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Volatility
and Correlation in the Pricing of Equity, FX and Interest-Rate Options
by Riccardo Rebonato / Published December 1999
Wiley
Series in Financial Engineering
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FinMath.com
Chicago Financial Engineering
& Risk Management Workshop
Chicago FinMath
Seminar
FinMath Bookshelf 1999
Software
Frank J.
Fabozzi Library
IRWIN
Professional Library , IRWIN
Library of Investment & Finance , McGraw-Hill
Professional Books
Wiley
Frontiers in Finance Series , Wiley
Series in Financial Engineering
Wiley
Finance Editions , Wiley
Trading Advantage Series , Wiley
Trader's Exchange
Trading
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PhysMath
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Risk
Books
6th Annual Conference
Risk Management '99 , November 29 - December 2, 1999, Geneva, Switzerland
60th Annual Meeting of
the American Finance Association , January 7-9, 2000, Boston
Conference on Risk
Management: The State of the Art , January 13-14, 2000, NYU, New York
16th Annual Risk Management Conference ,
CBOE /CBOT ,
January 26-29, 2000, Captiva Is., Florida
10th Annual Derivatives
Securities Conference , April 28-29, 2000, Boston University, Boston
Finance
2000 Day , April 30, 2000, Boston University, Boston
International Research
Conference in Financial Risk Management , June 8-10, 2000, London, UK
1st World Congress of the
Bachelier Finance Society , June 28 - July 1, 2000, Paris, France
Quantitative
Risk Management in Finance , July 31 - August 5, 2000, Carnegie Mellon
University, Pittsburgh
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 IRWIN
Library of Investment and Finance
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Handbook
of Economics of Finance
by Robert C. Merton / Published July 1999
Essentials
of Stochastic Finance : Facts, Models, Theories (Advanced Theories of Science
& Applied Probability)
by A. N. Shiryaev / Published February 1999 (Contents )
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Classic Approaches to Pricing and Modelling
by Lane Hughston (Editor) / Published by Risk
Books October 1999 (Contents )
Modeling
Financial Derivatives With Mathematica (Includes CD-ROM)
by William T. Shaw / Published February 1999 (Contents)
Mathematica
in Education and Research
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Complex
Mathematica
by William T. Shaw / Published 1999 Mathematica
in Education and Research
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The
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by Stephen Wolfram / Hardcover / 4th Edition Published April 1999 Mathematica
in Education and Research
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Pricing
and Hedging of Derivative Securities
by Lars Tyge Nielsen / Published September 1999 (Contents)
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Pricing
Derivative Securities, An Interactive Dynamic Environment with Maple V
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by Eli Prisman / Published August 1999
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How
Nature Works: The Science of Self-Organized Criticality
by Per Bak / Published 1997 and May 1999
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An
Introduction to Econophysics: Correlations and Complexity in Finance
by Rosario N. Mantegna, H. Eugene Stanley / Published 1999 Econophysics
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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 (Contents )
Mathematics
of Financial Markets
by P. Ekkehard Kopp, Robert James Elliott / Published 1999
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Nonlinear
Pricing : Theory & Applications
by Christopher T. May / Published January 1999 Wiley
Finance Editions
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Introduction
to Scientific Computing : A Matrix-Vector Approach Using Matlab (The Matlab
Curriculum Series)
by Charles F. Van Loan / 2nd Edition Published August 1999
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Modern
Applied Statistics With S-Plus : Data Analysis (Statistics and Computing)
by William N. Venables, Brian D. Ripley / 3rd Edition Published July 1999
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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
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Arbitrage
Theory in Continuous Time
by Tomas Bjork / Published 1999
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An
Introduction to the Mathematics of Financial Derivatives
by Salih N. Neftci / 2nd Edition Published August 1999
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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
September 1999
Volatility
and Correlation in the Pricing of Equity, Fx and Interest-Rate Options
by Riccardo Rebonato / Published October 1999 Wiley
Series in Financial Engineering
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Derivative
Securities: The Complete Investor's Guide
by Robert Jarrow, Stuart Turnbull / Published June 1999
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Advanced
Fixed-Income Valuation Tools
by Narasimhan Jegadeesh, Bruce Tuckman / Published December1999 Wiley
Frontiers in Finance Series
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Advances
in the Valuation & Management of Mortgage-Backed Securites
by Frank J. Fabozzi (Editor) / Published February 1999 Frank
J. Fabozzi Library
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Quantitative
Analysis in Financial Markets : Collected Papers of the New York University
Mathematical Finance Seminar
by Marco Avellaneda (Editor) / Published May 1999 (Contents)
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Pricing
Options and Derivative Securities: An Engineering Approach
by Marco Avellaneda / Published March 1999
Quantitative
Modeling of Derivative Securities: From Theory to Practice
by M.Avellaneda, P. Laurence / Published September 1999
Probalility
Theory and Applications (Ias/Park City Mathematics Series, V. 6)
by Elton P. Hsu (Editor), S. R. S. Varadhan (Editor) / Published February
1999
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Derivatives
: The Theory and Practice of Financial Engineering
by Paul Wilmott / Published 1999 Wiley
Frontiers in Finance Series
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An
Introduction to Mathematical Finance: Options and Other Topics
by Sheldon M. Ross / Published 1999
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Introduction
to Option Pricing Theory
by Gopinath Kallianpur, R. L. Karandikar / Published October 1999
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Time
Series Forcasting
by Christopher Chatfield / Published September 1999
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
Credit
Risk: Models and Management
by David Shimko (Editor) / Published May 1999 Risk
Books
Internal
Credit Risk Models : Capital Allocation and Performance Measurement
by Michael K. Ong / Published April 1999 Risk
Books
Options
on Foreign Exchange
by David F. Derosa / Revised Edition Published February 2000 Wiley
Series in Financial Engineering
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Credit
Derivatives and the Management of Risk
by Dimitris N. Chorafas / Published September 1999
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The
Handbook of Credit Derivatives
by Jack Clark Francis, Joyce Frost, J. Gregg Whittaker / Published
September 1999 Wiley
Series in Financial Engineering
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The
Handbook of Equity Derivatives
by Jack Clark Francis (Editor), William W. Toy (Editor), J. Gregg Whittaker
/ Revised Edition Published 1999 Wiley
Series in Financial Engineering
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Derivative
Valuation & Hedging a Trade : A Trader's Perspective
by Marti G. Subrahmanyam, Sanjiv Das, Ragu Sundaran / Published 2000 Wiley
Frontiers in Finance Series
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Option
Valuation & Hedging : A Trader's Perspective
by Marti G. Subrahmanyam, Sanjiv Das, Ragu Sundaran / Published 1999 Wiley
Frontiers in Finance Series
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Options,
Futures, and Other Derivatives
by John C. Hull / 4th Edition / Published July 30, 1999 (Contents,
What's New in the Fourth Edition? )
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The
Debt Market (The International Library of Critical Writings in Financial
Economics Series)
by Stephen A. Ross (Editor) / Published April 1999
Corporate
Hedging in Theory and Practice: Lessons from Metallgesellschaft
by Christopher L. Culp (Editor) and Merton H. Miller (Editor) / Published
July 1999 Risk Books
The
Conquest of American Inflation
by Thomas J. Sargent / Published February 1999
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Recursive
Linear Models of Dynamic Economies
by Thomas J. Sargent / Published 1999
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The
Dictionary of Financial Risk Management
by Gary L. Gastineau , Mark P. Kritzman / 3rd Edition Published February
1999 Frank
J. Fabozzi Library
IRWIN Professional
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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 Frank
J. Fabozzi Library
IRWIN Professional
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Essays in Honor
of Fischer Black
by Bruce Lehman (Editor), to be published by Oxford University Press
Fischer
Black Memorial Foundation
Essays
in Derivatives
by Don M. Chance / Published 1999 Frank
J. Fabozzi Library
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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
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Mastering
Value at Risk : A Step-By-Step Guide to Understanding and Applying VAR
by Cormac Butler / Published April1999
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Futures
and Options
by Cormac Butler / Published February 1999
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Implementing
Value at Risk
by Philip W. Best / Published January 1999 Wiley
Series in Financial Engineering
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Essentials
of Stochastic Finance : Facts, Models, Theories (Advanced Theories of Science
& Applied Probability)
by A. N. Shiryaev / Published February 1999 (Contents )
and Published 1998 by TVP
(in Russian)
Our Price: $98.00
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 and Published 1997
(in Russian) by TVP
Homogenization
(Series on Advances in Mathematics for Applied Sciences)
by V. Berdichevsky (Editor), V. Jikov (Editor), G. Papanicolaou (Editor)
/ Published September 1999
Credit
Derivatives and the Management of Risk
by Dimitris N. Chorafas / Published September 1999
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Transaction
Management : Managing Complex Transactions and Sharing Distributed Databases
by Dimitris N. Chorafas / Published 1999
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Patterns
in the Dark: Understanding Risk and Financial Crisis with Complexity Theory
by Edgar E. Peters / Published April 1999 Wiley
Finance Editions
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Multifractals
and 1/f Noise : Wild Self-Affinity in Physics
by Benoit B. Mandelbrot / Published 1999
An
Introduction to Econophysics: Correlations and Complexity in Finance
by Rosario N. Mantegna, H. Eugene Stanley / Published 1999 Econophysics
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The
Geometry of Statistical Physics
by Dorje C. Brody, Lane P. Hughston / Published March 1999
Essentials
of Stochastic Processes (Springer Texts in Statistics)
by Richard Durrett / Published July 1999
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
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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
September 1999
Applied
Corporate Finance
by Aswath Damodaran / Published March 1999 Wiley
Frontiers in Finance Series
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The
Equity Risk Premium : The Long Run Future of the Stock Market
by Bradford Cornell / Published May 1999 Wiley
Frontiers in Finance Series
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Investing
in Hedge Funds : Strategies for the New Marketplace (Bloomberg Personal
Bookshelf)
by Joseph G. Nicholas / Published 1999
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Foundations
of Futures Markets : Selected Essays of A.G. Malliaris (Financial Economists
of the Twentieth Century)
by A. G. Malliaris / Hardcover / Published 2000
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Continuous
Martingales and Brownian Motion (Grundlehren Der Mathematischen Wissenschaften,
No 293)
by Daniel Revuz, Marc Yor / 3rd Edition Published 1999
Option
Strategies : A Portfolio Approach
by Michael Himick / Published 1999
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The
Financing of Catastrophe Risk (National Bureau of Economic Research Project
Report)
by Kenneth Froot (Editor) / Published May 1999
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Fixed
Income Analysis for the Global Financial Market : Money Market, Foreign
Exchange, and Derivative Securities
by Giorgio S. Questa / Published May 1999 Wiley
Frontiers in Finance Series
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Implementing
Credit Derivatives : Strategies and Techniques for Using Credit Derivatives
in Risk Management
by Israel Nelken / Published May 1999 IRWIN
Professional Library
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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 IRWIN
Professional Library
Our Price: $42.00 ~ You Save: $18.00 (30%)
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 (Contents )
Option
Pricing Models
by Les Clewlow, Chris Strickland / Published 1999 Wiley
Series in Financial Engineering
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
Our Price: $54.95
How
Nature Works: The Science of Self-Organized Criticality
by Per Bak / Paperback / Published May 1999
Our Price: $14.40 ~ You Save: $3.60 (20%)
Stochastic
Partial Differential Equations : Six Perspectives (Mathematical Surveys
and Monographs, No. 64)
by Rene Carmona (Editor), Boris L. Rozovskii (Editor) / Published March
1999
The
Matlab 5 Handbook
by Eva Pärt-Enander, Anders Sjöberg , Bo Melin, Pernilla Isaksson/
Published May 1999
Our Price: $51.95
Modern
Applied Statistics With S-Plus : Data Analysis (Statistics and Computing)
by William N. Venables, Brian D. Ripley / 3rd Edition Published July 1999
Our Price: $64.95
Masters
of the Futures : Top Players Reveal the Inside Story of the Worlds's Futures
Markets
by Scott Slutsky et al./ Published January 1999
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F.I.A.S.C.O.
: The Inside Story of a Wall Street Trader
by Frank Partnoy / Published February 1999
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A
Random Walk Down Wall Street
by Burton G. Malkiel / Revised Edition Published May 1999
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Volatility
and Correlation in the Pricing of Equity, FX and Interest-Rate Options
by Riccardo Rebonato / Published October 1999
Our Price: $66.50 ~ You Save: $28.50 (30%)