Home | Science | Math | Applications | Mathematical Economics and Financial Mathematics

Journals

Applied Mathematical Finance, Econometric Theory, Insurance: Mathematics and Economics, International Game Theory Review, International Journal of Theoretical and Applied F, Journal of Economic Dynamics and Control, Journal of Mathematical Economics, Journal of Mathematical Economics, Quantitative Finance, Studies in Nonlinear Dynamics and Econometrics

Basic Library List-Business Mathematics

http://www.maa.org/BLL/busmath.htm

Compiled by the MAA.

Concepts and Practice of Mathematical Finance

http://www.markjoshi.com/concepts/

By Mark Joshi (CUP, 2003). Table of contents, bibliography, errata, guest book, reviews.

Designs Patterns and Derivatives Pricing

http://www.markjoshi.com/design/

By Mark Joshi (CUP, 2004). Code to accompnay the book.

Financial Calculus

http://www.financialcalculus.co.uk/

By Martin Baxter and Andrew Rennie (CUP, 1996). Contents, preface, errata, supplementary text, reviews.

Pricing and Hedging of Derivative Securities

http://www.derivativesmath.com/

By Lars Tyge Nielsen. A textbook in continuous-time finance theory, Oxford University Press, 1999. Preface, introduction, table of contents, index.

Spontaneous Scaling Emergence in Generic Stochasti

http://shum.cc.huji.ac.il/~sorin/my-papers.html

The paper is in postscript format.