New Financial Mathematics Books at
http://finmath.com/New_Books.html and
http://finmath.com/More_New_Books.html
A new 8th edition published on January 25, 2011
HULL: Options, Futures & Other Derivatives, 8th Edition ( January 25, 2011)
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)
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)
