Books / Financial Mathematics

Financial Calculus: An Introduction to Derivative Pricing
BAXTER M. and RENNIE A.
Cambridge University Press
1996.
Capital Ideas: The Improbable Origins of Modern Wall Street, N.Y.
BERSTEIN P.L.
Free Press
1992.
Actuarial mathematics, 2nd edition
BOWERS N.L. et al.
Society of Actuaries
1997.
Analysis for Optimal Decisions
BUNN D V.
Wiley
1982
Mathematics of Derivative Securities
DEMPSTER M.A.H. and PLISKA S.R.
Cambridge University Press
1997.
Modern Portfolio Theory and Investment Analysis, 4th ed. New York, 1991.
ELTON E.J. and GRUBER M.J.
Wiley International
1991.
Multi-Armed Bandit Allocation Indices
GITTINS J.C.
Wiley
1989.
Introduction to Operations Research
HILLIER F.S. and LIEBERMAN G.J.
McGraw-Hill
1995.
Options, Futures and Other Derivative Securities, London
HULL J.C.
Prentice-Hall International
1993.
The Theory of Incomplete Markets, Vol. 1., Cambridge Mass., 1996.
MAGILL M. and QUINZII M.
MIT Press
1996.
An Introduction to the Mathematics of Finance
MCCUTCHEON J.J. and SCOTT W.F.
Heinemann.
1986.
Decision Analysis with Supertree
MCNAMEE P. and CELONA J.
Scientific Press
1990.
Investments: A Visual Approach, 3 vols., Cincinnati, Ohio
O'BRIEN J. and SRIVASTIVA S.
Southwestern College Publishing
1995.
Introduction to Mathematical Finance: Discrete Time Models, Oxford
PLISKA S.R.
Blackwell
1997.
Operations Research, Principles and Practice
RAVINDRAN A., PHILLIPS D.J. and SOLBERG J.J.
Wiley
1987.
Simulation.
ROSS S.M.
Introduction to Stochastic Dynamic Programming
ROSS S.M.
Academic Press
1993.
Mathematics of Finance
SIMA P. and BROWN R.P.
McGraw-Hill Ryerson
1993.
Operations Research, An Introduction
TAHA H.A.
Collier-Macmillan
1976.
Dynamic Hedging
TALEB N.
Wiley
1997.
An Introduction to Global Financial Markets
VALDEZ S.
McMillan Press Ltd
1997.
Intermediate Microeconomics: A Modern Approach, 3rd ed., San Francisco
VARIAN H.R.
W.W. Norton
1993.
Derivatives
WILMOTT P.
Wiley
1998.
The Mathematics of Financial Derivatives: A Student Introduction,
WILMOTT P., HOWSON S. and DEWYNNE J.
Cambridge University Press
1995.