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Index

This document provides a list of additional readings in mathematical finance and financial mathematics. It recommends reading around topics in this field to gain alternative perspectives and further knowledge. The list includes textbooks, papers, and other resources on subjects like derivatives pricing, interest rates, corporate finance, investments, and quantitative analysis. However, the list is not exhaustive as the field of mathematical finance is ever-growing.

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107 views

Index

This document provides a list of additional readings in mathematical finance and financial mathematics. It recommends reading around topics in this field to gain alternative perspectives and further knowledge. The list includes textbooks, papers, and other resources on subjects like derivatives pricing, interest rates, corporate finance, investments, and quantitative analysis. However, the list is not exhaustive as the field of mathematical finance is ever-growing.

Uploaded by

akita_1610
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Additional Reading

Reading around and ahead of a subject is always recommended. Although this


book can be considered as self-contained, we provide a list of potential additional reading here. Some texts are intended to give an alternative perspective
on the material presented in this book, and some texts are intended as further
reading.
The subject of mathematical nance/nancial mathematics is ever growing, and
this short list is certainty not intended to be exhaustive.
Baxter, M., Rennie, A., 1996. Financial Calculus: An Introduction to Derivative Pricing. Cambridge
University Press, Cambridge.
Brigham, E.F., Houston, J.F., 2009. Fundamentals of Financial Management, 12th ed. SouthWestern College Pub, Mason.
Cairns, A.J.G., 2004. Interest Rate Models: An Introduction. Princeton University Press, Princeton.
Cochrane, J.H., 2005. Asset Pricing, Revised ed. Princeton University Press, Princeton.
Copeland, T.E., Weston, J.F., Shastri, K., 2003. Financial Theory and Corporate Policy, 4th ed.
Pearson, London.
Cuthbertson, K., Nitzsche, D., 2001. Financial Engineering: Derivative & Risk Management. John
Wiley & Sons, Chichester.
DeFusco, R.A., et al., 2010. Quantitative Investment Analysis, 2nd ed. John Wiley & Sons,
Chichester.
Dodds, J.C., Ford, J.L., 1974. Expectations, Uncertainty and the Term Structure of Interest Rates.
Martin Robertson & Co. Ltd., Oxford.
Glasserman, P., 2010. Monte Carlo Methods in Financial Engineering. Springer, New York.
Guerard Jr., J.B., Schwartz, E., 2007. Quantitative Corporate Finance. Springer, New York.
Homer, S., Sylla, R., 2005. A History of Interest Rates, 4th ed. Wiley, Hoboken.
Hull, J., 2011. Options, Futures and Other Derivatives, 11th ed. Pearson Education, Harlow.
Levy, H., Sarnat, M., 1994. Capital Investment and Financial Decisions, 5th ed. Prentice-Hall
International, Edinburgh.
Mao, J.C.T., 1969. Quantitative Analysis of Financial Decisions. Macmillan, New York.
Merrett, A.J., Sykes, A., 1963. Finance and Analysis of Capital Projects. Longman, New York.
Michaelsen, J.B., 1973. The Term Structure of Interest Rates. Intext Educational Publishers, London.
Pinto, J.E., Henry, E., Robinson, T.R., Stowe, J.D., 2010. Equity Asset Valuation. John Wiley & Sons,
Hoboken.

441

442

Additional Reading

Redington, F.M., 1952. Review of the principles of life ofce valuations. Journal of the Institute of
Actuaries 78 (3), 286e315.
Renwick, F.B., 1971. Introduction to Investments and Finance. Macmillan, New York.
Russell, A.M., Rickard, J.A., 1982. Uniqueness of non-negative internal rate of return. Journal of the
Institute of Actuaries 109 (3), 435e445.
Taylor, G.C., 1980. Determination of internal rates of return in respect of an arbitrary cash ow.
Journal of the Institute of Actuaries 107 (4), 487e497.
Van Horne, J.C., 1970. Function and Analysis of Capital Markets. Prentice-Hall, Englewood
Cliffs, N J.
Wilmott, P., 2007. Paul Wilmott Introduces Quantitative Finance. John Wiley & Sons, Chichester.

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