RECOMMENDED BOOKS ABOUT QUANTITATIVE or MATHEMATICAL FINANCE

The following is a list of recommended books. These books are available from AMAZON books directly from this site. If you would like to purchase or see reviews on one of these books just click on them.

Computational Finance 1999
by Yaser S. Abu-Mostafa (Editor), Blake Lebaron (Editor), Andrew W. Lo (Editor), Abu-Mostafa Yaser S. (Editor), Andreas S. Weigend (Editor)


A Practical Guide to Heavy Tails : Statistical Techniques and Applications
by Robert J. Adler (Editor), R. Feldman (Editor), M.S. Taqqu


Building Financial Derivatives Applications with C++:
by Robert Brooks


Modelling Extremal Events for Insurance and Finance (Applications of Mathematics, Vol 33)
by Paul Embrechts, Claudia Kluppelberg, Thomas Mikosch, M. Yor (Editor), I. Karatzas (Editor)


Option Valuation under Stochastic Volatility : with Mathematica Code
by Alan L. Lewis


Elementary Stochastic Calculus With Finance in View (Advanced Series on Statistical Science & Applied Probability, Vol 6)
by Thomas Mikosch


Statistical Analysis of Extreme Values : From Insurance, Finance, Hydrology and Other Fields
by R.D. Reiss, M. Thomas


Numerical Methods in Finance (Publications of the Newton Institute)
by L. C. G. Rogers (Editor), D. Talay (Editor)


Pricing Financial Instruments: The Finite Difference Method
by Domingo Tavella, Curt Randall


Interest Rate Modelling: Financial Engineering
by Nick Webber, Jessica James


Paul Wilmott on Quantitative Finance
by Paul Wilmott, C. A. Tisdell



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