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HULL: Options, Futures & Other Derivatives, 6th Edition (2005) WILMOTT: Paul Wilmott on Quantitative Finance, Second Edition (2006), 3 Volume Set McDONALD: Derivatives Markets, Second Edition (2005) BROWN: The Poker Face of Wall Street OVERHAUS : Equity Derivatives: Theory and Applications OVERHAUS : Equity Hybrid Derivatives WHALEY : Derivatives : Markets, Valuation, Risk Management COX, RUBINSTEIN: Options Markets RUBINSTEIN: A History of the Theory of Investments : 
My Annotated Bibliography DELBAEN, SCHACHERMAYER: The Mathematics of Arbitrage (Springer Finance Series) MALLIAVIN, THALMAIER: Stochastic Calculus of Variations in Mathematical Finance (Springer Finance Series) BRUYERE, CONT et al.: Credit Derivatives and Structured Credit : A Guide for Investors CHAPLIN: Credit Derivatives : Risk Management, Trading and Investing FONG: The Credit Market Handbook : Advanced Modeling Issues NELSEN: An Introduction to Copulas, Second Edition (Springer Series in Statistics) FABOZZI (Editor): The Handbook of Fixed Income Securities (7th Edition, April 2005) BERNSTEIN: Capital Ideas : 
The Improbable Origins of Modern Wall Street DAVIS, SIGMON: MATLAB Primer (Seventh Edition, 2005) SCHOENMAKERS: Robust Libor Modelling and Pricing of Derivative Products BLUHM, OVERBECK, WAGNER: An Introduction to Credit Risk Modeling DICKSON: Insurance Risk and Ruin (International Series on Actuarial Science) REEHL: The Mathematics of Options Trading OKSENDAL: Stochastic Differential Equations : An Introduction with Applications, 6th edition (Universitext) OKSENDAL, SULEM: Applied Stochastic Control of Jump Diffusions (Universitext) THALER (Editor): Advances in Behavioral Finance, Volume II (The Roundtable Series in Behavioral Economics) TSAY: Analysis of Financial Time Series, Second Edition (2005) TAYLOR: Asset Price Dynamics, Volatility, and Prediction GREGORIOU, ZHU: Evaluating Hedge Fund and CTA Performance: Data Envelopment Analysis Approach + CD-ROM EASTERLING: Unexpected Returns: Understanding Secular Stock Market Cycles MEUCCI: Risk and Asset Allocation (Springer Finance) CUSATIS, THOMAS: Hedging Instruments and Risk Management: How to Use Derivatives to Control Financial Risk in Any Market COHEN: The Bible of Options Strategies: The Definitive Guide for Practical Trading Strategies KIEV: Hedge Fund Masters : How Top Hedge Fund Traders Set Goals, Overcome Barriers, and Achieve Peak Performance (Wiley Trading) KAMINSKI (Editor): Energy Modelling: Advances in the Management of Uncertainty, Second Edition (2005) HO, LEE: Financial Modeling For Options, Futures, And Derivatives DUFFY: Financial Instrument Pricing Using C++ (The Wiley Finance Series) DUFFY: Finite Difference Methods in Financial Engineering : A Partial Differential Equation Approach (Wiley Finance) DUFFY: Introduction to C++ for Financial Engineers BURGHARDT, BELTON: The Treasury Bond Basis, 
Third Edition (2005) BURGHARDT: The Eurodollar Futures and Options Handbook IBBOTSON, GOETZMANN: The Equity Risk Premium: Research and Practice (Economics) RACHEV (Editor): Handbook of Computational and Numerical Methods in Finance RACHEV, FABOZZI, MENN: Fat-Tailed and Skewed Asset Return Distributions : Implications for Risk Management, Portfolio Selection, and Option Pricing McNEIL, FREY, EMBRECHTS: Quantitative Risk Management: Concepts, Techniques, and Tools (Princeton Series in Finance) ACHDOU, PIRONNEAU: Computational Methods for Option Pricing (Frontiers in Applied Mathematics) SCHERER, MARTIN: Modern Portfolio Optimization with NuOPT, S-PLUS and S+Bayes SCHERER: Portfolio Construction and Risk Budgeting, Second Edition (2004) LANDO: Credit Risk Modeling : Theory and Applications (Princeton Series in Finance) LAM: Enterprise Risk Management: From Incentives to Controls DOWD: Measuring Market Risk, Second Edition (2005) JEWSON, BRIX, ZIEHMANN: Weather Derivative Valuation: The Meteorological, Statistical, Financial and Mathematical Foundations BANKS: Catastrophic Risk : Analysis and Management (The Wiley Finance Series) CULP: Risk Transfer : Derivatives in Theory and Practice BANKS: Alternative Risk Transfer : Integrated Risk Management through Insurance, Reinsurance, and the Capital Markets POUNDSTONE: Fortune's Formula: The Untold Story of the Scientific Betting System That Beat the Casinos and Wall Street SCHOUTENS, KYPRIANOU, WILMOTT: Exotic Option Pricing and Advanced Levy Models JOSHI: C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) SHEPHARD, BARNDORFF-NIELSEN: Continuous Time Approach to Financial Volatility (Mathematics, Finance and Risk) SHEPHARD (Editor): Stochastic Volatility 
(Advanced Texts in Econometrics) LEWIS: Option Valuation Under Stochastic Volatility: 
With Mathematica Code (Second Printing, February 2005) JAVAHERI: Inside Volatility Arbitrage: 
The Secrets of Skewness JAIN: Credit & Market Risk Arbitrage HO, LEE: Securities Valuation : Applications of Financial Modeling HO, LEE: The Oxford Guide to Financial Modeling: Applications for Capital Markets, Corporate Finance, Risk Management and Financial Institutions GRANT: Trading Risk: Enhanced Profitability through Risk Control (Wiley Trading) JORION: Financial Risk Manager Handbook 2001-2002 JORION: Financial Risk Manager Handbook, Second Edition JORION: Financial Risk Manager Handbook, Third Edition (April 2005) FRENKEL, HOMMEL, RUDOLF (Editors): Risk Management: Challenge and Opportunity, Second Revised and Enlarged Edition (2005) ALLEN: Financial Risk Management: A Practitioner's Guide to Managing Market and Credit Risk (with CD-ROM) STULZ: Risk Management and Derivatives McLEISH: Monte Carlo Simulation and Finance SHREVE: Stochastic Calculus for Finance I · The Binomial Asset Pricing Model (Springer Finance Series) SHREVE: Stochastic Calculus for Finance II · Continuous-Time Models (Springer Finance Series) APPLEBAUM: Levy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) HAFNER: Stochastic Implied Volatility: A Factor-Based Model DERMAN: My Life as a QUANT : 
Reflections on Physics and Finance WEISSMAN: Mechanical Trading Systems : Pairing Trader Psychology with Technical Analysis (Wiley Trading) KAUFMAN: New Trading Systems and Methods + CD (Wiley Trading) ITO: Stochastic Processes MEZRICH: Bringing Down the House: The Inside Story of Six M.I.T. Students Who Took Vegas for Millions DUNBAR (Editor): Derivatives Trading and Option Pricing (Risk Books) BATCHVAROV (Editor): Hybrid Products : Instruments, Applications and Modelling (Risk Books) SIEGEL: The Future for Investors: Why the Tried and the True Triumphs Over the Bold and the New GARDINER: Handbook of Stochastic Methods: For Physics, Chemistry and the Natural Sciences, 3rd Edition (Springer Series in Synergetics) FONTANILLS, GENTILE: The Volatility Course FONTANILLS: The Options Course: High Profit & Low Stress Trading Methods (Wiley Trading) CLARK, GHOSH: Arbitrage, Hedging, and Speculation: 
The Foreign Exchange Market LITTLEFIELD, HANSELMAN: Mastering MATLAB 7 FOUQUE, PAPANICOLAOU, SIRCAR, SOLNA: 
Volatility Perturbations for Equity, Fixed Income and Credit Derivatives (Mathematics, Finance and Risk) FOUQUE, PAPANICOLAOU, SIRCAR: 
Derivatives in Financial Markets with Stochastic Volatility LONDON: Modeling Derivatives in C++ (Book and CD-ROM) TOPPER: Financial Engineering with Finite Elements 
(The Wiley Finance Series) CUTHBERTSON, NITZSCHE: Quantitative Financial Economics : Stocks, Bonds and Foreign Exchange,
Second Edition (2005) BLACK: The Legacy of Fischer Black, Edited by Bruce N. Lehmann MEHRLING: The Price of Risk: Fischer Black and the Revolutionary Idea of Finance JOHNSON, JEFFERIES, HUI: Financial Market Complexity : What Physics Can Tell Us About Market Behaviour (Economics & Finance) McNELIS: Neural Networks in Finance : Gaining Predictive Edge in the Market (Academic Press Advanced Finance Series) SHEFRIN: A Behavioral Approach to Asset Pricing (Academic Press Advanced Finance Series) SATCHWELL: Pattern Recognition and Trading Decisions (Irwin Trader's Edge Series) ROGERS: Hot Commodities: How Anyone Can Invest Profitably in the World's Best Market COVEL: Trend Following: How Great Traders Make Millions in Up or Down Markets CHOUDHRY: Analysing and Interpreting the Yield Curve (Wiley Finance) LEDERMAN: Symmetry and the Beautiful Universe BLACK: Managing a Hedge Fund: A Complete Guide to Trading, Business Strategies, Operations, and Regulations MANDELBROT, HUDSON: The (Mis)behavior of Markets:
A Fractal View of Risk, Ruin and Reward MALLIAVIN, THALMAIER: Stochastic Calculus of Variations in Mathematical Finance (Springer Finance Series) YAGLOM: An Introduction to the Theory of Stationary Random Functions (Dover Phoenix Editions) COCHRANE: Asset Pricing : (Revised Edition, 2005) GEMAN: Commodities and Commodity Derivatives : Modelling and Pricing for Agriculturals, Metals and Energy (Wiley Financial Engineering) BUNN (Editor): Modelling Prices in Competitive Electricity Markets (The Wiley Finance Series) HULL: Fundamentals of Futures and Options Markets, 5th Edition NIEDERHOFFER: Practical Speculation CRACK: Heard on The Street : Quantitative Questions from Wall Street Job Interviews HIGHAM: An Introduction to Financial Option Valuation : Mathematics, Stochastics and Computation HOLTON: Value-at-Risk: Theory and Practice TALEB: Fooled by Randomness: The Hidden Role of Chance in the Markets and in Life, Second Edition NEFTCI: Principles of Financial Engineering JAECKEL: Monte Carlo Methods in Finance NIEDERREITER (Editor): Monte Carlo and Quasi-Monte Carlo Methods 2002: Proceedings of a Conference Held at the National University of Singapore, Republic of Singapore, November 25-28, 2002 GLASSERMAN: Monte Carlo Methods in Financial Engineering SCHWAB: Hedge Me: The Insider's Guide 
U.S. Hedge Fund Careers, Second Edition JOSHI: The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk) GARDINER: Handbook of Stochastic Methods: For Physics, Chemistry and the Natural Sciences, 2nd Edition (Springer Series in Synergetics) DALTON: Excel Add-in Development in C/C++: Applications in Finance VAN VLIET, HEHDRY: Modeling Financial Markets: Using Visual Basic and Databases to Create Pricing, Trading and Risk Management Models BRIGO, MERCURIO: Interest Rate Models - Theory and Practice, Second Edition (2005) BRIGO, MERCURIO: Interest Rate Models - Theory and Practice, First Edition (2001) SCHOENFELD: Active Index Investing: Maximizing Portfolio Performance and Minimizing Risk Through Global Index Strategies BOMFIM: Understanding Credit Derivatives and Related Instruments SCHMIDT: Quantitative Finance for Physicists : An Introduction ALTUCHER: Trade Like Warren Buffett (Wiley Trading) ALTUCHER: Trade Like a Hedge Fund: 20 Successful Uncorrelated Strategies and Techniques to Winning Profits SORNETTE: Why Stock Markets Crash: Critical Events in Complex Financial Systems SORNETTE: Critical Phenomena in Natural Sciences: Chaos, Fractals, Selforganization, and Disorder : Concepts and Tools (Springer Series in Synergetics) KATZ, McCORMICK: Advanced Option Pricing Models: 
An Empirical Approach To Valuing Options KATZ, MCCORMICK: The Encyclopedia of Trading Strategies MILTON FRIEDMAN: Capitalism and Freedom, Free to Choose, Money Mischief, Price Theory, Monetary History of the United States MILTON FRIEDMAN: Price Theory AIT-SAHALIA, HANSEN (Editors): Handbook of Financial Econometrics KENNEDY: A Guide to Econometrics, Fifth Edition DASH: Quantitative Finance and Risk Management: A Physicist's Approach MERTON MILLER: Selected Works of Merton H. Miller: A Celebration of Markets: Finance & Economics CHISHOLM: Derivatives Demystified: A Step-by-Step Guide to Forwards, Futures, Swaps and Options JACOBS, LEVY, ANSON: Market Neutral Strategies MUSIELA, RUTKOWSKI: Martingale Methods in Financial Modelling, 2nd Edition HOMER, LEIBOWITZ: Inside the Yield Book: The Classic That Created the Science of Bond Analysis, New Edition HOMER, SYLLA: A History of Interest Rates WHISTLER: Trading Pairs + CD: Capturing Profits and Hedging Risk with Statistical Arbitrage Strategies VIDYAMURTHY: Pairs Trading : Quantitative Methods and Analysis LEIBOWITZ: Franchise Value : A Modern Approach to Security Analysis (Wiley Finance) MALKIEL: The Random Walk Guide to Investing: Ten Rules for Financial Success (Paperback, 2005 Edition) WORNER: Applied C# in Financial Markets McCRARY: Hedge Fund Course (Wiley Finance) McCRARY: How to Create and Manage a Hedge Fund: A Professional's Guide ROSS: Neoclassical Finance (Princeton Lectures in Finance) ROSS, WESTERFIELD, JAFFE: Corporate Finance (7th Edition) + Student CD-ROM + Standard & Poor's card + Ethics in Finance PowerWeb (Irwin Series in Finance) WOLFINGER: Create Your Own Hedge Fund : Increase Profits and Reduce Risks with ETFs and Options (Wiley Trading) ZHANG: Chinese Yuan (Renminbi) Derivatives Products SCHACHTER (Editor): Intelligent Hedge Fund Investing (RISK Books) DUNBAR (Editor): The Risk Annual: Technical Papers from the Cutting Edge Section of Risk (RISK Books) CARR (Editor): Derivatives Pricing: The Classic Collection (RISK Books) DEACON: Global Securitisation and CDOs BAAQUIE: Quantum Finance : Path Integrals and Hamiltonians for Options and Interest Rates BARENBLATT: Scaling Phenomena: Dimensional Analysis, the Renormalization Group and Self-similarity BARENBLATT: Scaling, Self-similarity, and Intermediate Asymptotics : Dimensional Analysis and Intermediate Asymptotics KLEINERT: Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets, Third Expanded Edition AKAHORI, OGAWA & WATANABE (Editors): Stochastic Processes and Applications to Mathematical Finance (Proceedings of the Ritsumeikan International Symposium, Kusatsu, Shiga, Japan 5-9 March 2003) GIGERENZER: Calculated Risks: How to Know When Numbers Deceive You JAYNES, BRETTHORST (Editor): Probability Theory: The Logic of Science: Principles and Elementary Applications Vol 1 Book List from the Notices of the American Mathematical Society JABBOUR, BUDWICK: The Option Trader Handbook : Strategies and Trade Adjustments CHOUDHRY: Structured Credit Products: Credit Derivatives and Synthetic Securitization CHOUDHRY: Fixed Income Securities and Derivatives Handbook: Analysis and Valuation MANGLA: Financial Trading Systems Design and Development with C++ (+CD) (Wiley Finance) VAN DEVENTER, IMAI, MESLER: Advanced Financial Risk Management: Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Managements DEVENTER, IMAI: Credit Risk Models and the Basel Accords WILMOTT (Editor): The Best of WILMOTT 1 : 
Incorporating the Quantitative Finance Review 2003 REBONATO: Volatility and Correlation : The Perfect Hedger and the Fox (Wiley Finance) DUBIL: An Arbitrage Guide to Financial Markets McCAULEY: Dynamics of Markets: Econophysics and Finance ROMAN: Introduction To The Mathematics Of Finance: From Risk Management To Options Pricing (Undergraduate Texts in Mathematics) EHLERS: Cybernetic Analysis for Stocks and Futures : Cutting-Edge DSP Technology to Improve Your Trading EHLERS: Rocket Science for Traders: Digital Signal Processing Applications TAVAKOLI: Collateralized Debt Obligations and Structured Finance: New Developments in Cash and Synthetic Securitization TAVAKOLI: Credit Derivatives: A Guide to Instruments and Applications, 2nd Edition SHIMKO: Credit Risk: Models and Management, Second Edition GREGORY (Editor): Credit Derivatives: The Definitive Guide (RISK Books) Harry Potter and the Prisoner of Azkaban (Widescreen Edition) (2004) VULPANI, LIVI (Editors): The Kolmogorov Legacy in Physics (Lecture Notes in Physics, Vol. 636) CRACK: Heard on The Street : Quantitative Questions from Wall Street Job Interviews CRACK: Heard on The Street : Quantitative Questions from Wall Street Job Interviews [DOWNLOAD: ADOBE READER] CRACK: Basic Black-Scholes: Option Pricing and Trading BEAUMONT: Financial Engineering Principles : A Unified Theory for Financial Product Analysis and Valuation TAPIERO: Risk and Financial Management : Mathematical and Computational Methods Managing Energy Price Risk: The New Challenges and Solutions, 3rd Edition CARMONA: Statistical Analysis of Financial Data in S-Plus (Springer Texts in Statistics) BENTH: Option Theory With Stochastic Analysis: An Introduction to Mathematical Finance (Universitext) FEYNMAN: The Feynman Lectures on Physics on CD: Volumes 3 & 4, From Crystal Structure to Magnetism, Electrical and Magnetic Behavior RUPPERT: Statistics and Finance: An Introduction
(Springer Texts in Statistics) TILMAN (Editor): Asset/Liability Management of Financial Institutions: Maximizing Shareholder Value Through Risk-Conscious Investing Shrek 2 (Widescreen Edition) (2004) OSBAND: Iceberg Risk: An Adventure in Portfolio Theory ONG: Credit Ratings: Methodologies, Rationale and Default Risk BOULEAU: Financial Markets and Martingales: Observations on Science and Speculation RAHL: Hedge Fund Risk Transparency (Risk Books) GORDY: Credit Risk Modelling: The Cutting-edge Collection: Technical Papers Published in Risk 1999-2003 DAS: Swaps and Financial Derivatives : Products, Pricing, Applications and Risk Management CVITANIC, ZAPATERO: Introduction to the Economics and Mathematics of Financial Markets LEWIS: Operational Risk with Excel and VBA : Applied Statistical Methods for Risk Management + CD-ROM SENGUPTA: Financial Modeling 
Using Excel and VBA (Book and CD-ROM) LINK: High Probability Trading: Take the Steps to Become a Successful Trader CHERUBINI: Copula Methods in Finance MALKIEL: The Random Walk Guide to Investing: Ten Rules for Financial Success LEVY: Computational Finance : Numerical Methods for Pricing Financial Instruments (Book and CD-ROM) CONT, TANKOV: Financial Modelling With Jump Processes GRAHAM: The Intelligent Investor: The Definitive Book On Value Investing, Revised Edition (Preface and Appendix by Warren E. Buffett) RAHL: Hedge Fund Risk Transparency (Risk Books) SHAFER, VOVK: Probability and Finance: It's Only a Game! (Wiley Series in Probability and Statistics) HENDERSON: Fixed Income Strategy: A Practitioner's Guide OBERUC: Dynamic Portfolio Theory and Management: Using Active Asset Allocation to Improve Profits and Reduce Risk DUNIS, NAIM, LAWS: Applied Quantitative Methods for Trading and Investment CERNY: Mathematical Techniques in Finance: Tools for Incomplete Markets BOUCHAUD, POTTERS: Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management (Second Edition) FOCARDI, FABOZZI: The Mathematics of Financial Modeling and Investment Management ROGERS, TALAY (Editors): Numerical Methods in Finance (Publications of the Newton Institute) JAEGER: Managing Risk in Alternative Investment Strategies: Successful Investing in Hedge Funds and Managed Futures JAEGER: All About Hedge Funds : The Easy Way to Get Started McDONALD: Derivatives Markets PROTTER: Stochastic Integration and Differential Equations, Third Edition FABOZZI: The Handbook of Financial Instruments CHAUMONT, YOR: Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, via Conditioning (Cambridge Series in Statistical and Probabilistic Mathematics) RIPLEY, VENABLES: Modern Applied Statistics with S VENABLES, SMITH: An Introduction to R RISK: Modern Risk Management: A History RAYNES, RUTLEDGE: The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation STRIDSMAN: Trading Systems and Money Management: A Guide to Trading and Profiting in Any Market CRANE: Advanced Swing Trading : Strategies to Predict, Identify, and Trade Future Market Swings NEFTCI: Principles of Financial Engineering LIPTON: Exotic Options: The Cutting-Edge Collection: Technical Papers Published in Risk 1999-2003 LIPTON: Mathematical Methods for Foreign Exchange: 
A Financial Engineer's Approach VOITLE: Vault Guide to Advanced Finance and Quantitative Interviews HARRIS: Trading and Exchanges: Market Microstructure for Practitioners WOLFRAM: The Mathematica Book, 
Fifth Edition (August 2003) CAPINSKI, ZASTAWNIAK: Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series) HAIGH: Probability Models (Springer Undergraduate Mathematics Series) PAULOS: A Mathematician Plays the Stock Market DAVIDSON, SANDERS, WOLFF, CHING: Securitization : Structuring and Investment Analysis CALAMOS: Convertible Arbitrage: Insights and Techniques for Successful Hedging JAMES: Option Theory SCHONBUCHER: Credit Derivatives Pricing Models: Model, Pricing and Implementation EYDELAND, WOLYNIEC: Energy and Power Risk Management: New Developments in Modeling, Pricing and Hedging LEWIS: Market Risk Modelling: Applied Statistical Methods for Practitioners GORDY: Credit Risk Modelling: The Cutting-edge Collection: Technical Papers Published in Risk 1999-2003 SORNETTE: Why Stock Markets Crash: Critical Events in Complex Financial Systems SCHOUTENS: Levy Processes in Finance : Pricing Financial Derivatives BARNDORFF-NIELSEN, MIKOSCH, RESNICK (Editors): Levy Processes: Theory and Applications RACHEV: Handbook of Heavy Tailed Distributions in Finance YATES: High Performance Options Trading: Option Volatility and Pricing Strategies JACOD, PROTTER: Probability Essentials, Second Edition JACOD, SHIRIAEV: Limit Theorems for Stochastic Processes, 2nd Edition HAKALA, WYSTUP: Foreign Exchange Risk : Models, Instruments and Strategies FABOZZI, GOODMAN: Collateralized Debt Obligations: Structures and Analysis INEICHEN: Absolute Returns: The Risk and Opportunities of Hedge Fund Investing KIJIMA: Stochastic Processes with Applications to Finance KEATING: Credit Risk Modelling (Finance and Capital Markets Series) JARROW : Modelling Fixed Income Securities and Interest Rate Options, 2nd Edition DOWD: Measuring Market Risk STEENBARGER: The Psychology of Trading: Tools and Techniques for Minding the Markets (Wiley Trading) DUFFIE, SINGLETON: Credit Risk: Pricing, Measurement, and Management (Princeton Series in Finance) KESTNER: Quantitative Trading Strategies: : Harnessing the Power of Quantitative Techniques to Create a Winning Trading Program LITTERMAN: Modern Investment Management: An Equilibrium Approach New Books at http://finmath.com/New_Books.html and http://finmath.com/More_New_Books.html


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World Congress on Computational Finance - The First Decade, March 26, 2007, London
67th Annual Meeting of The American Finance Association, January 5-7, 2007, Chicago
Quantitative Methods in Finance 2006 Conference, December 13-16, 2006, Sydney, Australia
13th Annual Conference Risk Management 2006, New Horizons & Advances in Risk Management, Measurement, Modelling & Capital Allocation For Investment & Commercial Banks, Investment Managers & Insurance Companies, December 2006, Geneva, Switzerland
Risk USA 2006, 12th Annual USA Derivatives and Risk Management Congress, November 13-16, 2006, New York
Fourth World Congress of the Bachelier Finance Society, August 17-20, 2006, Tokyo, Japan
RISK Magazine's 8th Annual QUANT Congress USA 2006 - Quantitative Trading and Investment Strategies for Global Derivatives, July 12-13, 2006, New York
SIAM Conference on Financial Mathematics and Engineering, July 9-12, 2006, Boston
5th International Conference on Applications of Physics in Financial Analysis, June 29 - July 1, 2006, Villa Gualino, Torino, Italy
Harvard Statistics Summer Retreat - Recent Advances in Computational Finance: Statistical Methods in Credit Risk Modeling and Risk Management, June 19-23, 2006, Harvard University, Cambridge, MA
Derivatives and Risk Management Summit, Europe, June 5-8, 2006, Monte Carlo
ICBI 13th Annual Conference Global Derivatives & Risk Management 2006: Cutting-Edge Innovations in Derivatives Pricing, Hedging, Trading & Portfolio Management, May 8-12, 2006, Paris, France
Seminar - Using MATLAB to Develop and Deploy Financial Models, March 22, 2006, New York; March 30, 2006, Chicago; April 6, 2006, Boston; April 13, 2006, Toronto
International Conference on Financial Engineering, March 22-24, 2006, University of Florida, Gainesville, FL
CBOE/CBOT/CME/OneChicago 22nd Annual Risk Management Conference, March 5-8, 2006, Bonita Springs, Florida
GARP 2006 - GARP's 7th Annual Risk Management Convention and Exhibition, February 28 - March 1, 2006, New York City
66th Annual Meeting of The American Finance Association, January 6-8, 2006, Boston, MA
Quantitative Methods in Finance 2005 Conference, December 14-17, 2005, Sydney, Australia
12th Annual Conference Risk Management 2005, New Horizons & Advances in Risk Management, Measurement, Modelling & Capital Allocation For Investment & Commercial Banks, Investment Managers & Insurance Companies, December 6-9, 2005, Geneva, Switzerland
Econophysics Colloquium, November 14-18, 2005, Australian National University, Canberra, Australia
21st Annual Chicago Futures & Options EXPO 2005, November 8-10, 2005, Chicago
RISK Magazine's Seventh Annual QUANT Congress USA 2005- Quantitative Trading and Investment Strategies for Global Derivatives, November 8-9, 2005, New York
2005-2006 SAMSI Program on Financial Mathematics, Statistics and Econometrics - The Opening Workshop, September 16-21, 2005, Statistical and Applied Mathematical Sciences Institute, Research Triangle Park, North Carolina
The 2nd Fixed Income Conference, September 14-16, 2005, Prague, Czech Republic
International Derivatives and Financial Market Conference, August 24-27, 2005, Sao Paulo, Brazil
MiF 2005 - International Conference on Mathematics in Finance, August 7-12, 2005, Berg-en-Dal, Kruger National Park, South Africa
Linear and Non-Linear Valuation Semigroups and Related Evolution Equations in Financial Modeling - Special Session at the Conference on Differential and Difference Equations and Applications (CDDEA - 2005), August 1-5, 2005, Melbourne, Florida
Stochastic Calculus and its applications to Quantitative Finance and Electrical Engineering, July 24-27, 2005, Calgary, Canada
Wilmott-Taleb Seminar - Derivatives Trading, Hedging and Volatility in The Real World: An Exclusive Two-Day Workshop, July 20-21, 2005, London
Research Session on Developments in Quantitative Finance, January 24 - July 22, 2005, Isaac Newton Institute for Mathematical Sciences, Cambridge, UK
13th INFORMS Applied Probability Society (APS) Conference, July 6-8, 2005, Ottawa, Canada
Quantitative Finance: Developments, Applications & Problems, July 4-8, 2005, Isaac Newton Institute for Mathematical Sciences, Cambridge, UK
IAFE Event - Algorithmic Trading: How Do We Know It Really Works?, June 29, 2005, Goldman Sachs, New York
Princeton-Chicago Conference on the Econometrics of High Frequency Financial Data, June 23-26, 2005, Bonita Springs, Florida
Exotic Equity Derivatives, Pricing and Hedging, June 20-21, 2005, London
Risk USA 2005, 11th Annual USA Derivatives and Risk Management Congress, June 6-9, 2005, Boston
GAIM 2005 - The 11th Annual Global Alternative Investment Management Forum, June 6-10, 2005, Lausanne, Switzerland
JAE Conference on Changing Structures in International and Financial Markets and the Effects on Financial Decision Making, June 2-3, 2005, Venice, Italy
Workshop on Stochastic Modeling in Financial Mathematics, June 1-5, 2005, Montreal, Canada
International Conference on Noise and Fluctuations in Econophysics and Finance, May 23-26, 2005, Austin, TX
ICBI 12th Annual Conference Global Derivatives & Risk Management 2005: Cutting-Edge Innovations in Derivatives Pricing, Hedging, Trading & Portfolio Management, May 23-26, 2005, Paris, France
New Directions in Risk Modelling and Financial Planning, May 18-19, 2005, London, UK
MCM 2005 - Fifth IMACS Seminar on Monte Carlo Methods, May 16-20, 2005, Florida State University, Tallahassee, FL
Workshop - Risk Measures & Risk Management General Aspects, May 9-11, 2005, EURANDOM, Eindhoven, The Netherlands
Stochastic Volatility & Risk Premium: pricing derivatives, hedging & optimal portfolio management, May 2-3, 2005, New York (Jersey City); May 9-10, 2005, London, UK
ERM - 2005 Enterprise Risk Management Symposium, May 1-3, 2005, Chicago
Summer School on Financial Derivatives 2005, April 26 - June 10, 2005, Department of Mathematics, Imperial College, London, UK
Risk Europe 2005, 10th Annual European Derivatives and Risk Management Congress, RISK Magazine's Global Risk Management Summit, April 26-29, 2005, Monte Carlo
Developments in Quantitative Finance - Industry Workshop on Modelling Philosophy, April 22, 2005, Isaac Newton Institute for Mathematical Sciences, Cambridge, UK
Second International Conference on Credit Risk, April 15-16, 2005, HEC Montreal, Canada
Frankfurt MathFinance Workshop - Derivatives and Risk Management in Theory and Practice, April 14-15, 2005, Frankfurt, Germany
Hedge Funds World Risk Management, April 12-13, 2005, New York City
International Conference - Risk Management and Quantitative Approaches to Finance, April 6-8, 2005, University of Florida, Gainesville, FL
Workshop on The Interface Between Quantitative Finance and Insurance, April 4-5, 2005, The International Centre for Mathematical Sciences, Heriot-Watt University, Edinburgh, UK
Seminar - Using MATLAB to Develop and Deploy Financial Models, March 22, 2005, Boston; March 24, 2005, Toronto; March 30, 2005, Chicago; April 6, 2005, New York
2005 Seminar on Stochastic Processes, March 24-26, 2005, Cornell University, Ithaca, NY
Interest Rate Hybrid Products & Inflation Linked Derivatives Workshop, March 10-11, 2005, London, UK
CBOE/OneChicago/CBOT/CME 21th Annual Risk Management Conference, March 6-9, 2005, Scottsdale, Arizona
Lévy Process Theory and its Applications in Finance, March 4-5, 2005, Mathematical Sciences Institute, The Australian National University, Canberra, Australia
Wilmott-Taleb Seminar - Derivatives Trading, Hedging and Volatility in The Real World: An Exclusive Two-Day Workshop, February 28 - March 1, 2005, London
Hedge Fund Management 2005, February 16, 2005, Stamford, CT
GARP 2005 - GARP's Sixth Annual Risk Management Convention and Exhibition, January 31 - February 3, 2005, New York City
Research Session on Developments in Quantitative Finance, January 24 - July 22, 2005, Isaac Newton Institute for Mathematical Sciences, Cambridge, UK
The Second Bachelier Colloquium on Stochastic Calculus and Finance, January 9-15, 2005, Metabief, France
65th Annual Meeting of The American Finance Association, January 7-9, 2005, Philadelphia, PA
Quantitative Methods in Finance 2004 Conference, December 15-18, 2004, Sydney, Australia
IWIF 1: First International Workshop on Intelligent Finance, December 13-14, 2004, Melbourne, Australia
FREE Webinar! State Space Modelling in Finance Using S+FinMetrics, December 7, 2004
11th Annual Conference Risk Management 2004, New Horizons & Advances in Risk Management, Measurement, Modelling & Capital Allocation, December 7-10, 2004, Geneva, Switzerland
Wilmott-Taleb Seminar - Derivatives Trading, Hedging and Volatility in The Real World: An Exclusive Two-Day Workshop, November 22-23, 2004, London
FREE Conference! S-PLUS Predictive Modeling and Computational Finance Event, November 17, 2004, New York
2nd IASTED International Conference on Financial Engineering & Applications - FEA 2004, November 8-10, 2004, MIT, Cambridge, MA
11th Annual CAP Workshop on Derivative Securities and Risk Management, November 5, 2004, Center for Applied Probability, Columbia University, New York
RISK Magazine Sixth Annual QUANT 2004 Congress - Quantitative Trading and Investment Strategies for Global Derivatives - Designing Solutions for Risk Transformation, November 1-2, 2004, New York
20th Annual Chicago Futures & Options EXPO 2004, October 26-28, 2004, Chicago
Seminar - Using MATLAB to Develop and Deploy Financial Models, October 19, 2004, Chicago
7th Columbia-JAFEE Conference on the Mathematics of Finance, October 8-9, 2004, Columbia University, New York
International Conference C. R. E. D. I. T. 2004 - Validation of Credit Risk Models, September 30 - October 1, 2004, Venice, Italy
The Inaugural Fixed Income Conference, September 15-17, 2004, Prague, Czech Republic
First Bonzenfreies Colloquium on Market Dynamics and Quantitative Economics, September 9-10, 2004, Alessandria, Italy
Sixth World Congress of the Bernoulli Society for Mathematical Statistics and Probability (BS/IMS 2004), July 26-31, 2004, Barcelona, Spain
3rd World Congress of the Bachelier Finance Society, July 21-24, 2004, Chicago
Mathematical Methods in Theoretical Finance Session at the Fourth World Congress of Nonlinear Analysts (WCNA-2004), June 30 - July 7, 2004, Orlando, Florida
Risk USA 2004, 10th Annual USA Derivatives and Risk Management Congress, June 21-24, 2004, Boston
GAIM 2004 - The 10th Annual Global Alternative Investment Management Forum, June 8-11, 2004, Lausanne, Switzerland
MC2QMC 2004 - International Conference on Monte Carlo and Quasi-Monte Carlo Methods, June 7-10, 2004, Juan-les-Pins, Côte d'Azur, France
2004 International Association of Financial Engineers (IAFE) Annual Membership Meeting and Conference: Challenges of the Asset Management Business, June 3, 2004, hosted at Bear Stearns, New York City
ICBI 11th Annual Conference Global Derivatives & Risk Management 2004: Cutting-Edge Innovations in Derivatives Pricing, Hedging, Trading & Portfolio Management, May 25-28, 2004, Madrid, Spain
IMA Workshop: Financial Data Analysis and Applications, May 24-28, 2004, Institute for Mathematics and its Applications, University of Minnesota, Minneapolis
EURANDOM Workshop: Exotic option pricing under advanced Lévy models, May 3-4, 2004, EURANDOM, Eindhoven, The Netherlands
Risk Europe 2004, 9th Annual European Derivatives and Risk Management Congress, April 27-28, 2004, London, UK
14th Annual Derivatives Securities and Risk Management Conference, April 23-24, 2004, Cornell Theory Center, CTC-Manhattan, New York
First International Conference on Computational Finance and its Applications, April 21-23, 2004, Bologna, Italy
Second International Conference on Credit Risk, April 15-16, 2004, HEC Montreal, Canada
IMA Workshop: Risk Management and Model Specifications in Finance, April 12-16, 2004, Institute for Mathematics and its Applications, University of Minnesota, Minneapolis
IMA Short Course: Tools for Modeling and Data Analysis in Finance/Asset Pricing, March 29 - April 2, 2004, Institute for Mathematics and its Applications, University of Minnesota, Minneapolis
GARP 2004 Fifth Annual Risk Management Convention and Exhibition, February 23-26, 2004, New York City
Gala Dinner in Honor of Dr. Darrell Duffie - Winner of the IAFE/SunGard Financial Engineer of the Year Award 2003, February 5, 2004, The United Nations, New York
Berlin Workshop on Mathematical Finance for Young Researchers - Modelling, Measuring, and Managing Financial Risk, January 8-10, 2004, Humboldt University, Berlin, Germany
64th Annual Meeting of The American Finance Association, January 3-5, 2004, San Diego
Winter School on Financial Mathematics 2003 - Special Topics: Volatility Modeling and Computational Finance, December 17-19, 2003, CongresHotel De Werelt, Netherlands
2003 Conference on Quantitative Methods in Finance, December 10-13, 2003, Sydney, Australia
Workshop on Integrated Risk-Return Management: New Approaches to Management of Bank Portfolios, December 8-9, 2003, Orlando, Florida
Numerical Probabilistic Methods for High-Dimensional Problems in Finance, December 5-8, 2003, American Institute of Mathematics, Palo Alto, California
Steven Shreve on Stochastic Calculus for Derivatives, December 4-5, 2003, London & December 8-9, 2003, New York
10th Annual Conference Risk Management 2003, New Horizons & Advances in Risk Management, Measurement, Modelling & Capital Allocation, December 2-5, 2003, Geneva, Switzerland
RISK Magazine Fifth Annual QUANT 2003 Congress - Quantitative Trading and Investment Strategies for Global Derivatives - Designing Solutions for Risk Transformation, November 18-19, 2003, New York
Applications of Physics in Financial Analysis 4, November 13-15, 2003, Warsaw University of Technology, Warsaw, Poland
Quantitative Finance Review 2003, November 11, 2003, London
10th Annual CAP Workshop on Derivative Securities and Risk Management, November 7, 2003, Center for Applied Probability, Columbia University, New York
CIRANO-CIREQ Conference on Realized Volatility, November 7-8, 2003, Université de Montréal, Canada
19th Annual Chicago Futures & Options EXPO 2003, November 5-7, 2003, Chicago
Oberwolfach-Seminar: Stochastic Modelling and Statistics in Finance; with Applications, October 19-25, 2003, Oberwolfach, Germany
2003 National Financial Mathematics Career Fair, October 17, 2003, IAFE & Courant Institute of Mathematical Sciences, New York City
Seventh Columbia Practitioners Conference in Mathematics of Finance, October 4, 2003, Columbia University, New York
Autumn School on Risk Management with emphasis on multivariate problems, September 29 - October 2, 2003, Herrsching am Ammersee, Munich, Germany
How I Became a Quant: Financial Engineers Give a Personal View of their Careers in Quantitative Finance, September 23, 2003, Goldman Sachs, New York City
Zurich Workshop on Computational Finance - Analysis and Numerics for Jump-Diffusion and Stochastic Volatility Models, September 11-13, 2003, RiskLab, ETH Zurich, Switzerland
Conference on Growing Networks and Graphs in Statistical Physics, Finance, Biology, and Social Systems, September 1-5, 2003, Universita "La Sapienza", Roma, Italy
Niels Bohr Summer Institute on Complexity and Criticality, Symposium in Memory of Per Bak, August 21-23, 2003 and Workshop, August 25-30, 2003, University of Copenhagen, Denmark
The Arctic Workshop on Stochastic Analysis and Mathematical Finance, August 5-10, 2003, Rica Ishavshotell, Tromsø, Norway
Stochastic Methods in Finance, July 6-13, 2003, Bressanone (Bolzano), Italy
IASTED International Conference on Financial Engineering & Applications - FEA 2003, July 2-4, 2003, Banff, Alberta, Canada
Blaise Pascal International Conference on Financial Modelling, July 1-3, 2003, Paris, France
12th INFORMS Applied Probability Society (APS) Conference, June 25-27, 2003, Beijing, China
3rd Conference on Lévy Processes - Theory and Applications, June 23-27, 2003, Institut Henri Poincaré, Paris, France
Summer Research Conference on Mathematics of Finance, June 22-26, 2003, Snowbird Resort, Snowbird, Utah
International Conference on Quantum Probability and Infinite Dimensional Analysis, June 22-28, 2003, Greifswald, Germany
Volatility Forecasting and Modelling Techniques for Pricing and Hedging Derivatives, June 19-20, 2003, New York and June 26-27, 2003, London
A.N. Kolmogorov Centennial Conference, June 16-21, 2003, Moscow, Russia
GAIM 2003 - The 9th Annual Global Alternative Investment Management Forum, June 11-12, 2003, Geneva, Switzerland
Risk 2003 USA, 9th Annual USA Derivatives and Risk Management Congress, June 10-11, 2003, Boston
PRMIA's 2003 American Summit - Connecting Risk Managers and Driving Best Practices: The Evolution of Risk, June 9, 2003, Boston
2003 Hedge Fund Conference, The IAFE and Borsa Italiana, June 5, 2003, Milan, Italy
Interest Rate Modelling: The Latest Calibration and Implementation Techniques, June 2-3, 2003, New York
10th Annual Conference Global Derivatives & Risk Management 2003, May 20-22, 2003, Barcelona, Spain
Interest Rate Modelling: The Latest Calibration and Implementation Techniques, May 19-20, 2003, London
How I Became a Quant: Financial Engineers Give a Personal View of their Careers in Quantitative Finance, May 12, 2003, IAFE and the Fischer Black Memorial Foundation, New York
A.N. Kolmogorov Centennial Conferences, May 11-16 & June 16-21, 2003, Tambov & Moscow, Russia
Summer School 2003 on Modeling Extreme Events and Dependence in Finance: Risk Management Beyond Value-at-Risk, May 5-9, 2003, Geneva, Switzerland
13th Annual Derivatives Securities and Risk Management Conference, April 25-26, 2003, Cornell Theory Center, CTC-Manhattan, New York
Risk 2003 Europe, 8th Annual European Derivatives and Risk Management Congress, April 7-10, 2003, Paris, France
Frankfurt MathFinance Workshop - Derivatives and Risk Management in Theory and Practice, April 2-4, 2003, Frankfurt, Germany
Credit Risk Modeling for Financial Institutions (Duffie/Singleton), March 30 - April 4, 2003, Stanford
CBOE/CBOT/CME 19th Annual Risk Management Conference - An End User's Forum, March 23-26, 2003, San Antonio, Texas
CIFEr'03 - International Conference on Computational Intelligence for Financial Engineering, March 21-23, 2003, Hong Kong, China
International Conference on Finance and Frontiers in Finance and Economics: Investment and Financing Decisions, Risk and Value Creation - Theory and Evidence, March 13-15, 2003, Hammamet Yasmine, Tunisia
Stochastic Calculus for Derivatives (Steven Shreve), March 10-11, 2003, Frankfurt; March 13-14, London; March 24-25, New York
School on Quantum Independent Increment Processes: Structure and Applications to Physics, March 9-22, 2003, Greifswald, Germany
International Conference on Modeling, Optimization and Risk Management in Finance, March 5-7, 2003, University of Florida, Gainesville
2003 Financial Mathematics and Financial Engineering Graduate Student Job Fair, March 3, 2003, Chicago
6th Annual Super Return - European Private Equity & Venture Capital Summit, February 26-27, 2003, Munich, Germany
Advanced Credit Risk Management and Modelling Techniques for Effective Portfolio Credit Risk Management, February 24-25, 2003, New York
Workshop on Financial Methods in Insurance, February 20-21, 2003, University of Copenhagen, Denmark
GARP 2003 Fourth Annual Convention, February 10-13, 2003, New York
Gala Dinner in Honor of Dr. Jonathan Ingersoll - Winner of the IAFE/SunGard Financial Engineer of the Year Award 2002, February 4, 2003, The United Nations, New York
Advanced Credit Risk Management and Modelling Techniques for Effective Portfolio Credit Risk Management, February 3-4, 2003, London, UK
Conference on Derivatives 2003: Reports from the Frontiers, January 31, 2003, New York University
Sixty Third Annual Meeting of the American Finance Association, January 3-5, 2003, Washington, D.C.
Winter School on Financial Mathematics 2002 - Special Topics: Credit Risk and Calibration, December 16-18, 2002, Castle Oud Poelgeest, Netherlands
RiskInvest 2002, Annual Conference for Hedge Funds and Investment Managers, December 10-11, 2002, Boston
2002 Conference on Quantitative Methods in Finance, December 9-13, Cairns, Australia & December 17-19, 2002, Sydney, Australia
9th Annual Conference Risk Management 2002, New Horizons & Advances in Risk Management, Measurement, Modelling & Capital Allocation, December 3-6, 2002, Geneva, Switzerland
International Conference on Monte Carlo and Quasi-Monte Carlo Methods, November 25-28, 2002, Singapore
Sixth Columbia Practitioners Conference in Mathematics of Finance, November 23, 2002, Columbia University, New York
MSRI Event Risk Workshop, November 6-8, 2002, New York
18th Annual Chicago Futures & Options EXPO 2002, November 6-8, 2002, Chicago
RISK Quantitative Finance 2002 Conference, November 4-5, 2002, New York & November 25-26, 2002, London
Workshop on Integrated Risk-Return Management: New Approach to Management of Bank Portfolio, November 4-5, 2002, University of Florida, Gainesville
9th Annual CAP Workshop on Derivative Securities and Risk Management, November 1, 2002, Center for Applied Probability, Columbia University, New York
MAR/Hedge 9th European Conference on Hedge Fund Investments, October 27-29, 2002, Bermuda
2002 Workshop in Financial Econometrics: Extremal Events in Finance, October 25-26, 2002, Montreal, Canada
Statistical Analysis of Financial Data in S-PLUS, October 24-25, 2002, New York
2002 National Financial Mathematics Career Fair, October 21, 2002, IAFE & Courant Institute of Mathematical Sciences, New York
Workshop on Quantitative Risk Management, October 2-4, 2002, Federal Institute of Technology (ETH), Zurich, Switzerland
CREDIT 2002 Conference - Assessing the Risk of Corporate Default, September 19-20, 2002, Venice, Italy
CIRANO/FIELDS Short Course Series in Quantitative Finance, September 18-19, 2002 -- April-May, 2003, Fields Institute, Toronto, Canada
Conference on Stochastic Analysis and Related Topics, including a special ceremonial session to celebrate "Beiju" (the 88th birthday) of Professor Kiyosi Itô, September 4-7, 2002, Kyoto University, Japan
Stochastic Analysis Conference ICM 2002, August 29 - September 3, 2002, Beijing, China ( Stochastic Finance Section Organizer M. Schweizer)
The International Econophysics Conference, August 29-31, 2002, Bali, Indonesia
Summer School: From Levy Processes to Semimartingales - Recent Theoretical Developments and Applications to Finance, August 20-27, 2002, University of Aarhus, Denmark
International Conference on Mathematics in Finance, August 4-9, 2002, Berg-en-Dal, Kruger National Park, South Africa
An Euro Summer School - Advanced Course in Mathematical Finance, July 1-6, 2002, Barcelona, Spain
28th Conference on Stochastic Processes and Their Applications, July 1-5, 2002, The University of Melbourne, Parkville, Australia
Conference on Interplay between Mathematical Finance and Insurance, June 19-21, 2002, University of Aarhus, Denmark
2nd World Congress of the Bachelier Finance Society, June 12-15, 2002, Crete, Greece
Risk 2002 USA, 8th Annual USA Derivatives and Risk Management Congress, June 11-12, 2002, Boston
Workshop on Interest Rate Models - Theory and Implementation, May 31, 2002, Frontiers-in-Finance, Paris, France
2002 International Association of Financial Engineers (IAFE) Annual Membership Meeting, May 30, 2002, Goldman Sachs, 32 Old Slip, New York
4th Minisymposium on Stochastic Methods in Financial Models, Special Session of the Seminar on Stochastic Analysis, Random Fields and Applications, May 23-24, 2002, Ascona, Switzerland
2002 World Congress on Computational Intelligence, Special Sessions on Computational Intelligence in Financial Engineering - CIFER, May 12-17, 2002, Honolulu, Hawaii
9th Annual Global Derivatives & Risk Management Conference, May 15-16, 2002, Barcelona, Spain
Interest Rate Modelling: Calibration and Implementation Techniques, May 13-14, 2002, New York
Advanced Course on Long Range Dependence, Heavy Tails and Rare Events with Applications to Finance and Telecommunications, May 6-10, 2002, University of Copenhagen, Denmark
Stochastic Calculus for Derivatives, May 6-7, 2002, New York
Special Research Semester on Financial Markets: Mathematical, Statistical and Economic Analysis, April 29 - July 15, 2002, Pisa, Italy
12th Annual Derivatives Securities Conference, April 26-27, 2002, Cornell Theory Center & IAFE, CTC-Manhattan, New York
Workshop: New Directions in Financial Modeling, April 26, 2002, USC, Los Angeles
Risk 2002 Europe, 7th Annual European Derivatives and Risk Management Congress, April 23-24, 2002, Paris, France
Quantitative Financial Risk Management with Examples in S-PLUS, April 18-19, 2002, New York
Munich Spring School on Mathematical Finance, April 9-12, 2002, Munich, Germany
5th Columbia-JAFEE Conference on the Mathematics of Finance, April 5-6, 2002, Columbia University, New York
Frankfurt MathFinance Workshop - Derivatives and Risk Management in Theory and Practice, April 3-5, 2002, Frankfurt, Germany
CIRANO and MITACS Conference on Monte Carlo and Numerical Methods in Finance, March 15, 2002, CIRANO, Montreal, Canada
Pricing, Hedging and Trading Exotic Derivatives, March 4-5, 2002, New York
Credit Risk Modeling for Financial Institutions, March 3-7, 2002, Zurich, Switzerland
Workshop on Computational Methods and Applications in Finance, February 27 - March 1, 2002, The Fields Institute for Research in Mathematical Sciences, Toronto, Canada
5th Annual Super Return - European Private Equity & Venture Capital Summit, February 26 - March 1, 2002, Munich, Germany
MAR/Hedge 7th European Conference on Hedge Fund Investments, February 25-27, 2002, Geneva, Switzerland
IMN 5th Annual World Cup of Indexing and Related Products, February 25-26, 2002, Barcelona, Spain
Financial Modeling in S-PLUS, February 25-26, 2002, New York
GARP 2002 Third Annual Risk Management Convention & Exhibition, February 11-14, 2002, New York
Gala Dinner in Honor of Dr. Andrew Lo - Winner of the IAFE/SunGard Financial Engineer of the Year Award 2001, February 7, 2002, The United Nations Delegates Dining Room, New York
CBOE/CBOT/CME 18th Annual Risk Management Conference - An End User's Forum, January 31 - February 3, 2002, St. Petersburg, Florida
2nd MaPhySto Conference on Levy Processes - Theory and Applications, January 21-25, 2002, University of Aarhus, Denmark
Sixty Second Annual Meeting of the American Finance Association, January 4-6, 2002, Atlanta
Winter School on Financial Mathematics 2001 - Special Topics: Term Structure and Risk Measures, December 17-19, 2001, Castle Oud Poelgeest, Netherlands
Applications of Malliavin Calculus in Finance, December 13-14, 2001, INRIA-Rocquencourt, France
2001 Conference on Quantitative Methods in Finance, December 12-15, 2001, Sydney, Australia
Applications of Physics in Financial Analysis 3, December 5-7, 2001, London, UK
8th Annual Conference Risk Management 2001, New Horizons & Advances in Risk Management, Measurement, Modelling & Capital Allocation, December 4-7, 2001, Geneva, Switzerland
8th Annual CAP Workshop on Derivative Securities and Risk Management, November 9, 2001, Center for Applied Probability, Columbia University, New York
MATH WEEK 2001, Risk's 3rd Annual Conference on Innovative Research in Derivatives Modelling and Analysis, November 5-9, 2001, New York
MATHEMATICA in Finance Seminar, October 15, 2001, Chicago (Rosemont, IL)
Summer School in Mathematical Finance, September 17-22, 2001, Dubrovnik, Croatia
Summer School on Stochastics and Finance, September 3-7, 2001, Barcelona, Spain
11th INFORMS Applied Probability Society Conference, July 25-27, 2001, New York
Annual Research Conference in Financial Risk, July 12-14, 2001, Budapest, Hungary
The International Association of Financial Engineers (IAFE) 10th Annual Conference, July 2-3, 2001, Sophia Antipolis (Antibes) & Cannes, France
CIRANO Workshop on Financial Mathematics & Econometrics, June 26-30, 2001, Montreal, Canada
Second International ISCS Symposium on Advanced Computing in Financial Markets, June 19-22, 2001, Bangor, Wales, U.K.
Risk 2001 USA, 6th Annual USA Derivatives and Risk Management Congress, June 12-13, 2001, Boston
8th Annual Conference Global Derivatives & Risk Management 2001, May 9-10, 2001, Juan Les Pins, France
Conference on Bank Structure and Competition, Federal Reserve Bank of Chicago, May 9-11, 2001, Chicago
International Conference "Patterns - Trends - Predictions", May 9-12, 2001, Delray Beach, Florida
11th Annual Derivatives Securities Conference, April 27-28, 2001, New York Information Technology Center, New York
Advanced Mathematics: Pricing and Hedging Credit Derivatives, April 23-24, 2001, New York; April 26-27, 2001, London
New Directions in Financial Risk Management Conference, April 23-24, 2001, Hamilton, Ontario, Canada
Developments in Quantitative Investment Models, April 17, 2001, Boston
Risk 2001 Europe, 6th Annual European Derivatives and Risk Management Congress, April 10-11, 2001, Paris, France
International Symposium on Derivatives & Risk Management 2001, March 1-2, 2001, New York
GARP 2001 Second Annual Risk Management Convention & Exhibition, February 12-15, 2001, New York
The Mathematical Theory of Interest Rate Models, February 6-7, 2001, King's College, London Mathematical Society, London, U.K.
CBOE/CBOT/CME 17th Annual Risk Management Conference - An End User's Forum, February 1-4, 2001, Coronado, California
Austrian Workshop on Credit Risk Management, January 31 - February 2, 2001, Vienna University of Technology, Vienna, Austria
Sixty First Annual Meeting of the American Finance Association, January 5-8, 2001, New Orleans
Conference on Financial Mathematics: Risk Management, Modeling and Numerical Methods, January 3-12, 2001, Institute for Pure & Applied Mathematics, UCLA, Los Angeles
4th Columbia-JAFEE Conference for Mathematical Finance and Financial Engineering, December 16-17, 2000, Tokyo, Japan
Workshop on Options in Financial Products: Approaches to Valuation, December 8, 2000, The Fields Institute for Research in Mathematical Sciences, Toronto, Canada
7th Annual Conference Risk Management 2000, New Horizons & Advances in Risk Management, Measurement, Modelling & Capital Allocation, December 5-8, 2000, Geneva, Switzerland
Quantitative Methods in Finance 2000 & Bernoulli Society Conference in Financial Mathematics, December 4-9, 2000, Sydney, Australia
Stochastic Calculus for Derivatives Risk Training Course, December 4-5, 2000, New York
7th Annual CAP Workshop on Mathematical Finance: Theory, Practice and Computation, December 1, 2000, Center for Applied Probability, Columbia University, New York
MATH WEEK 2000, Risk's 2nd Annual Conference on Innovative Research in Derivatives Modelling and Analysis, November 13-17, 2000, New York
Chicago Futures & Options EXPO 2000, November 7-9, 2000, Chicago
International Association of Financial Engineers (IAFE) Annual Membership Meeting and Conference, October 12, 2000, Goldman Sachs Training Center, New York
Columbia Practitioners Conference on the Mathematics of Finance, October 7, 2000, Columbia University, NY
Statistical Modeling and Computation in Finance Conference, September 28, 2000, New York
Credit Risk Summit 2000, September 27-28, 2000, New York
Mathematical Finance Day 2000, September 24, 2000, Boston University, Boston
The Federal Reserve Bank of Chicago - Risk Management Conference, September 21-23, 2000, Chicago
Quantitative Risk Management in Finance, July 31 - August 5, 2000, Carnegie Mellon University, Pittsburgh
RiskTech 2000, 4th Annual Trading and Risk Management Information Technology Congress, July 11-12, 2000, New York
1st World Congress of the Bachelier Finance Society, June 28 - July 1, 2000, Paris, France
Risk 2000, 6th Annual US Derivatives and Risk Management Congress, June 13-14, 2000, Boston
International Research Conference in Financial Risk Management, June 8-10, 2000, London, UK
Numerical Solutions of PDEs in Derivatives Pricing, June 5-6, 2000, Courant Institute of Mathematical Sciences, NYU, New York
Finance 2000 Day, April 30, 2000, Boston University, Boston
10th Annual Derivatives Securities Conference, April 28-29, 2000, Boston University, Boston
Risk 2000 Europe, 5th Annual European Derivatives and Risk Management Congress, April 11-12, 2000, Paris, France

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