Mathematics of Finance Textbooks

  • Financial Calculus: An introduction to derivative pricing by Martin Baxter and Andrew Rennie. Cambridge; New York, NY: Cambridge University Press, 1998. Mathematics Library Reserve HG6024.A3 B39 1998 Two Hour Loan Find it in the library
  • Arbitrage Theory in Continuous Time by Tomas Bjork. 2nd ed. Oxford; New York: Oxford University Press, 2004. Wilson Library HG6024.A3 B567 2004 Find it in the library
  • Mathematics for Finance: An Introduction to Financial Engineering by Marek Capinski and Tomasz Zastawniak. London; New York: Springer, 2003. Mathematics Library HG106 .C36 2003 Find it in the library
  • Stochastic Finance by Hans Foellmer and Alexander Schied. New York: Walter de Gruyter, 2002. Mathematics Library HG176.5 .F65 2002 Find it in the library
  • Financial Modelling with Jump Processes by R. Cont and P. Tankov. Boca Raton, Fla.: Chapman & Hall/CRC, 2004. [University of Minnesota Twin Cities access Read it online]
  • Black-Scholes and Beyond: Option Pricing Models by Neil A. Chriss. Chicago: McGraw-Hill, 1997. Wilson Library HG6024.A3 C495 1997 Find it in the library
  • Martingale Methods in Financial Modelling by Musiela and Rutkowski. Berlin; New York: Springer, 1997. Wilson Library HG6024.A3 M87 1997 Find it in the library
  • Stochastic Differential Equations: an introduction with applications by Bernt Oksendal. 6th ed. Berlin; New York: Springer, 2003. Mathematics Library QA274.23 .O47 2003 Find it in the library
  • Introduction to Mathematical Finance: Discrete Time Models by Stanley R. Pliska. Malden, MA: Blackwell Publishers, 1997. Wilson Library HG173 .P55 1997 Find it in the library
  • Continuous Martingales and Brownian Motion, 3rd ed. by Daniel Revuz and Marc Yor. Berlin; New York: Springer, 1999. Mathematics Library QA274.5 .R48 Find it in the library
  • Essentials of Stochastic Finance: Facts, Models, Theory by Albert N. Shiryaev. Singapore; River Edge, N.J.: World Scientific, 1999. Wilson Library HG4515.3 .S54 Find it in the library
  • Stochastic Calculus for Finance I: The Binomial Asset Pricing Model by Steven E Shreve. New York: Springer, 2005. Mathematics Library HG106 .S57 2004 Find it in the library
  • Stochastic Calculus for Finance II: Continuous-Time Models by Steven E Shreve. New York: Springer, 2005. Mathematics Library HG106 .S57 2005 Find it in the library
  • The Mathematics of Financial Derivatives by Wilmott, Howison and Dewynne. Cambridge, U.K.; New York: Cambridge University Press, 1996. Mathematics Library HG6024.A3 W554 1996 Find it in the library

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This page contains a single entry by Kristine Fowler published on September 24, 2010 4:39 PM.

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