Mathematical Finance
Books
- Options, Futures and Other Derivatives (fifth edition),
John Hull. Prentice-Hall, 2003.
- Paul Wilmott on Quantitative Finance (two volumes), Paul
Wilmott. John Wiley, 2000.
- The Mathematics of Financial Derivatives, A Student
Introduction, Paul Wilmott, Sam Howison and Jeff Dewynne. Cambridge
University Press, 1995.
- An Introduction to
Mathematical Finance, Sheldon Ross. Cambridge University Press,
1999.
- An Introduction to the Mathematics of Financial
Derivatives, Second Edition, Salih N. Neftci. Academic Press 2000.
- A Course in Financial Calculus, Alison Etheridge. Cambridge
U. Press, 2002.
- Mean-Variance Analysis in Portfolio Choice and Capital
Markets, Harry M. Markowitz. Frank J. Fabozzi Associates (Wiley), 2000
- Elementary Stochastic Calculus with Finance in View, Thomas
Mikosch. World Scientific, 1998.
- Stochastic Calculus and Financial Applications, J. Michael
Steele. Springer-Verlag, 2001.
- The Econometrics of Financial Markets, John Y. Campbell,
Andres W. Lo, and A. Craig Mackinlay. Princeton U. Press, 1997.
- Principles of corporate finance (fifth edition), Richard
A. Brealey and Stewart C. Myers. McGraw-Hill, 1996.
- Financial Theory and Corporate Policy (third edition),
Thomas E. Copeland and J. Fred Weston. Addison-Wesley, 1992.
- The Wall Street Journal Guide to Understanding Money and
Investing, Kenneth M. Morris and Virginia B. Morris. Lightbulb
Press, 1999.
- A Random Walk Down Wall Street, Burton
G. Malkiel. W. W. Norton, 1996.
- Capital Ideas (The improbable origins of modern Wall
Street), Peter L. Bernstein. The Free Press, 1992.
- The Predictors (How a band of maverick physicists used chaos
theory to trade their way to a fortune on Wall Street), Thomas
A. Bass. Henry Holt, 1999 (pb Owl Books, 2000).
- When Genius Failed (The rise and fall of Long-Term Capital
Management), Roger Lowenstein. Random House, 2000.
Videos
- The Trillion Dollar Bet, Nova video.
Sources of data
- finance.yahoo.com (Can start from www.yahoo.com)