Books
2013
Stephane Crepey
Financial Modeling
Springer Verlag (2013), ISBN-13: 9783642371127
Francesca Campolongo, Henrik Jönsson, Wim Schoutens
Quantitative Assessment of Securitisation Deals
Springer Verlag (2013), ISBN-13: 9783642297212
Nizar Touzi
Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE
Springer Verlag (2013), ISBN-13: 9781461442868
Jaksa Cvitanic, Jianfeng Zhang
Contract Theory in Continuous-Time Models
Springer Verlag (2013), ISBN-13: 9783642142000
L. C. G. Rogers
Optimal Investment
Springer Verlag (2013), ISBN-13: 9783642352027
Svetlana Boyarchenko, Sergey Levendorskiy
No-Arbitrage Pricing: Analytical and Numerical Methods
Chapman & Hall/CRC (2013), ISBN-13: 9781420078985
2012
Yoshio Miyahara
Option Pricing in Incomplete Markets : Modeling Based on Geometric Lévy Processes and Minimal Entropy Martingale Measures
Imperial College Press (2012), ISBN: 978-1-84816-347-8
Matheus R Grasselli, Lane P Hughston (Eds.)
Finance at Fields
World Scientific Publishing Company (2012), ISBN-13: 9789814407885
Samuel N Cohen, Dilip Madan, Tak Kuen Siu, Hailiang Yang (Eds.)
Advances in Statistics, Probability and Actuarial Science: Volume 1
Stochastic Processes, Finance and Control
A Festschrift in Honor of Robert J Elliott
World Scientific Publishing Company (2012), ISBN-13: 9789814383301
Paul Darbyshire, David Hampton
Hedge Fund Modelling and Analysis using Excel and VBA
John Wiley & Sons, Inc. (2012), ISBN-13: 9780470747193 (40% discount for members, order through Wiley’s website)
Andrea Pascucci, Wolfgang J. Runggaldier
Financial Mathematics: Theory and Problems for Multi-period Models
Springer Verlag (2012), ISBN-13: 9788847025370
2011
Nicole Bäuerle, Ulrich Rieder
Markov Decision Processes with Applications to Finance
Springer Verlag (2011), ISBN-13: 9783642183232
Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut Sølna
Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
Cambridge University Press (2011), ISBN-13: 9780521843584
2010
Leif Andersen, Vladimir Piterbarg
Interest Rate Modeling
Atlantic Financial Press (2010), three volumes
Greg Anderson, Alec Kercheval
Lectures on Financial Mathematics: Discrete Asset Pricing
Morgan & Claypool Publishers (2010), ISBN-13: 9781608454952
Elie Ayache
The Blank Swan: The End of Probability
John Wiley & Sons, Inc. (2010), ISBN-13: 9780470725221
Carl Chiarella, Alexander Novikov (Eds.)
Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen
Springer Verlag (2010), ISBN-13: 9783642034787
Gail Rolland
Market Players: A Guide to the Institutions in Today’s Financial Markets
John Wiley & Sons, Inc. (2010), ISBN-13: 9780470665558
2009
Damir Filipovic
Term-Structure Models, A Graduate Course
Springer Verlag (2009), ISBN-13: 9783540097266
Richard Flavell
Swaps and Other Derivatives
2nd Edition, John Wiley & Sons, Inc. (2009), ISBN-13: 9780470721919
Shayne Fletcher, Christopher Gardner
Financial Modelling in Python
John Wiley & Sons, Inc. (2009), ISBN-13: 9780470987841
Conrad Gardner (Ed.)
Qfinance: The Ultimate Resource
Bloomsbury Information Ltd (2009), ISBN-10: 1-84930-000-3, ISBN-13: 9781849300001
Wim Schoutens, Jessica Cariboni
Levy Processes in Credit Risk
John Wiley & Sons, Inc. (2009), ISBN-13: 9780470743065
Paul P. Wilmott
Frequently Asked Questions in Quantitative Finance
2nd Edition, John Wiley & Sons, Inc. (2009), ISBN-13: 9780470748756
2008
René Carmona (Ed.)
Indifference Pricing: Theory and Applications
Princeton University Press (2008), ISBN-10: 0-691-13883-4, ISBN-13: 9780691138831
Nicolas Privault
An Elementary Introduction to Stochastic Interest Rate Modeling
World Scientific Publishing (2008), ISBN-10: 9812832734, ISBN-13: 9789812832733
2007
Alan Brace
Engineering BGM
Series: Financial Mathematics Series Volume: 10, Chapman & Hall/CRC (2007), ISBN-10: 1584889683, ISBN-13: 9781584889687
René A. Carmona, Ivar Ekeland, Arturo Kohatsu-Higa, Jean-Michel Lasry, Pierre-Louis Lions, Huyen Pham, Erik Taflin
Paris-Princeton Lectures on Mathematical Finance 2004
(Lecture Notes in Mathematics No. 1919), Springer (2007), ISBN-10: 3-540-73326-4, ISBN-13: 9783540733263
Damien Lamberton, Bernard Lapeyre
Introduction to Stochastic Calculus Applied to Finance
Second Edition, Series: Financial Mathematics Series Volume: 11, Chapman & Hall/CRC (2007), ISBN-10: 1584886269, ISBN-13: 9781584886266
John Miller, David Edelman, John Appleby
Numerical Methods for Finance
Series: Financial Mathematics Series Volume: 8, Chapman & Hall/CRC (2007), ISBN-10: 158488925X, ISBN-13: 9781584889250
Jean-Luc Prigent
Portfolio Optimization and Performance Analysis
Series: Financial Mathematics Series Volume: 7, Chapman & Hall/CRC (2007), ISBN-10: 1584885785, ISBN-13: 9781584885788
2006
Louis Bachelier
Louis Bachelier’s Theory of Speculation: The Origins of Modern Finance
translated and with an introduction by Mark Davis & Alison Etheridge, with a foreword by Paul A. Samuelson, Princeton University Press (2006), ISBN-10: 0-691-11752-7, ISBN-13: 978-0-691-11752-2
Christian Bluhm, Ludger Overbeck
Structured Credit Portfolio Analysis, Baskets and CDOs
Series: Financial Mathematics Series Volume: 5 Chapman & Hall/CRC (2006), ISBN-10: 1584886471, ISBN-13: 9781584886471
Yuri Kabanov, Robert Lipster, Jordan Stoyanov (Eds.)
From Stochastic Calculus to Mathematical Finance, The Shiryaev Festschrift
Springer Berlin (2006), ISBN-10: 3-540-30782-6, ISBN-13: 9783540307822
Eckhard Platen, David Heath
A Benchmark Approach to Quantitative Finance
Springer Verlag (2006), ISBN-10: 3-540-26212-1, ISBN-13: 9783540262121
R. J. Williams
Introduction to the Mathematics of Finance
American Mathematical Society (2006), ISBN-10: 0-8218-3903-9, ISBN-13: 9780821839034
2005
Kerry Back
A Course in Derivative Securities. Introduction to Theory and Computation
Springer (2005), ISBN-10: 3-540-25373-4, ISBN-13: 9783540253730
Jerome Detemple
American-Style Derivatives: Valuation and Computation
Series: Financial Mathematics Series Volume: 4, Chapman & Hall/CRC (2005), ISBN-10: 158488567X, ISBN-13: 9781584885672
Matthias R. Fengler
Semiparametric Modeling of Implied Volatility
Springer (2005), ISBN-10: 3-540-26234-2, ISBN-13: 9783540262343
Alexander J. McNeil, Rüdiger Frey, and Paul Embrechts
Quantitative Risk Management: Concepts, Techniques, and Tools
Princeton University Press (2005), ISBN-10: 0-691-12255-5, ISBN-13: 9780691122557
Attilio Meucci
Risk and Asset Allocation
Springer (2005), ISBN-10: 3-540-22213-8, ISBN-13: 9783540222132
Steven E. Shreve
Stochastic Calculus for Finance I. The Binomial Asset Pricing Model
Springer (2005), ISBN-10: 0-387-24968-0, ISBN-13: 9780387249681
2004
Jeff Cash (Ed.)
Stochastic analysis with applications to mathematical finance
The Royal Society (2004)
Jaksa Cvitanic, Fernando Zapatero
Introduction to the Economics and Mathematics of Financial Markets
MIT Press Ltd (2004), ISBN-10: 0-262-03320-8, ISBN-13: 9780262033206
2003
Mark S. Joshi
The Concepts and Practice of Mathematical Finance
Cambridge University Press (2003), ISBN-10: 0-521-82355-2
Wim Schoutens
Lévy Processes in Finance: Pricing Financial Derivatives
John Wiley & Sons Ltd. (2003), ISBN-10: 0-470-85156-2
2002
Christian Bluhm, Ludger Overbeck, Christoph Wagner
An Introduction to Credit Risk Modeling
Chapman & Hall / CRC (2002), ISBN-10: 1-5848-8326X
Jean-Michel Courtault, Youri Kabanov
Louis Bachelier. Aux origines de la finance mathématique
Presses Universitaires Franc-Comtoises (2002), ISBN-10: 2-84627-064-3
Hélyette Geman, Dillip Madan, Stan Pliska,Ton Vorst (Eds.)
Mathematical Finance - Bachelier Congress 2000
Selected Papers from the First World Congress of the Bachelier Finance Society, Held in Paris, June 29-July 1, 2000, Springer (2002), ISBN-10: 3-540-67781-X
Masaaki Kijima
Stochastic Processes with Applications to Finance
Chapman & Hall / CRC (2002), ISBN-10: 1-5848-8224-7
2001
Dominique Guégan
Les chaos en finance: Approche statistique
Ed. Economica, Paris, Collection Statistique Mathématique et Probabilité, ISBN-10: 271784595X, ISBN-13: 9782717845952
Glenn Shafer, Vladimir Vovk
Probability and Finance: It’s Only a Game!
John Wiley & Sons, Inc. (2001), ISBN-10: 0-471-40226-5
William T. Ziemba (Ed.)
Handbooks in Finance
book series from Elsevier Science / North-Holland
BFS World Congress
The next World Congress of the Bachelier Finance Society will be held in Brussels, Belgium in 2014.
