tag:blog.lib.umn.edu,2010-09-24:/fowle013/mcfam//12832 2010-09-24T21:57:28Z Reading recommendations from the Minnesota Center for Financial and Actuarial Mathematics. Movable Type Enterprise 4.31-en tag:blog.lib.umn.edu,2010:/fowle013/mcfam//12832.249578 2010-09-24T21:39:18Z 2010-09-24T21:57:28Z

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...

Kristine Fowler

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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Financial Risk Management: A Practitioner's Guide to Managing Market and Credit Risk by Steve L. Allen. Hoboken, N.J.: J. Wiley & Sons, 2003. Mathematics Library HD61 .A43 2003 Find it in the library Simulation Techniques in Financial Risk Management...

Kristine Fowler

Financial Risk Management: A Practitioner's Guide to Managing Market and Credit Risk by Steve L. Allen. Hoboken, N.J.: J. Wiley & Sons, 2003. Mathematics Library HD61 .A43 2003 Find it in the library

Simulation Techniques in Financial Risk Management by Ngai Hang Chan & Hoi-Ying Wong. Hoboken, N.J.: Wiley-Interscience, 2006. Mathematics Library HG173 .C47 Find it in the library

Quantitative Risk Management: Concepts, Techniques, Tools by McNeil, Frey, and Embrechts. Princeton, N.J.: Princeton University Press, 2005. Wilson Library HD61 .M395 Find it in the library

Risk Analysis in Finance and Insurance by Alexander Melnikov. Boca Raton, Fla.: Chapman & Hall/CRC, 2004. [University of Minnesota Twin Cities access Read it online]

Risk and Asset Allocation by Attilio Meucci. Berlin; New York: Springer, 2005. Mathematics Library HG4529.5 .M48 2005 Find it in the library

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Options, Futures, and Other Derivatives by John C. Hull. 7th ed. Upper Saddle River, N.J.: Pearson/Prentice Hall, 2009. Mathematics Library Reserve HG6024.A3 H85 2006 Two Hour Loan Find it in the library Financial Engineering and Computation: Principles, Mathematics, and...

Kristine Fowler

Options, Futures, and Other Derivatives by John C. Hull. 7th ed. Upper Saddle River, N.J.: Pearson/Prentice Hall, 2009. Mathematics Library Reserve HG6024.A3 H85 2006 Two Hour Loan Find it in the library

Financial Engineering and Computation: Principles, Mathematics, and Algorithms by Yuh-Dauh Lyuu. Cambridge, UK; New York, NY: Cambridge University Press, 2002. Mathematics Library HG176.7 .L97 Find it in the library

A Primer for the Mathematics of Financial Engineering by Dan Stefanica. Financial Engineering Press, 2008. Find it in the library

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Heard on the Street: quantitative questions from Wall Street job interviews by Timothy Falcon Crack. 12th ed. 2009. Guide to Getting a Quant Job by Dominic Connor and Paul Wilmott. Paul & Dominic Limited, 2006. Open access Read it...

Kristine Fowler

Heard on the Street: quantitative questions from Wall Street job interviews by Timothy Falcon Crack. 12th ed. 2009.

Guide to Getting a Quant Job by Dominic Connor and Paul Wilmott. Paul & Dominic Limited, 2006. Open access Read it online

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Predictably Irrational: the hidden forces that shape our decisions by Dan Ariely. New York: Harper, 2008. Wilson Library HB74.P8 A75 2008 Find it in the library Capital Ideas: the improbable origins of modern Wall Street by Peter L. Bernstein....

Kristine Fowler

Predictably Irrational: the hidden forces that shape our decisions by Dan Ariely. New York: Harper, 2008. Wilson Library HB74.P8 A75 2008 Find it in the library

Capital Ideas: the improbable origins of modern Wall Street by Peter L. Bernstein. New York: Free Press; Toronto: Maxwell Macmillan Canada; New York: Maxwell Macmillan International, 1992. Wilson Library HG173 .B47 1992 Find it in the library

Against the Gods: the remarkable story of risk by Peter L. Bernstein. New York: John Wiley & Sons, 1996. Mathematics Library HD61 .B4666 Find it in the library

My Life as a Quant by Emanuel Derman. Hoboken, N.J.: Wiley, 2004. University of Minnesota Twin Cities access Read it online or Find it in the library

Inventing Money: The Story of Long-Term Capital Management and the Legends Behind It. by Nicholas Dunbar. Chichester: Wiley, 2000. Find it in the library

When Genius Failed: The Rise and fall of Long-Term Capital Management by Roger Lowenstein. New York: Random House, 2000. Wilson Library HG4930 .L69 Find it in the library

The Smartest Guys in the Room: The Amazing Rise and Scandalous Fall of Enron by Bethany McLean and Peter Elkind. New York: Portfolio, 2003. Wilson Library HD9502.U54 E5763 Find it in the library

A Random Walk Down Wall Street by Burton Malkiel. New York: Norton, 1999. University of Minnesota Twin Cities access Read the 1999 edition online or Find the 2003 edition in the library

Fischer Black and the Revolutionary Idea of Finance by Perry Mehrling. Hoboken, N.J.: John Wiley & Sons, 2005. Find it in the library

Fooled by Randomness: the hidden role of chance in the markets and in life by Nassim Taleb. New York: Texere, 2001. Find it in the library

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