Recommended Financial books

A Listmania! list by Orsetta "orsetta" (London, UK)
 
Credit Derivatives Pricing Models: Models, Pricing and Implementation (The Wiley Finance Series)
1.  Credit Derivatives Pricing Models: Models, Pricing and Implementation (The Wiley Finance Series) by Philipp J. Schönbucher
The list author says:
  "A good book on modelling credit derivatives"
£95.00   Used & New from: £24.74
5.0 out of 5 stars  See all reviews (3 customer reviews)

Modern Pricing of Interest-Rate Derivatives: The Libor Market Model and Beyond
2.  Modern Pricing of Interest-Rate Derivatives: The Libor Market Model and Beyond by Riccardo Rebonato
The list author says:
  "A reference for IR modelling but a bit too verbiose"
£93.00   Used & New from: £41.82
5.0 out of 5 stars  See all reviews (1 customer review)

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)
3.  Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance) by Damiano Brigo
The list author says:
  "IR and Credit derivatives latest models"
£62.99   Used & New from: £48.00
4.5 out of 5 stars  See all reviews (2 customer reviews)

Elementary Stochastic Calculus, with Finance in View: 6 (Advanced Series on Statistical Science & Applied Probability)
4.  Elementary Stochastic Calculus, with Finance in View: 6 (Advanced Series on Statistical Science & Applied Probability) by Thomas Mikosch
The list author says:
  "A nice and elegant small book to introduce financial mathematics"
£38.00   Used & New from: £7.56
5.0 out of 5 stars  See all reviews (3 customer reviews)

An Introduction to the Mathematics of Financial Derivatives (Academic Press Advanced Finance)
5.  An Introduction to the Mathematics of Financial Derivatives (Academic Press Advanced Finance) by Neftci
The list author says:
  "The reference"
£55.35   Used & New from: £21.73
4.4 out of 5 stars  See all reviews (9 customer reviews)

Arbitrage Theory in Continuous Time (Oxford Finance Series)
6.  Arbitrage Theory in Continuous Time (Oxford Finance Series) by Tomas Björk
The list author says:
  "My favourite presentation of continuous maths"
Used & New from: £21.32
5.0 out of 5 stars  See all reviews (4 customer reviews)

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Risk Management
7.  Risk Management by Michel Crouhy
The list author says:
  "This is the best book I have read so far on risk."
£43.17   Used & New from: £3.25
4.5 out of 5 stars  See all reviews (2 customer reviews)

An Introduction to the Commodities, Energy and Transport Markets (Reuters Financial Training)
8.  An Introduction to the Commodities, Energy and Transport Markets (Reuters Financial Training) by Reuters Limited London UK
The list author says:
  "Good intro book on pratical aspect of commodities markets"
Used & New from: £33.20
5.0 out of 5 stars  See all reviews (2 customer reviews)

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Financial Calculus: An Introduction to Derivative Pricing
9.  Financial Calculus: An Introduction to Derivative Pricing by Martin Baxter
The list author says:
  "The other reference ..."
£49.00   Used & New from: £19.73
4.3 out of 5 stars  See all reviews (6 customer reviews)

The Mathematics of Financial Derivatives: A Student Introduction
10.  The Mathematics of Financial Derivatives: A Student Introduction by Paul Wilmott
The list author says:
  "If you are allergic to probability and still want to be a quant"
£32.39   Used & New from: £14.89
4.0 out of 5 stars  See all reviews (9 customer reviews)

Capital Market Instruments
11.  Capital Market Instruments by M Choudhry
The list author says:
  "Not bad"
Used & New from: £4.15
5.0 out of 5 stars  See all reviews (1 customer review)

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Numerical Recipes in C book set: Numerical Recipes in C: The Art of Scientific Computing
12.  Numerical Recipes in C book set: Numerical Recipes in C: The Art of Scientific Computing by William H. Press
The list author says:
  "A classic if you need coding"
Used & New from: £7.63
4.2 out of 5 stars  See all reviews (13 customer reviews)

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Modeling, Measuring and Hedging Operational Risk (The Wiley Finance Series)
13.  Modeling, Measuring and Hedging Operational Risk (The Wiley Finance Series) by Marcelo G. Cruz
The list author says:
  "Operational risk in theory. The best book on the subject but still far from reality"
£39.99   Used & New from: £18.59

Advanced Modelling in Finance Using Excel and VBA (The Wiley Finance Series)
14.  Advanced Modelling in Finance Using Excel and VBA (The Wiley Finance Series) by Mary Jackson
The list author says:
  "Intro to coding"
£67.50   Used & New from: £19.68
3.2 out of 5 stars  See all reviews (6 customer reviews)

Modeling Derivatives in C++ (Wiley Finance)
15.  Modeling Derivatives in C++ (Wiley Finance) by Justin London
The list author says:
  "not sure I like it"
£63.00   Used & New from: £19.98
4.7 out of 5 stars  See all reviews (6 customer reviews)

Options, Futures and Other Derivatives
16.  Options, Futures and Other Derivatives by John C. Hull
The list author says:
  "Always the reference"
Used & New from: £16.67
5.0 out of 5 stars  See all reviews (2 customer reviews)

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Value at Risk: The Benchmark for Controlling Market Risk
17.  Value at Risk: The Benchmark for Controlling Market Risk by Philippe Jorion
The list author says:
  "Would sell mine..."
Used & New from: £13.13
4.0 out of 5 stars  See all reviews (1 customer review)

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Elementary Statistics Using Excel (Triola)
18.  Elementary Statistics Using Excel (Triola) by Mario F. Triola
The list author says:
  "simple, easy to understand...a good start for stats"
£68.45   Used & New from: £3.49

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Orsetta "orsetta" (London, UK)
Qualifications: Quantitative analyst
Last updated: 20/03/2006
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