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HULL: Options, Futures & Other Derivatives, 8th Edition (January 25, 2011) HULL: Student Solutions Manual for Options, Futures, and Other Derivatives, 8th Edition (April 29, 2011) DERMAN: My Life as a QUANT : 
Reflections on Physics and Finance DERMAN: Models.Behaving.Badly: 
Why Confusing Illusion with Reality Can Lead to Disaster, on Wall Street and in Life PATTERSON: The Quants: 
How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It SHEPHARD (Editor): Stochastic Volatility 
(Advanced Texts in Econometrics) FOUQUE, PAPANICOLAOU, SIRCAR, SOLNA: Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives FOUQUE, PAPANICOLAOU, SIRCAR: Derivatives in Financial Markets with Stochastic Volatility GATHERAL: The Volatility Surface: A Practitioner's Guide (Wiley Finance) BOAS: Mathematical Methods in The Physical Sciences, 3rd Edition LIPTON: Mathematical Methods for Foreign Exchange: 
A Financial Engineer's Approach DeROSA: Options on Foreign Exchange, 3rd Edition JACOD, PROTTER: Discretization of Processes JOSHI: More Mathematical Finance JOSHI, DENSON, DOWNES: Quant Job Interview Questions And Answers JOSHI: C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) JOSHI: The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk) BROWN: Red-Blooded Risk: The Secret History of Wall Street BROWN: The Poker Face of Wall Street AYACHE: The Blank Swan: 
The End of Probability TALEB: The Black Swan: 
The Impact of the Highly Improbable TALEB: The Bed of Procrustes: 
Philosophical and Practical Aphorisms TALEB: Dynamic Hedging: 
Managing Vanilla and Exotic Options TALEB: Fooled by Randomness: 
The Hidden Role of Chance in the Markets and in Life, Second Edition GARDINER: Stochastic Methods: A Handbook for the Natural and Social Sciences (Springer Series in Synergetics), 4th Edition HAUG: The Complete Guide to Option Pricing Formulas + CD-ROM, 2nd Edition (2007) HAUG: The Complete Guide to Option Pricing Formulas + CD-ROM, 2nd Edition (2007) HAUG: Derivatives: Models on Models ANDERSEN, PITERBARG: Interest Rate Modeling. Volume 1: 
Foundations and Vanilla Models ANDERSEN, PITERBARG: Interest Rate Modeling. Volume 2: 
Term Structure Models ANDERSEN, PITERBARG: Interest Rate Modeling. Volume 3: 
Products and Risk Management WILMOTT: Frequently Asked Questions in Quantitative Finance, Second Edition, November 2009 WILMOTT: Frequently Asked Questions in Quantitative Finance WILMOTT: Paul Wilmott on Quantitative Finance, Second Edition (2006), 3 Volume Set REBONATO: Coherent Stress Testing: 
A Bayesian Approach to the Analysis of Financial Stress REBONATO: Volatility and Correlation : The Perfect Hedger and the Fox (Wiley Finance) BAAQUIE: Interest Rates and Coupon Bonds in Quantum Finance BAAQUIE: Quantum Finance : Path Integrals and Hamiltonians for Options and Interest Rates FEYNMAN, HIBBS: Quantum Mechanics and Path Integrals: 
Emended Edition (Dover Books on Physics) FEYNMAN: The Feynman Lectures On Physics: 
The Complete And Definitive Issue (2005) FEYNMAN: Feynman's Tips on Physics : A Problem-Solving Supplement to the Feynman Lectures on Physics WISE, BHANSALI: Fixed Income Finance: 
A Quantitative Approach BHANSALI: Bond Portfolio Investing and Risk Management BHANSALI: Pricing and Managing Exotic and Hybrid Options SINCLAIR: Option Trading: 
Pricing and Volatility Strategies and Techniques SINCLAIR: Volatility Trading, + CD-ROM DETEMPLE: American-Style Derivatives: Valuation and Computation BRACE: Engineering BGM (Financial Mathematics Series) QIAN, HUA, SORENSEN: Quantitative Equity Portfolio Management. 
Modern Techniques and Applications SCHOENMAKERS: Robust Libor Modelling and Pricing of Derivative Products GATAREK, BACHERT, MAKSYMIUK: The LIBOR Market Model in Practice BLUHM, OVERBECK, WAGNER: An Introduction to Credit Risk Modeling BLUHM, OVERBECK: Structured Credit Portfolio Analysis, Baskets & CDOs CONT, TANKOV: Financial Modelling With Jump Processes PROTTER: Stochastic Integration and Differential Equations, Third Edition JACOD, PROTTER: Probability Essentials, Second Edition POLE: Statistical Arbitrage: 
Algorithmic Trading Insights and Techniques WHISTLER: Trading Pairs + CD: Capturing Profits and Hedging Risk with Statistical Arbitrage Strategies VIDYAMURTHY: Pairs Trading : Quantitative Methods and Analysis SCHACHTER, LINDSEY (Editors): How I Became a Quant: 
Insights from 25 of Wall Street's Elite BOOKSTABER: A Demon of Our Own Design : 
Markets, Hedge Funds, and the Perils of Financial Innovation BERNSTEIN: Capital Ideas Evolving (Revised Edition) BERNSTEIN: Capital Ideas : 
The Improbable Origins of Modern Wall Street BERNSTEIN: Against the Gods : 
The Remarkable Story of Risk CRACK: Heard on The Street : Quantitative Questions from Wall Street Job Interviews, Revised Edition (2007) CRACK: Heard on The Street : Quantitative Questions from Wall Street Job Interviews CRACK: Basic Black-Scholes: Option Pricing and Trading OVERHAUS : Equity Hybrid Derivatives OVERHAUS : Equity Derivatives: Theory and Applications KUZNETSOV: The Complete Guide to Capital Markets for Quantitative Professionals DUFFY: Introduction to C++ for Financial Engineers with CD: An Object-Oriented Approach DUFFY: Finite Difference Methods in Financial Engineering : A Partial Differential Equation Approach (Wiley Finance) DUFFY: Financial Instrument Pricing Using C++ (The Wiley Finance Series) LONDON: Modeling Derivatives Applications in MATLAB, C++, and EXCEL (Book and CD-ROM) LONDON: Modeling Derivatives in C++ (Book and CD-ROM) HAKALA, WYSTUP: Foreign Exchange Risk : Models, Instruments and Strategies BRIGO, MERCURIO: Interest Rate Models - Theory and Practice : With Smile, Inflation and Credit (Springer Finance), Second Edition (2006) PLATEN, HEATH: A Benchmark Approach to Quantitative Finance (Springer Finance) EYDELAND, WOLYNIEC: Energy and Power Risk Management: New Developments in Modeling, Pricing and Hedging , 2nd Edition (2007) EYDELAND, WOLYNIEC: Energy and Power Risk Management: New Developments in Modeling, Pricing and Hedging GOETZMANN, ROUWENHORST: The Origins of Value : The Financial Innovations that Created Modern Capital Markets POUNDSTONE: Fortune's Formula: The Untold Story of the Scientific Betting System That Beat the Casinos and Wall Street ELDER: Entries & Exits : Visits to 16 Trading Rooms NELKEN: Hedge Fund and Investment Management KABANOV et al (Editors): From Stochastic Calculus to Mathematical Finance : The Shiryaev Festschrift BANKS: Synthetic and Structured Assets (The Wiley Finance Series) BANKS: Catastrophic Risk : Analysis and Management (The Wiley Finance Series) BANKS: Alternative Risk Transfer : Integrated Risk Management through Insurance, Reinsurance, and the Capital Markets VOIT: The Statistical Mechanics of Financial Markets, 3rd Edition (Texts and Monographs in Physics) BRUYERE, CONT et al.: Credit Derivatives and Structured Credit : A Guide for Investors CHAPLIN: Credit Derivatives : Risk Management, Trading and Investing SCHONBUCHER: Credit Derivatives Pricing Models: Model, Pricing and Implementation FONG: The Credit Market Handbook : Advanced Modeling Issues NELSEN: An Introduction to Copulas, Second Edition (Springer Series in Statistics) CHERUBINI: Copula Methods in Finance McDONALD: Derivatives Markets, Second Edition (2005) JAVAHERI: Inside Volatility Arbitrage: 
The Secrets of Skewness DELBAEN, SCHACHERMAYER: The Mathematics of Arbitrage (Springer Finance Series) MALLIAVIN, THALMAIER: Stochastic Calculus of Variations in Mathematical Finance (Springer Finance Series) MEUCCI: Risk and Asset Allocation (Springer Finance) COX, RUBINSTEIN: Options Markets RUBINSTEIN: A History of the Theory of Investments : 
My Annotated Bibliography (Wiley Finance) CULP: Structured Finance and Insurance : 
The ART of Managing Capital and Risk CULP: The A.R.T. of Risk Management CULP: Risk Transfer : Derivatives in Theory and Practice MALEVERGNE, SORNETTE: Extreme Financial Risks : From Dependence to Risk Management 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 LITTERMAN: Modern Investment Management: An Equilibrium Approach GRINOLD, KAHN: Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk WILMOTT, DEWYNNE, HOWISON: Option Pricing: Mathematical Models and Computation ZIVOT, WANG: Modeling Financial Time Series with S-PLUS, Second Edition (2005) CARMONA: Statistical Analysis of Financial Data in S-Plus (Springer Texts in Statistics) TSAY: Analysis of Financial Time Series, Second Edition (2005) CHORAFAS: Wealth Management : Private Banking, Investment Decisions, and Structured Financial Products BRUNEL: Integrated Wealth Management: 
A New Direction for Portfolio Managers BENNINGA: Financial Modeling BENNINGA: Principles of Finance with Excel FOCARDI, FABOZZI: The Mathematics of Financial Modeling and Investment Management FABOZZI, FOCARDI, KOLM: Financial Modeling of the Equity Market : From CAPM to Cointegration (Frank J. Fabozzi Series) FABOZZI: Fixed Income Mathematics: 
Analytical and Statistical Techniques, 4th Edition FABOZZI (Editor): The Handbook of Mortgage-Backed Securities, 6th Edition FABOZZI (Editor): The Handbook of Fixed Income Securities, 7th Edition FABOZZI, GOODMAN: Collateralized Debt Obligations: Structures and Analysis DAS: Swaps Financial Library, Structured Products Volume 1: Exotic Options; Interest Rates & Currency, 3rd Edition Revised : The Swaps & Financial Derivatives Library GROSSINHO, SHIRYAEV, ESQUIVEL, OLIVEIRA (Editors): Stochastic Finance WILMOTT (Editor): The Best of WILMOTT 2 : 
Incorporating the Quantitative Finance Review 2004 SCHOUTENS, KYPRIANOU, WILMOTT: Exotic Option Pricing and Advanced Levy Models McDONALD: Derivatives Markets THALER (Editor): Advances in Behavioral Finance, Volume II (The Roundtable Series in Behavioral Economics) DAS: Swaps Financial Library, Risk Management, 3rd Edition Revised : The Swaps & Financial Derivatives Library McNEIL, FREY, EMBRECHTS: Quantitative Risk Management: Concepts, Techniques, and Tools (Princeton Series in Finance) MEHRLING: The Price of Risk: Fischer Black and the Revolutionary Idea of Finance KESSLER: Running Money : Hedge Fund Honchos, 
Monster Markets and My Hunt for the Big Score GREGORIOU, ZHU: Evaluating Hedge Fund and CTA Performance: Data Envelopment Analysis Approach + CD-ROM GREGORIOU, HUBNER, PAPAGEORGIOU, ROUAH: Hedge Funds : Insights in Performance Measurement, Risk Analysis, and Portfolio Allocation HOMER, LEIBOWITZ: Inside the Yield Book: The Classic That Created the Science of Bond Analysis, New Edition HOMER, SYLLA: A History of Interest Rates DOWD: Measuring Market Risk, Second Edition (2005) KAMINSKI (Editor): Managing Energy Price Risk: The New Challenges and Solutions, 3rd Edition KAMINSKI (Editor): Energy Modelling: Advances in the Management of Uncertainty, Second Edition (2005) BURGHARDT, BELTON: The Treasury Bond Basis, 
Third Edition (2005) BURGHARDT: The Eurodollar Futures and Options Handbook RAHL: Hedge Fund Risk Transparency (Risk Books) ACHDOU, PIRONNEAU: Computational Methods for Option Pricing (Frontiers in Applied Mathematics) DICKSON: Insurance Risk and Ruin (International Series on Actuarial Science) FEYNMAN: The Feynman Lectures on Physics on CD DASH: Quantitative Finance and Risk Management: A Physicist's Approach 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 LITTLEFIELD, HANSELMAN: Mastering MATLAB 7 DAVIS, SIGMON: MATLAB Primer (Seventh Edition, 2005) REBONATO: Modern Pricing of Interest-Rate Derivatives: The Libor Market Model and Beyond DOWD: Measuring Market Risk DAS: Swaps and Financial Derivatives : Products, Pricing, Applications and Risk Management DAS: Credit Derivatives : CDOs and Structured Credit Products TOPPER: Financial Engineering with Finite Elements 
(The Wiley Finance Series) EASTERLING: Unexpected Returns: Understanding Secular Stock Market Cycles BLACK: The Legacy of Fischer Black, Edited by Bruce N. Lehmann TAYLOR: Asset Price Dynamics, Volatility, and Prediction ALLEN: Financial Risk Management: A Practitioner's Guide to Managing Market and Credit Risk (with CD-ROM) LANDO: Credit Risk Modeling : Theory and Applications (Princeton Series in Finance) KEATING: Credit Risk Modelling (Finance and Capital Markets Series) DUFFIE, SINGLETON: Credit Risk: Pricing, Measurement, and Management (Princeton Series in Finance) GORDY: Credit Risk Modelling: The Cutting-edge Collection: Technical Papers Published in Risk 1999-2003 VAN DEVENTER, IMAI, MESLER: Advanced Financial Risk Management: Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Managements SHIMKO: Credit Risk: Models and Management, Second Edition (RISK Books) GREGORY (Editor): Credit Derivatives: The Definitive Guide (RISK Books) TAVAKOLI: Collateralized Debt Obligations and Structured Finance: New Developments in Cash and Synthetic Securitization WILMOTT: Paul Wilmott on Quantitative Finance, 2 Volume Set WILMOTT (Editor): The Best of WILMOTT 1 : 
Incorporating the Quantitative Finance Review 2003 WYSTUP: FX Options and Structured Products WEITHERS: Foreign Exchange : A Practical Guide to the FX Markets ONG: Credit Ratings: Methodologies, Rationale and Default Risk KIEV: Hedge Fund Masters : How Top Hedge Fund Traders Set Goals, Overcome Barriers, and Achieve Peak Performance (Wiley Trading) 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 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, Third Edition (April 2005) NEFTCI: Principles of Financial Engineering LAM: Enterprise Risk Management: From Incentives to Controls BLACK: Managing a Hedge Fund: A Complete Guide to Trading, Business Strategies, Operations, and Regulations SCHACHTER (Editor): Intelligent Hedge Fund Investing (RISK Books) FRENKEL, HOMMEL, RUDOLF (Editors): Risk Management: Challenge and Opportunity, Second Revised and Enlarged Edition (2005) DALTON: Excel Add-in Development in C/C++: Applications in Finance HIGHAM: An Introduction to Financial Option Valuation : Mathematics, Stochastics and Computation CALAMOS: Convertible Arbitrage: Insights and Techniques for Successful Hedging MANGLA: Financial Trading Systems Design and Development with C++ (+CD) (Wiley Finance) KAUFMAN: New Trading Systems and Methods + CD (Wiley Trading) SENGUPTA: Financial Modeling 
Using Excel and VBA (Book and CD-ROM) STULZ: Risk Management and Derivatives REEHL: The Mathematics of Options Trading JEWSON, BRIX, ZIEHMANN: Weather Derivative Valuation: The Meteorological, Statistical, Financial and Mathematical Foundations LEWIS: Option Valuation Under Stochastic Volatility: 
With Mathematica Code (Second Printing, February 2005) FEYNMAN: Perfectly Reasonable Deviations from the Beaten Track: The Letters of Richard P. Feynman, Edited by Michelle Feynman FEYNMAN: The Feynman Lectures on Physics on CD: Volumes 7 & 8, Feynman on Mechanics and Feynman on Light AIT-SAHALIA, HANSEN (Editors): Handbook of Financial Econometrics JAIN: Credit & Market Risk Arbitrage GEMAN: Commodities and Commodity Derivatives : Modelling and Pricing for Agriculturals, Metals and Energy (Wiley Financial Engineering) OKSENDAL: Stochastic Differential Equations : An Introduction with Applications, 6th edition (Universitext) OKSENDAL, SULEM: Applied Stochastic Control of Jump Diffusions (Universitext) McLEISH: Monte Carlo Simulation and Finance HENDERSON: Fixed Income Strategy: A Practitioner's Guide GRANT: Trading Risk: Enhanced Profitability through Risk Control (Wiley Trading) MILTON FRIEDMAN: Capitalism and Freedom, Free to Choose, Money Mischief, Price Theory, Monetary History of the United States MILTON FRIEDMAN: Price Theory MUSIELA, RUTKOWSKI: Martingale Methods in Financial Modelling, 2nd Edition PENROSE: The Road to Reality: A Complete Guide to the Laws of the Universe 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 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) CLARK, GHOSH: Arbitrage, Hedging, and Speculation: 
The Foreign Exchange Market McNELIS: Neural Networks in Finance : Gaining Predictive Edge in the Market (Academic Press Advanced Finance Series) CHOUDHRY: Fixed Income Securities and Derivatives Handbook: Analysis and Valuation CHOUDHRY: Analysing and Interpreting the Yield Curve (Wiley Finance) CHOUDHRY: Structured Credit Products: Credit Derivatives and Synthetic Securitization 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) LIPTON: Exotic Options: The Cutting-Edge Collection: Technical Papers Published in Risk 1999-2003 FONTANILLS, GENTILE: The Volatility Course FONTANILLS: The Options Course: High Profit & Low Stress Trading Methods (Wiley Trading) JABBOUR, BUDWICK: The Option Trader Handbook : Strategies and Trade Adjustments OSBAND: Iceberg Risk: An Adventure in Portfolio Theory BUNN (Editor): Modelling Prices in Competitive Electricity Markets (The Wiley Finance Series) LEDERMAN: Symmetry and the Beautiful Universe VOITLE: Vault Guide to Advanced Finance and Quantitative Interviews SHEFRIN: A Behavioral Approach to Asset Pricing (Academic Press Advanced Finance Series) COCHRANE: Asset Pricing : (Revised Edition, 2005) CUTHBERTSON, NITZSCHE: Quantitative Financial Economics : Stocks, Bonds and Foreign Exchange,
Second Edition (2005) SATCHWELL: Pattern Recognition and Trading Decisions (Irwin Trader's Edge Series) COVEL: Trend Following: How Great Traders Make Millions in Up or Down Markets ALTUCHER: Trade Like Warren Buffett (Wiley Trading) NIEDERHOFFER: Practical Speculation ROGERS: Hot Commodities: How Anyone Can Invest Profitably in the World's Best Market KENNEDY: A Guide to Econometrics, Fifth Edition TILMAN (Editor): Asset/Liability Management of Financial Institutions: Maximizing Shareholder Value Through Risk-Conscious Investing KATZ, McCORMICK: Advanced Option Pricing Models: 
An Empirical Approach To Valuing Options KATZ, MCCORMICK: The Encyclopedia of Trading Strategies McCRARY: Hedge Fund Course (Wiley Finance) McCRARY: How to Create and Manage a Hedge Fund: A Professional's Guide SCHWAB: Hedge Me: The Insider's Guide 
U.S. Hedge Fund Careers, Second Edition WOLFINGER: Create Your Own Hedge Fund : Increase Profits and Reduce Risks with ETFs and Options (Wiley Trading) JOHNSON, JEFFERIES, HUI: Financial Market Complexity : What Physics Can Tell Us About Market Behaviour (Economics & Finance) MANDELBROT, HUDSON: The (Mis)behavior of Markets:
A Fractal View of Risk, Ruin and Reward TAPIERO: Risk and Financial Management : Mathematical and Computational Methods BEAUMONT: Financial Engineering Principles : A Unified Theory for Financial Product Analysis and Valuation RACHEV, MITTNIK, FABOZZI, FOCARDI, JASIC: Financial Econometrics: From Basics to Advanced Modeling Techniques 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 CORNUEJOLS, TUTUNCU: Optimization Methods in Finance (Mathematics, Finance and Risk) WHALEY : Derivatives : Markets, Valuation, Risk Management IBBOTSON, GOETZMANN: The Equity Risk Premium: Research and Practice (Economics) HULL: Options, Futures & Other Derivatives, 6th Edition (2005) HULL: Risk Management and Financial Institutions HAFNER: Stochastic Implied Volatility: A Factor-Based Model ITO: Stochastic Processes CRANE: Advanced Swing Trading : Strategies to Predict, Identify, and Trade Future Market Swings YAGLOM: An Introduction to the Theory of Stationary Random Functions (Dover Phoenix Editions) WEISSMAN: Mechanical Trading Systems : Pairing Trader Psychology with Technical Analysis (Wiley Trading) 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 LEWIS: Operational Risk with Excel and VBA : Applied Statistical Methods for Risk Management + CD-ROM APPLEBAUM: Levy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) ROMAN: Introduction To The Mathematics Of Finance: From Risk Management To Options Pricing (Undergraduate Texts in Mathematics) CVITANIC, ZAPATERO: Introduction to the Economics and Mathematics of Financial Markets RACHEV: Handbook of Heavy Tailed Distributions in Finance YATES: High Performance Options Trading: Option Volatility and Pricing Strategies JACOD, SHIRIAEV: Limit Theorems for Stochastic Processes, 2nd Edition INEICHEN: Absolute Returns: The Risk and Opportunities of Hedge Fund Investing KIJIMA: Stochastic Processes with Applications to Finance JARROW : Modelling Fixed Income Securities and Interest Rate Options, 2nd Edition STEENBARGER: The Psychology of Trading: Tools and Techniques for Minding the Markets (Wiley Trading) SCHOENFELD: Active Index Investing: Maximizing Portfolio Performance and Minimizing Risk Through Global Index Strategies BJORK: Arbitrage Theory in Continuous Time,
Second Edition (2004) MALKIEL: The Random Walk Guide to Investing: Ten Rules for Financial Success (Paperback, 2005 Edition) 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 JAMES: Option Theory LEWIS: Market Risk Modelling: Applied Statistical Methods for Practitioners LEVY: Computational Finance : Numerical Methods for Pricing Financial Instruments (Book and CD-ROM) GRAHAM: The Intelligent Investor: The Definitive Book On Value Investing, Revised Edition (Preface and Appendix by Warren E. Buffett) SHAFER, VOVK: Probability and Finance: It's Only a Game! (Wiley Series in Probability and Statistics) 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 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 BOUCHAUD, POTTERS: Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management (Second Edition) GARDINER: Handbook of Stochastic Methods: For Physics, Chemistry and the Natural Sciences, 2nd Edition (Springer Series in Synergetics) CERNY: Mathematical Techniques in Finance: Tools for Incomplete Markets ROGERS, TALAY (Editors): Numerical Methods in Finance (Publications of the Newton Institute) LEIBOWITZ: Franchise Value : A Modern Approach to Security Analysis (Wiley Finance) VAN VLIET, HEHDRY: Modeling Financial Markets: Using Visual Basic and Databases to Create Pricing, Trading and Risk Management Models ALTUCHER: Trade Like a Hedge Fund: 20 Successful Uncorrelated Strategies and Techniques to Winning Profits MERTON MILLER: Selected Works of Merton H. Miller: A Celebration of Markets: Finance & Economics DUBIL: An Arbitrage Guide to Financial Markets 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) BOMFIM: Understanding Credit Derivatives and Related Instruments SCHMIDT: Quantitative Finance for Physicists : An Introduction Trading Books AKAHORI, OGAWA & WATANABE (Editors): Stochastic Processes and Applications to Mathematical Finance (Proceedings of the Ritsumeikan International Symposium, Kusatsu, Shiga, Japan 5-9 March 2003) ZHANG: Chinese Yuan (Renminbi) Derivatives Products KLEINERT: Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets, Third Expanded Edition WORNER: Applied C# in Financial Markets DEACON: Global Securitisation and CDOs JACOBS, LEVY (Editors): Market Neutral Strategies CHISHOLM: Derivatives Demystified: A Step-by-Step Guide to Forwards, Futures, Swaps and Options GARDNER: The Second Scientific American Book of Mathematical Puzzles and Diversions BENTH: Option Theory With Stochastic Analysis: An Introduction to Mathematical Finance (Universitext) BOULEAU: Financial Markets and Martingales: Observations on Science and Speculation RISK: Modern Risk Management: A History HOLTON: Value-at-Risk: Theory and Practice STRIDSMAN: Trading Systems and Money Management: A Guide to Trading and Profiting in Any Market KESTNER: Quantitative Trading Strategies: Harnessing the Power of Quantitative Techniques to Create a Winning Trading Program New Financial Mathematics Books at http://finmath.com/New_Books.html and http://finmath.com/More_New_Books.html


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Bestsellers See Tables of Contents at http://finmath.com/Bestsellers.html
HULL: Options, Futures & Other Derivatives, 8th Edition (January 25, 2011) A new 8th edition published on January 25, 2011 HULL: Options, Futures & Other Derivatives, 8th Edition ( January 25, 2011)
HULL: Options, Futures & Other Derivatives, 7th Edition (May 2008) 7th edition published on May 18, 2008 HULL: Options, Futures & Other Derivatives, 7th Edition ( May 2008)
HULL: Options, Futures & Other Derivatives, 6th Edition (2005) 6th edition published on June 10, 2005 HULL: Options, Futures & Other Derivatives, 6th Edition (2005)
HULL Options, Futures, and Other Derivatives, 5th Edition (Table of Contents)
HULL: Options, Futures & Other Derivatives, 5th Edition, US See also HULL: Solutions Manual: Options, Futures and Other Derivatives (Solutions Manual) HULL: Options, Futures & Other Derivatives, 5th Edition, US (Solutions Manual) and HULL: Fundamentals of Futures and Options Markets HULL: Fundamentals of Futures and Options Markets, 5th Edition
OPTIONS TRADING, FUTURES TRADING, and DERIVATIVES TRADING.

NEFTCI Introduction to the Mathematics of Financial Derivatives (Table of Contents)
NEFTCI: An Introduction to the Mathematics of Financial Derivatives See also a new book NEFTCI Principles of Financial Engineering NEFTCI: Principles of Financial Engineering on FINANCIAL DERIVATIVES and FINANCIAL ENGINEERING.

WILMOTT Paul Wilmott on Quantitative Finance, 2 Volume Set
WILMOTT: Paul Wilmott on Quantitative Finance, 2 Volume Set See also WILMOTT Paul Wilmott Introduces Quantitative Finance WILMOTT: Paul Wilmott Introduces Quantitative Finance and WILMOTT: The Mathematics of Financial Derivatives QUANTITATIVE FINANCE.

HAUG The Complete Guide to Option Pricing Formulas (Table of Contents)
HAUG: The Complete Guide to Option Pricing Formulas OPTION PRICING.

FABOZZI The Handbook of Fixed Income Securities (Table of Contents)
FABOZZI: The Handbook of Fixed Income Securities FIXED INCOME and FIXED INCOME DERIVATIVES.
See also a new edition FABOZZI (Editor): The Handbook of Fixed Income Securities (7th Edition, April 2005) FABOZZI (Editor): The Handbook of Fixed Income Securities (7th Edition, April 2005)

TAVELLA / RANDALL Pricing Financial Instruments : The Finite Difference Method (Table of Contents)
TAVELLA, RANDALL: Pricing Financial Instruments : The Finite Difference Method See also TAVELLA: Quantitative Methods in Derivatives Pricing : An Introduction to Computational Finance Quantitative Methods in Derivatives Pricing : An Introduction to Computational Finance FINANCIAL INSTRUMENTS and COMPUTATIONAL FINANCE.

BROOKS Building Financial Derivatives Applications with C++ (Table of Contents)
BROOKS: Building Financial Derivatives Applications with C++ See also LONDON: Modeling Derivatives in C++ LONDON: Modeling Derivatives in C++ (Book and CD-ROM) FINANCIAL DERIVATIVES.

JOSHI C++ Design Patterns and Derivatives Pricing
JOSHI: C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) See also JOSHI: The Concepts and Practice of Mathematical Finance JOSHI: The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk) MATHEMATICAL FINANCE.

DUFFY Financial Instrument Pricing Using C++ (The Wiley Finance Series)
DUFFY: Financial Instrument Pricing Using C++ (The Wiley Finance Series)
FINANCIAL INSTRUMENTS.

GRINOLD / KAHN Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk (Table of Contents)
GRINOLD, KAHN: Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk PORTFOLIO MANAGEMENT and QUANTITATIVE PORTFOLIO MANAGEMENT

OSBORNE The Stock Market and Finance From a Physicist's Viewpoint
OSBORNE: The Stock Market and Finance From a Physicist's Viewpoint

REBONATO Volatility and Correlation : In the Pricing of Equity, Fx and Interest-Rate Options (Table of Contents)
REBONATO: Volatility and Correlation : In the Pricing of Equity, Fx and Interest-Rate Options See also a new book REBONATO Volatility and Correlation : The Perfect Hedger and the Fox REBONATO: Volatility and Correlation : The Perfect Hedger and the Fox (Wiley Finance)

TALEB Dynamic Hedging : Managing Vanilla and Exotic Options (Table of Contents)
TALEB: Dynamic Hedging: Managing Vanilla and Exotic Options See also a new book TALEB: Fooled by Randomness (Second Edition, 2004) TALEB: Fooled by Randomness: The Hidden Role of Chance in the Markets and in Life, Second Edition

MANTEGNA / STANLEY An Introduction to Econophysics: Correlations and Complexity in Finance (Table of Contents)
MANTEGNA, STANLEY: An Introduction to Econophysics: Correlations and Complexity in Finance ECONOPHYSICS.

CAMPBELL / LO / MACKINLAY The Econometrics of Financial Markets (Table of Contents)
CAMPBELL, LO, MacKINLAY: Econometrics of Financial Markets ECONOMETRICS and FINANCIAL ECONOMETRICS .

MURPHY Technical Analysis of the Financial Markets : A Comprehensive Guide to Trading Methods and Applications (Table of Contents)
MURPHY: Technical Analysis of the Financial Markets: A Comprehensive Guide to Trading Methods and Applications

WOLFRAM The Mathematica Book (Table of Contents)
WOLFRAM: The Mathematica Book See also a new book WOLFRAM: The Mathematica Book, Fifth Edition (August 2003). WOLFRAM: The Mathematica Book, 
Fifth Edition (August 2003) MATHEMATICA.

BJORK Arbitrage Theory in Continuous Time (Table of Contents)
BJORK: Arbitrage Theory in Continuous Time See also a new Second Edition (2004) BJORK: Arbitrage Theory in Continuous Time BJORK: Arbitrage Theory in Continuous Time,
Second Edition (2004) ARBITRAGE.

NICHOLAS Market-Neutral Investing : Long/Short Hedge Fund Strategies (Table of Contents)
NICHOLAS: Market-Neutral Investing : Long/Short Hedge Fund Strategies HEDGE FUND STRATEGIES.

NATENBERG Option Volatility & Pricing : Advanced Trading Strategies and Techniques (Table of Contents)
NATENBERG: Option Volatility and Pricing : advanced Trading Strategies and Techniques VOLATILITY.

OKSENDAL Stochastic Differential Equations : An Introduction With Applications, 6th edition (Universitext) (Table of Contents)
OKSENDAL: Stochastic Differential Equations : An Introduction with Applications, 6th edition (Universitext) STOCHASTIC DIFFERENTIAL EQUATIONS and SPRINGER MATHEMATICS.

PRISMAN Pricing Derivative Securities: An Interactive, Dynamic Environment with Maple V and Matlab (Table of Contents)
PRISMAN: Pricing Derivative Securities: An Interactive, Dynamic Environment with Maple V and Matlab

CLEWLOW / STRICKLAND Implementing Derivatives Models : Numerical Methods (Table of Contents)
CLEWLOW, STRICKLAND: Implementing Derivatives Models : Numerical Methods

BAXTER / RENNIE Financial Calculus : An Introduction to Derivative Pricing (Table of Contents)
BAXTER, RENNIE: Financial Calculus : An Introduction to Derivative Pricing

JAMES / WEBBER Interest Rate Modelling : Financial Engineering (Table of Contents)
JAMES, WEBBER: Interest Rate Modelling : Financial Engineering FINANCIAL ENGINEERING.

CBOT OPTIONS INSTITUTE Options : Essential Concepts and Trading Strategies (Table of Contents)
CBOT OPTIONS INSTITUTE: Options : Essential Concepts and Trading Strategies OPTIONS TRADING.

NIELSEN Pricing and Hedging of Derivative Securities (Table of Contents)
NIELSEN: Pricing and Hedging of Derivative Securities

BENNINGA Financial Modeling (Table of Contents)
BENNINGA: Financial Modeling FINANCIAL MODELS.

BOUCHAUD / POTTERS Theory of Financial Risks: From Statistical Physics to Risk Management (Table of Contents)
BOUCHAUD, POTTERS: Theory of Financial Risks: From statistical Physics to Risk Management ECONOPHYSICS.

DEROSA Options on Foreign Exchange (Table of Contents)
DeROSA: Options on Foreign Exchange See also LIPTON: Mathematical Methods for Foreign Exchange: A Financial Engineer's Approach LIPTON: Mathematical Methods for Foreign Exchange: 
A Financial Engineer's Approach
FOREIGN EXCHANGE FOREIGN EXCHANGE OPTIONS, and CURRENCY TRADING.

ROSS An Elementary Introduction to Mathematical Finance : Options and Other Topics, 2nd Edition
ROSS: An Elementary Introduction to Mathematical Finance : Options and Other Topics MATHEMATICAL FINANCE.

HAMILTON Time Series Analysis (Table of Contents)
HAMILTON: Time Series Analysis FINANCIAL TIME SERIES.

TAVAKOLI Credit Derivatives: A Guide to Instruments and Applications (Table of Contents)
See Second Edition (2001) TAVAKOLI: Credit Derivatives: A Guide to Instruments and Applications, 2nd Edition and a new book (2003) TAVAKOLI: Collateralized Debt Obligations and Structured Finance: New Developments in Cash and Synthetic Securitization CREDIT DERIVATIVES.

STEELE Stochastic Calculus and Financial Applications
STEELE: Stochastic Calculus and Financial Applications STOCHASTIC CALCULUS.

THOMPSON / GARDNER Calculus Made Easy : Being a Very-Simplest Introduction to Those Beautiful Methods of Reckoning Which Are Generally Called by the Terrifying Names. Martin Gardner Books.

ABRAMOWITZ / STEGUN Handbook of Mathematical Functions, With Formulas, Graphs, and Mathematical Tables.
ABRAMOWITZ, STEGUN: Handbook of Mathematical Functions, With Formulas, Graphs, and Mathematical Tables DOVER BOOKS ON MATHEMATICS.

MERTON Continuous-Time Finance (Table of Contents)
MERTON: Continuous-Time Finance CONTINUOUS TIME FINANCE.

KAMINSKI (formerly with ENRON) Managing Energy Price Risk: The New Challenges and Solutions, 3rd Edition (Table of Contents)
Managing Energy Price Risk: The New Challenges and Solutions, 3rd Edition See also EYDELAND: Energy and Power Risk Management: New Developments in Modeling, Pricing and Hedging EYDELAND, WOLYNIEC: Energy and Power Risk Management: New Developments in Modeling, Pricing and Hedging

CHRISS Black-Scholes and Beyond : Option Pricing Models (Table of Contents)
CHRISS: Black-Scholes and Beyond : Option Pricing Models BLACK-SCHOLES and OPTION PRICING MODELS.

DUFFIE Dynamic Asset Pricing Theory, Second Edition (Table of Contents)
DUFFIE: Dynamic Asset Pricing Theory : Second Edition DUFFIE: Dynamic Asset Pricing Theory, Third Edition DUFFIE: Dynamic Asset Pricing Theory : Third Edition ASSET PRICING.

REBONATO Interest-Rate Option Models : Understanding, Analyzing and Using Models for Exotic Interest-Rate Options, 2nd Edition (Table of Contents)
REBONATO: Interest-Rate Option Models : Understanding, Analyzing and Using Models for Exotic Interest-Rate Options, 2nd Edition See also Modern Pricing of Interest-Rate Derivatives: The Libor Market Model and Beyond REBONATO: Modern Pricing of Interest-Rate Derivatives: The Libor Market Model and Beyond INTEREST RATE OPTIONS, INTEREST RATE SWAPS, and other FIXED INCOME DERIVATIVES.

KATZ / McCORMICK The Encyclopedia of Trading Strategies (Table of Contents)
KATZ, MCCORMICK: The Encyclopedia of Trading Strategies See a new book KATZ / McCORMICK: Advanced Option Pricing Models: An Empirical Approach To Valuing Options KATZ, McCORMICK: Advanced Option Pricing Models: 
An Empirical Approach To Valuing Options QUANTITATIVE TRADING STRATEGIES.

BEST Implementing Value at Risk (Table of Contents)

LANDAU / LIFSHITZ Statistical Physics: Part 1 ( Course of Theoretical Physics, Volume 5)
LANDAU, LIFSHITZ: Statistical Physics, Part 1 
(Course of Theoretical Physics, Volume 5) THEORETICAL PHYSICS: Classical Mechanics, Field Theory, Quantum Mechanics, Quantum Electrodynamics, Statistical Mechanics, Hydrodynamics, Elasticity Theory, Quantum Field Theory, Statisticsl Physics, Physical Kinetics.
See also Richard P. Feynman Books FEYNMAN: The Feynman Lectures On Physics
(3 Volume Set) and a new Second Edition (2005) FEYNMAN: The Feynman Lectures On Physics: 
The Complete And Definitive Issue (2005) FEYNMAN: Feynman's Tips on Physics : A Problem-Solving Supplement to the Feynman Lectures on Physics

KARATZAS / SHREVE Brownian Motion and Stochastic Calculus
KARATZAS, SHREVE: Brownian Motion and Stochastic Calculus See also SHREVE: Stochastic Calculus for Finance, Vol.I SHREVE: Stochastic Calculus for Finance I · The Binomial Asset Pricing Model (Springer Finance Series) and Vol.II SHREVE: Stochastic Calculus for Finance II · Continuous-Time Models (Springer Finance Series) STOCHASTIC CALCULUS. SPRINGER GRADUATE TEXTS IN MATHEMATICS.

WILLIAMS Probability With Martingales (Cambridge Mathematical Textbooks)
WILLIAMS: Probability With Martingales 
(Cambridge Mathematical Textbooks) See also ROGERS, WILLIAMS: Diffusions, Markov Processes and Martingales ROGERS, WILLIAMS: Diffusions, Markov Processes, and Martingales: Volume 1, Foundations (Cambridge Mathematical Library) ROGERS, WILLIAMS: Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus (Cambridge Mathematical Library) CAMBRIDGE MATHEMATICAL LIBRARY, PROBABILITY THEORY and MARTINGALES.

SHAW Modeling Financial Derivatives With Mathematica (Includes CD-ROM) (Table of Contents)

JAECKEL Monte Carlo Methods in Finance (Table of Contents)
JAECKEL: Monte Carlo Methods in Finance See also GLASSERMAN: Monte Carlo Methods in Financial Engineering GLASSERMAN: Monte Carlo Methods in Financial Engineering FINANCIAL ENGINEERING.

JACKSON / STAUNTON Advanced Modelling in Finance Using Excel and VBA (Table of Contents)
Advanced Modelling in Finance Using Excel and VBA FINANCIAL MODELS.

WEINBERG The Quantum Theory of Fields : Supersymmetry
WEINBERG: The Quantum Theory of Fields: Volume III, Supersymmetry SUPERSYMMETRY.

CRACK Heard on The Street : Quantitative Questions from Wall Street Job Interviews (Table of Contents)



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SCHWAGER: The New Market Wizards : 
Conversations with America's Top Traders SCHWAGER: Market Wizards : 
Interviews with Top Traders BERNSTEIN: Against the Gods : 
The Remarkable Story of Risk BERNSTEIN: Capital Ideas : 
The Improbable Origins of Modern Wall Street MALKIEL: A Random Walk Down Wall Street, 
Completely Revised and Updated Edition 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) LOWENSTEIN: When Genius Failed: The Rise and Fall of Long-Term Capital Management LEWIS: Liar's Poker : Rising Through the Wreckage of Wall Street ELDER: Trading for a Living: Psychology, 
Trading Tactics, Money Management ELDER: Come Into My Trading Room: A Complete Guide to Trading CRACK: Heard on The Street : Quantitative Questions from Wall Street Job Interviews TALEB: Fooled by Randomness: The Hidden Role of Chance in the Markets and in Life, Second Edition MEZRICH: Bringing Down the House: The Inside Story of Six M.I.T. Students Who Took Vegas for Millions BASS: The Predictors: How a band of maverick physicists used chaos theory to trade their way to fortune on Wall Street
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