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These books are not necessarily required reading in any of our
courses. They are only suggested reading.
Library's listing of books
- Financial Calculus / An introduction to derivative pricing
- Martin Baxter and Andrew Rennie
- Probability and Measure
- Patrick Billingsley
- Financial Modelling with Jump Processes
- R. Cont and P. Tankov.
- Black-Scholes and Beyond: Option Pricing Models
- Neil A. Chriss
- Stochastic Finance
- Hans Foellmer and Alexander Schied
- Options, Futures and Other Derivatives
- Fundamentals of Futures and Options Markets, 5th ed.
- John C. Hull
- Methods of Mathematical Finance
- Ioannis Karatzas and Steven E. Shreve
- Modern Actuarial Risk Theory
- Rob Kaas, Marc Goovaerts, Jan Dhaene and Michel Denuit
- Risk and Asset Allocation
- Attilio Meucci
- Stochastic Calculus for Finance I: The Binomial Asset Pricing Model
- Stochastic Calculus for Finance II: Continuous-Time Models
- Steven E. Shreve
- The Mathematics of Financial Derivatives
- P. Wilmott, S. Howison, J. Dewynne
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