Financial Engineering

Advanced modelling in finance using Excel and VBA
Jackson, Staunton. John Wiley & Sons, 2001. ISBN: 0471499226
An Introduction to Econophysics: Correlations and Complexity in Finance
Mantegna, Stanley. Cambridge University Press, 1999. ISBN: 0521620082
Applied Quantitative Finance
Hardle, Kleinow, Stahl. Springer-Verlag, 2002. ISBN: 3540434607
Applied Quantitative Methods for Trading and Investment
Dunis, Laws, Naim. John Wiley & Sons, 2003. ISBN: 0470848855
Black Scholes and Beyond: Option Pricing Models
Chriss. McGraw-Hill, 1996. ISBN: 0786310251
Building Financial Derivatives Applications with C++
Brooks. Quorum Books, 2000. ISBN: 156720287X
C++ Design Patterns and Derivatives Pricing
Joshi, Broadie, Howison, Johnson, Papanicolaou. Cambridge UP, 2004. ISBN: 0521832357
Computational Financial Mathematics using Mathematica
Stojanovic. Birkhauser Boston , 2002. ISBN: 0817641971
Credit Derivatives Pricing Models
Schoenbucher. John Wiley & Sons, 2003. ISBN: 0470842911
Credit Derivatives: The Definitive Guide
Gregory (Ed). Risk Books, 2003. ISBN: 1904339123
Credit Risk: Pricing, Measurement and Management
Duffie, Singleton. Princeton University Press, 2003. ISBN: 0691090467
Derivatives : The Theory and Practice of Financial Engineering
Wilmott. John Wiley & Sons Ltd, 1998. ISBN: 0471983896
Dynamic Hedging : Managing Vanilla and Exotic Options
Taleb. Wiley, 1996. ISBN: 0471152803
Financial Calculus : An Introduction to Derivative Pricing
Baxter, Rennie. Cambridge University Press, 1996. ISBN: 0521552893
Financial Engineering: Derivatives and Risk Management
Cuthbertson, Nitzsche. John Wiley & Sons, 2001. ISBN: 0471495840
Financial Instrument Pricing Using C++
Duffy.John Wiley & Sons, 2004. ISBN: 047085509
Heard on the Street: Quantitative Questions from Wall Street Job Interviews
Crack. Timothy Crack, 2002. ISBN: 0970055218
Implementing Derivative Models
Clewlow, Strickland. John Wiley & Sons, 1998. ISBN: 0471966517
Introduction to the Mathematics of Financial Derivatives
Neftci. Academic Press, 2000. ISBN: 0125153929
Introductory Econometrics with Applications
Ramanathan. South-Western College Pub, 2001. ISBN: 0030343429
Mathematical Models of Financial Derivatives
Kwok. Springer-Verlag, 1998. ISBN: 9813083255
Mathematical Techniques in Finance : Tools for Incomplete Markets
Cerny. Princeton University Press, 2003. ISBN: 0691088071
Mathematics for Finance: An Introduction to Financial Engineering
Capinski, Zastawniak. Springer-Verlag, 2003. ISBN: 1852333308
Mathematics of Financial Markets
Elliott, Kopp. Springer Finance, 1998. ISBN: 0387985530
Methods of Mathematical Finance
Karatzas, Shreve. Springer, 2004. ISBN: 0387948392
Modeling Derivatives in C++
London.John Wiley & Sons , 2004. ISBN: 0471654647
Modeling Financial Derivatives With Mathematica
Shaw. Cambridge University Press, 1998. ISBN: 052159233X
Monte Carlo Methods in Finance
Jaeckel. John Wiley & Sons, 2002. ISBN: 047149741X
Monte Carlo Methods in Financial Engeering
Glasserman. Springer, 2003. ISBN: 0387004513
Monte Carlo Methods in Financial Engineering
Glasserman. Springer-Verlag, 2003. ISBN: 0387004513
My Life as a Quant : Reflections on Physics and Finance
Derman. Wiley, 2004. ISBN: 0471394203
New Directions in Mathematical Finance
Wilmott, Rasmussen. John Wiley & Sons, 2002. ISBN: 0471498173
Numerical Approximation of Partial Differential Equations
Quarteroni, Valli. Springer-Verlag Telos, 1994. ISBN: 3540571116
Option Pricing: Mathematical Models and Computation
Wilmott, Dewynne, Howison. Oxford Financial Press, 2000. ISBN: 0952208202
Option Valuation Under Stochastic Volatility: With Mathematica Code
Lewis. Finance Press, 2000. ISBN: 0967637201
Options, Futures, and Other Derivatives
Hull. Prentice Hall, 2002. ISBN: 0130090565
Paul Wilmott Introduces Quantitative Finance
Wilmott. John Wiley & Sons, 2001. ISBN: 0471498629
Paul Wilmott on Quantitative Finance, 2 Volume Set
Wimott. John Wiley & Sons, 2000. ISBN: 047187438
Principles of Financial Engineering
Neftci. Academic Press Adcanced Finance Series, 2004. ISBN: 0125153945
Quantitative Finance and Risk Management: A Physicist's Approach
Dash. World Scientific Publishing Company, 2004. ISBN: 9812387129
Quantitative Financial Economics
Cuthbertson, Nitzsche.John Wiley & Sons, 2004. ISBN: 0470091711
Quantitative Methods in Derivatives Pricing
Tavella. Wiley, 2002. ISBN: 0471394475
Stochastic Calculus for Finance II: Continuous-Time Models
Shreve. Springer-Finance, 2004. ISBN: 0387401016
Stochastic Differential Equations
Oksendal. Springer-Verlag Telos, 2002. ISBN: 3540637206
Stochastic Simulation and Applications in Finance with MATLAB Programs
Huu Tue Huynh, Van Son Lai, Issouf Soumare. Wiley, 2008. ISBN: 978-0-470-72538-2
The Best of Wilmott 1 : Incorporating the Quantitative Finance Review
Wilmott. John Wiley & Sons, 2004. ISBN: 0470023511
The Complete Guide to Option Pricing Formulas
Haug.McGraw-Hill, 1997. ISBN: 0786312408
The Concepts and Practice of Mathematical Finance
Joshi, Broadie, Howison, Johnson, Papanicolaou. Cambridge UP, 2003. ISBN: 0521823552
The Handbook of Fixed Income Securities
Fabozzi.McGraw-Hill, 2000. ISBN: 0071358056
The Mathematics of Financial Derivatives : A Student Introduction
Wilmott, Howison, Dewynne. Cambridge University Press, 1995. ISBN: 0521497892
The Math of Money
Davis. Copernicus Books, 2001. ISBN: 0387950788
The Statistical Mechanics of Financial Markets
Voit. Springer-Verlag, 2003. ISBN: 3540009787
Tools for Computational Finance
Seydel. Springer-Verlag, 2003. ISBN: 3540406042

Please contact us if you would like to add a book to this page.