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Monte Carlo Methods in FinanceMonte Carlo Methods in Finance by Peter Jäckel
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Modular Pricing of Options: An Application of Fourier Analysis (Lecture Notes in Economics and Mathematical Systems)Modular Pricing of Options: An Application of Fourier Analysis (Lecture Notes in Economics and Mathematical Systems) by Jianwei Zhu
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Financial Derivatives in Theory and Practice, Revised EditionFinancial Derivatives in Theory and Practice, Revised Edition by Philip Hunt
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Copula Methods in Finance (The Wiley Finance Series)Copula Methods in Finance (The Wiley Finance Series) by Umberto Cherubini
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An Introduction to Copulas (Lecture Notes in Statistics)An Introduction to Copulas (Lecture Notes in Statistics) by Roger B. Nelsen
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An Introduction to the Mathematics of Financial Derivatives, Second Edition (Academic Press Advanced Finance)An Introduction to the Mathematics of Financial Derivatives, Second Edition (Academic Press Advanced Finance) by Salih N. Neftci
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Numerical Recipes in C++: The Art of Scientific ComputingNumerical Recipes in C++: The Art of Scientific Computing by William H. Press
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Stochastic Integration and Differential Equations: Version 2.1: A New Approach (Stochastic Modelling and Applied Probability)Stochastic Integration and Differential Equations: Version 2.1: A New Approach (Stochastic Modelling and Applied Probability) by Philip E. Protter
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Collateralized Debt Obligations and Structured Finance: New Developments in Cash and Synthetic Securitization (Wiley Finance)Collateralized Debt Obligations and Structured Finance: New Developments in Cash and Synthetic Securitization (Wiley Finance) by Janet M. Tavakoli
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Asset PricingAsset Pricing by John H. Cochrane
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The Econometrics of Financial MarketsThe Econometrics of Financial Markets by John Y. Campbell
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Continuous-time Finance (Macroeconomics and Finance)Continuous-time Finance (Macroeconomics and Finance) by Robert C. Merton
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Paul Wilmott on Quantitative Finance (Wiley Frontiers in Finance)Paul Wilmott on Quantitative Finance (Wiley Frontiers in Finance) by P Wilmott
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Dynamic Asset Pricing Theory, Third Edition. (Princeton Series in Finance)Dynamic Asset Pricing Theory, Third Edition. (Princeton Series in Finance) by Darrell Duffie
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Stochastic Calculus and Financial Applications (Stochastic Modelling and Applied Probability)Stochastic Calculus and Financial Applications (Stochastic Modelling and Applied Probability) by J. Michael Steele
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Elementary Stochastic Calculus, with Finance in View: 6 (Advanced Series on Statistical Science & Applied Probability)Elementary Stochastic Calculus, with Finance in View: 6 (Advanced Series on Statistical Science & Applied Probability) by Thomas Mikosch
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Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics)Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics) by Ioannis Karatzas
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Stochastic Differential Equations: An Introduction with Applications (Universitext)Stochastic Differential Equations: An Introduction with Applications (Universitext) by Bernt Oksendal
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Probability with Martingales (Cambridge Mathematical Textbooks)Probability with Martingales (Cambridge Mathematical Textbooks) by David Williams
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Financial Calculus: An Introduction to Derivative PricingFinancial Calculus: An Introduction to Derivative Pricing by Martin Baxter
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Arbitrage Theory in Continuous Time (Oxford Finance Series)Arbitrage Theory in Continuous Time (Oxford Finance Series) by Tomas Björk
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Efficient Methods for Valuing Interest Rate Derivatives (Springer Finance)Efficient Methods for Valuing Interest Rate Derivatives (Springer Finance) by Antoon Pelsser
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Martingale Methods in Financial Modelling (Applications of Mathematics)Martingale Methods in Financial Modelling (Applications of Mathematics) by M Musiela
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Interest Rate Models: Theory and Practice (Springer Finance)Interest Rate Models: Theory and Practice (Springer Finance) by Damiano Brigo
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Credit Risk: Modeling, Valuation and Hedging (Springer Finance)Credit Risk: Modeling, Valuation and Hedging (Springer Finance) by Tomasz R. Bielecki
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