Monday, November 12, 2007

Financial Mathematics and Financial Engineering Books

Introduction to the Mathematics of Financial Derivatives- 2nd Edition
Salih N. Neftci
Academic Press
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Introduction to Mathematical Finance: Discrete Time Models
Stanley R. Pliska
Blackwell Publishers Inc
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The Mathematics of Financial Derivatives: A Student Introduction
Paul Wilmott , Sam Howison , Jeff Dewynne
Cambridge University Press
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Modeling Financial Derivatives With Mathematica
William T. Shaw
Cambridge University Press
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Methods of Mathematical Finance
Ioannis Karatzas , Steven E. Shreve
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Mathematics of Financial Markets
Robert James Elliott ,P. Ekkehard Kopp
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Mathematics for Finance: An Introduction to Financial Engineering
Marek Capinski , Tomasz Zastawniak
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Monte Carlo Methods in Finance
Peter Jaeckel
Wiley Finance
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