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New Books 1999-2000-2001-2002-2003-2004-2005++



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) MEUCCI: Risk and Asset Allocation (Springer Finance) POUNDSTONE: Fortune's Formula: The Untold Story of the Scientific Betting System That Beat the Casinos and Wall Street KAMINSKI (Editor): Energy Modelling: Advances in the Management of Uncertainty, Second Edition (2005) GREGORIOU, ZHU: Evaluating Hedge Fund and CTA Performance: Data Envelopment Analysis Approach + CD-ROM DAVIS, SIGMON: MATLAB Primer (Seventh Edition, 2005) SCHOENMAKERS: Robust Libor Modelling and Pricing of Derivative Products SCHOUTENS, KYPRIANOU, WILMOTT: Exotic Option Pricing and Advanced Levy Models THALER (Editor): Advances in Behavioral Finance, Volume II (The Roundtable Series in Behavioral Economics) DICKSON: Insurance Risk and Ruin (International Series on Actuarial Science) HULL: Options, Futures & Other Derivatives, 6th Edition (2005) SHEPHARD, BARNDORFF-NIELSEN: Continuous Time Approach to Financial Volatility (Mathematics, Finance and Risk) SHEPHARD (Editor): Stochastic Volatility 
(Advanced Texts in Econometrics) TSAY: Analysis of Financial Time Series, Second Edition (2005) TAYLOR: Asset Price Dynamics, Volatility, and Prediction BERNSTEIN: Capital Ideas : 
The Improbable Origins of Modern Wall Street 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) EASTERLING: Unexpected Returns: Understanding Secular Stock Market Cycles LANDO: Credit Risk Modeling : Theory and Applications (Princeton Series in Finance) SIEGEL: The Future for Investors: Why the Tried and the True Triumphs Over the Bold and the New 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 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 RACHEV, FABOZZI, MENN: Fat-Tailed and Skewed Asset Return Distributions : Implications for Risk Management, Portfolio Selection, and Option Pricing RACHEV (Editor): Handbook of Computational and Numerical Methods in Finance 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) CUSATIS, THOMAS: Hedging Instruments and Risk Management: How to Use Derivatives to Control Financial Risk in Any Market REEHL: The Mathematics of Options Trading SCHERER, MARTIN: Modern Portfolio Optimization with NuOPT, S-PLUS and S+Bayes SCHERER: Portfolio Construction and Risk Budgeting, Second Edition (2004) JORION: Financial Risk Manager Handbook 2001-2002 JORION: Financial Risk Manager Handbook, Second Edition JORION: Financial Risk Manager Handbook, Third Edition (April 2005) McLEISH: Monte Carlo Simulation and Finance JEWSON, BRIX, ZIEHMANN: Weather Derivative Valuation: The Meteorological, Statistical, Financial and Mathematical Foundations BANKS: Catastrophic Risk : Analysis and Management (The Wiley Finance Series) BANKS: Alternative Risk Transfer : Integrated Risk Management through Insurance, Reinsurance, and the Capital Markets OKSENDAL: Stochastic Differential Equations : An Introduction with Applications, 6th edition (Universitext) OKSENDAL, SULEM: Applied Stochastic Control of Jump Diffusions (Universitext) MALLIAVIN, THALMAIER: Stochastic Calculus of Variations in Mathematical Finance (Springer Finance Series) 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) DOWD: Measuring Market Risk, Second Edition (2005) FRENKEL, HOMMEL, RUDOLF (Editors): Risk Management: Challenge and Opportunity, Second Revised and Enlarged Edition (2005) BAAQUIE: Quantum Finance : Path Integrals and Hamiltonians for Options and Interest Rates MEZRICH: Bringing Down the House: The Inside Story of Six M.I.T. Students Who Took Vegas for Millions LEWIS: Option Valuation Under Stochastic Volatility: 
With Mathematica Code (Second Printing, February 2005) JAVAHERI: Inside Volatility Arbitrage: 
The Secrets of Skewness LAM: Enterprise Risk Management: From Incentives to Controls JAIN: Credit & Market Risk Arbitrage LITTLEFIELD, HANSELMAN: Mastering MATLAB 7 TOPPER: Financial Engineering with Finite Elements 
(The Wiley Finance Series) APPLEBAUM: Levy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) 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 FABOZZI (Editor): The Handbook of Fixed Income Securities (7th Edition, April 2005) BLACK: Managing a Hedge Fund: A Complete Guide to Trading, Business Strategies, Operations, and Regulations GRANT: Trading Risk: Enhanced Profitability through Risk Control (Wiley Trading) KATZ, McCORMICK: Advanced Option Pricing Models: 
An Empirical Approach To Valuing Options KATZ, MCCORMICK: The Encyclopedia of Trading Strategies GARDINER: Handbook of Stochastic Methods: For Physics, Chemistry and the Natural Sciences, 3rd Edition (Springer Series in Synergetics) GARDINER: Handbook of Stochastic Methods: For Physics, Chemistry and the Natural Sciences, 2nd Edition (Springer Series in Synergetics) BLACK: The Legacy of Fischer Black, Edited by Bruce N. Lehmann MEHRLING: The Price of Risk: Fischer Black and the Revolutionary Idea of Finance CLARK, GHOSH: Arbitrage, Hedging, and Speculation: 
The Foreign Exchange Market ZHANG: Chinese Yuan (Renminbi) Derivatives Products WILMOTT (Editor): The Best of WILMOTT 1 : 
Incorporating the Quantitative Finance Review 2003 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) FONTANILLS, GENTILE: The Volatility Course FONTANILLS: The Options Course: High Profit & Low Stress Trading Methods (Wiley Trading) DUNBAR (Editor): Derivatives Trading and Option Pricing (Risk Books) BATCHVAROV (Editor): Hybrid Products : Instruments, Applications and Modelling (Risk Books ) VAN DEVENTER, IMAI, MESLER: Advanced Financial Risk Management: Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Managements McNELIS: Neural Networks in Finance : Gaining Predictive Edge in the Market (Academic Press Advanced Finance Series) COCHRANE: Asset Pricing : (Revised Edition, 2005) 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 JACOBS, LEVY, ANSON: Market Neutral Strategies MALKIEL: The Random Walk Guide to Investing: Ten Rules for Financial Success (Paperback, 2005 Edition) MANDELBROT, HUDSON: The (Mis)behavior of Markets:
A Fractal View of Risk, Ruin and Reward HAFNER: Stochastic Implied Volatility: A Factor-Based Model CHOUDHRY: Analysing and Interpreting the Yield Curve (Wiley Finance) LEDERMAN: Symmetry and the Beautiful Universe YAGLOM: An Introduction to the Theory of Stationary Random Functions (Dover Phoenix Editions) SHEFRIN: A Behavioral Approach to Asset Pricing (Academic Press Advanced Finance Series) SATCHWELL: Pattern Recognition and Trading Decisions (Irwin Trader's Edge Series) JOHNSON, JEFFERIES, HUI: Financial Market Complexity : What Physics Can Tell Us About Market Behaviour (Economics & Finance) HULL: Fundamentals of Futures and Options Markets, 5th Edition ITO: Stochastic Processes CUTHBERTSON, NITZSCHE: Quantitative Financial Economics : Stocks, Bonds and Foreign Exchange,
Second Edition (2005) AIT-SAHALIA, HANSEN (Editors): Handbook of Financial Econometrics MERTON MILLER: Selected Works of Merton H. Miller: A Celebration of Markets: Finance & Economics DERMAN: My Life as a QUANT : 
Reflections on Physics and Finance SCHOENFELD: Active Index Investing: Maximizing Portfolio Performance and Minimizing Risk Through Global Index Strategies WHISTLER: Trading Pairs + CD: Capturing Profits and Hedging Risk with Statistical Arbitrage Strategies VIDYAMURTHY: Pairs Trading : Quantitative Methods and Analysis TILMAN (Editor): Asset/Liability Management of Financial Institutions: Maximizing Shareholder Value Through Risk-Conscious Investing ALTUCHER: Trade Like Warren Buffett (Wiley Trading) ALTUCHER: Trade Like a Hedge Fund: 20 Successful Uncorrelated Strategies and Techniques to Winning Profits HOMER, LEIBOWITZ: Inside the Yield Book: The Classic That Created the Science of Bond Analysis, New Edition HOMER, SYLLA: A History of Interest Rates LEIBOWITZ: Franchise Value : A Modern Approach to Security Analysis (Wiley Finance) LONDON: Modeling Derivatives in C++ (Book and CD-ROM) KENNEDY: A Guide to Econometrics, Fifth Edition VAN VLIET, HEHDRY: Modeling Financial Markets: Using Visual Basic and Databases to Create Pricing, Trading and Risk Management Models MILTON FRIEDMAN: Capitalism and Freedom, Free to Choose, Money Mischief, Price Theory, Monetary History of the United States MILTON FRIEDMAN: Price Theory GLASSERMAN: Monte Carlo Methods in 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 NIEDERHOFFER: Practical Speculation 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) DASH: Quantitative Finance and Risk Management: A Physicist's Approach MUSIELA, RUTKOWSKI: Martingale Methods in Financial Modelling, 2nd Edition WEISSMAN: Mechanical Trading Systems : Pairing Trader Psychology with Technical Analysis (Wiley Trading) KAUFMAN: New Trading Systems and Methods + CD (Wiley Trading) BRIGO, MERCURIO: Interest Rate Models - Theory and Practice, Second Edition (2005) BRIGO, MERCURIO: Interest Rate Models - Theory and Practice, First Edition (2001) CRACK: Heard on The Street : Quantitative Questions from Wall Street Job Interviews SCHWAB: Hedge Me: The Insider's Guide 
U.S. Hedge Fund Careers, Second Edition BOMFIM: Understanding Credit Derivatives and Related Instruments SCHMIDT: Quantitative Finance for Physicists : An Introduction 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) BARENBLATT: Scaling Phenomena: Dimensional Analysis, the Renormalization Group and Self-similarity BARENBLATT: Scaling, Self-similarity, and Intermediate Asymptotics : Dimensional Analysis and Intermediate Asymptotics ROMAN: Introduction To The Mathematics Of Finance: From Risk Management To Options Pricing (Undergraduate Texts in Mathematics) KLEINERT: Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets, Third Expanded Edition 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 McCRARY: Hedge Fund Course (Wiley Finance) McCRARY: How to Create and Manage a Hedge Fund: A Professional's Guide WOLFINGER: Create Your Own Hedge Fund : Increase Profits and Reduce Risks with ETFs and Options (Wiley Trading) Book List from the Notices of the American Mathematical Society CRACK: Basic Black-Scholes: Option Pricing and Trading RISK: Modern Risk Management: A History CARR (Editor): Derivatives Pricing: The Classic Collection (RISK Books) SCHACHTER (Editor): Intelligent Hedge Fund Investing (RISK Books) DUNBAR (Editor): The Risk Annual: Technical Papers from the Cutting Edge Section of Risk (RISK Books) REBONATO: Volatility and Correlation : The Perfect Hedger and the Fox (Wiley Finance) DALTON: Excel Add-in Development in C/C++: Applications in Finance JOSHI: The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk) JOSHI: C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) CHOUDHRY: Structured Credit Products: Credit Derivatives and Synthetic Securitization CHOUDHRY: Fixed Income Securities and Derivatives Handbook: Analysis and Valuation AKAHORI, OGAWA & WATANABE (Editors): Stochastic Processes and Applications to Mathematical Finance (Proceedings of the Ritsumeikan International Symposium, Kusatsu, Shiga, Japan 5-9 March 2003) CULP: Risk Transfer : Derivatives in Theory and Practice WORNER: Applied C# in Financial Markets DEACON: Global Securitisation and CDOs DUBIL: An Arbitrage Guide to Financial Markets Managing Energy Price Risk: The New Challenges and Solutions, 3rd Edition GORDY: Credit Risk Modelling: The Cutting-edge Collection: Technical Papers Published in Risk 1999-2003 McCAULEY: Dynamics of Markets: Econophysics and Finance TALEB: Fooled by Randomness: The Hidden Role of Chance in the Markets and in Life, Second Edition CHISHOLM: Derivatives Demystified: A Step-by-Step Guide to Forwards, Futures, Swaps and Options JABBOUR, BUDWICK: The Option Trader Handbook : Strategies and Trade Adjustments SHIMKO: Credit Risk: Models and Management, Second Edition ONG: Credit Ratings: Methodologies, Rationale and Default Risk GREGORY (Editor): Credit Derivatives: The Definitive Guide (RISK Books) MANGLA: Financial Trading Systems Design and Development with C++ (+CD) (Wiley Finance) KEATING: Credit Risk Modelling (Finance and Capital Markets Series) 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 DEVENTER, IMAI: Credit Risk Models and the Basel Accords FABOZZI, GOODMAN: Collateralized Debt Obligations: Structures and Analysis EHLERS: Cybernetic Analysis for Stocks and Futures : Cutting-Edge DSP Technology to Improve Your Trading EHLERS: Rocket Science for Traders: Digital Signal Processing Applications TAPIERO: Risk and Financial Management : Mathematical and Computational Methods BENTH: Option Theory With Stochastic Analysis: An Introduction to Mathematical Finance (Universitext) RUPPERT: Statistics and Finance: An Introduction
(Springer Texts in Statistics) OSBAND: Iceberg Risk: An Adventure in Portfolio Theory BOULEAU: Financial Markets and Martingales: Observations on Science and Speculation CARMONA: Statistical Analysis of Financial Data in S-Plus (Springer Texts in Statistics) RAHL: Hedge Fund Risk Transparency (Risk Books) HIGHAM: An Introduction to Financial Option Valuation : Mathematics, Stochastics and Computation NEFTCI: Principles of Financial Engineering 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 [DOWNLOAD: ADOBE READER] CRACK: Heard on The Street : Quantitative Questions from Wall Street Job Interviews RAYNES, RUTLEDGE: The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation LITTERMAN: Modern Investment Management: An Equilibrium Approach DAS: Swaps and Financial Derivatives : Products, Pricing, Applications and Risk Management SENGUPTA: Financial Modeling 
Using Excel and VBA (Book and CD-ROM) CONT, TANKOV: Financial Modelling With Jump Processes LINK: High Probability Trading: Take the Steps to Become a Successful Trader 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 LEVY: Computational Finance : Numerical Methods for Pricing Financial Instruments (Book and CD-ROM) 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 STULZ: Risk Management and Derivatives ALEXANDER: Operational Risk: Regulation, Analysis and Management CHERUBINI: Copula Methods in Finance MALKIEL: The Random Walk Guide to Investing: Ten Rules for Financial Success 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) ALEXANDER: Mastering Risk : Volume 2 - Applications RIPLEY, VENABLES: Modern Applied Statistics with S 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 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 VENABLES, SMITH: An Introduction to R CHAUMONT, YOR: Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, via Conditioning (Cambridge Series in Statistical and Probabilistic Mathematics) ROGERS, TALAY (Editors): Numerical Methods in Finance (Publications of the Newton Institute) FABOZZI: The Handbook of Financial Instruments BEAUMONT: Financial Engineering Principles : A Unified Theory for Financial Product Analysis and Valuation 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 DAVIDSON, SANDERS, WOLFF, CHING: Securitization : Structuring and Investment Analysis WOLFRAM: The Mathematica Book, 
Fifth Edition (August 2003) HARRIS: Trading and Exchanges: Market Microstructure for Practitioners VOITLE: Vault Guide to Advanced Finance and Quantitative Interviews FERNHOLZ: Stochastic Portfolio Theory McDONALD: Derivatives Markets PROTTER: Stochastic Integration and Differential Equations, Third Edition CAPINSKI, ZASTAWNIAK: Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series) HAIGH: Probability Models (Springer Undergraduate Mathematics Series) YATES: High Performance Options Trading: Option Volatility and Pricing Strategies KISSELL, GLANTZ: Optimal Trading Strategies: Quantitative Approaches for Managing Market Impact and Trading Risk NICHOLAS: Hedge Fund of Funds Investing: New Strategies for Hedge Fund Marketplace SMITHSON: Credit Portfolio Management SCHONBUCHER: Credit Derivatives Pricing Models: Model, Pricing and Implementation BARHAM, HALLSWORTH: Starting a Hedge Fund - an Asian Perspective JAMES: Option Theory FABOZZI: Investing in Asset-Backed Securities HAYRE: Solomon Smith Barney Guide to Mortgage-Backed and Asset-Backed Securities BRIYS, DE VARENNE: Insurance: From Undewriting to Derivatives: Asset Liability Management in Insurance Companies BRIGO, MERCURIO: Interest Rate Models - Theory and Practice FABOZZI: Handbook of Mortgage Backed Securities CULP: The Risk Management Process: Business Strategy and Tactics BIELECKI, RUTKOWSKI: Credit Risk : Modelling, Valuation and Hedging MICHAUD: Efficient Asset Management : A Practical Guide to Stock Portfolio Optimization and Asset Allocation WILMOTT: Paul Wilmott Introduces Quantitative Finance Measuring Market Risk with Value at Risk Fixed Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging Risk Management: Approaches for Fixed Income Markets BACHELIER FINANCE SOCIETY: Mathematical Finance - Bachelier Congress 2000 SCHOUTENS: Levy Processes in Finance : Pricing Financial Derivatives BARNDORFF-NIELSEN, MIKOSCH, RESNICK (Editors): Levy Processes: Theory and Applications KESTNER: Quantitative Trading Strategies: : Harnessing the Power of Quantitative Techniques to Create a Winning Trading Program RACHEV: Handbook of Heavy Tailed Distributions in Finance HOLTON: Value-at-Risk: Theory and Practice 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 JACOD, PROTTER: Probability Essentials, Second Edition CHUNG, AITSAHLIA: Elementary Probability Theory: With Stochastic Processes and an Introduction to Mathematical Finance, 4th Edition CALAMOS: Convertible Arbitrage: Insights and Techniques for Successful Hedging OSBAND: Iceberg Risk: An Adventure in Portfolio Theory STEENBARGER: The Psychology of Trading: Tools and Techniques for Minding the Markets (Wiley Trading) EYDELAND, WOLYNIEC: Energy and Power Risk Management: New Developments in Modeling, Pricing and Hedging ALLEN: Financial Risk Management: A Practitioner's Guide to Managing Market and Credit Risk (with CD-ROM) FOLLMER, SCHIED: Stochastic Finance: An Introduction in Discrete Time (De Gruyter Studies in Mathematics) HAKALA, WYSTUP: Foreign Exchange Risk : Models, Instruments and Strategies BAZ, CHACKO: Financial Derivatives: Pricing, Applications, and Mathematics DUFFIE, SINGLETON: Credit Risk: Pricing, Measurement, and Management (Princeton Series in Finance) KEATING: Credit Risk Modelling (Finance and Capital Markets Series) 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 DEVENTER, IMAI: Credit Risk Models and the Basel Accords FABOZZI, GOODMAN: Collateralized Debt Obligations: Structures and Analysis The Raitings Game BLUHM, OVERBECK, WAGNER: An Introduction to Credit Risk Modeling Climate Risk and the Weather Market: Financial Risk Management with Weather Hedges Second Edition : Credit Risk Measurement : New Approaches to Value at Risk and Other Paradigms SEYDEL: Tools for Computational Finance ELDER: Come into My Trading Room: A Complete Guide to Trading INEICHEN: Absolute Returns: The Risk and Opportunities of Hedge Fund Investing STOJANOVIC: Computational Financial Mathematics using Mathematica KIJIMA: Stochastic Processes with Applications to Finance JACOD, SHIRIAEV: Limit Theorems for Stochastic Processes, 2nd Edition JARROW : Modelling Fixed Income Securities and Interest Rate Options, 2nd Edition BOYLE: Derivatives : The Tools That Changed Finance DOWD: Measuring Market Risk Modeling, Measuring and Hedging Operational Risk: A Quantitative Approach Risk: 
A Practical Guide for Deciding What's Really Safe and What's Really Dangerous in the World Around You HULL : Risk Management and Financial Engineering Fixed Income Securities: Tools for Today's Markets, Second Edition Non-Gaussian Merton-Black-Scholes Theory Structured Equity Derivatives: The Definitive Guide to Exotic Options and Structured Notes Structured Notes and Hybrid Securities HARDLE, KLEINOW, STAHL: Applied Quantitative Finance : Theory and Computational Tools Advances in Finance and Stochastics : Essays in Honour of Dieter Sondermann FABOZZI: The Global Money Markets Derivatives and Internal Models Uncertain Volatility Models - Theory and Application ZAGST: Interest Rate Management Fixed Income Securities: Tools for Today's Markets FABOZZI: Bond Portfolio Management, 2nd Edition FABOZZI: Fixed Income Securities, 2nd Edition Investment Valuation : Tools and Techniques for Determining the Value of Any Asset Selfsimilar Processes PAUL, BASCHNAGEL: Stochastic Processes From Physics to Finance Option Pricing : Black-Scholes Made Easy Swaps and Other Instruments CULP: The A.R.T. of Risk Management A Student's Guide to Financial Calculus Risk Management : Beyond Value at Risk Financial Engineering and Computation : Principles, Mathematics, & Algorithms OVERHAUS : Equity Derivatives: Theory and Applications Risk Budgeting : Portfolio Problem-Solving with Value at Risk Pricing Corporate Securities as Contingent Claims Exponential Functionals of Brownian Motion and Related Processes The Book of Risk Numerical Methods in Finance : A MATLAB-Based Introduction Patterns of Speculation : A Study in Observational Econophysics Real Options and Option-Embedded Securities Real Options Analysis: Tools and Techniques for Valuing Strategic Investments and Decisions Applied Math for Derivatives : A Non-Quant Guide to the Valuation and Modelling of Financial Derivatives TAVELLA, RANDALL: Pricing Financial Instruments: The Finite Difference Method O'Henry - Options LEWIS: Market Risk Modelling: Applied Statistical Methods for Practitioners PAULOS: A Mathematician Plays the Stock Market More New Books

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WOLFRAM: The Mathematica Book BJORK: Arbitrage Theory in Continuous Time NICHOLAS: Market-Neutral Investing : Long/Short Hedge Fund Strategies JACKSON, STAUNTON: Advanced Modelling in Finance Using Excel and VBA TAVELLA: Quantitative Methods in Derivatives Pricing : An Introduction to Computational Finance GRINOLD, KAHN: Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk TAVELLA, RANDALL: Pricing Financial Instruments : The Finite Difference Method DUFFIE: Dynamic Asset Pricing Theory : Second Edition CBOT: Options : Essential Concepts and Trading Strategies NIELSEN: Pricing and Hedging of Derivative Securities BOUCHAUD, POTTERS: Theory of Financial Risks: From Statistical Physics to Risk Management DeROSA: Options on Foreign Exchange ROSS: An Introduction to Mathematical Finance : Options and Other Topics MERTON: Continuous-Time Finance NEFTCI: An Introduction to the Mathematics of Financial Derivatives BROOKS: Building Financial Derivatives Applications with C++ OSBORNE: The Stock Market and Finance From a Physicist's Viewpoint OKSENDAL: Stochastic Differential Equations : An Introduction with Applications PRISMAN: Pricing Derivative Securities: An Interactive, Dynamic Environment with Maple V and Matlab CLEWLOW, STRICKLAND: Implementing Derivatives Models : Numerical Methods STEELE: Stochastic Calculus and Financial Applications BAXTER, RENNIE: Financial Calculus : An Introduction to Derivative Pricing KOLMOGOROV: Kolmogorov in Perspective JAMES, WEBBER: Interest Rate Modelling MANTEGNA, STANLEY: An Introduction to Econophysics: Correlations and Complexity in Finance CAMPBELL, LO, MacKINLAY: Econometrics of Financial Markets WILMOTT: The Mathematics of Financial Derivatives HULL: Options, Futures & Other Derivatives, 5th Edition, US JAECKEL: Monte Carlo Methods in Finance TALEB: Dynamic Hedging: Managing Vanilla and Exotic Options NATENBERG: Option Volatility and Pricing : advanced Trading Strategies and Techniques WILMOTT: Paul Wilmott Introduces Quantitative Finance WILMOTT: Paul Wilmott on Quantitative Finance, 2 Volume Set REBONATO: Modern Pricing of Interest-Rate Derivatives: The Libor Market Model and Beyond REBONATO: Volatility and Correlation : In the Pricing of Equity, Fx and Interest-Rate Options TAVAKOLI: Credit Derivatives: A Guide to Instruments and Applications, 2nd Edition REBONATO: Interest-Rate Option Models : Understanding, Analyzing and Using Models for Exotic Interest-Rate Options, 2nd Edition MURPHY: Technical Analysis of the Financial Markets: A Comprehensive Guide to Trading Methods and Applications HAUG: The Complete Guide to Option Pricing Formulas FABOZZI: The Handbook of Fixed Income Securities CRACK: Heard on The Street : Quantitative Questions from Wall Street Job Interviews More Bestsellers at http://finmath.com/Bestsellers.html

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