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Bestsellers See

7th edition published on May 18, 2008 HULL: Options, Futures & Other Derivatives, 7th Edition ( May 2008)

6th edition published on June 10, 2005 HULL: Options, Futures & Other Derivatives, 6th Edition (2005)

HULL Options, Futures, and Other Derivatives, 5th Edition

See also HULL: Solutions Manual: Options, Futures and Other Derivatives (Solutions Manual) and HULL: Fundamentals of Futures and Options Markets

NEFTCI
Introduction to the Mathematics of Financial Derivatives
**
(Table of Contents)**

See also a new book NEFTCI
Principles of Financial Engineering
on **FINANCIAL DERIVATIVES**
and **FINANCIAL ENGINEERING**.

WILMOTT
Paul Wilmott on Quantitative Finance, 2 Volume Set

See also WILMOTT
Paul Wilmott Introduces Quantitative Finance
and
**QUANTITATIVE FINANCE**.

HAUG
The Complete Guide to Option Pricing Formulas
**
(Table of Contents)**

**OPTION PRICING**.

FABOZZI
The Handbook of Fixed Income Securities
**
(Table of Contents)**

**FIXED INCOME**
and
**FIXED INCOME DERIVATIVES**.

See also a new edition FABOZZI (Editor): The Handbook of Fixed Income Securities (7th Edition, April 2005)

TAVELLA / RANDALL
Pricing Financial Instruments : The Finite Difference Method
**
(Table of Contents)**

See also
TAVELLA: 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)**

See also LONDON: Modeling Derivatives in C++
**FINANCIAL DERIVATIVES**.

JOSHI
C++ Design Patterns and Derivatives Pricing

See also
JOSHI: The Concepts and Practice of Mathematical Finance
**MATHEMATICAL FINANCE**.

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)**

**PORTFOLIO MANAGEMENT**
and
**QUANTITATIVE PORTFOLIO MANAGEMENT**

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)**

See also a new book REBONATO
Volatility and Correlation : The Perfect Hedger and the Fox

TALEB
Dynamic Hedging : Managing Vanilla and Exotic Options
**
(Table of Contents)**

See also a new book TALEB: Fooled by Randomness (Second Edition, 2004)

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

**ECONOPHYSICS**.

CAMPBELL / LO / MACKINLAY
The Econometrics of Financial Markets
**
(Table of Contents)**

**ECONOMETRICS** and **FINANCIAL ECONOMETRICS** .

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

WOLFRAM
The Mathematica Book
**
(Table of Contents)**

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

BJORK
Arbitrage Theory in Continuous Time
**
(Table of Contents)**

See also a new Second Edition (2004)
BJORK: Arbitrage Theory in Continuous Time
**ARBITRAGE**.

NICHOLAS
Market-Neutral Investing : Long/Short Hedge Fund Strategies
**
(Table of Contents)**

**HEDGE FUND STRATEGIES**.

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

**VOLATILITY**.

OKSENDAL
Stochastic Differential Equations : An Introduction With Applications, 6th edition (Universitext)
**
(Table of Contents)**

**STOCHASTIC DIFFERENTIAL EQUATIONS**
and **SPRINGER MATHEMATICS**.

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

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

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

JAMES / WEBBER
Interest Rate Modelling : Financial Engineering
**
(Table of Contents)**

**FINANCIAL ENGINEERING**.

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

**OPTIONS TRADING**.

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

BENNINGA
Financial Modeling
**
(Table of Contents)**

**FINANCIAL MODELS**.

BOUCHAUD / POTTERS
Theory of Financial Risks: From Statistical Physics to Risk Management
**
(Table of Contents)**

**ECONOPHYSICS**.

DEROSA
Options on Foreign Exchange
**
(Table of Contents)**

See also 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

**MATHEMATICAL FINANCE**.

HAMILTON
Time Series Analysis
**
(Table of Contents)**

**FINANCIAL TIME SERIES**.

TAVAKOLI
Credit Derivatives: A Guide to Instruments and Applications
**
(Table of Contents)**

See Second Edition (2001)
and a new book (2003)
**CREDIT DERIVATIVES**.

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.

**DOVER BOOKS ON MATHEMATICS**.

MERTON
Continuous-Time Finance
**
(Table of Contents)**

**CONTINUOUS TIME FINANCE**.

KAMINSKI (formerly with ENRON)
Managing Energy Price Risk: The New Challenges and Solutions, 3rd Edition
**
(Table of Contents)**

See also EYDELAND: Energy and Power Risk Management: New Developments in Modeling, Pricing and Hedging

CHRISS
Black-Scholes and Beyond : Option Pricing Models
**
(Table of Contents)**

**BLACK-SCHOLES**
and
**OPTION PRICING MODELS**.

DUFFIE
Dynamic Asset Pricing Theory, Second Edition
**
(Table of Contents)**

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)**

See also
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)**

See a new book
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)

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
and a new Second Edition (2005)

KARATZAS / SHREVE
Brownian Motion and Stochastic Calculus

See also SHREVE: Stochastic Calculus for Finance, Vol.I
and Vol.II
**STOCHASTIC CALCULUS**. **SPRINGER GRADUATE TEXTS IN MATHEMATICS**.

WILLIAMS
Probability With Martingales (Cambridge Mathematical Textbooks)

See also
ROGERS, WILLIAMS: Diffusions, Markov Processes and Martingales
**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)**

See also GLASSERMAN: Monte Carlo Methods in Financial Engineering
**FINANCIAL ENGINEERING**.

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

**FINANCIAL MODELS**.

WEINBERG
The Quantum Theory of Fields : Supersymmetry

**SUPERSYMMETRY**.

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

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