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Good Financial Maths Books
Options, Futures, and Other Derivatives (International Edition)
by
John C. Hull
Buy used from: £16.00
Good broad introduction
Arbitrage Theory in Continuous Time (Oxford Finance Series)
by
Tomas Björk
Buy new: £34.10 / Used from: £31.98
Numerical Solution of Partial Differential Equations
by
K. W. Morton
Buy used from: £17.00
C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)
by
Mark S. Joshi
Buy used from: £30.00
Joshi - broad and understandable
Financial Derivatives in Theory and Practice, Revised Edition
by
Philip Hunt
Buy new: £27.71 / Used from: £34.94
Rigorous and readable stochastic calculus textbook
The Mathematics of Financial Derivatives: A Student Introduction
by
Jeff Dewynne
Buy new: £22.54 / Used from: £12.99
Good introduction using the PDE approach
Mastering MATLAB 6 (International Edition)
by
Duane Hanselman
Buy used from: £46.99
Best MATLAB book i've seen
Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability)
by
Peter E. Kloeden
Buy new: £57.49 / Used from: £85.54
Basic Stochastic Processes: A Course Through Exercises (Springer Undergraduate Mathematics): A Course Through Exercises (Springer Undergraduate Mathematics) (Springer Undergraduate Mathematics Series)
by
Zdzislaw Brzezniak
Buy new: £17.99 / Used from: £17.45
Pricing and Hedging of Derivative Securities
by
Lars Tyge Nielsen
Buy new: £51.30 / Used from: £33.50
Financial Calculus: An Introduction to Derivative Pricing
by
Martin Baxter
Buy new: £32.30 / Used from: £26.95
Listmania!
Good Financial Maths Books
Quantitative Finance
My favourite finance & physics books