@ Chicago ::  
All About Financial Derivatives and 
Quantitative Trading Strategies.
Options, Futures, and Other Derivatives.

Financial Mathematics Bookshelf 

Advertise Here!

Continuous-Time Finance
by Robert C. Merton
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
A new 6th edition published on June 10, 2005 HULL: Options, Futures & Other Derivatives, 6th Edition (2005) HULL: Options, Futures & Other Derivatives, 6th Edition (2005) (What's New in the Sixth Edition?)
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
Portfolio Insurance; A Guide to Dynamic Hedging
by Donald L. Luskin (Editor) /  Published 1988
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
 by John Von Neumann, Oscar Morgenstern

New Palgrave Finance
by Peter K. Newman, Murray Milgate, John Eatwell (Editors)
Recursive Linear Models of Dynamic Economies
by Thomas J. Sargent / Published 1999

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
by Jeremy J. Siegel / Revised Edition Published April 1998

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)
by George M. Frankfurter, Elton G. McGoun / Published November 1996

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)
by Zvi Bodie, Alex Kane, Alan J. Marcus / 4th Edition Published August 1998

by William F. Sharpe, Gordon J. Alexander, Jeffery V. Bailey / 6th Edition Published December 1998

Investment Science
by David G. Luenberger / Published 1997

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
by Eli Prisman / Published August 1999

Computational Economics and Finance : Modeling and Analysis With Mathematica
by Hal R. Varian (Editor) / Published 1996
Mathematics of Financial Markets
by P. Ekkehard Kopp, Robert James Elliott / Published 1999

Mathematics of Derivative Securities (Publications of the Newton Institute)
by M. A. H. Dempster (Editor), S. R. Pliska (Editor) / Published October 1997

Worldwide Asset and Liability Modeling (Publications of the Newton Institute)
by W. T. Ziemba (Editor), John M. Mulvey (Editor) / Published December 1998
Understanding and Managing Interest Rate Risks (Series in Mathematical Finance, V. 1)
by Ren-Raw Chen / Published December 1996

Modelling Fixed Income Securities and Interest Rate Options (McGraw-Hill Finance Guide Series)
by Robert A. Jarrow, David C. Heath, Andrew J. Morton

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
by Robert Jarrow, Stuart Turnbull / Published 1996

Essays in Derivatives
by Don M. Chance / Published 1999

An Introduction to Derivatives (with Disk)
by Don M. Chance / 4th Edition Published 1997
Introduction to Option Pricing Theory
by Gopinath Kallianpur, R. L. Karandikar / Published October 1999

Financial Securities : Market Equilibrium and Pricing Methods (Current Issues in Finance Series)
by Bernard Dumas, Blaise Allaz / Published 1996

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
by Ronald J. Ryan (Editor) / Published 1997

Yield Curve Analysis : The Fundamentals of Risk and Return
by Livingston G. Douglas /  Published 1988

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)
by Hans R. Stoll (Editor) / Published March 1999

Futures and Options: Theory and Applications
by Hans R. Stoll, Robert E. Whaley
Value at Risk : A New Benchmark for Measuring Derivatives Risk
by Philippe Jorion / Published August 1996

Mastering Value at Risk : A Step-By-Step Guide to Understanding and Applying VAR
by Cormac Butler / Published April 1999

Futures and Options
by Cormac Butler / Published February 1999

Implementing Value at Risk
by Philip W. Best / Published January 1999
The Practice of Risk Management
by Goldman Sachs, SBC Warburg Dillon Read / Euromoney Publications

Financial Risk Management in Banking : The Theory and Application of Asset and Liability Management
by Dennis G. Uyemura, Donald R. Van Deventer / Published 1992

Financial Risk Analytics : A Term Structure Model Approach for Banking, Insurance and Investment Management
by Donald R. van Deventer, Kenji Imai / Hardcover / Published 1996
Risk Neutral Valuation : Pricing and Hedging of Financial Derivatives (Springer Finance)
by N. H. Bingham, Rudiger Kiesel, Giovanni Barone-Adesi (Editor)  Ekkehard Kopp (Editor) / Published October 1998

Credit Derivatives: A Guide to Instruments and Applications
by Janet M. Tavakoli

Collateralized Debt Obligations and Structured Finance: New Developments in Cash and Synthetic Securitization
by Janet M. Tavakoli
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
by Marti G. Subrahmanyam, Sanjiv Das, Ragu Sundaran

Option Valuation & Hedging : A Trader's Perspective
by Marti G. Subrahmanyam, Sanjiv Das, Ragu Sundaran

Traders: The Jobs, The Products, The Market
by David M. Weiss
Global Securities Processing: The Markets, The Products
by David M. Weiss / Published 1997

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
by E. Briys (Editor) / Published March 1998

Options : Recent Advances in Theory and Practice
by Stewart Hodges (Editor)
Options As a Strategic Investment
by Lawrence G. McMillan / 3rd Edition Published 1992

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
by James B. Bittman / Published 1998

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

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)
by R. Sh. Liptser, A.N. Shiryayev

Statistics and Control of Stochastic Processes : The Liptser Festschrift
by Yu M. Kabanov (Editor), B.L. Rozovski (Editor), A.N. Shiryaev (Editor) / Published 1997

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

Statistics of Random Processes I : General Theory
by R. S. Liptser, A. N. Shiryaev

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

Theory of Stochastic Processes Vol 1
by I.I. Gihman

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)
by R.Z. Sagdeev, G. M. Zaslavsky, D. A. Usikov, A. A. Chernikov / Published 1991

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
by Yu. A. Rozanov / Published 1977

Probability Theory, Random Processes, and Mathematical Statistics (Mathematics and Its Applications, Vol 344)
by Yu. A. Rozanov / Published 1995

Gaussian Random Processes (Applications of Mathematics, Vol 9)
by I. A. Ibragimov, Yu. A. Rozanov / Published 1978

Introduction to Random Processes (Springer Series in Soviet Mathematics)
by Iu. A. Rozanov / Published 1987

Markov Random Fields
by Iu. A. Rozanov / Published 1983

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

Challenging Mathematical Problems With Elementary Solutions Vol 2
 by A. M. Yaglom, I.M. Yaglom
Catastrophe Theory
by Vladimir I. Arnold / 3rd Edition Published 1992

Methods of Mathematical Physics (Wiley Classics Library) Vol 1
by Richard Courant, D. Hilbert

Methods of Mathematical Physics (Wiley Classics Library) Vol 2
by Richard Courant, D. Hilbert

Elementary Lie Group Analysis and Ordinary Differential Equations (Mathematical Methods in Practice, V. 4.)
by Nail H. Ibragimov / Published March 1999

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)
by A. V. Bitsadze / Published 1994

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
by A. A. Abrikosov, L. P. Gorkov, I. E. Dzyaloshinski / Published 1977

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)
by Charles F. Van Loan / Published 1996

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
by Robert R. Trippi (Editor), Efraim Turban  / 2nd Edition Published April 1996

Advances in Futures and Options Research
by Don M. Chance (Editor), Robert R. Trippi (Editor) / Published 1993

Artificial Intelligence in Finance & Investing : State-Of-The-Art Technologies for Securities Selection and Portfolio Management
by Robert R. Trippi, Jae K. Lee / Revised Edition Published 1996

State-Of-The-Art Portfolio Selection : Using Knowledge-Based Systems to Enhance Investment Performance (Institutional Investor Publication)
by Robert R. Trippi, Jae K. Lee / Published May 1992

Chaos Theory in the Financial Markets : Applying Fractals, Fuzzy Logic, Genetic Algorithms, Swarn Simulation & the Monte Carlo Method to Manage Marke
by Dimitris N. Chorafas, Robert L. Trippi / Published 1994

Managing Derivatives Risk : Establishing Internal Systems and Controls
by Dimitris N. Chorafas / Published September 1995
The Market Risk Amendment : Understanding the Marking-To-Model and Value-At-Risk
by Dimitris N. Chorafas / Published October 1997
The New Technology of Financial Management
by Dimitris N. Chorafas / Published 1992
Off-Balance Sheet Financial Instruments : Maximizing Profitibility and Managing Risk in Financial Services (Bankline Publication)
by Dimitris N. Chorafas, Heinrich Steinmann / Published October 1994
Treasury Operations and the Foreign Exchange Challenge : A Guide to Risk Management Strategies for the New World Markets
by Dimitris N. Chorafas / Published 1992
Credit Derivatives and the Management of Risk
by Dimitris N. Chorafas / Published September 1999

Financial Models and Simulation
by Dimitris N. Chorafas / Published May 1995

How to Understand and Use Mathematics for Derivatives : Advanced Modelling Methods
by Dimitris Chorafas / Published by Euromoney April 1996

How to Understand and Use Mathematics for Derivatives : Understanding the Behaviour of Markets
by Dimitris Chorafas / Published by Euromoney April 1996

Transaction Management : Managing Complex Transactions and Sharing Distributed Databases
by Dimitris N. Chorafas / Published 1999

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
by Edgar E. Peters / Published 1994
Patterns in the Dark: Understanding Risk and Financial Crisis with Complexity Theory
by Edgar E. Peters / Published April 1999
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
by Joseph E., Jr. Murphy / Revised Edition Published 1994

The Stock Market and Finance From a Physicist's Viewpoint
by M.F.M. Osborne / Published 1977, 1996

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
by Tim Poston, Ian Stewart / Published 1996

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)
by Ya. B. Zeldovich, A.A. Ruzmaikin, D.D. Sokoloff  / Published 1990

Quantum Mechanics and Path Integrals
by Richard P. Feynman, A. R. Hibbs / Published 1965

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
by Satyajit Das (Editor) /  Published 1998
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), et al  / Published 1998
Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing

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
by Merran Evans, Nicholas Hastings (Editor), Brian Peacock / 2nd Edition

Stationary Marked Point Processes : An Intuitive Approach (Stochastic Modeling)
by Karl Sigman /  Published 1998
Robust Statistics
by Peter J. Huber /  Published 1981

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)
by Graciela Chichilnisky (Editor) / Published December 1998

Markets, Information, and Uncertainty : Essays in Economic Theory in Honor of Kenneth J. Arrow
by Kenneth Joseph Arrow (Editor), Graciela Chichilnisky (Editor) / Published January 1999

Mathematical Economics (International Library of Critical Writings in Economics, No 93)
by Graciela Chichilnisky (Editor) / Published July 1998

Sustainability : Dynamics and Uncertainty (Economics, Energy and Environment, 9)
by Graciela Chichilnisky (Editor), Geoffrey Heal (Editor), Alessandro Vercelli / Published April 1998

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
by Robert J. Schwartz (Editor), Clifford W. Thomas (Editor) / Published 1993

Derivatives Handbook : Risk Management and Control
by Robert J. Schwartz (Editor), Clifford W. Smith / Published 1997
Investment Under Uncertainty
by Avinash K. Dixit, Robert S. Pindyck / Published 1994
Real Options in Capital Investment
by Lenos Trigeorgis (Editor) / Published 1995

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
by Peter L. Bernstein (Editor), Aswath Damodaran (Editor) / Published 1998
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
by Bradford Cornell / Published May 1999
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
by Jess Lederman (Editor), Robert A. Klein (Editor) / Published 1994
Equity Style Management : Evaluating and Selecting Investment Styles (The Irwin Asset Allocation Series for Institutional Investors)
by Robert A. Klein , Jess Lederman (Editor) / Published 1995
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)
by Jess Lederman (Editor), Robert A. Klein  / Published 1995
Investing in Hedge Funds : Strategies for the New Marketplace (Bloomberg Personal Bookshelf)
by Joseph G. Nicholas / Published 1999

Market Neutral : State-Of-The-Art Strategies for Every Market Environment (Irwin Asset Allocation Series)
by Jess Lederman (Editor), Robert A. Klein (Editor) / Published 1996
Small Cap Stocks : Investment Portfolio Strategies for the Institutional Investor
by Robert A. Klein, Jess Lederman  / Published 1993

Virtual Trading : How Any Trader With a PC Can Use the Power of Neural Nets and Expert Systems to Boost Trading Profits
by Jess Lederman, Robert A. Klein (Editor) / Published December 1994
Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk
by Richard C. Grinold, Ronald N. Kahn  / 2nd Edition Published November 1999
Optimal Portfolios : Stochastic Models for Optimal Investment and Risk Management in Continuous Time
by Ralf Korn / Published 1997
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
by William A. Brock, David A. Hsieh, Blake Dean LeBaron / Published 1991

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
by Fred D. Arditti / Published 1996

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)
by Nicole El Karoui (Editor), Laurent Mazliak (Editor) / Published 1997

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
by Tomas Bjork / Published 1999

Methods of Mathematical Finance (Applications of Mathematics, 39)
by Ioannis Karatzas, Steven E. Shreve / Published 1998
Stochastic Optimal Control : The Discrete-Time Case
by Dimitri P. Bertsekas, Steven E. Shreve / 2nd Edition Published December 1996

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)
by Daniel Revuz, Marc Yor / 3rd Edition Published 1999

Some Aspects of Brownian Motion, Part I : Some Special Functions (Lectures in Mathematics ETH Zurich)
by Marc Yor / Published 1992

Some Aspects of Brownian Motion, Part II : Some Recent Martingale Problems (Lectures in Mathematics)
by Marc Yor / Published 1997

Introduction to the Theory of Diffusion Processes (Translations of Mathematical Monographs, Vol 142)
by N.V. Krylov / Published July 1997

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
by Michael Himick / Published 1999

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)
by Karl Borch, A. Sandmo, K. Aase / Published 1990

Economic Theory of Insurance
by Karl Borch

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
by J. Michael Harrison

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
by Riccardo Rebonato / Published October 1999
Volatility : New Estimations Techniques for Pricing Derivatives
by Robert Jarrow (Editor) / Published 1998
Over The Rainbow :  Developments in Exotic Options & Complex Swaps
by Robert Jarrow (Editor) / Published 1996
Pricing and Hedging Swaps
by Paul Miron, Philip Swannell / Euromoney Publications
Swap & Derivative Financing : The Global Reference to Products, Pricing, Applications and Markets
by Satyajit Das / Revised Edition Published 1994
Fixed Income Mathematics : Analytical & Statistical Techniques
by Frank J. Fabozzi / 3rd Edition Published October 1996 <
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
by Giorgio S. Questa / Published May 1999
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
by Robert W. Kolb  / 5th Edition Published 1997

Financial Futures: A Practitioner's Guide
by Desmond Fitzgerald / Euromoney 2nd Edition Published 1993

Eurodollar Futures and Options : Controlling Money Market Risk
by Galen Burghardt, Terry Belton, Morton Lane, Luce, Richard McVey
. See also a new book by Burghardt (2003).
The Treasury Bond Basis : An In-Depth Analysis for Hedgers, Speculators and Arbitrageurs
by Galen D. Burghardt, John Papa,  Morton Lane,  Terrence M. Belton / Published 1993
Controlling & Managing Interest-Rate Risk
by Anthony G. Cornyn (Editor), Robert A. Klein (Editor), Jess Lederman (Editor) / Published 1997

Interest Rate Risk Models : Theory and Practice
by Anthony G. Cornyn (Editor), Elizabeth Mays (Editor) / Published 1997

The Bond Market : Trading and Risk Management
by Christina I. Ray
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
by Thomas S. Y. Ho (Editor) / Published 1996
The Handbook of Mortgage Backed Securities
by Frank J. Fabozzi (Editor) / Published 1995
Collateralized Mortgage Obligations : Analysis, Valuation and Portfolio Strategy
by Andrew S. Davidson, Yung C. Lim, Thomas S. Y. Ho (Editor) / Published 1994
The Valuation of Mortgage-Backed Securities
by William W. Bartlett / Published 1994
Advances in the Valuation & Management of Mortgage-Backed Securites
by Frank J. Fabozzi (Editor) / Published February 1999
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
by S.R.S. Varadhan

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
by Sheldon M. Ross / Published 1999

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 
by Elizabeth Mays (Editor) / Published December 1998
Financial Modeling
by Simon Benninga, Benjamin Czaczkes / Published 1997
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
by Zhaohui Chen (Editor) / Published March 1998

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
by Peter G. Zhang / 2nd Edition Published June 1998 (Contents)

International Financial Markets
by Orlin J. Grabbe / 3rd Edition Published 1995 (Contents)
International Economics : Theory and Policy
by Paul R. Krugman, Maurice Obstfeld / 4th Edition Published 1997

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
by Valery A. Kholodnyi / Published 1995

Foundations of Foreign Exchange Option Symmetry
by Valery A. Kholodnyi, John F. Price / Published 1996

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
by Howard M. Taylor, Samuel Karlin / 3rd Edition Published March 1998

Mathematical Methods and Theory in Games, Programming, and Economics : Vol 1 : Matrix Games, Programming, and Mathematical Economics/Vol 2 : The Theo
by Samuel Karlin / Published 1992

A Second Course in Stochastic Processes
by Samuel Karlin, Howard M. Taylor / Published 1981

A First Course in Stochastic Processes
by Samuel Karlin / 2nd Edition Published 1990

The Econometrics of Financial Markets
by John Y. Campbell, Andrew W. Lo, Archie Craig MacKinlay / Published 1997

Time Series Analysis
by James D. Hamilton / Published 1994

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
by Andreas S. Weigend, Neil A. Gershenfeld (Editor) / Published 1993

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
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
by Mary L. Boas / 2nd Edition Published 1985

Solutions of Selected Problems for Mathematical Methods in the Physical Sciences
by Mary L. Boas /  Published 1984

Implementing Derivatives Models : Numerical Methods
by Les Clewlow, Chris Strickland / Published 1998

Option Pricing Models
by Les Clewlow, Chris Strickland / Published 1999
Exotic Options : The State of the Art
by Les Clewlow (Editor), Chris Strickland (Editor) / Published 1997

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)
by Johan Grasman, O. A. Van Herwaarden / Published January 1999

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
by Per Bak / Paperback / Published May 1999

Self-Organized Criticality : Emergent Complex Behavior in Physical and Biological Systems (Cambridge Lecture Notes in Physics, 10)
by Henrik Jeldtoft Jensen / Published 1998

Statistical Thermodynamics and Stochastic Theory of Nonlinear Systems Far from Equilibrium (Advanced Series in Statistical Mechanics, Vol 8)
by Werner Ebeling, Lutz Schimansky-Geier / Published 1998
Stochastic Dynamics (Springer Lecture Notes in Physics, 484)

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
 by Tadahisa Funaki (Editor), Wojbor A. Woyczynski (Editor) / Published 1996

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
by I. Capuzzo Dolcetta (Editor), P.-L. Lions (Editor), M. Bardi (Editor), M.G. Crandall, L.C. Evans, H.M. Soner / Published 1997

Lectures on Partial Differential Equations
by Igor G. Petrovsky
Partial Differential Equations (Graduate Studies in Mathematics, V. 19)
by Lawrence C. Evans / Published 1998

Partial Differential Equations : An Introduction
by Walter A. Strauss /  Published 1992

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)
by Rene Carmona, Wen-Liang Hwang, Bruno Torresani / Published 1998

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
by Samuel P. Harbison, Guy L. Steele / 4th Edition Published 1994

C++ : The Core Language
by Gregory Satir, Doug Brown
The C++ Programming Language
by Bjarne Stroustrup / 3rd Edition Published 1997

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)
 by Victor G. Ganzha, Evgenii V. Vorozhtsov, R. Fateman (Editor) / Published 1996

Partial Differential Equations and Mathematica
 by Prem K. Kythe, Pratap Puri, Michael R. Schaferkotter / Published 1996

Partial Differential Equations With Mathematica (Physics Series)
by Dimitri Vvedensky Mathematica in Education and Research

Mastering Matlab 7 : A Comprehensive Tutorial and Reference (Matlab Curriculum Series)
by Duane C. Hanselman, Bruce C. Littlefield

Numerical Methods Using Matlab
by  George Lindfield, John Penny / Published 1995

The Matlab 5 Handbook
by Eva Pärt-Enander, Anders Sjöberg , Bo Melin, Pernilla Isaksson/ Published May 1999

Modern Applied Statistics with S
by Brian D. Ripley, William N. Venables / 4th Edition
An Introduction to R
by William N. Venables, David M. Smith
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
by William E. Boyce, Richard C. Diprima / 6th Edition Published 1996

Elementary Differential Equations and Boundary Value Problem
by William E. Boyce, Richard C. Diprima / 6th Edition Published 1996

Elementary Applied Partial Differential Equations : With Fourier Series and Boundary Value Problems
by Richard Haberman / 3rd Edition Published 1997

Quantum CyberTeaser and Quandaries
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
by Scott Slutsky et al./ Published January 1999

Merton Miller on Derivatives
by Merton H. Miller / Published 1997
Derivatives : The Wild Beast of Finance
by Alfred Steinherr / Published 1998

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
by George Soros

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)
by Charles P. Kindleberger / Published 1996

Seeing Tomorrow : Rewriting the Rules of Risk
by Ron S. Dembo, Andrew Freeman /  Published April 1998

Memos from the Chairman
by Alan C. Greenberg / Hardcover / Published 1996

Streetwise : The Best of the Journal of Portfolio Management
by Peter L. Bernstein (Editor), Frank J. Fabozzi (Editor) / Published 1998

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

Enter keywords... logo
Sample Search Financial Mathematics | Financial Engineering | Risk Management | Mathematical Finance | Computational Finance | Quantitative Finance | Quantitative Strategies | Quantitative Trading | Options Trading | Futures Trading | Derivatives Trading | Day Trading | Online Trading | Stock Trading | Trading Systems | Trading Methods | Mathematica | Econophysics | Derivatives | Credit Derivatives | Credit Risk | Financial Derivatives | Financial Instruments | Financial Models | Foreign Exchange | Foreign Exchange Risk | Foreign Exchange Options | Currency Derivatives | Currency Futures | Currency Trading | Forex Trading | Fixed Income | Fixed Income Derivatives | Interest Rate | Interest Rate Options | Interest Rate Swaps | Hedge Fund | Hedge Fund Strategies | Asset Pricing | Option Pricing | Option Pricing Theory | Probability Theory | Portfolio Management | Quantitative Portfolio Management | Arbitrage | Volatility | Stochastic Volatility | Stochastic Calculus | Stochastic Finance | Martingales | Stochastic Processes | Stochastic Differential Equations | Technical Analysis | Value-at-Risk | Financial Time Series | Financial Econometrics | Financial Economics | Corporate Finance | Continuous Time Finance | Black-Scholes |
FinMath | Financial Mathematics Bookshelf | Bestsellers | New Books | More New Books | Trading Books | Risk Books | Fabozzi | AMS Booklist | Chicago Financial Mathematics Seminar | Chicago Financial Engineering & Risk Management Workshop | Related Seminars/Workshops | Journals | Butterworth-Heinemann Finance | IRWIN Trader's Edge | Wiley Financial Engineering | Wiley Finance | Springer Finance | Springer Mathematics | Springer Synergetics | Graduate Texts in Mathematics | Kolmogorov-100 | Kolmogorov Library Project | Book List from the Notices of the American Mathematical Society | Search | Amazon Coupons | Finance and Investing | Financial Mathematics Conferences/Seminars/Workshops | FinMath Events | Financial Mathematics and Financial Engineering Links | Quant Jobs |
Join the Finance-and-Physics community for regular updates on upcoming Financial Mathematics and Financial Engineering Events.

Advertise Here!