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A Listmania! list by Th Choudhury
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Elementary Stochastic Calculus, with Finance in View: 6 (Advanced Series on Statistical Science & Applied Probability)
1.  Elementary Stochastic Calculus, with Finance in View: 6 (Advanced Series on Statistical Science & Applied Probability) by Thomas Mikosch
The list author says:
  "Fantastic introduction to the subject of stochastic calculas - highly recommended for beginners in this field"
£32.56   Used & New from: £26.61
5.0 out of 5 stars  See all reviews (3 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
The list author says:
  "One of the best books I have read on the subject - clear and to the point. Good intro to martingale pricing"
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Stochastic Calculus and Financial Applications (Stochastic Modelling and Applied Probability)
3.  Stochastic Calculus and Financial Applications (Stochastic Modelling and Applied Probability) by J. Michael Steele
The list author says:
  "More demanding book in terms of technical details of stochastic calculas and its application to finance. Nevertheless a very good book"
£58.95   Used & New from: £50.63
5.0 out of 5 stars  See all reviews (2 customer reviews)
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The Mathematics of Financial Derivatives: A Student Introduction
4.  The Mathematics of Financial Derivatives: A Student Introduction by Paul Wilmott
The list author says:
  "Very good introduction to PDE approach to pricing"
£28.16   Used & New from: £15.36
3.9 out of 5 stars  See all reviews (7 customer reviews)
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Options, Futures, and Other Derivatives (International Edition)
5.  Options, Futures, and Other Derivatives (International Edition) by John C. Hull
The list author says:
  "Not as regouros o the mathematical side but very good to provide overview of financial concepts and products"
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4.5 out of 5 stars  See all reviews (6 customer reviews)
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Numerical Methods in Finance: A MATLAB-based Introduction (Wiley Series in Probability and Statistics)
6.  Numerical Methods in Finance: A MATLAB-based Introduction (Wiley Series in Probability and Statistics) by Paolo Brandimarte
The list author says:
  "Useful book for a useful tool to gain an intuitive understanding of the dynamics of the models"
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Interest Rate Modelling (Wiley Series in Financial Engineering)
7.  Interest Rate Modelling (Wiley Series in Financial Engineering) by Jessica James
The list author says:
  "covers the thery as well as dealing with practical issues of implementing ir models"
£80.75   Used & New from: £41.00
5.0 out of 5 stars  See all reviews (6 customer reviews)
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Time Series Analysis
8.  Time Series Analysis by James Douglas Hamilton
The list author says:
  "The book to get for econometric related topics - useful for both beginners and more advanced users"
£42.90   Used & New from: £34.81
4.2 out of 5 stars  See all reviews (6 customer reviews)
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An Introduction to C++ and Numerical Methods
9.  An Introduction to C++ and Numerical Methods by James M. Ortega
The list author says:
  "Great biginners book on both C++ and numerical techniques - howvever need another book on C++ to deal in more depth with progarmming issues"
£39.89   Used & New from: £14.34
4.3 out of 5 stars  See all reviews (3 customer reviews)
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Numerical Recipes in C++: The Art of Scientific Computing
10.  Numerical Recipes in C++: The Art of Scientific Computing by William H. Press
The list author says:
  "Useful as reference cataloguing numerical methods in C++"
Used & New from: £42.00
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C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)
11.  C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) by Mark S. Joshi
The list author says:
  "Nice systematic approcah to building scalable and robust pricing engines"
Used & New from: £43.54
4.6 out of 5 stars  See all reviews (9 customer reviews)
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Modeling Derivatives in C++ (Wiley Finance)
12.  Modeling Derivatives in C++ (Wiley Finance) by Justin London
The list author says:
  "Good as a catalogue of solutions to pricing various instruments - note the C++ coding is the not the best.Just use the examples to get a rough idea"
£53.86   Used & New from: £24.99
4.7 out of 5 stars  See all reviews (6 customer reviews)
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The C++ Programming Language: Third Edition
13.  The C++ Programming Language: Third Edition by Bjarne Stroustrup
The list author says:
  "One of the definitve  C++ references"
£34.57   Used & New from: £11.93
4.0 out of 5 stars  See all reviews (22 customer reviews)
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Monte Carlo Methods in Financial Engineering: 53 (Stochastic Modelling and Applied Probability)
14.  Monte Carlo Methods in Financial Engineering: 53 (Stochastic Modelling and Applied Probability) by Paul Glasserman
The list author says:
  "Useful for practisioners invetsigating various Monte carlo techniques to use when building pricing libraries"
£43.99   Used & New from: £25.00
5.0 out of 5 stars  See all reviews (3 customer reviews)
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Copula Methods in Finance (The Wiley Finance Series)
15.  Copula Methods in Finance (The Wiley Finance Series) by Umberto Cherubini
The list author says:
  "Best book I could find on copula methods and their applications in finance"
£72.25   Used & New from: £48.99
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Econometric Analysis (International Edition)
16.  Econometric Analysis (International Edition) by William H. Greene
The list author says:
  "Covers a lot of material but can be a bit terse to read - very good appendix however covering asome elementary concepts"
Used & New from: £19.50
3.0 out of 5 stars  See all reviews (4 customer reviews)
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Credit Risk: Pricing, Measurement, and Management (Princeton Series in Finance)
17.  Credit Risk: Pricing, Measurement, and Management (Princeton Series in Finance) by Darrell Duffie
The list author says:
  "Good overview of credit risk - useful for the practisioner"
£33.15   Used & New from: £20.95
4.0 out of 5 stars  See all reviews (2 customer reviews)
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Credit Derivatives Pricing Models: Models, Pricing and Implementation (The Wiley Finance Series)
18.  Credit Derivatives Pricing Models: Models, Pricing and Implementation (The Wiley Finance Series) by Philipp J. Schönbucher
The list author says:
  "Indepth and doesn't skep details - a tough read for the uninitiated but worth it"
£76.50   Used & New from: £46.97
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Value at Risk: The Benchmark for Controlling Market Risk
19.  Value at Risk: The Benchmark for Controlling Market Risk by Philippe Jorion
The list author says:
  "A nice introduction and overview of VaR"
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Beyond Value at Risk: New Science of Risk Management (Frontiers in Finance Series)
20.  Beyond Value at Risk: New Science of Risk Management (Frontiers in Finance Series) by Kevin Dowd
The list author says:
  "A complementary book to Jorions book"
£51.00   Used & New from: £2.33
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Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics)
21.  Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics) by Ioannis Karatzas
The list author says:
  "If you really want to challenge  - read this book"
£42.74   Used & New from: £29.95
5.0 out of 5 stars  See all reviews (1 customer review)
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Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange (Financial Economics and Quantitative Analysis Series)
22.  Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange (Financial Economics and Quantitative Analysis Series) by Keith Cuthbertson
The list author says:
  "Good introduction to concepts in financial economics such as CAPM, MV -analysis etc"
£37.99   Used & New from: £19.99
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Theory of Financial Decisions (Rowman and Littlefield Studies in Financial Economics)
23.  Theory of Financial Decisions (Rowman and Littlefield Studies in Financial Economics) by Jonathon E. Ingersoll
The list author says:
  "More mathematically rigourous approach to financial economics and decision making"
£57.20   Used & New from: £35.44
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An Introduction to Copulas (Lecture Notes in Statistics)
24.  An Introduction to Copulas (Lecture Notes in Statistics) by Roger B. Nelsen
The list author says:
  "mathematically rigorous introduction to copulas"
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Martingale Methods in Financial Modelling (Applications of Mathematics)
25.  Martingale Methods in Financial Modelling (Applications of Mathematics) by M Musiela
The list author says:
  "Bible on Martigale pricing - not for the beginner"
Used & New from: £27.35
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Author
Th Choudhury
(REAL NAME)   
Qualifications: developer
Last updated: 14/09/2006
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