My Books

A Listmania! list by "vandervoort"
 
Monte Carlo Methods in Finance
1.  Monte Carlo Methods in Finance by Peter Jäckel
£58.50   Used & New from: £19.80
4.0 out of 5 stars  See all reviews (2 customer reviews)

Modular Pricing of Options: An Application of Fourier Analysis (Lecture Notes in Economics and Mathematical Systems)
2.  Modular Pricing of Options: An Application of Fourier Analysis (Lecture Notes in Economics and Mathematical Systems) by Jianwei Zhu
£37.52

Financial Derivatives in Theory and Practice, Revised Edition
3.  Financial Derivatives in Theory and Practice, Revised Edition by Philip Hunt
£47.92   Used & New from: £27.00

Copula Methods in Finance (The Wiley Finance Series)
4.  Copula Methods in Finance (The Wiley Finance Series) by Umberto Cherubini
£90.00   Used & New from: £41.87

An Introduction to Copulas (Lecture Notes in Statistics)
5.  An Introduction to Copulas (Lecture Notes in Statistics) by Roger B. Nelsen
Used & New from: £29.99
5.0 out of 5 stars  See all reviews (2 customer reviews)

See buying options
An Introduction to the Mathematics of Financial Derivatives (Academic Press Advanced Finance)
6.  An Introduction to the Mathematics of Financial Derivatives (Academic Press Advanced Finance) by Neftci
£56.68   Used & New from: £30.79
4.4 out of 5 stars  See all reviews (9 customer reviews)

Numerical Recipes in C++: The Art of Scientific Computing
7.  Numerical Recipes in C++: The Art of Scientific Computing by William H. Press
Used & New from: £29.66
5.0 out of 5 stars  See all reviews (1 customer review)

See buying options
Stochastic Integration and Differential Equations: A New Approach: Version 2.1 (Stochastic Modelling and Applied Probability)
8.  Stochastic Integration and Differential Equations: A New Approach: Version 2.1 (Stochastic Modelling and Applied Probability) by Philip E. Protter
£60.05   Used & New from: £18.93
5.0 out of 5 stars  See all reviews (1 customer review)

Collateralized Debt Obligations and Structured Finance: New Developments in Cash and Synthetic Securitization (Wiley Finance)
9.  Collateralized Debt Obligations and Structured Finance: New Developments in Cash and Synthetic Securitization (Wiley Finance) by Janet M. Tavakoli
Used & New from: £2.59
4.5 out of 5 stars  See all reviews (2 customer reviews)

See buying options
Asset Pricing
10.  Asset Pricing by John H Cochrane
Used & New from: £2.73
4.5 out of 5 stars  See all reviews (2 customer reviews)

See buying options
The Econometrics of Financial Markets
11.  The Econometrics of Financial Markets by John Y. Campbell
£33.80   Used & New from: £18.85
5.0 out of 5 stars  See all reviews (3 customer reviews)

Continuous-Time Finance (Macroeconomics and Finance)
12.  Continuous-Time Finance (Macroeconomics and Finance) by Robert C. Merton
£49.99   Used & New from: £10.00

Paul Wilmott on Quantitative Finance (Wiley Frontiers in Finance)
13.  Paul Wilmott on Quantitative Finance (Wiley Frontiers in Finance) by P Wilmott
Used & New from: £24.95
4.3 out of 5 stars  See all reviews (10 customer reviews)

See buying options
Dynamic Asset Pricing Theory, Third Edition. (Princeton Series in Finance)
14.  Dynamic Asset Pricing Theory, Third Edition. (Princeton Series in Finance) by Darrell Duffie
£40.88   Used & New from: £24.99
5.0 out of 5 stars  See all reviews (2 customer reviews)

Stochastic Calculus and Financial Applications (Stochastic Modelling and Applied Probability)
15.  Stochastic Calculus and Financial Applications (Stochastic Modelling and Applied Probability) by J. Michael Steele
Used & New from: £48.84
5.0 out of 5 stars  See all reviews (2 customer reviews)

See buying options
Elementary Stochastic Calculus, with Finance in View: 6 (Advanced Series on Statistical Science & Applied Probability)
16.  Elementary Stochastic Calculus, with Finance in View: 6 (Advanced Series on Statistical Science & Applied Probability) by Thomas Mikosch
£38.00   Used & New from: £10.28
5.0 out of 5 stars  See all reviews (3 customer reviews)

Brownian Motion and Stochastic Calculus: 113 (Graduate Texts in Mathematics)
17.  Brownian Motion and Stochastic Calculus: 113 (Graduate Texts in Mathematics) by Ioannis Karatzas
£40.12   Used & New from: £31.75
5.0 out of 5 stars  See all reviews (2 customer reviews)

Stochastic Differential Equations: An Introduction with Applications (Universitext)
18.  Stochastic Differential Equations: An Introduction with Applications (Universitext) by Bernt Øksendal
£27.99   Used & New from: £15.00
5.0 out of 5 stars  See all reviews (4 customer reviews)

Probability with Martingales (Cambridge Mathematical Textbooks)
19.  Probability with Martingales (Cambridge Mathematical Textbooks) by David Williams
£31.49   Used & New from: £20.14
4.2 out of 5 stars  See all reviews (10 customer reviews)

Financial Calculus: An Introduction to Derivative Pricing
20.  Financial Calculus: An Introduction to Derivative Pricing by Martin Baxter
£49.00   Used & New from: £27.00
4.3 out of 5 stars  See all reviews (6 customer reviews)

Arbitrage Theory in Continuous Time (Oxford Finance Series)
21.  Arbitrage Theory in Continuous Time (Oxford Finance Series) by Tomas Björk
Used & New from: £16.99
5.0 out of 5 stars  See all reviews (4 customer reviews)

See buying options
Efficient Methods for Valuing Interest Rate Derivatives (Springer Finance)
22.  Efficient Methods for Valuing Interest Rate Derivatives (Springer Finance) by Antoon Pelsser
£72.00   Used & New from: £25.60
5.0 out of 5 stars  See all reviews (2 customer reviews)

Martingale Methods in Financial Modelling (Applications of Mathematics)
23.  Martingale Methods in Financial Modelling (Applications of Mathematics) by M Musiela
Used & New from: £0.01
5.0 out of 5 stars  See all reviews (1 customer review)

See buying options
Interest Rate Models - Theory and Practice (Springer Finance)
24.  Interest Rate Models - Theory and Practice (Springer Finance) by Damiano Brigo
Used & New from: £3.22
4.5 out of 5 stars  See all reviews (2 customer reviews)

See buying options
Credit Risk: Modeling, Valuation and Hedging (Springer Finance)
25.  Credit Risk: Modeling, Valuation and Hedging (Springer Finance) by Tomasz R. Bielecki
£76.50   Used & New from: £44.00
4.0 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

"vandervoort"
Qualifications: Quant
Last updated: 23/12/2004
Report abuse
    

More Listmania!

 

Computational Finance Computational Finance

Computational Finance: A list of 16 items by Surf/Bike "stefano_g"

Fixed Income Books Fixed Income Books

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

Good Financial Maths Books Good Financial Maths Books

Good Financial Maths Books: A list of 11 items by "redking74"

Recommended Financial Risk Recommended Financial Risk

Recommended Financial Risk: A list of 4 items by Om Buranapanichkij

How to Get a Job In Quantitative Finance How to Get a Job In Quantitative Finance

How to Get a Job In Quantitative Finance: A list of 3 items by Dominic G. Connor "Quant Headhunter"