Agostino Capponi, Charles-Albert Lehalle
Machine Learning and Data Sciences for Financial Markets
Cambridge University Press (2023), ISBN 9781316516195


Dorje Brody, Lane Hughston, Andrea Macrina (Eds.)
Financial Informatics: An Information-Based Approach to Asset Pricing
World Scientific (2022), ISBN 978-981-124-648-7

Dilip B. Madan, Wim Schoutens
Nonlinear Valuation and Non-Gaussian Risks in Finance
Cambridge University Press (2022), ISBN 9781108993876

Giuseppe Orlando, Michele Bufalo, Henry Penikas, Concetta Zurlo
Modern Financial Engineering: Counterparty, Credit, Portfolio and Systemic Risks
World Scientific (2022), ISBN 978-981-125-235-8


Ulrich Bindseil, Alessio Fotia
Introduction to Central Banking
SpringerBriefs in Quantitative Finance (2021), ISBN 978-3-030-70883-2

Tomas Björk, Mariana Khapko, Agatha Murgoci
Time-Inconsistent Control Theory with Finance Applications
Springer Finance (2021), ISBN 978-3-030-81845-6

Wai-Sum Chan, Yiu-Kuen Tse
Financial Mathematics for Actuaries, 3rd Ed.
World Scientific (2021), ISBN 978-981-124-327-1

Romain Deguest, Lionel Martellini, Vincent Milhau
Goal-based Investing: Theory and Practice
World Scientific (2021), ISBN 978-981-124-094-2

Frank J. Fabozzi, Francesco A. Fabozzi, Marcos López de Prado, Stoyan V. Stoyanov
Asset Management: Tools and Issues
World Scientific (2021), 978-981-122-293-1

Stéphane Goutte, Khaled Guesmi, Samir Saadi (Eds.)
Cryptofinance: A New Currency for a New Economy
World Scientific (2021), 978-981-123-966-3

Martin Hellmich, Rüdiger Kiesel
Carbon Finance: A Risk Management View
World Scientific (2021), 978-1-80061-101-6

Andrey Itkin, Alexander Lipton, Dmitry Muravey
Generalized Integrated Transforms in Mathematical Finance
World Scientific (2021), 978-981-123-173-5

Tim Leung
Employee Stock Options: Exercise Timing, Hedging, and Valuation
World Scientific (2021), ISBN 978-981-3209-63-3

Alexander Lipton, Adrien Treccani
Blockchain and Distributed Ledgers: Mathematics, Technology, and Economics
World Scientific (2021), ISBN 978-981-122-151-4

Hao Ni, Xin Dong, Jinsong Zheng, Guangxi Yu
An Introduction to Machine Learning in Quantitative Finance
World Scientific (2021), ISBN 978-1-78634-936-1

Nicolas Privault
Stochastic Interest Rate Modeling with Fixed Income Derivative Pricing, 3rd Ed.
World Scientific (2021), ISBN 978-981-122-660-1

Anatoly Schmidt
Modern Equity Investing Strategies
World Scientific (2021), ISBN 978-981-123-949-6


Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewȩgłowski
Structured Dependence between Stochastic Processes
Cambridge University Press (2020), ISBN 9781107154254

Matthew F. Dixon, Igor Halperin, Paul Bilokon
Machine Learning in Finance
Springer (2020), ISBN 978-3-030-41070-4

Wolfgang Doeblin (author); Marc Yor, Bernard Bru (Eds.)
Œuvres Complètes—Collected Works
Springer (2020), ISBN 978-3-319-41880-3

John B. Guerard, William T. Ziemba (Eds.)
Handbook of Applied Investment Research
World Scientific (2020), ISBN 978-981-121-672-5

Andrey Itkin
Fitting Local Volatility
World Scientific (2020), ISBN 978-981-121-276-5

Cheng Few Lee, John Lee (Eds.)
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning
World Scientific (2020), ISBN 978-981-12-0238-4


Alexandre Antonov, Michael Konikov, Michael Spector
Modern SABR Analytics
Springer (2019), ISBN 978-3-030-10656-0

Pauline Barrieu (Ed.)
Risk and Stochastics: Ragnar Norberg
World Scientific (2019), ISBN 978-1-78634-194-5

Tomas Björk
Arbitrage Theory in Continuous Time, 4th Ed.
Oxford University Press (2019), ISBN 9780198851615

Mark H. A. Davis
Mathematical Finance: A Very Short Introduction
Oxford University Press (2019), ISBN 9780198787945

Ernst Eberlein, Jan Kallsen
Mathematical Finance
Springer (2019), ISBN 978-3-030-26105-4

Robert Jarrow, Arkadev Chatterjea
An Introduction to Derivative Securities, Financial Markets, and Risk Management, 2nd Ed.
World Scientific (2019), ISBN 978-1-944659-65-3

Yvonne Kreis, Dietmar Leisen, Jorge Ponce
Systemic Risk: History, Measurement and Regulation
World Scientific (2019), ISBN 978-981-120-105-9

Maria C. Mariani, Ionut Florescu
Quantitative Finance
Wiley (2019), ISBN 978-1-118-62995-6

Cornelis W Oosterlee, Lech A Grzelak
Mathematical Modeling and Computation in Finance: With Exercises and Python and MATLAB Computer Codes
World Scientific (2019), ISBN 9781786348050

Glenn Shafer, Vladimir Vovk
Game-Theoretic Foundations for Probability and Finance
Wiley (2019), ISBN 978-1-118-54802-8

Lixin Wu
Interest Rate Modeling: Theory and Practice, 2nd Ed.
Chapman & Hall/CRC (2019), ISBN 9780815378914


Rene Carmona, Francois Delarue
Probabilistic Theory of Mean Field Games with Applications I-II
Springer (2018), ISBN 978-3-319-59820-8

Gérard Cornuéjols, Javier Peña, Reha Tütüncü
Optimization Methods in Finance, 2nd Ed
Cambridge University Press (2018), ISBN 9781107056749

M. A. H. Dempster, Juho Kanniainen, John Keane, Erik Vynckier
High-Performance Computing in Finance: Problems, Methods, and Solutions
CRC Press (2018), ISBN 9781482299663

Kathrin Glau, Daniël Linders, Aleksey Min, Matthias Scherer, Lorenz Schneider, Rudi Zagst
Innovations in Insurance, Risk- and Asset Management
World Scientific (2018), ISBN 978-981-3272-55-2

Tom R. Hurd
Contagion! Systemic Risk in Financial Networks
Springer (2018), ISBN 978-3-319-33930-6

Robert Jarrow
Continuous-Time Asset Pricing Theory: A Martingale-Based Approach
Springer (2018), ISBN 978-3-319-77820-4

Charles-Albert Lehalle, Sophie Laruelle
Market Microstructure in Practice
World Scientific (2018), ISBN 978-981-3231-12-2

Marcos Lopez de Prado
Advances in Financial Machine Learning
John Wiley & Sons, Inc. (2018), ISBN-13: 978-1-119-48208-6

Roman Vershynin
High-Dimensional Probability: An Introduction with Applications in Data Science
Cambridge University Press (2018), ISBN 9781108415194


Anna Aksamit, Monique Jeanblanc
Enlargement of Filtrations with Finance in View
Springer (2017), ISBN 978-3-319-41254-2

Emilio Barucci, Claudio Fontana
Financial Markets Theory: Equilibrium, Efficiency and Information
Springer (2017), ISBN 978-1-4471-7322-9

Pierre Henry-Labordère
Model-free Hedging: A Martingale Optimal Transport Viewpoint
Chapman & Hall/CRC (2017), ISBN 9781138062238

Andrey Itkin
Pricing Derivatives Under Lévy Models: Modern Finite-Difference and Pseudo-Differential Operators Approach
Birkhäuser/Springer (2017), ISBN 978-1-4939-6792-6

Robert Jarrow
The Economic Foundations of Risk Management
World Scientific (2017), ISBN 978-981-3147-51-5

Kęstutis Kubilius, Yuliya Mishura, Kostiantyn Ralchenko
Parameter Estimation in Fractional Diffusion Models
Springer (2017), ISBN 978-3-319-71030-3

Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici
Fourier-Malliavin Volatility Estimation: Theory and Practice
Springer (2017), ISBN 978-3-319-50969-3

Alexander Melnikov, Amir Nosrati
Equity-Linked Life Insurance: Partial Hedging Methods
Chapman & Hall/CRC (2017), ISBN 9781482240269


John Armstrong
C++ for Financial Mathematics
Chapman & Hall/CRC (2016), ISBN 9781498750059

Lorenzo Bergomi
Stochastic Volatility Modeling
Chapman & Hall/CRC (2016), ISBN 9781482244069

René Carmona
Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications
SIAM Series on Financial Mathematics (2016), ISBN 9781611974232

Marcos C. S. Carreira, Richard J. Brostowicz Jr.
Brazilian Derivatives and Securities: Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets
Palgrave Macmillan UK (2016), ISBN 978-1-137-47726-2
30% discount with promotional code: PM16THIRTY

Kathrin Glau, Zorana Grbac, Matthias Scherer, Rudi Zagst (Eds.)
Innovations in Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation
Springer Verlag (2016), ISBN 978-3-319-33445-5

Zorana Grbac, Wolfgang J. Runggaldier
Interest Rate Modeling: Post-Crisis Challanges and Approaches
Springer Verlag (2016), ISBN 978-3-319-25383-1

Olivier Gueant
The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making
Chapman & Hall/CRC (2016), ISBN 9781498725477

Jan Kallsen, Antonis Papapantoleon (Eds.)
Advanced Modelling in Mathematical Finance: In Honour of Ernst Eberlein
Springer Verlag (2016), ISBN 978-3-319-45873-1

Dilip Madan, Wim Schoutens
Applied Conic Finance
Cambridge University Press (2016), ISBN  9781316585108

Paolo Sironi
FinTech Innovation
John Wiley & Sons, Inc. (2016), ISBN-13: 9781119226987


Álvaro Cartea, Sebastian Jaimungal, José Penalva
Algorithmic and High-Frequency Trading
Cambridge University Press (2015), ISBN 978-1107091146

Samuel N. Cohen, Robert J. Elliott
Stochastic Calculus and Applications, 2nd Ed.
Birkhäuser (2015), ISBN 978-1-4939-2867-5

Alexander J. McNeil, Rüdiger Frey, Paul Embrechts
Quantitative Risk Management: Concepts, Techniques and Tools, revised edition
Princeton University Press (2015), ISBN 978-0-6911-6627-8


Fred Espen Benth, Valery A. Kholodnyi, Peter Laurence (Eds.)
Quantitative Energy Finance: Modeling, Pricing, and Hedging in Energy and Commodity Markets
Springer Verlag (2014), ISBN 978-1-4614-7248-3

Stéphane Crépey, Tomasz R. Bielecki, Damiano Brigo
Counterparty Risk and Funding: A Tale of Two Puzzles
Chapman & Hall/CRC (2014), ISBN 978-146651645

Mark Davis, Sébastien Lleo
Risk-Sensitive Investment Management
World Scientific Publishing Company (2014), ISBN 978-981-4578-04-2

Yuri Kabanov, Marek Rutkowski, Thaleia Zariphopoulou (Eds.)
Inspired by Finance: The Musiela Festschrift
Springer Verlag (2014), ISBN 978-3-319-02069-3

Tommi A. Vuorenmaa
Lit and Dark Liquidity with Lost Time Data: Interlinked Trading Venues around the Global Financial Crisis
Macmillan (2014), ISBN 978-1-137-43260-5


Jan Baldeaux, Eckhard Platen
Functionals of Multidimensional Diffusions with Applications to Finance
Springer Verlag (2013), ISBN 978-3-319-00747-2

Svetlana Boyarchenko, Sergey Levendorskiy
No-Arbitrage Pricing: Analytical and Numerical Methods
Chapman & Hall/CRC (2013), ISBN-13: 9781420078985

Francesca Campolongo, Henrik Jönsson, Wim Schoutens
Quantitative Assessment of Securitisation Deals
Springer Verlag (2013), ISBN-13: 9783642297212

Stephane Crepey
Financial Modeling
Springer Verlag (2013), ISBN-13: 9783642371134

Nigel J. Cutland, Alet Roux
Derivative Pricing in Discrete Time
Springer Verlag (2013), ISBN 978-1-4471-4408-3

Jaksa Cvitanic, Jianfeng Zhang
Contract Theory in Continuous-Time Models
Springer Verlag (2013), ISBN-13: 9783642142000

Jean-Pierre Fouque, Joseph A. Langsam (Eds.)
Handbook on Systemic Risk
Cambridge University Press (2013), ISBN-13: 9781107023437

Julien Guyon, Pierre Henry-Labordère
Nonlinear Option Pricing
Chapman & Hall/CRC (2013), ISBN 9781466570337

Norbert Hilber, Oleg Reichmann, Christoph Schwab, Christoph Winter
Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing
Springer Verlag (2013), ISBN 978-3-642-35401-4

Mark Joshi, Nicholas Denson, Andrew Downes
Quant Job Interview Questions and Answers, 2nd Ed.
Pilot Whale Press (2013), ISBN-13: 9780987122827

Andreas E. Kyprianou
Gerber–Shiu Risk Theory
Springer Verlag (2013), ISBN 978-3-319-02303-8

Bruno Remillard
Statistical Methods for Financial Engineering
Chapman & Hall/CRC (2013), ISBN 9781439856949

L. C. G. Rogers
Optimal Investment
Springer Verlag (2013), ISBN-13: 9783642352027

Ronald W. Shonkwiler
Finance with Monte Carlo
Springer Verlag (2013), ISBN 978-1-4614-8511-7

Nizar Touzi
Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE
Springer Verlag (2013), ISBN-13: 9781461442868

You-Ian Zhu, Xiaonan Wu, I.-Liang Chern, Zhi-zhong Sun
Derivative Securities and Difference Methods, 2nd Ed.
Springer Verlag (2013), ISBN 978-1-4614-7306-0

Gilles Zumbach
Discrete Time Series, Processes, and Applications in Finance
Springer Verlag (2013), ISBN 978-3-642-31742-2


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)

Matheus R. Grasselli, Lane P. Hughston (Eds.)
Finance at Fields
World Scientific Publishing Company (2012), ISBN-13: 9789814407885

Moshe A. Milevsky
The 7 Most Important Equations for Your Retirement: The Fascinating People and Ideas Behind Planning Your Retirement Income
John Wiley & Sons, Inc. (2012), ISBN-13: 9781118291535

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

Andrea Pascucci, Wolfgang J. Runggaldier
Financial Mathematics: Theory and Problems for Multi-period Models
Springer Verlag (2012), ISBN-13: 9788847025370


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

Mark Joshi
More Mathematical Finance
Pilot Whale Press (2011), ISBN-13: 9780987122803

Jan Vecer
Stochastic Finance: A Numeraire Approach
Chapman & Hall/CRC (2011), ISBN-13: 9781439812501


Greg Anderson, Alec Kercheval
Lectures on Financial Mathematics: Discrete Asset Pricing
Morgan & Claypool Publishers (2010), ISBN-13: 9781608454952

Leif Andersen, Vladimir Piterbarg
Interest Rate Modeling
Atlantic Financial Press (2010), three volumes

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


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


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


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


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


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


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


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


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


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