Listmania!
Gotta get to grips with...
Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics)Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics) by Ioannis Karatzas
Buy new: £38.10 / Used from: £30.00
So much great stuff to learn! So badly written!
Interest Rate Models: Theory and Practice (Springer Finance)Interest Rate Models: Theory and Practice (Springer Finance) by Damiano Brigo
Buy used from: £59.60
I've read all the comicbook references...
Monte Carlo Methods in FinanceMonte Carlo Methods in Finance by Peter Jäckel
Buy new: £43.00 / Used from: £32.00
Selling this ...
Monte Carlo Methods in Financial Engineering: v. 53 (Stochastic Modelling and Applied Probability): v. 53 (Stochastic Modelling and Applied Probability)Monte Carlo Methods in Financial Engineering: v. 53 (Stochastic Modelling and Applied Probability): v. 53 (Stochastic Modelling and Applied Probability) by Paul Glasserman
Buy new: £40.63 / Used from: £40.00
... to buy this...
Derivatives in Financial Markets with Stochastic VolatilityDerivatives in Financial Markets with Stochastic Volatility by Jean-Pierre Fouque
Buy new: £52.25 / Used from: £53.64
Gosh - I can understand this! Must be rubbish...
Financial Engineering: Derivatives and Risk ManagementFinancial Engineering: Derivatives and Risk Management by Keith Cuthbertson
Buy new: £35.52 / Used from: £15.47
Wish I hadn't bought this
Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus: Ito Calculus v. 2 (Cambridge Mathematical Library)Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus: Ito Calculus v. 2 (Cambridge Mathematical Library) by L. C. G. Rogers
Buy new: £29.95 / Used from: £19.99
See 1.
Diffusions, Markov Processes and Martingales (Volume 1): Foundations v. 1 (Cambridge Mathematical Library)Diffusions, Markov Processes and Martingales (Volume 1): Foundations v. 1 (Cambridge Mathematical Library) by L. C. G. Rogers
Buy new: £25.64 / Used from: £38.69
See 1. Written to impress without elucidating.
An Introduction to Stochastic Integration (Probability and Its Applications)An Introduction to Stochastic Integration (Probability and Its Applications) by K.L. Chung
Buy used from: £79.94
A (comparative) joy to read.
Martingale Methods in Financial Modelling (Applications of Mathematics)Martingale Methods in Financial Modelling (Applications of Mathematics) by M Musiela
Buy used from: £35.98
This plummetted in price after I bought it...
Numerical Recipes in C book set: Numerical Recipes in C: The Art of Scientific ComputingNumerical Recipes in C book set: Numerical Recipes in C: The Art of Scientific Computing by William H. Press
Buy used from: £31.59
Get this version ...
Numerical Recipes in C++: The Art of Scientific ComputingNumerical Recipes in C++: The Art of Scientific Computing by William H. Press
Buy used from: £35.00
Not this version.
Handbook of Mathematical FunctionsHandbook of Mathematical Functions
Buy new: £19.01 / Used from: £14.99
Paper Mathematica!