|  | | | A B C D E F H I L M N O P Q R S T U V
(in alphabetical order by title)
Muldowney, Patrick
A Modern Theory of Random Variation
With Applications in Stochastic Calculus, Financial Mathematics, and Feynman Integration
ISBN 978-1-118-16640-6
Binder, Andreas / Aichinger, Michael
A Workout in Computational Finance
(with Website)
ISBN 978-1-119-97191-7
Ramirez, Juan
Accounting for Derivatives
Advanced Hedging under IFRS
ISBN 978-0-470-51579-2
Cossin, Didier / Pirotte, Hugues
Advanced Credit Risk Analysis
Financial Approaches and Mathematical Models to Assess, Price and Manage Credit Risk
ISBN 978-0-471-98723-9
Tsay, Ruey S.
An Introduction to Analysis of Financial Data with R
ISBN 978-0-470-89081-3
Tsay, Ruey S.
Analysis of Financial Time Series
ISBN 978-0-470-41435-4
Xekalaki, Evdokia / Degiannakis, Stavros
ARCH Models for Financial Applications
ISBN 978-0-470-06630-0
TOP
Kortanek, Ken O. / Medvedev, Vladimir G.
Building and Using Dynamic Interest Rate Models
ISBN 978-0-471-49595-6
TOP
Duffy, Daniel J. / Germani, Andrea
C# for Financial Markets
ISBN 978-0-470-03008-0
Winchie, Pamela / Smith, Darren
Cash CDO Modelling in Excel
A Step by Step Approach
ISBN 978-0-470-74157-3
Rebonato, Riccardo
Coherent Stress Testing
A Bayesian Approach to the Analysis of Financial Risk
ISBN 978-0-470-66601-2
Geman, Helyette
Commodities and Commodity Derivatives
Modelling and Pricing for Agriculturals, Metals and Energy
ISBN 978-0-470-01218-5
Brigo, Damiano / Morini, Massimo / Pallavicini, Andrea
Counterparty Credit Risk, Collateral and Funding
With Pricing Cases For All Asset Classes
ISBN 978-0-470-74846-6
Chaplin, Geoff
Credit Derivatives
Trading, Investing,and Risk Management
ISBN 978-0-470-68644-7
Das, Satyajit
Credit Derivatives
CDOs and Structured Credit Products
ISBN 978-0-470-82159-6
Schönbucher, Philipp J.
Credit Derivatives Pricing Models
Models, Pricing and Implementation
ISBN 978-0-470-84291-1
Brigo, Damiano / Pallavicini, Andrea / Torresetti, Roberto
Credit Models and the Crisis
A Journey into CDOs, Copulas, Correlations and Dynamic Models
ISBN 978-0-470-66566-4
Löeffler, Gunter / Posch, Peter N.
Credit Risk Modeling using Excel and VBA
ISBN 978-0-470-66092-8
Rösch, Daniel / Scheule, Harald
Credit Securitisations and Derivatives
Challenges for the Global Markets
ISBN 978-1-119-96396-7
DeRosa, David F. (ed.)
Currency Derivatives
Pricing Theory, Exotic Options, Hedging Applications
ISBN 978-0-471-25267-2
TOP
Das, Satyajit
Derivative Products and Pricing
The Swaps & Financial Derivatives Library
ISBN 978-0-470-82164-0
Braddock, John C.
Derivatives Demystified
Using Structured Financial Products
ISBN 978-0-471-14633-9
Crawford, George / Sen, Bidyut
Derivatives for Decision Makers
Strategic Management Issues
ISBN 978-0-471-12994-3
Schwartz, Robert J. / Smith, Clifford W. (eds.)
Derivatives Handbook
Risk Management and Control
ISBN 978-0-471-15765-6
Marshall, John F.
Dictionary of Financial Engineering
ISBN 978-0-471-24291-8
Cherubini, Umberto / Mulinacci, Sabrina / Gobbi, Fabio / Romagnoli, Silvia
Dynamic Copula Methods in Finance
ISBN 978-0-470-68307-1
Taleb, Nassim Nicholas
Dynamic Hedging
Managing Vanilla and Exotic Options
ISBN 978-0-471-15280-4
Cahen, Philippe
Dynamic Technical Analysis
ISBN 978-0-471-89947-1
TOP
Pasiouras, Fotios
Efficiency and Productivity Growth
Modelling in the Financial Services Industry
ISBN 978-1-119-96752-1
Fabozzi, Frank J.
Encyclopedia of Financial Models
3 Volume Set
ISBN 978-1-118-00673-3
Fabozzi, Frank J.
Encyclopedia of Financial Models, Volume 1
ISBN 978-1-118-01032-7
Fabozzi, Frank J.
Encyclopedia of Financial Models, Volume 2
ISBN 978-1-118-01033-4
Fabozzi, Frank J.
Encyclopedia of Financial Models, Volume 3
ISBN 978-1-118-01034-1
Encyclopedia of Quantitative Finance
4 Volume Set
ISBN 978-0-470-05756-8
Bouzoubaa, Mohamed / Osseiran, Adel
Exotic Options and Hybrids
A Guide to Structuring, Pricing and Trading
ISBN 978-0-470-68803-8
de Weert, Frans
Exotic Options Trading
ISBN 978-0-470-51790-1
Kemp, Malcolm
Extreme Events
Robust Portfolio Construction in the Presence of Fat Tails
ISBN 978-0-470-75013-1
TOP
Dalton, Steve
Financial Applications using Excel Add-in Development in C/C++
ISBN 978-0-470-02797-4
Mastro, Michael
Financial Derivative and Energy Market Valuation
Theory and Implementation in MATLAB
ISBN 978-1-118-48771-6
Dubil, Robert
Financial Engineering and Arbitrage in the Financial Markets
ISBN 978-0-470-74601-1
Topper, Jürgen
Financial Engineering with Finite Elements
ISBN 978-0-471-48690-9
Kienitz, Joerg / Wetterau, Daniel
Financial Modelling
Theory, Implementation and Practice with MATLAB Source
ISBN 978-0-470-74489-5
Rees, Michael
Financial Modelling in Practice
A Concise Guide for Intermediate and Advanced Level with CD ROM
ISBN 978-0-470-99744-4
Fletcher, Shayne / Gardner, Christopher
Financial Modelling in Python
ISBN 978-0-470-98784-1
Pfaff, Bernhard
Financial Risk Modelling and Portfolio Optimization with R
ISBN 978-0-470-97870-2
Colin, Andrew
Fixed Income Attribution
ISBN 978-0-470-01175-1
Martellini, Lionel / Priaulet, Philippe
Fixed-Income Securities
Dynamic Methods for Interest Rate Risk Pricing and Hedging
ISBN 978-0-471-49502-4
Mallios, William S.
Forecasting in Financial and Sports Gambling Markets
Adaptive Drift Modeling
ISBN 978-0-470-48452-4
Clark, Iain
Foreign Exchange Option Pricing
A Practitioners Guide
ISBN 978-0-470-68368-2
Wilmott, Paul
Frequently Asked Questions in Quantitative Finance
ISBN 978-0-470-74875-6
Castagna, Antonio
FX Options and Smile Risk
ISBN 978-0-470-75419-1
TOP
James, Jessica / Marsh, Ian / Sarno, Lucio (eds.)
Handbook of Exchange Rates
ISBN 978-0-470-76883-9
Chan, Ngai Hang / Wong, Hoi Ying
Handbook of Financial Risk Management
Simulations and Case Studies
ISBN 978-0-470-64715-8
Nelken, Izzy (ed.)
Handbook of Hybrid Instruments
Convertible Bonds, Preferred Shares, Lyons, ELKS, DECS and other Mandatory Convertible Notes
ISBN 978-0-471-89114-7
Viens, Frederi G. / Mariani, Maria C. / Florescu, Ionut
Handbook of Modeling High-Frequency Data in Finance
ISBN 978-0-470-87688-6
Bauwens, Luc / Hafner, Christian M. / Laurent, Sebastien
Handbook of Volatility Models and Their Applications
ISBN 978-0-470-87251-2
Darbyshire, Paul
Hedge Fund Modeling and Analysis Using Excel and VBA
ISBN 978-0-470-74719-3
TOP
Clewlow, Les / Strickland, Chris
Implementing Derivatives Models
ISBN 978-0-471-96651-7
Briys, Eric / de Varenne, François
Insurance from Underwriting to Derivatives
Asset Liability Management in Insurance Companies
ISBN 978-0-471-49227-6
James, Jessica / Webber, Nick
Interest Rate Modelling
ISBN 978-0-471-97523-6
Duffy, Daniel J.
Introduction to C++ for Financial Engineers
An Object-Oriented Approach
ISBN 978-0-470-01538-4
Pliska, Stanley R.
Introduction to Mathematical Finance
Discrete Time Models
ISBN 978-1-55786-945-6
Blanco Castañeda, Liliana / Arunachalam, Viswanathan / Dharmaraja, Selvamuthu
Introduction to Probability and Stochastic Processes with Applications
ISBN 978-1-118-29440-6
TOP
Schoutens, Wim / Cariboni, Jessica
Levy Processes in Credit Risk
ISBN 978-0-470-74306-5
TOP
Gray, Dale / Malone, Samuel
Macrofinancial Risk Analysis
ISBN 978-0-470-05831-2
Caouette, John B. / Altman, Edward I. / Narayanan, Paul / Nimmo, Robert
Managing Credit Risk
The Great Challenge for Global Financial Markets
ISBN 978-0-470-11872-6
Kemp, Malcolm
Market Consistency
Model Calibration in Imperfect Markets
ISBN 978-0-470-77088-7
Abergel, Frédéric / Bouchaud, Jean-Philippe / Foucault, Thierry / Lehalle, Charles-Albert / Rosenbaum, Mathieu (eds.)
Market Microstructure
Confronting Many Viewpoints
ISBN 978-1-119-95241-1
Alexander, Carol
Market Models
A Guide to Financial Data Analysis
ISBN 978-0-471-89975-4
Alexander, Carol
Market Risk Analysis
Volume IV: Value at Risk Models
ISBN 978-0-470-99788-8
Alexander, Carol
Market Risk Analysis
Volume III: Pricing, Hedging and Trading Financial Instruments
ISBN 978-0-470-99789-5
Alexander, Carol
Market Risk Analysis
4 Volume Boxset
ISBN 978-0-470-99799-4
Alexander, Carol
Market Risk Analysis
Volume I: Quantitative Methods in Finance
ISBN 978-0-470-99800-7
Alexander, Carol
Market Risk Analysis
Volume II: Practical Financial Econometrics
ISBN 978-0-470-99801-4
Duc, Francois / Schorderet, Yann
Market Risk Management for Hedge Funds
Foundations of the Style and Implicit Value-at-Risk
ISBN 978-0-470-72299-2
Höglund, Thomas
Mathematical Asset Management
ISBN 978-0-470-23287-3
Janssen, Jacques / Manca, Raimondo / Volpe, Ernesto
Mathematical Finance
Deterministic and Stochastic Models
ISBN 978-1-84821-081-3
Ruttiens, Alain
Mathematics of the Financial Markets
Financial Instruments and Derivatives Modelling, Valuation and Risk Issues
ISBN 978-1-118-51345-3
Castagna, Antonio / Fede, Francesco
Measuring and Managing Liquidity Risk
ISBN 978-1-119-99024-6
Dowd, Kevin
Measuring Market Risk
ISBN 978-0-470-01303-8
O'Kane, Dominic
Modelling Single-name and Multi-name Credit Derivatives
ISBN 978-0-470-51928-8
Thompson, James R. / Williams, Edward E. / Findlay, M. Chapman
Models for Investors in Real World Markets
ISBN 978-0-471-35628-8
Duffy, Daniel J. / Kienitz, Joerg
Monte Carlo Frameworks
Building Customisable High-performance C++ Applications
ISBN 978-0-470-06069-8
Jäckel, Peter
Monte Carlo Methods in Finance
ISBN 978-0-471-49741-7
TOP
Wilmott, Paul / Rasmussen, Henrik (eds.)
New Directions in Mathematical Finance
ISBN 978-0-471-49817-9
Brandimarte, Paolo
Numerical Methods in Finance and Economics
A MATLAB-Based Introduction
ISBN 978-0-471-74503-7
TOP
King, Jack L.
Operational Risk
Measurement and Modelling
ISBN 978-0-471-85209-4
Iacus, Stefano M.
Option Pricing and Estimation of Financial Models with R
ISBN 978-0-470-74584-7
Briys, Eric / Bellalah, Mondher / Mai, Huu Minh / de Varenne, François
Options, Futures and Exotic Derivatives
Theory, Application and Practice
ISBN 978-0-471-96908-2
TOP
Wilmott, Paul
Paul Wilmott Introduces Quantitative Finance
ISBN 978-0-470-31958-1
Ilinski, Kirill
Physics of Finance
Gauge Modelling in Non-equilibrium Pricing
ISBN 978-0-471-87738-7
Zenios, Stavros A.
Practical Financial Optimization
Decision Making for Financial Engineers
ISBN 978-1-4051-3200-8
Zenios, Stavros A.
Practical Financial Optimization
Decision Making for Financial Engineers
ISBN 978-1-4051-3201-5
Nielson, Soren S / Consiglio, Andrea
Practical Financial Optimization
A Library of GAMS Models
ISBN 978-1-4051-3371-5
Tavella, Domingo / Randall, Curt
Pricing Financial Instruments
The Finite Difference Method
ISBN 978-0-471-19760-7
Thulasidas, Manoj
Principles of Quantitative Development
ISBN 978-0-470-74570-0
Shafer, Glenn / Vovk, Vladimir
Probability and Finance
It's Only a Game!
ISBN 978-0-471-40226-8
TOP
Davino, Cristina / Furno, Marilena / Vistocco, Domenico
Quantile Regression
Theory and Applications
ISBN 978-1-119-97528-1
Epps, T. Wake
Quantitative Finance
Its Development, Mathematical Foundations, and Current Scope
ISBN 978-0-470-43199-3
TOP
Rubino, Gerardo / Tuffin, Bruno (eds.)
Rare Event Simulation using Monte Carlo Methods
ISBN 978-0-470-77269-0
Tapiero, Charles
Risk and Financial Management
Mathematical and Computational Methods
ISBN 978-0-470-84908-8
Das, Satyajit
Risk Management
The Swaps & Financial Derivatives Library
ISBN 978-0-470-82165-7
Alexander, Carol (ed.)
Risk Management and Analysis
Volume 1: Measuring and Modelling Financial Risk
ISBN 978-0-471-97957-9
Alexander, Carol (ed.)
Risk Management and Analysis
Volume 2: New Markets and Products
ISBN 978-0-471-97959-3
TOP
Kothari, Vinod
Securitization
The Financial Instrument of the Future
ISBN 978-0-470-82195-4
Chan, Ngai Hang / Wong, Hoi-Ying
Simulation Techniques in Financial Risk Management
ISBN 978-0-471-46987-2
Wüthrich, Mario V. / Merz, Michael
Stochastic Claims Reserving Methods in Insurance
ISBN 978-0-470-72346-3
Huynh, Huu Tue / Lai, Van Son / Soumare, Issouf
Stochastic Simulation and Applications in Finance with MATLAB Programs
ISBN 978-0-470-72538-2
Nyholm, Ken
Strategic Asset Allocation in Fixed Income Markets
A Matlab based user's guide
ISBN 978-0-470-75362-0
Das, Satyajit
Structured Products Volume 1
Exotic Options; Interest Rates & Currency (The Swaps & Financial Derivatives Library)
ISBN 978-0-470-82166-4
Das, Satyajit
Structured Products Volume 2
Equity; Commodity; Credit & New Markets (The Swaps & Financial Derivatives Library)
ISBN 978-0-470-82167-1
Flavell, Richard R.
Swaps and Other Derivatives
ISBN 978-0-470-72191-9
TOP
Garcia, Joao / Goossens, Serge
The Art of Credit Derivatives
Demystifying the Black Swan
ISBN 978-0-470-74735-3
Wilmott, Paul (ed.)
The Best of Wilmott 1
Incorporating the Quantitative Finance Review
ISBN 978-0-470-02351-8
Ayache, Elie
The Blank Swan
The End of Probability
ISBN 978-0-470-72522-1
De Spiegeleer, Jan / Schoutens, Wim
The Handbook of Convertible Bonds
Pricing, Strategies and Risk Management
ISBN 978-0-470-68968-4
Francis, Jack Clark / Toy, William W. / Whittacker, J. Gregg (eds.)
The Handbook of Equity Derivatives
ISBN 978-0-471-32603-8
Barrieu, Pauline / Albertini, Luca (eds.)
The Handbook of Insurance-Linked Securities
ISBN 978-0-470-74383-6
Gatarek, Dariusz / Bachert, Przemyslaw / Maksymiuk, Robert
The LIBOR Market Model in Practice
ISBN 978-0-470-01443-1
Cerrato, Mario
The Mathematics of Derivatives Securities with Applications in MATLAB
ISBN 978-0-470-68369-9
Rebonato, Riccardo / McKay, Kenneth / White, Richard
The SABR/LIBOR Market Model
Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
ISBN 978-0-470-74005-7
Rajan, Arvind / McDermott, Glen / Roy, Ratul
The Structured Credit Handbook
ISBN 978-0-471-74749-9
Gatheral, Jim
The Volatility Surface
A Practitioner's Guide
ISBN 978-0-471-79251-2
Chan, Ngai Hang
Time Series
Applications to Finance with R and S-Plus(R)
ISBN 978-0-470-58362-3
TOP
Morini, Massimo (ed.)
Understanding and Managing Model Risk
A Practical Guide for Quants, Traders and Validators
ISBN 978-0-470-97761-3
Kasriel / Wood, David
Upstream Petroleum Fiscal and Valuation Modeling in Excel
A Worked Examples Approach
ISBN 978-0-470-68682-9
TOP
Habart-Corlosquet, Marine / Janssen, Jacques / Manca, Raimondo
VaR Methodology for Non-Gaussian Finance
ISBN 978-1-84821-464-4
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