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

Financial Mathematics, Financial Engineering and Risk Management

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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Wiley Frontiers in Finance Series, Wiley Series in Financial Engineering
Wiley Finance Editions,Wiley Trading Advantage Series,Wiley Trader's Exchange
Trading Bookshelf
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Wiley Series in Probability and Mathematical Statistics
McGraw-Hill Series in Probability and Statistics
Advanced Series on Statistical Science & Applied Probability
Springer Series in Statistics. Probability and Its Applications
Springer Statistics and Computing Series
Springer Series in Information Sciences
Springer Series in Operations Research
Springer Lecture Notes  in Mathematics
Springer Lecture Notes  in Statistics
Springer Graduate Texts in Mathematics
Springer Undergraduate Mathematics
Springer Applied Mathematical Sciences
Springer Series in Synergetics
Stochastics Monographs

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

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