 | Credit Derivatives Pricing Models: Models, Pricing and Implementation (The Wiley Finance Series) by Philipp J. Schönbucher
Buy new: £46.98 / Used from: £39.99 A good book on modelling credit derivatives
|
 | Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond by Riccardo Rebonato
Buy new: £45.78 / Used from: £39.90 A reference for IR modelling but a bit too verbiose
|
 | Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance) by Damiano Brigo
Buy new: £44.66 / Used from: £42.48 IR and Credit derivatives latest models
|
 | Elementary Stochastic Calculus, with Finance in View: 6 (Advanced Series on Statistical Science & Applied Probability) by Thomas Mikosch
Buy new: £23.49 / Used from: £18.38 A nice and elegant small book to introduce financial mathematics
|
 | An Introduction to the Mathematics of Financial Derivatives, Second Edition (Academic Press Advanced Finance) by Salih N. Neftci
Buy new: £44.26 / Used from: £25.50 The reference
|
 | Arbitrage Theory in Continuous Time (Oxford Finance Series) by Tomas Björk
Buy new: £33.10 / Used from: £31.98 My favourite presentation of continuous maths
|
 | Risk Management by Michel Crouhy
Buy new: £33.38 / Used from: £22.00 This is the best book I have read so far on risk.
|
 | An Introduction to the Commodities, Energy and Transport Markets (Reuters Financial Training) by Reuters Limited London UK
Buy used from: £89.99 Good intro book on pratical aspect of commodities markets
|
 | Financial Calculus: An Introduction to Derivative Pricing by Martin Baxter
Buy new: £32.30 / Used from: £25.00 The other reference ...
|
 | The Mathematics of Financial Derivatives: A Student Introduction by Jeff Dewynne
Buy new: £22.04 / Used from: £18.99 If you are allergic to probability and still want to be a quant
|
 | Capital Market Instruments by M Choudhry
Buy used from: £24.99 Not bad
|
 | Numerical Recipes in C book set: Numerical Recipes in C: The Art of Scientific Computing by William H. Press
Buy used from: £31.59 A classic if you need coding
|
 | Modeling, Measuring and Hedging Operational Risk (The Wiley Finance Series) by Marcelo G. Cruz
Buy new: £68.00 / Used from: £90.44 Operational risk in theory. The best book on the subject but still far from reality
|
 | Advanced Modelling in Finance Using Excel and VBA (The Wiley Finance Series) by Mary Jackson
Buy new: £40.99 / Used from: £32.70 Intro to coding
|
 | Modeling Derivatives in C++ (Wiley Finance) by Justin London
Buy new: £37.66 / Used from: £21.00 not sure I like it
|
 | Options, Futures and Other Derivatives by John C. Hull
Buy used from: £40.00 Always the reference
|
 | Value at Risk: The Benchmark for Controlling Market Risk by Philippe Jorion
Would sell mine...
|
 | Elementary Statistics Using Excel (Triola) by Mario F. Triola
Buy used from: £15.00 simple, easy to understand...a good start for stats
|
Listmania!
