out of 5 stars  See all reviews (2 customer reviews)

An Introduction to Credit Risk Modeling (Chapman & Hall/CRC Financial Mathematics Series)
12.  An Introduction to Credit Risk Modeling (Chapman & Hall/CRC Financial Mathematics Series) by Christian Bluhm
Used & New from: £44.98

See buying options
Credit: The Complete Guide to Pricing, Hedging and Risk Management
13.  Credit: The Complete Guide to Pricing, Hedging and Risk Management by Angelo Arvanitis
£94.05   Used & New from: £72.75
5.0 out of 5 stars  See all reviews (1 customer review)

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

Li Du (Cambridge, Cambridgeshire United Kingdom)
Qualifications: College student
Last updated: 08/06/2004
Report abuse
    

More Listmania!

 

Best books on Financial Modelling in Insurance Best books on Financial Modelling in Insurance

Best books on Financial Modelling in Insurance: A list of 8 items by "norm_at"

Fixed Income Books Fixed Income Books

Fixed Income Books: A list of 8 items by Robert A. Wroe

Books about languages, finance, economics, econometrics etc Books about languages, finance, economics, econometrics etc

Books about languages, finance, economics, econometrics etc: A list of 3 items by drake2uk

Essentials in Finance Essentials in Finance

Essentials in Finance: A list of 25 items by "fazli"

The books I want The books I want

The books I want: A list of 6 items by "wu-chang"