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Continuous-Time Finance

by Robert C. Merton

FINANCE (Book and CD-ROM)

by Zvi Bodie, Robert C. Merton

Cases in Financial Engineering : Applied Studies of Financial Innovation

by Robert C. Merton, Scott P. Mason, Andre F. Perold, Peter Tufano

Options, Futures & Other Derivatives, 5th Edition, US

by John C. Hull (Contents, What's New in the Fifth Edition?)

Prices in Financial Markets

by Michael U. Dothan

Theory of Financial Decision Making (Studies in Financial Economics Series)

by Jonathan E. Ingersoll, Jr.

The Mathematics of Financial Derivatives : A Student Introduction

by Paul Wilmott, Sam Howison, Jeff Dewynne

Paul Wilmott Introduces Quantitative Finance

by Paul Wilmott

Paul Wilmott on Quantitative Finance, 2 Volume Set

by Paul Wilmott

Derivatives : The Theory and Practice of Financial Engineering, Book and CD-ROM

by Paul Wilmott

Option Pricing: Mathematical Models and Computations

by Paul Wilmott, Jeff Dewynne, Sam Howison

Corporate Finance (Irwin/McGraw-Hill Series in Finance, Insurance, and Real Estate)

by Stephen A. Ross, Randolph W. Westerfield, Jeffrey Jaffe / 5th Edition

The Debt Market (The International Library of Critical Writings in Financial Economics Series)

by Stephen A. Ross (Editor)

Corporate Hedging in Theory and Practice: Lessons from Metallgesellschaft

by Christopher L. Culp (Editor) and Merton H. Miller (Editor) / Published July 1999 Risk Books

Computational Finance (Proceedings of the Sixth International Conference on Computational Finance, New York, January 6-8, 1999)

by Y. S. Abu-Mostafa, B. LeBaron, A. W. Lo, A. S. Weigend (Editors) / Published by MIT Press September 1999

Mathematical Models of Financial Derivatives

by Yue-Kuen Kwok / Published December 1998

Theory of Games and Economic Behavior

New Palgrave Finance

by Peter K. Newman, Murray Milgate, John Eatwell (Editors)

Recursive Linear Models of Dynamic Economies

Microeconomic Theory

by Andreu Mas-Colell, Michael D. Whinston, Jerry R. Green

Stochastic Volatility (Advanced Texts in Econometrics)

Edited by Neil Shephard

Stocks for the Long Run : The Definitive Guide to Financial Market Returns and Long-Term Investment Strategies

Portfolio Selection : Efficient Diversification of Investments

by Harry M. Markowitz / 2nd Edition

The Dictionary of Financial Risk Management

by Gary L. Gastineau , Mark P. Kritzman / 3rd Edition Published February 1999

Toward Finance With Meaning : The Methodology of Finance : What It Is and What It Can Be (Contemporary Studies in Economic and Financial Analysis)

Equity Flex Options: A Swiss Army Knife for the Investor & Financial Engineer

by James J. Angel, Gary L. Gastineau, Clifford J. Weber / Published February 1999

From Black–Scholes to Black Holes: New Frontiers in Options

by Risk Publications Risk Books

Investments (Irwin/McGraw-Hill Series in Finance, Insurance, and Real Estate)

Investments

Investment Science

Advances in Behavioral Finance

by Richard H. Thaler (Editor)

Modeling Financial Derivatives With Mathematica (Includes CD-ROM)

by William T. Shaw / Published February 1999

Pricing Derivative Securities with Maple and Matlab

Computational Economics and Finance : Modeling and Analysis With Mathematica

Mathematics of Financial Markets

Mathematics of Derivative Securities (Publications of the Newton Institute)

Worldwide Asset and Liability Modeling (Publications of the Newton Institute)

Modelling Fixed Income Securities and Interest Rate Options (McGraw-Hill Finance Guide Series)

Fixed Income Securities & Interest Rates

by David C. Heath, Robert Jarrow / Published 1998

Derivative Securities: The Complete Investor's Guide

by Robert Jarrow, Stuart Turnbull / Published June 1999

Derivative Securities

Essays in Derivatives

An Introduction to Derivatives (with Disk)

by Don M. Chance / 4th Edition Published 1997

Financial Securities : Market Equilibrium and Pricing Methods (Current Issues in Finance Series)

Interest Rate Dynamics, Derivatives Pricing, and Risk Management (Lecture Notes in Economics and Mathematical Systems, Vol 435)

by Lin Chen / Published 1996

Yield-Curve Dynamics : State-Of-Art Techniques for Modeling, Trading, and Hedging

Yield Curve Analysis : The Fundamentals of Risk and Return

Option Pricing

by Robert Jarrow, Andrew Rudd

Microstructure : The Organization of Trading and Short Term Behavior (The International Library of Critical Writings in Financial Economics Series)

Futures and Options: Theory and Applications

by Hans R. Stoll, Robert E. Whaley

Value at Risk : A New Benchmark for Measuring Derivatives Risk

Mastering Value at Risk : A Step-By-Step Guide to Understanding and Applying VAR

Futures and Optionshttp://www.amazon.com/exec/obidos/ASIN/185564679X/financialmathema

Implementing Value at Risk

by Philip W. Best / Published January 1999

The Practice of Risk Management

Financial Risk Management in Banking : The Theory and Application of Asset and Liability Management

Financial Risk Analytics : A Term Structure Model Approach for Banking, Insurance and Investment Management

Risk Neutral Valuation : Pricing and Hedging of Financial Derivatives (Springer Finance)

Credit Derivatives: A Guide to Instruments and Applications

Collateralized Debt Obligations and Structured Finance: New Developments in Cash and Synthetic Securitization

The Handbook of Equity Derivatives

by Jack Clark Francis (Editor), William W. Toy (Editor), J. Gregg Whittaker

Financial Options : From Theory to Practice

by Stephen Figlewski, William L. Silber (Editor), Marti G. Subrahmanyam (Editor)

Derivative Valuation & Hedging a Trade : A Trader's Perspective

Option Valuation & Hedging : A Trader's Perspective

Traders: The Jobs, The Products, The Market

by David M. Weiss

Global Securities Processing: The Markets, The Products

Option Pricing and Investment Strategies

by Richard M. Bookstaber

The Complete Investment Book : Trading Stocks, Bonds, and Options With Computer Applications

by Richard Bookstaber

Option Strategies for Institutional Investment Management

by Richard Bookstaber

Options, Futures, and Exotic Derivatives : Theory, Application and Practice

Options : Recent Advances in Theory and Practice

by Stewart Hodges (Editor)

Options As a Strategic Investment

McMillan on Options

by Lawrence G. McMillan / Published 1996

Options for the Stock Investor : How Any Investor Can Use Options to Enhance and Protect Their Return

by James B. Bittman

Trading Index Options

Option Volatility & Pricing : Advanced Trading Strategies and Techniques

by Sheldon Natenberg / Published 1994

Essentials of Stochastic Finance : Facts, Models, Theories (Advanced Theories of Science & Applied Probability)

by A. N. Shiryaev / Published February 1999

Selected Works of A.N. Kolmogorov (Probability Theory and Mathematical Statistics) Vol 2

Selected Works of A.N. Kolmogorov : Information Theory and the Theory of Algorithms (Mathematics and Its Applications) Vol 3

by A.N. Kolmogorov, A.N. Shiryaev (Editor)

Foundations of the Theory of Probability

by A.N. Kolmogorov / 2nd Edition Published December 1997

Probability (Graduate Texts in Mathematics, No 95)

by A. N. Shiryaev / 2nd Edition published 1996

Limit Theorems for Stochastic Processes

by Jean Jacod, Albert N. Shiryaev

Theory of Martingales (Mathematics and Its Applications : Soviet Series, No 49)

Statistics and Control of Stochastic Processes : The Liptser Festschrift

Mathematical Theory of Optimal Processes (L.S.Pontryagin Selected Works, Vol 4)

Statistics of Random Processes I : General Theory

Optimal Stopping Rules (Applications of Mathematics, Vol 8)

by A.N. Shiryaev

Generalised Optimal Stopping Problems and Financial Markets (Pitman Research Notes in Mathematics Series, Vol 358)

by Dennis Wong / Published 1997

Financial Markets : Stochastic Analysis and the Pricing of Derivative Securities (Translations of Mathematical Monographs, V. 184)

by A. V. Melnikov / Published April 1999 by AMS

Introduction to the Theory of Random Processes

by I. I. Gikhman, A.V. Skorokhod / Published 1997 by Dover Books

Lectures on the Theory of Stochastic Processes

by A.V. Skorokhod / Published 1996

Stochastic Differential Equations : Theory and Applications

by Ludwig Arnold

Stochastic Differential Equations

Theory of Stochastic Processes Vol 1

Theory of Stochastic Processes Vol 2

by I.I. Gihman, A.V. Skorohod

Stochastic Analysis (Grundlehren Der Mathematischen Wissenschaften , Vol 313)

by P. Malliavin / Published 1997

Integration and Probability (Graduate Texts in Mathematics, Vol 157)

by Paul Malliavin, Gerard Letac / Published 1995

Lectures on Stochastic Differential Equations and Malliavin Calculus (Tata Institute of Fundamental Research Lectures on Mathematics and Physics)

by S. Watanabe

Stable Non-Gaussian Random Processes : Stochastic Models With Infinite Variance (Stochastic Modeling)

by Gennady Samorodnitsky, Murad S. Taqqu

A Practical Guide to Heavy Tails : Statistical Techniques and Applications

by Robert J. Adler (Editor), Raisa E. Feldman (Editor), Murad S. Taqqu (Editor) / Published December 1998

Predictability of Complex Dynamical Systems (Springer Series in Synergetics, Vol 69)

by Yurii A. Kravtsov (Editor), et al / Published 1997

Limits of Predictability (Springer Series in Synergetics, Vol 60)

by Yurii A. Kravtsov (Editor)

Noise-Induced Transitions : Theory and Applications in Physics, Chemistry and Biology (Springer Series in Synergetics, Vol 15)

by W. and Lefever, R. Horsthemke

Weak Chaos and Quasi-Regular Patterns (Cambridge Nonlinear Science Series, Vol 1)

Levy Flights and Related Topics in Physics (Springer Lecture Notes in Physics)

by Michael F. Shlesinger (Editor), George M. Zaslavskii, Uriel Frisch / Published 1996

Chaos, Kinetics and Nonlinear Dynamics in Fluids and Plasmas

by S. Benkadda (Editor), G. M. Zaslavskii (Editor) / Published 1998

Correlation Theory of Stationary and Related Random Functions 1

by A. M. Yaglom

Correlation Theory of Stationary and Related Random Functions 2

by A. M. Yaglom

An Introduction to the Theory of Stationary Random Functions

by A. M. Yaglom

Principles of Statistical Radiophysics : Elements of Random Process Theory Vol 1

by S.M. Rytov, Yu.A. Kravtsov, V.I. Tatarskii

Principles of Statistical Radiophysics : Correlation Theory of Random Processes Vol 2

by S.M. Rytov, Yu.A. Kravtsov, V.I. Tatarskii

Principles of Statistical Radiophysics Vol 3

by S.M. Rytov, Yu.A. Kravtsov, V.I. Tatarskii

Principles of Statistical Radiophysics : Wave Propagation Through Random Media Vol 4

by S.M. Rytov, Yu.A. Kravtsov, V.I. Tatarskii

Random Fields and Stochastic Partial Differential Equations

by Iu. A. Rozanov / Published 1998

Probability Theory : A Concise Course

Probability Theory, Random Processes, and Mathematical Statistics (Mathematics and Its Applications, Vol 344)

Gaussian Random Processes (Applications of Mathematics, Vol 9)

Introduction to Random Processes (Springer Series in Soviet Mathematics)

Markov Random Fields

Turbulence : The Legacy of A.N. Kolmogorov

by Uriel Frisch

The USSR Olympiad Problem Book : Selected Problems and Theorems of Elementary Mathematics

by N.D. Chentzov, I.M. Yaglom, D. O. Shklarsky

Challenging Mathematical Problems With Elementary Solutions Vol 1

Challenging Mathematical Problems With Elementary Solutions Vol 2

by A. M. Yaglom, I.M. Yaglom

Catastrophe Theory

Methods of Mathematical Physics (Wiley Classics Library) Vol 1

Methods of Mathematical Physics (Wiley Classics Library) Vol 2

Elementary Lie Group Analysis and Ordinary Differential Equations (Mathematical Methods in Practice, V. 4.)

CRC Handbook of Lie Group Analysis of Differential Equations : Symmetries, Exact Solutions, and Conservation Laws Vol 1

by N.H. Ibragimov (Editor) / Published 1994

CRC Handbook of Lie Group Analysis of Differential Equations : Applications in Engineering and Physical Sciences Vol 2

by Nail H. Ibragimov (Editor) / Published 1995

CRC Handbook of Lie Group Analysis of Differential Equations : New Trends in Theoretical Developments and Computational Methods Vol 3

by N. Kh Ibragimov (Editor), et al / Published 1995

Blow-Up in Quasilinear Parabolic Equations (De Gruyter Expositions in Mathematics, Vol 19)

by Alexander A. Samarskii, Victor A. Galaktionov, Sergei P. Kurdyumov

Partial Differential Equations (Series on Soviet and East European Mathematics, Vol 2)

Equations of Mathematical Physics

by A. N. Tikhonov, A.A. Samarskii

A Collection of Problems in Mathematical Physics

by A.A. Samarskii, A.N. Tikhonov, B. M. Budak

Computational Heat Transfer Vol 1

by A. A. Samarskii, P. N. Vabishchevich / Published 1996

Computational Heat Transfer : The Finite Difference Methodology Vol 2

by A. A. Samarskii, P. N. Vabishchevich / Published 1996

Numerical Methods for Grid Equations

by A.A. Samarskii

Numerical Methods for Grid Equations : Direct Methods

by Aleksandr A. Samarskii, Evgenii S. Nikolaev

Methods of Quantum Field Theory in Statistical Physics

Numerical Methods for Stochastic Control Problems in Continuous Time (Applications of Mathematics, Vol 24)

by Harold Joseph Kushner, P.G. Dupuis

Numerical Linear Algebra

by Lloyd N. Trefethen, David Bau / Published 1997

Matrix Computations (Johns Hopkins Series in the Mathematical Sciences)

by Gene H. Golub, Charles F. Van Loan / 3rd Edition Published 1996

Introduction to Scientific Computing : A Matrix-Vector Approach Using Matlab (The Matlab Curriculum Series)

Introduction to Scientific Computing : A Matrix-Vector Approach Using Matlab (The Matlab Curriculum Series)

by Charles F. Van Loan / 2nd Edition Published August 1999

Galerkin Finite Element Methods for Parabolic Problems (Springer Series in Computational Mathematics, 25)

by Vidar Thomee / Published 1997

Chaos & Nonlinear Dynamics in the Financial Markets : Theory, Evidence and Applications/Book and Disk

by Robert R. Trippi (Editor) / Published 1995

Neural Networks in Finance and Investing : Using Artificial Intelligence to Improve Real-World Performance

Advances in Futures and Options Research

Artificial Intelligence in Finance & Investing : State-Of-The-Art Technologies for Securities Selection and Portfolio Management

State-Of-The-Art Portfolio Selection : Using Knowledge-Based Systems to Enhance Investment Performance (Institutional Investor Publication)

Chaos Theory in the Financial Markets : Applying Fractals, Fuzzy Logic, Genetic Algorithms, Swarn Simulation & the Monte Carlo Method to Manage Marke

Managing Derivatives Risk : Establishing Internal Systems and Controls

The Market Risk Amendment : Understanding the Marking-To-Model and Value-At-Risk

The New Technology of Financial Management

Off-Balance Sheet Financial Instruments : Maximizing Profitibility and Managing Risk in Financial Services (Bankline Publication)

Treasury Operations and the Foreign Exchange Challenge : A Guide to Risk Management Strategies for the New World Markets

Credit Derivatives and the Management of Risk

Financial Models and Simulation

How to Understand and Use Mathematics for Derivatives : Advanced Modelling Methods

How to Understand and Use Mathematics for Derivatives : Understanding the Behaviour of Markets

Transaction Management : Managing Complex Transactions and Sharing Distributed Databases

Chaos and Order in the Capital Markets : A New View of Cycles, Prices, and Market Volatility

by Edgar E. Peters / Published 1996

Fractal Market Analysis : Applying Chaos Theory to Investment and Economics

Patterns in the Dark: Understanding Risk and Financial Crisis with Complexity Theory

Scaling : Dimensional Analysis and Intermediate Asymptotics (Cambridge Texts in Applied Mathematics, 14)

by G. I. Barenblatt

The Fractal Geometry of Nature

by Benoit B. Mandelbrot

Fractals and Scaling in Finance : Discontinuity, Concentration, Risk

by Benoit B. Mandelbrot

Multifractals and 1/f Noise : Wild Self-Affinity in Physics

by Benoit B. Mandelbrot

The (Mis)behavior of Markets: A Fractal View of Risk, Ruin and Reward

by Benoit B. Mandelbrot

Stock Market Probability : Using Statistics to Predict and Optimize Investment Outcomes

The Stock Market and Finance From a Physicist's Viewpoint

Fractal Concepts in Surface Growth

by Albert-Laszlo Barabasi, H. Eugene Stanley / Published 1995

An Introduction to Econophysics: Correlations and Complexity in Finance

by Rosario N. Mantegna, H. Eugene Stanley / Published 1999

Catastrophe Theory and Its Applications

Profiting from Chaos : Using Chaos Theory for Market Timing, Stock Selection, and Option Valuation

by Tonis Vaga

The Almighty Chance (Lecture Notes in Physics, Vol 20)

Quantum Mechanics and Path Integrals

Nonlinear Pricing : Theory & Applications

by Christopher T. May / Published January 1999

Vasicek and Beyond: Approaches to Building and Applying Interest Rate Models

by Lane Hughston (Editor) / Published 1997 Risk Books

Fuzzy Sets, Fuzzy Logic, and Fuzzy Systems : Selected Papers by Lotfi A. Zadeh (Advances in Fuzzy Systems - Applications and Theory , Vol 6)

by Lotfi A. Zadeh, George J. Klir (Editor), Bo Yuan (Editor) / Published 1996

An Introduction to Probability Theory and Its Application Vol 1

by William Feller

An Introduction to Probability Theory and Its Applications Vol 2

by William Feller

Probability and Measure (Wiley Series in Probability and Mathematical Statistics)

by Patrick Billinglsey

Stochastic Processes (Wiley Classics Library)

by Joseph L. Doob

Stochastic Integration and Differential Equations : A New Approach

by Philip E. Protter

Stochastic Calculus : A Practical Introduction (Probability and Stochastics Series)

by Richard Durrett / 2nd Edition Published 1996

Essentials of Stochastic Processes (Springer Texts in Statistics)

by Richard Durrett / Published July 1999

Stochastic Partial Differential Equations : A Modeling, White Noise Functional Approach (Probability and Its Applications)

by H. Holden (Editor), Bernt Oksendal, Jan Uboe, Tusheng Zhang

Stochastic Differential Equations : An Introduction With Applications

by Bernt Oksendal / 5th Edition Published 1998

Hedging with Trees: Advances in Pricing and Risk Managing Derivatives

by Mark Broadie and Paul Glasserman (Editors) / Published 1998 Risk Books

High-Frequency Financial Market Data : Risk Executive Report

by Mark Broadie & Paul Glasserman (Editors) / Published September 1999 Risk Books

Risk Management and Analysis, Measuring and Modelling Financial Risk

by Carol Alexander (Editor) , John C. Hull / Published 1998 Wiley Series in Financial Engineering

Risk Management and Analysis : New Markets & Products

by Carol Alexander (Editor), John C. Hull / Published 1998

Risk Management and Financial Derivatives : A Guide to the Mathematics

A Primer for the Monte Carlo Method

by Ilya M. Sobol

Monte Carlo Simulation: Methodologies and Applications for Pricing and Risk Management

by Bruno Dupire (Editor) / Published 1998 Risk Books

Monte Carlo and Quasi-Monte Carlo Methods 1996

by Harald Niederreiter (Editor), Peter Jau-Shyong Shiue (Editor)

Random Number Generation and Quasi-Monte Carlo Methods

by Harald Niederreiter

Monte Carlo Simulation in Statistical Physics : An Introduction (Springer Series in Solid-State Sciences, 80)

by K. Binder, Dieter W. Heermann / 3rd Edition Published 1998

Computer Simulation Methods in Theoretical Physics

by Dieter W. Heermann / 2nd Edition

Statistical Distributions

Stationary Marked Point Processes : An Intuitive Approach (Stochastic Modeling)

by Karl Sigman / Published 1998

Robust Statistics

Practical Management Science : Spreadsheet Modeling and Applications

by Wayne L. Winston, S. Christian Albright, Mark Broadie, Chris Albright / Published 1996

Topology and Markets (Fields Institute Communications, 22)

Markets, Information, and Uncertainty : Essays in Economic Theory in Honor of Kenneth J. Arrow

Mathematical Economics (International Library of Critical Writings in Economics, No 93)

Sustainability : Dynamics and Uncertainty (Economics, Energy and Environment, 9)

Quantitative Methods for Portfolio Analysis : MTV Model Approach (Theory and Decision Library. Series B : Mathematical and Statistical Methods, Vol 2)

by Takeaki Kariya / Published 1993 and March 1999

Numerical Solution of Stochastic Differential Equations (Applications of Mathematics, Vol 23)

by Peter E. Kloeden, Eckhard Platen

Numerical Solution of SDE Through Computer Experiments/Book and Disk

by Peter E. Kloeden, Eckhard Platen, Henri Schurz

Advanced Strategies in Financial Risk Management

Derivatives Handbook : Risk Management and Control

Real Options : Managerial Flexibility and Strategy in Resource Allocation

by Lenos Trigeorgis / Published 1996

Project Flexibility, Agency, and Product Market Competition : New Developments in the Theory and Application of Real Options Analysis

by Michael J. Brennan (Editor), Lenos Trigeorgis (Editor) / Published 1999

Investment Management

Applied Corporate Finance

by Aswath Damodaran / Published March 1999

Damodaran on Valuation : Security Analysis for Investment and Corporate Finance (Wiley Professional Banking and Finance)

by Aswath Damodaran

Investment Valuation : Tools and Techniques for Determining the Value of Any Asset

by Aswath Damodaran

The Equity Risk Premium : The Long Run Future of the Stock Market

Global Investing : The Professional's Guide to the World Capital Markets

by Roger G. Ibbotson, Gary P. Brinson

Global Asset Allocation : Techniques for Optimizing Portfolio Management

Equity Style Management : Evaluating and Selecting Investment Styles (The Irwin Asset Allocation Series for Institutional Investors)

The Handbook of Derivatives & Synthetics : Innovations, Technologies and Strategies in the Global Markets

by Robert A. Klein, Jess Lederman (Editor)

Hedge Funds : Investment and Portfolio Strategies for the Institutional Investor (The Irwin Asset Allocation Series for Institutional Investors)

Investing in Hedge Funds : Strategies for the New Marketplace (Bloomberg Personal Bookshelf)

Market Neutral : State-Of-The-Art Strategies for Every Market Environment (Irwin Asset Allocation Series)

Small Cap Stocks : Investment Portfolio Strategies for the Institutional Investor

Virtual Trading : How Any Trader With a PC Can Use the Power of Neural Nets and Expert Systems to Boost Trading Profits

Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk

Optimal Portfolios : Stochastic Models for Optimal Investment and Risk Management in Continuous Time

Differential Equations, Stability, and Chaos in Dynamic Economics (Advanced Textbooks in Economic, No 27)

by A.G. Malliaris, W.A. Brock

Futures Markets (International Library of Critical Writings in Financial Economics, 2)

by A. G. Malliaris (Editor) / Published 1997

Stochastic Methods in Economics and Finance

by A. G. Malliaris, William A. Brock

Nonlinear Dynamics, Chaos, and Instability : Statistical Theory and Economic Evidence

Finance (Handbooks in Operations Research and Management Science, Vol 9)

by R. A. Jarrow (Editor), V. Maksimovic (Editor), W. T. Ziemba (Editor)

Derivatives, Regulation and Banking

by Barry Schachter (Editor) / Published 1997

Derivatives for Decision Makers : Strategic Management Issues

by George Crawford, Bidyut C. Sen / Published 1996

Options Markets

by John C. Cox, Mark Rubinstein

Derivatives : A PowerPlus Picture Book : Futures, Options & Dynamic Strategies

by Mark Rubinstein / Published 1998

Derivatives : A Comprehensive Resource for Options, Futures, Interest Rate Swaps, and Mortgage Securities

Customized Derivatives : A Step-By-Step Guide to Using Exotic Options, Swaps, and Other Customized Derivatives

by K. Ravindran / Published 1997

Backward Stochastic Differential Equations (Pitman Research Notes in Mathematics Series, Vol 364)

Financial Mathematics

by B. Biais (Editor), T. Bjork, J. Cvitanic, N. El Karoui, E. Jouini, J.C. Rochet / Paperback / Published 1997

Arbitrage Theory in Continuous Time

Methods of Mathematical Finance (Applications of Mathematics, 39)

by Ioannis Karatzas, Steven E. Shreve / Published 1998

Lectures on the Mathematics of Finance

by Ioannis Karatzas / Published 1997

Brownian Motion and Stochastic Calculus

by Ioannis Karatzas, Steven E. Shreve / 2nd Edition Published 1997

Diffusion Processes and Their Sample Paths (Classics in Mathematics)

by Kiyoshi Ito, Henry P. McKean / Published 1996

Continuous Martingales and Brownian Motion (Grundlehren Der Mathematischen Wissenschaften, No 293)

Some Aspects of Brownian Motion, Part I : Some Special Functions (Lectures in Mathematics ETH Zurich)

Some Aspects of Brownian Motion, Part II : Some Recent Martingale Problems (Lectures in Mathematics)

Introduction to the Theory of Diffusion Processes (Translations of Mathematical Monographs, Vol 142)

Modelling Extremal Events for Insurance and Finance (Applications of Mathematics, Vol 33)

by Paul Embrechts, Claudia Kluppelberg, Thomas Mikosch, M. Yor (Editor), I. Karatzas (Editor) / Published 1997

Securitized Insurance Risk : Strategic Opportunities for Insurers and Investors

by Michael Himick (Editor), Sylvie Bouriaux (Editor), Andrew Hess / Published October 1998

Option Strategies : A Portfolio Approach

The Financing of Catastrophe Risk (National Bureau of Economic Research Project Report)

by Kenneth Froot (Editor) / Published May 1999

Economics of Insurance (Advanced Textbooks in Economics, No 29)

Economic Theory of Insurance

The Mathematical Theory of Insurance : An Annotated Selection of Papers on Insurance Published 1960-1972

by Karl Henrik Borch

Brownian Motion and Stochastic Flow Systems

Lectures on Stochastic Flows and Applications (Lectures on Mathematics and Physics. Mathematics, No 78)

by H. Kunita

Applied Stochastic Analysis (Stochastics Monographs, Vol 5)

by Davis M.H.A., R.J. Elliott (Editor)

Martingale Methods in Financial Modelling (Applications of Mathematics, 36)

by Marek Musiela, Marek Rutkowski

Introduction to Stochastic Calculus Applied to Finance

by Damien Lamberton, Bernard Lapeyre / Published 1996

Introduction to the Mathematics of Financial Derivatives

by Salih N. Neftci / 2nd Edition Published August 1999

Interest-Rate Option Models : Understanding, Analyzing and Using Models for Exotic Interest-Rate Options, 2nd Edition

by Riccardo Rebonato / 2nd Edition, Published 1998 Wiley Series in Financial Engineering

Volatility and Correlation : In the Pricing of Equity, Fx and Interest-Rate Options

Over The Rainbow : Developments in Exotic Options & Complex Swaps

Pricing and Hedging Swaps

by Paul Miron, Philip Swannell / Euromoney Publications

Swap & Derivative Financing : The Global Reference to Products, Pricing, Applications and Markets

Fixed Income Mathematics : Analytical & Statistical Techniques

Fixed Income Analytics

by Kenneth D. Garbade (Editor) / Published December 1996

Fixed Income Markets and Their Derivatives (Current Issues in Finance)

by Suresh M. Sundaresan / Published 1996

<Fixed Income Analysis for the Global Financial Market : Money Market, Foreign Exchange, and Derivative Securities

The Money Market

by Marcia Stigum / 3rd Edition Published 1990

The Money Market : Myth, Reality, and Practice

by Marcia L. Stigum

<Money Market and Bond Calculations

by Marcia Stigum, Franklin L. Robinson / Published 1996

Understanding Futures Markets

Financial Futures: A Practitioner's Guide

Eurodollar Futures and Options : Controlling Money Market Risk

The Treasury Bond Basis : An In-Depth Analysis for Hedgers, Speculators and Arbitrageurs

Controlling & Managing Interest-Rate Risk

Interest Rate Risk Models : Theory and Practice

The Bond Market : Trading and Risk Management

Fixed Income Securities : Tools for Today's Markets

by Bruce Tuckman

Advanced Fixed-Income Valuation Tools

by Narasimhan Jegadeesh, Bruce Tuckman / Published 1999

Strategic Fixed-Income Investment

by Thomas S.Y. Ho

Fixed Income Solutions : New Techniques for Managing Market Risks

The Handbook of Mortgage Backed Securities

Collateralized Mortgage Obligations : Analysis, Valuation and Portfolio Strategy

The Valuation of Mortgage-Backed Securities

by William W. Bartlett / Published 1994

Advances in the Valuation & Management of Mortgage-Backed Securites

Pricing and Managing Exotic and Hybrid Options

by Vineer Bhansali / Published May 1998

Quantitative Analysis in Financial Markets : Collected Papers of the New York University Mathematical Finance Seminar

by Marco Avellaneda (Editor) / Published May 1999

Pricing Options and Derivative Securities: An Engineering Approach

by Marco Avellaneda / Published March 1999

Financial Modeling and Derivative Securities: From Theory to Practice

by M.Avellaneda, P. Laurence

Probalility Theory and Applications (Ias/Park City Mathematics Series, V. 6)

by Elton P. Hsu (Editor), S. R. S. Varadhan (Editor)

Lectures on Diffusion Problems and Partial Differential Equations

Multi-Dimensional Diffusion Processes (Grundlehren Der Mathematischen Wissenschaften, Vol 233)

by D.W. Strooch, S.R.S. Varadhan / Published 1986 and August 1997

An Introduction to Mathematical Finance : Options and Other Topics

A First Course in Probability

by Sheldon M. Ross / 5th Edition Published 1997

Numerical Methods in Finance (Publications of the Newton Institute)

by L. C. G. Rogers (Editor), D. Talay (Editor)

Theory of Valuation : Frontiers of Modern Financial Theory (Studies in Financial Economics, Vol. 1)

by Sudipto Bhattacharya, George M. Constantinides (Editors)

Financial Markets and Incomplete Information : Frontiers of Modern Financial Theory (Studies in Financial Economics, Vol. 2)

by Sudipto Bhattacharya, George M. Constantinides (Editors)

Security Market Imperfections in World Wide Equity Markets (Publications of the Newton Institute , No 9)

by Donald B. Keim (Editor), William T. Ziemba (Editor) / Published May 1999

Dynamic Asset Pricing Theory, Third Edition

by Darrell Duffie

Security Markets : Stochastic Models (Economic Theory, Econometrics, and Mathematical Economics)

by Darrell Duffie

Futures Markets

by Darrell Duffie

Foundations for Financial Economics

by Chi-Fu Huang, Robert H. Litzenberger

Dynamic Hedging : Managing Vanilla and Exotic Options

by Nassim Taleb

Finance in Continuous Time : A Primer

by David C. Shimko

Credit Risk: Models and Management

by David Shimko (Editor) / Published May 1999 Risk Books

Innovative Investor

by David C. Shimko, Dennis Foster, Matthew W. Will / 2nd Edition EXCEL

Credit Risk Modeling : Design and Application

Financial Modeling

Internal Credit Risk Models : Capital Allocation and Performance Measurement

by Michael K. Ong / Published April 1999 Risk Books

Financial Calculus : An Introduction to Derivative Pricing

by Martin Baxter, Andrew Rennie

Energy Risk : Valuing and Managing Energy Derivatives

by Dragana Pilipovic / Published 1997

Managing Foreign Exchange Risk : Advanced Strategies for Global Investors, Corporations and Financial Institutions

by David F. DeRosa / Published 1996

Options on Foreign Exchange

by David F. DeRosa / Published July 1992

Currency Derivatives : Pricing Theory, Exotic Options, and Hedging Applications

by David F. Derosa (Editor) / Published October 1998 Wiley Series in Financial Engineering

Currency Options and Exchange Rate Economics

The Handbook of Exotic Options : Instruments, Analysis, and Applications

by Israel Nelken (Editor) / Published 1995

Volatility in the Capital Markets : State-Of-The-Art Techniques for Modeling, Managing, and Trading Volatility

by Israel Nelken (Editor) / Published 1997

Implementing Credit Derivatives : Strategies and Techniques for Using Credit Derivatives in Risk Management

by Israel Nelken / Published May 1999

Pricing, Hedging and Trading Exotic Options : Understand the Intricacies of Exotic Options and How to Use Them to Maximum Advantage

by Israel Nelken / Published April 1999

Exotic Options : A Guide to Second Generation Options

International Financial Markets

by Orlin J. Grabbe / 3rd Edition Published 1995 (Contents)

International Economics : Theory and Policy

Foreign Exchange Option Symmetry

by Valery A. Kholodnyi, John F. Price / Published April 1998

Beliefs-Preferences Gauge Symmetry Group and Replication of Contingent Claims in a General Market Environment

Foundations of Foreign Exchange Option Symmetry

The Complete Guide to Option Pricing Formulas

by Espen Gaarder Haug (Home page)

Evolution, Games and Learning : Models for Adaptation in Machines and Nature (Proceedings of the Fifth Annual International Conference, Los Alamos, New Mexico)

by Doyne Farmer, Alan Lapedes, Norman Packard, Burton Wendroff (Editors)

An Introduction to Stochastic Modeling

Mathematical Methods and Theory in Games, Programming, and Economics : Vol 1 : Matrix Games, Programming, and Mathematical Economics/Vol 2 : The Theo

A Second Course in Stochastic Processes

A First Course in Stochastic Processes

The Econometrics of Financial Markets

Time Series Analysis

The Analysis of Time Series : An Introduction

by Christopher Chatfield / 5th Edition Published 1996

Time Series Forcasting

by Christopher Chatfield / Published September 1999

Time Series Analysis : Forecasting and Control

by George E.P. Box, Gwilym M. Jenkins, Gregory C. Reinsel / 3rd Edition Published 1994

Time Series : Theory and Methods (Springer Series in Statistics)

by Peter J. Brockwell, R. A. Davis / 2nd Edition

ARCH Models and Financial Applications

by Christian Gourieroux / Published 1997

Decision Technologies for Financial Engineering : Proceedings of the Fourth International Conference on Neural Networks in the Capital Markets

by Andreas S. Weigend (Editor), Yaser Abu-Mostafa (Editor), Apostolos-Paul N. Refenes (Editor) / Published 1998

Time Series Prediction : Forecasting the Future and Understanding the Past

Neural Networks in Financial Engineering : Proceedings of the Third International Conference on Neural Networks in the Capital Markets London, England

by Apostolos-Paul N. Refenes (Editor), Yaser Abu-Mostafa (Editor), John Moody (Editor), Andreas Weigend (Editor) / Published 1996

DATA MINING 98

by N. F. F. Ebecken (Editor) / Published 1998

Handbook of Stochastic Methods : For Physics, Chemistry and the Natural Sciences (Springer Series in Synergetics , Vol 13)

by C. W. Gardiner

Mathematical Methods in the Physical Sciences

Solutions of Selected Problems for Mathematical Methods in the Physical Sciences

Implementing Derivatives Models : Numerical Methods

Option Pricing Models

by Les Clewlow, Chris Strickland / Published 1999

Exotic Options : The State of the Art

Financial Engineering : A Complete Guide to Financial Innovation

by John F. Marshall, Vipul Bansal

Investment Banking & Brokerage : The New Rules of the Game

by John F. Marshall, M. E. Ellis

Understanding Swaps

by John F. Marshall, Kenneth R. Kapner

Futures and Option Contracting : Theory and Practice

by John F. Marshall

1995 IEEE/IAFE Conference on Computational Intelligence for Financial Engineering (CIFEr)

Proceedings of the IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering (CIFEr)

1997 IEEE/IAFE Conference on Computational Intelligence for Financial Engineering (CIFEr)

The Fokker-Planck Equation : Methods of Solution and Applications (Springer Series in Synergetics, V. 18)

by H. Risken / 2nd Edition Published 1996

Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications (Springer Series in Synergetics)

Stochastic Processes in Physics and Chemistry (North-Holland Personal Library)

by N. G. Van Kampen

Nonlinear Nonequilibrium Thermodynamics I : Linear and Nonlinear Fluctuation-Dissipation Theorems (Springer Series in Synergetics, Vol 57)

by Rouslan L. Stratonovich

Nonlinear Nonequilibrium Thermodynamics II : Advanced Theory (Springer Series in Synergetics, Vol 59)

by Rouslan L. Stratonovich

Topics in the Theory of Random Noise

by R. Stratonovich

The End of Certainty : Time, Chaos, and the New Laws of Nature

by Ilya Prigogine, Isabelle Stengers / Published 1997

Order Out of Chaos

by Ilya Prigogine, Isabelle Stengers

Exploring Complexity : An Introduction

by Ilya Prigogine, Gregoire Nicolis

How Nature Works : The Science of Self-Organized Criticality

by Per Bak / Hardcover / Published 1996

How Nature Works: The Science of Self-Organized Criticality

Self-Organized Criticality : Emergent Complex Behavior in Physical and Biological Systems (Cambridge Lecture Notes in Physics, 10)

Statistical Thermodynamics and Stochastic Theory of Nonlinear Systems Far from Equilibrium (Advanced Series in Statistical Mechanics, Vol 8)

by Lutz Schimansky-Geier (Editor), Thorsten Poschel (Editor), Werner Ebeling / Published 1997

The Non-Linear Diffusion Equation : Asymtotic Solutions and Statistical Problems

by J. M. Burgers

Nonlinear Stochastic PDEs : Hydrodynamic Limit and Burgers' Turbulence (Ima Volumes in Mathematics and Its Applications, Vol 77

Burgers-KPZ Turbulence : Gottingen Lectures (Lecture Notes in Mathematics)

by W. A. Woyczynski / Published November 1998

Selected Papers of J.M. Burgers

by F.T.M Nieuwstadt, J.A. Steketee (Editor) / Published February 1995

Viscosity Solutions and Applications

Lectures on Partial Differential Equations

by Igor G. Petrovsky

Partial Differential Equations (Graduate Studies in Mathematics, V. 19)

Partial Differential Equations : An Introduction

Partial Differential Equations

by Fritz John / 4th Edition Published 1982

Practical Time-Frequency Analysis : Gabor and Wavelet Transforms With an Implementation (Wavelet Analysis and Its Applications, Vol 9)

Nonlinear Stochastic Integrators, Equations, and Flows (Stochastics Monographs, Vol 6)

by Rene Carmona, David Nualart

Parabolic Anderson Problem and Intermittency (Memoirs of the American Mathematical Society)

by Rene A. Carmona, S.A. Molchanov

Stochastic Partial Differential Equations : Six Perspectives (Mathematical Surveys and Monographs, No. 64.)

by Rene Carmona (Editor), Boris L. Rozovskii (Editor) / Published 1999

Numerical Solution of Partial Differential Equations : An Introduction

by K. W. Morton, D. F. Mayers

Numerical Solution of Convection-Diffusion Problems (Applied Mathematics and Mathematical Computation, 12)

by K. W. Morton / Published 1996

A First Course in the Numerical Analysis of Differential Equations (Cambridge Texts in Applied Mathematics , No 15)

by Arieh Iserles / Published 1996

Numerical Recipes in C : The Art of Scientific Computing

by William H. Press, Saul A. Teukolsky, William T. Vetterling, Brian P. Flannery / 2nd Edition

The Art of Computer Programming, Volumes 1-3 Boxed Set

by Donald E. Knuth / 3rd Edition Published 1998

The C Programming Language

by Brian W. Kernighan, Dennis M. Ritchie / 2nd Edition

C : A Reference Manual

C++ : The Core Language

by Gregory Satir, Doug Brown

The C++ Programming Language

The Mathematica Book, Fifth Edition (August 2003)

by Stephen Wolfram / Hardcover / 5th Edition Published August 2003

The Mathematica Book

by Stephen Wolfram

Mathematica 3.0 Standard Add-On Packages

by Emily Martin (Editor), Staff Wolfram Research Inc./ Paperback / Published 1996

Numerical Solutions for Partial Differential Equations : Problem Solving Using Mathematica (Symbolic and Numeric Computation Series)

Partial Differential Equations and Mathematica

Partial Differential Equations With Mathematica (Physics Series)

Mastering Matlab 7 : A Comprehensive Tutorial and Reference (Matlab Curriculum Series)

Numerical Methods Using Matlab

The Matlab 5 Handbook

Modern Applied Statistics with S

An Introduction to R

Handbook of Mathematical Functions, With Formulas, Graphs, and Mathematical Tables

by Milton Abramowitz (Editor), Irene A. Stegun (Editor)

Calculus Made Easy : Being a Very-Simplest Introduction to Those Beautiful Methods of Reckoning

by Silvanus P. Thompson, Martin Gardner / Published 1998

Elementary Differential Equations

Elementary Differential Equations and Boundary Value Problem

Elementary Applied Partial Differential Equations : With Fourier Series and Boundary Value Problems

Hexaflexagons and Other Mathematical Diversions : The First Scientific American Book of Puzzles and Games

by Martin Gardner

Second Scientific American Book of Mathematical Puzzles and Diversions

by Martin Gardner

See also some other Dover Books.

Mathematical Circus : More Puzzles, Games, Paradoxes, and Other Mathematical Entertainments (MAA Spectrum.)

by Martin Gardner

The Moscow Puzzles : 359 Mathematical Recreations

by Boris Kordemsky

Leo Melamed : Escape to the Futures

by Leo Melamed, Bob Tamarkin / Published April 1996

Masters of the Futures : Top Players Reveal the Inside Story of the Worlds's Futures Markets

Merton Miller on Derivatives

F.I.A.S.C.O. : The Inside Story of a Wall Street Trader

by Frank Partnoy / Published February 1999

FIASCO: Blood in the Water on Wall Street

by Frank Partnoy / Hardcover / Published 1997

The Alchemy of Finance : Reading the Mind of the Market

Liar's Poker : Rising Through the Wreckage of Wall Street

by Michael Lewis

The Wall Street Journal, Guide to Who's Who & What's What on Wall Street

by Editors of the Wall Street Journal / Published 1998

Manias, Panics and Crashes : A History of Financial Crises (Wiley Investment Classics Series)

Seeing Tomorrow : Rewriting the Rules of Risk

Memos from the Chairman

Streetwise : The Best of the Journal of Portfolio Management

The Education of a Speculator

by Victor Niederhoffer

When Genius Failed: The Rise and Fall of Long-Term Capital Management

by Roger Lowenstein

Trillion Dollar Bet

The Predictors

by Thomas A. Bass

Bringing Down the House: The Inside Story of Six M.I.T. Students Who Took Vegas for Millions">

by Ben Mezrich

Fooled by Randomness: The Hidden Role of Chance in the Markets and in Life

by Nassim Taleb

Capital Ideas : The Improbable Origins of Modern Wall Street

by Peter L. Bernstein

Against the Gods : The Remarkable Story of Risk

by Peter L. Bernstein

Market Wizards : Interviews With Top Traders

by Jack D. Schwager

The New Market Wizards : Conversations With America's Top Traders

by Jack D. Schwager

A Random Walk Down Wall Street, Completely Revised and Updated Edition

by Burton G. Malkiel

The Random Walk Guide to Investing: Ten Rules for Financial Success

by Burton G. Malkiel

The Intelligent Investor: The Definitive Book On Value Investing, Revised Edition

by Benjamin Graham, Preface and Appendix by Warren E. Buffett

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